HedgeTech IME Live Data WebSocket API

Professional real-time WebSocket streaming service for Iran Mercantile Exchange (IME) market data.

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Overview

The HedgeTech IME Live Data WebSocket service provides ultra low-latency real-time streaming market data for IME contracts.

The service is designed for:

• Trading Platforms
• HFT Systems
• Algorithmic Trading
• Quantitative Infrastructure
• Market Monitoring Systems
• Real-Time Dashboards
• Risk Engines

All streams are powered by Redis Pub/Sub infrastructure and asynchronously distributed through FastAPI WebSocket endpoints.

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Base URL

https://core.hedgetech.ir/data-engine/ime

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Available WebSocket Endpoints

Endpoint	Description
/live/data/websocket/contract/name	Subscribe using contract names
/live/data/websocket/contract/id	Subscribe using contract IDs

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Authentication

All WebSocket endpoints require authentication.

Authentication is performed during the WebSocket handshake phase using Authorization headers.

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Authorization Header

Authorization: Bearer YOUR_ACCESS_TOKEN

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Example Authentication Flow

extra_headers = {
    "Authorization": "Bearer YOUR_ACCESS_TOKEN"
}

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WebSocket: Subscribe By Contract Name

Endpoint

wss://core.hedgetech.ir/data-engine/ime/live/data/websocket/contract/name

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Query Parameters

Parameter	Type	Required	Description
contract_name	list[string]	Yes	List of contract names

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Example Connection

wss://core.hedgetech.ir/data-engine/ime/live/data/websocket/contract/name?contract_name=ContractA&contract_name=ContractB

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Python Example

import asyncio
import json
import websockets

async def main():

    uri = (
        "wss://core.hedgetech.ir/data-engine/ime/live/data/websocket/contract/name"
        "?contract_name=ContractA"
        "&contract_name=ContractB"
    )

    headers = {
        "Authorization": "Bearer YOUR_ACCESS_TOKEN"
    }

    async with websockets.connect(
        uri,
        additional_headers=headers,
        ping_interval=20,
        ping_timeout=20,
    ) as websocket:

        while True:

            message = await websocket.recv()

            data = json.loads(message)

            print(json.dumps(data, indent=4))

asyncio.run(main())

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WebSocket: Subscribe By Contract ID

Endpoint

wss://core.hedgetech.ir/data-engine/ime/live/data/websocket/contract/id

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Query Parameters

Parameter	Type	Required	Description
contract_id	list[string]	Yes	List of contract IDs

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Example Connection

wss://core.hedgetech.ir/data-engine/ime/live/data/websocket/contract/id?contract_id=12345&contract_id=67890

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Python Example

import asyncio
import json
import websockets

async def main():

    uri = (
        "wss://core.hedgetech.ir/data-engine/ime/live/data/websocket/contract/id"
        "?contract_id=12345"
        "&contract_id=67890"
    )

    headers = {
        "Authorization": "Bearer YOUR_ACCESS_TOKEN"
    }

    async with websockets.connect(
        uri,
        additional_headers=headers,
        ping_interval=20,
        ping_timeout=20,
    ) as websocket:

        while True:

            message = await websocket.recv()

            data = json.loads(message)

            print(json.dumps(data, indent=4))

asyncio.run(main())

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WebSocket Response Structure

Both endpoints stream identical payload structures.

The only difference is:

• contractName exists in Name endpoint
• ContractId exists in ID endpoint

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Response Example (Contract Name)

{
    "channel": "IME Stream",
    "contractName": "ContractA",
    "timestamp": "2026-05-23T15:10:00.000000",
    "data": {}
}

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Response Example (Contract ID)

{
    "channel": "IME Stream",
    "ContractId": "12345",
    "timestamp": "2026-05-23T15:10:00.000000",
    "data": {}
}

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Data Payload Structure

The data field contains the complete real-time contract market state.

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Full Payload Example

{
    "BestLimit": {
        "1": {
            "buy_quantity": 0,
            "buy_price": 0,
            "sell_quantity": 0,
            "sell_price": 0
        },
        "2": {
            "buy_quantity": 0,
            "buy_price": 0,
            "sell_quantity": 0,
            "sell_price": 0
        },
        "3": {
            "buy_quantity": 0,
            "buy_price": 0,
            "sell_quantity": 0,
            "sell_price": 0
        }
    },

    "Aggregate": {
        "date": "",
        "time": "",
        "trade_count": 0,
        "total_volume": 0,
        "total_value": 0,
        "closing_price": 0,
        "last_price": 0,
        "low_price": 0,
        "high_price": 0,
        "open_price": 0,
        "previous_close": 0
    },

    "AllowedPriceRange": {
        "minAllowedPrice": 1,
        "maxAllowedPrice": 9999999999
    },

    "ContractInfo": {
        "open_interest": 0,
        "open_interest_changes": 0
    }
}

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Payload Field Documentation

BestLimit

Represents top order book levels.

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Order Book Levels

Level	Description
1	Best market level
2	Second order book level
3	Third order book level

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BestLimit Fields

Field	Description
buy_quantity	Buy order quantity
buy_price	Buy order price
sell_quantity	Sell order quantity
sell_price	Sell order price

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Aggregate

Aggregated trading statistics.

Field	Description
date	Trading date
time	Last update time
trade_count	Total number of trades
total_volume	Total traded volume
total_value	Total traded value
closing_price	Closing price
last_price	Last traded price
low_price	Lowest traded price
high_price	Highest traded price
open_price	Opening price
previous_close	Previous closing price

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AllowedPriceRange

Allowed trading range.

Field	Description
minAllowedPrice	Minimum allowed price
maxAllowedPrice	Maximum allowed price

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ContractInfo

Contract-level metadata.

Field	Description
open_interest	Open interest
open_interest_changes	Open interest changes

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Error Handling

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Authentication Failure

If the access token is invalid or missing:

WebSocket closed with code 1008 POLICY VIOLATION

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Invalid Contract

If invalid contract names or IDs are provided:

WebSocket closed with code 1008 POLICY VIOLATION

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Architecture Notes

• All streams are asynchronous
• Redis Pub/Sub is used internally
• Data is pushed only on updates
• Multiple contracts can be subscribed simultaneously
• Connections remain active until disconnected
• ISO 8601 timestamps are used
• Built for high-throughput market infrastructure

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Production Recommendations

For production-grade integrations:

• Implement automatic reconnect logic
• Enable WebSocket heartbeat
• Use asynchronous processing pipelines
• Queue incoming messages internally
• Configure proper timeout handling
• Monitor connection lifecycle
• Handle transient disconnects gracefully

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Production Reconnect Example

import asyncio
import json
import websockets

URI = (
    "wss://core.hedgetech.ir/data-engine/ime/live/data/websocket/contract/id"
    "?contract_id=12345"
)

HEADERS = {
    "Authorization": "Bearer YOUR_ACCESS_TOKEN"
}

async def connect():

    while True:

        try:

            async with websockets.connect(
                URI,
                additional_headers=HEADERS,
                ping_interval=20,
                ping_timeout=20,
            ) as websocket:

                print("Connected")

                while True:

                    message = await websocket.recv()

                    data = json.loads(message)

                    print(data)

        except Exception as e:

            print("Disconnected:", e)

            await asyncio.sleep(5)

asyncio.run(connect())

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Technology Stack

• FastAPI
• Redis Pub/Sub
• AsyncIO
• WebSocket Protocol
• Real-Time Streaming Infrastructure

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HedgeTech

Developed and maintained by HedgeTech Infrastructure Team.