fix: resolve critical race conditions in WebSocket proxy

broker/angel/api/order_api.py

@@ -43,13 +43,13 @@ def get_api_response(endpoint, auth, method="GET", payload=''):
 
     # Handle empty response
     if not response.text:
-        return {}
+        return {'status': 'error', 'message': 'Empty response from API'}
 
     try:
         return json.loads(response.text)
     except json.JSONDecodeError:
         logger.error(f"Failed to parse JSON response from {endpoint}: {response.text}")
-        return {}
+        return {'status': 'error', 'message': f'Invalid JSON response from API: {response.text}'}
 
 def get_order_book(auth):
     return get_api_response("/rest/secure/angelbroking/order/v1/getOrderBook",auth)

broker/angel/streaming/angel_adapter.py

@@ -413,10 +413,10 @@ def _normalize_market_data(self, message, mode) -> Dict[str, Any]:
                 'ltp': message.get('last_traded_price', 0) / 100,  # Divide by 100 for correct price
                 'ltt': message.get('exchange_timestamp', 0),
                 'volume': message.get('volume_trade_for_the_day', 0),
-                'open': message.get('open_price', 0) / 100,
-                'high': message.get('high_price', 0) / 100,
-                'low': message.get('low_price', 0) / 100,
-                'close': message.get('close_price', 0) / 100,
+                'open': message.get('open_price_of_the_day', 0) / 100,
+                'high': message.get('high_price_of_the_day', 0) / 100,
+                'low': message.get('low_price_of_the_day', 0) / 100,
+                'close': message.get('closed_price', 0) / 100,
                 'last_quantity': message.get('last_traded_quantity', 0),
                 'oi': message.get('open_interest', 0),
                 'upper_circuit': message.get('upper_circuit_limit', 0) / 100,
@@ -516,38 +516,6 @@ def _extract_depth_data(self, message, is_buy: bool) -> List[Dict[str, Any]]:
                         'orders': level.get('no of orders', 0)
                     })
 
-        # For MCX, the data might be in a different format, check for best_five_buy/sell_market_data
-        elif 'best_five_buy_market_data' in message and is_buy:
-            depth_data = message.get('best_five_buy_market_data', [])
-            self.logger.debug(f"Found {side_label} depth data using best_five_buy_market_data: {len(depth_data)} levels")
-
-            for level in depth_data:
-                if isinstance(level, dict):
-                    price = level.get('price', 0)
-                    if price > 0:
-                        price = price / 100
-
-                    depth.append({
-                        'price': price,
-                        'quantity': level.get('quantity', 0),
-                        'orders': level.get('no of orders', 0)
-                    })
-
-        elif 'best_five_sell_market_data' in message and not is_buy:
-            depth_data = message.get('best_five_sell_market_data', [])
-            self.logger.debug(f"Found {side_label} depth data using best_five_sell_market_data: {len(depth_data)} levels")
-
-            for level in depth_data:
-                if isinstance(level, dict):
-                    price = level.get('price', 0)
-                    if price > 0:
-                        price = price / 100
-
-                    depth.append({
-                        'price': price,
-                        'quantity': level.get('quantity', 0),
-                        'orders': level.get('no of orders', 0)
-                    })
 
         # If no depth data found, return empty levels as fallback
         if not depth: