WebSocket Order Updates API

Real-time order and trade updates with automatic reconnection for monitoring order status, executions, and trade confirmations.

Overview

The WebSocket Order Updates API provides instant notifications for all order-related events including placements, modifications, cancellations, executions, and rejections. This persistent connection ensures you never miss critical trading events.

Key Features

Real-Time Order Updates: Instant notifications for all order state changes
Automatic Reconnection: Built-in exponential backoff retry mechanism
Heartbeat Monitoring: Active connection health checks with configurable client-side intervals
Session-Based Authentication: Secure connection using session tokens
Text-Based Protocol: JSON messages for easy parsing and debugging

Connection Setup

WebSocket Endpoint

Production: wss://order-updates.arrow.trade

Connection Events

The WebSocket client triggers various events to help you manage connection lifecycle:

Event	Description	When Triggered
`connect`	Connection established	WebSocket opens successfully
`disconnect`	Connection closed	WebSocket closes or errors
`reconnect`	Reconnection attempt	Automatic retry in progress
`noreconnect`	Reconnection exhausted	Max retry attempts reached
`error`	Connection error	WebSocket error occurs
`close`	Connection closed	WebSocket closes cleanly
`message`	Raw message received	Any message from server
`orderUpdate`	Order status changed	Order event received

Connection Management

Heartbeat Protocol

The connection maintains health through a client-side heartbeat mechanism. The Python SDK (ConnectionConfig) uses these defaults for all WebSocket streams (order, data, and HFT):

Client Ping: Sends PONG text every 3 seconds (ping_interval)
Read Timeout: 5 seconds without an incoming message closes the connection and triggers reconnection (read_timeout)
Automatic Recovery: Reconnects on timeout or connection loss when enable_reconnect is true

Custom clients should send periodic PONG messages and treat prolonged read silence as a stale connection.

Reconnection Strategy

Built-in exponential backoff with configurable parameters. Python SDK defaults (ConnectionConfig):

Parameter	Default	Description
`enable_reconnect`	`true`	Enable automatic reconnection
`max_reconnect_attempts`	300	Maximum reconnection attempts
`immediate_reconnect_attempts`	3	First N attempts with no delay
`max_reconnect_delay`	5 seconds	Maximum delay between attempts
`ping_interval`	3 seconds	Interval for client `PONG` messages
`read_timeout`	5 seconds	Idle read timeout before reconnect

Backoff schedule (Python SDK):

Attempts 1–3: immediate (0 second delay)
Attempt 4: 2 seconds (2^1, capped at 5)
Attempt 5: 4 seconds (2^2, capped at 5)
Attempt 6+: 5 seconds (capped at max_reconnect_delay)

Order Update Messages

Message Format

All order updates are JSON objects with the following structure:

{
  "updateType": "ORDER_UPDATE",
  "userID": "AJ0001",
  "accountID": "AJ0001",
  "exchange": "NFO",
  "symbol": "NIFTY27JAN26C25300",
  "id": "26012301000023",
  "price": "0.05",
  "quantity": "65",
  "product": "M",
  "orderStatus": "PENDING",
  "reportType": "PendingNew",
  "transactionType": "B",
  "order": "LMT",
  "cumulativeFillQty": "0",
  "fillShares": "0",
  "averagePrice": "0",
  "exchangeOrderID": "0",
  "cancelQuantity": "0",
  "orderTriggerPrice": "0",
  "validity": "DAY",
  "pricePrecision": "2",
  "tickSize": "0.05",
  "lotSize": "65",
  "token": "58695",
  "orderTime": "2026-01-23T13:40:53",
  "orderSource": "WEB",
  "leavesQuantity": "65"
}

