Real-time Web Socket for Trading

I'm looking to develop a web socket that will facilitate receiving live market data. This will be integrated with the Indian Stock Broker, specifically with Zerodha, Upstox, and Dhan.

Key Requirements:
- Web socket to receive live market data
- Integration with Zerodha, Upstox, and Dhan
- Ability to handle high-frequency data without lag

Ideal Skills and Experience:
- Experience with web socket development
- Familiarity with Indian stock trading platforms, especially Zerodha and Upstox
- Strong background in real-time data processing and trading systems

Please provide examples of similar work done and your approach to this project.