websocket-ticker-to-candle

Please note

While the gist of this repository is fully functional ticker streaming setup which can stream websocket data and save the resampled one minute OHLC to db. Volume data is not stable where as OHLC data is verified.

Currently streaming of websocket for symbols is done only for Alice Blue

Prerequisites

Runs only in Python3.X

How to RUN

Run below command in terminal activating the environment where you've all dependencies installed.

python3 stream_ws.py

or

python stream_ws.py

Databases

SQLITE : sqlite is used to store all the ticks for all the symbols

MYSQL : MySql is used to store all the re-sampled one minute OHLC data into respective symbol table, you can replace mysql with any database of your choice.

Make sure you've dependencies installed ahead following requirements.txt

websocket-ticker-to-candle
│
├── credentials
│    ├── env_crendentials.json
|    └── access_tokens.json ( This is auto updated day basis)
├──── data
│    └── stock_data_db.db
├────systemutil
│    └── util.py
│    └── tel_msgr.py
└─── stream_ws.py

Telegram notifications

The below line send's a message during the beginning of the websocket.

Also you could you it your own diff purposes. If you're willing to use,make sure you've created your own bot using BotFather Telegram is altogether a different. ocean.

If you not interested you can just DELETE/ Comment the line.

tel_utl.sendMsg("1> Job execution begun at {0}".format(
            datetime.datetime.now()))

Dependent Libraries

Alice Blue: https://github.com/krishnavelu/alice_blue