Field Reference

Field	Type	Description	Example
`updateType`	string	Message type (always "ORDER_UPDATE")	`"ORDER_UPDATE"`
`userID`	string	User identifier	`"AJ0001"`
`accountID`	string	Trading account identifier	`"AJ0001"`
`exchange`	string	Exchange code	`"NFO"`, `"NSE"`, `"BSE"`
`symbol`	string	Trading symbol	`"NIFTY27JAN26C25300"`
`id`	string	Unique order identifier	`"26012301000023"`
`price`	string	Order price	`"0.05"`
`quantity`	string	Order quantity	`"65"`
`product`	string	Product type	`"M"` (Margin), `"C"` (Cash)
`orderStatus`	string	Current order status	See Order Status table
`reportType`	string	Type of update report	See Report Types table
`transactionType`	string	Buy or Sell	`"B"` (Buy), `"S"` (Sell)
`order`	string	Order type	`"LMT"`, `"MKT"`, `"SL"`, `"SL-M"`
`cumulativeFillQty`	string	Total filled quantity	`"0"`
`fillShares`	string	Shares filled in this update	`"0"`
`averagePrice`	string	Average execution price	`"0"`
`exchangeOrderID`	string	Exchange-assigned order ID	`"0"`
`cancelQuantity`	string	Cancelled quantity	`"0"`
`orderTriggerPrice`	string	Trigger price for stop orders	`"0"`
`validity`	string	Order validity	`"DAY"`, `"IOC"`
`pricePrecision`	string	Decimal precision for price	`"2"`
`tickSize`	string	Minimum price increment	`"0.05"`
`lotSize`	string	Trading lot size	`"65"`
`token`	string	Instrument token	`"58695"`
`orderTime`	string	Order timestamp (ISO format)	`"2026-01-23T13:40:53"`
`orderSource`	string	Order entry source	`"WEB"`, `"API"`, `"MOBILE"`
`leavesQuantity`	string	Remaining unfilled quantity	`"65"`

Report Types

The reportType field indicates the type of order update:

Report Type	Description	Example Scenario
`PendingNew`	Order submitted, awaiting exchange	New order placed
`New`	Order accepted by exchange	Order becomes active
`Replaced`	Order modified successfully	Price or quantity changed
`Canceled`	Order cancelled	User cancellation
`Rejected`	Order rejected by exchange	Insufficient funds
`PartiallyFilled`	Partial execution	Some quantity filled
`Filled`	Complete execution	Order fully filled
`Expired`	Order expired	End of trading day
`Triggered`	Stop order triggered	Stop price reached

Order Status Values

Status	Description	Terminal State
`PENDING`	Order submitted, awaiting exchange	No
`OPEN`	Active order in market	No
`COMPLETE`	Fully executed	Yes
`CANCELLED`	Cancelled by user/system	Yes
`REJECTED`	Rejected by exchange	Yes
`TRIGGER_PENDING`	Stop order waiting for trigger	No
`AFTER_MARKET_ORDER_REQ_RECEIVED`	AMO order queued	No

Order Type Codes

Code	Full Name	Description
`LMT`	Limit	Order at specified price or better
`MKT`	Market	Market type; plain `MKT` is disabled by default on the place-order API—use `mpp: true` for market-style routing (Upper Limit / DPR by instrument)
`SL`	Stop Loss	Stop order with limit price
`SL-M`	Stop Loss Market	Stop order at market price

Transaction Type Codes

Code	Full Name
`B`	Buy
`S`	Sell

Product Type Codes

Code	Full Name	Description
`M`	Margin	Intraday trading
`C`	Cash	Delivery trading
`I`	Intraday	Intraday trading

Troubleshooting

Issue	Cause	Solution
Connection Fails	Invalid appID/token	Verify credentials are current and valid
Frequent Disconnects	Network instability	Check network quality, increase timeout
Missing Updates	Connection dropped	Fetch order status via REST API on reconnect
Duplicate Updates	Network retry	Deduplicate using order ID + timestamp
High CPU Usage	Too many handlers	Optimize callback functions, batch updates
Memory Leaks	Handlers not cleaned	Remove handlers when components unmount
Wrong Field Names	Using old documentation	Use `id` instead of `orderId`, `symbol` instead of `tradingSymbol`
String vs Number	Field type mismatch	Parse string fields to numbers: `parseInt()`, `parseFloat()`