The Sharia allows eating of fish with scales and only requires that they be caught alive. There is no zabiha process, perhaps because its blood does not gush out.
Imam Sadiq (a.s) was asked the same question by Zindiq and to that he replied:
"Refinement of fishes is only done when they are fished alive, and die outside water. The reason it is different from other animals and does not need slaughtering is because it does not have blood (hence it does not posses the impurities of that). Grasshoppers are the same as fish, they do not have blood "
Ref: Biharul Anwar, vol 10, pg180.
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