I wanted to ask about what is walayat e Ali? where do we find it's it's obligation? And how is it important?

Wilayat Ali is accepting the authority and position of the Imam.

Imam Ali (as) said said “If a man worships Allah between rukn and maqam and fasts every single day of his entire existence without believing in our wilayat, he will not benefit in any way.” 
(Bisharat al-Mustafa, pg. 402, Hadith 30)

Imam Baqir (as) said: “If a man keeps standing the whole night for salat, keeps on fasting during the day, gives out all his wealth as alms, and performs hajj all the years of his life while he does not recognize the guardianship of the vicegerent of Allah so as to love him and perform all his practices under his guidance and leadership does not have any right out of his rewards and is not from among the faithful.” (Discourses of the 14 Infallibles)

* We also have many narrations such as the mutawatir narration from Sunni and Shia sources that the Prophet said He who dies with out recognizing the imam of the time will die the death of Jahiliyya (disbelief). And many many more narrations. Also, it is agreed upon that if someone rejects one of the Daruriyaat of Islam then he is outside of Islam and considered a disbeliever. For example if someone rejects salat as an obligatory act or fasting or Hajj. In our our Usul e Deen we have the fundamental belief in Imamate and if someone rejects this fundamental principle he would be considered as a non Muslim.

Imam Baqir (as) said: “The person who serves Allah according to a religion so putting himself in great inconvenience and hardship for it, and doesn’t have an Imam fixed by Allah, then his endeavor is unaccepted and he is lost, gone astray, and a wandering person in a state of perplexity. Allah is the enemy to his practices and his example is that of a sheep that has lost her shepherd and herd wandering here and there all day long. And by Allah, similarly, in this ummah too anybody who starts a morning in a condition that he doesn’t believe in the Imam appointed by Allah, an Imam who is apparent, evident, just, and equitable. He will start the morning in a condition that he is gone astray and perplexed. And if he dies in this very condition he will die a death of disbelief
(Kufr) and hypocrisy (Nifaq).” (Discourses of the 14 Infallibles)

Imam Sadiq (as) said: “We are those that obedience to whom Allah has made an obligation. Nothing is proper for the people except to know us, nor are the people absolved from being ignorant about us. He who knows us is a believer (mu’min) and he who knows us and denies us is a disbeliever (kafir). He who neither knows us nor denies us is misguided, until he returns to the path of guidance, which Allah has made an obligation for him as a binding obedience to us. If he dies in his misguidance then Allah will do with him what he pleases.”

(Usul Al-Kafi vol. 1 Al-Usul pt. 2-4 “The Book of Divine Proof,” pg.60)

Hadith Qudsi from Imam Ridha (as) on his way to neysabour when the people asked the imam for advice as his caravan was leaving. He said “The statement, there is no god but Allah is my fortress. Whoever enters my fortress will be saved.” Then the Imam said “With its conditions and I am one of its conditions.”

From this we see that belief in the Imam is essential to complete the belief in Tawhid and without it one belief in tawhid will remain incomplete.

One may ask how is this possible? Once the belief in One God is established, we must believe that He is just and due to His being just He will inform us of Himself. He does this by sending us messengers to guide us, after the messenger dies then He must have people to safeguard this message of Islam so He appoints Imams for us. Also this links to Mead on the day of judgement Allah says that he will bring a witness from every nation and bring the prophet as a witness over them. This is one of the ways that believing in the Imam of our time is linked to the belief in the Oneness of God.