class MarketData():
instrument_list = list()
#stock_price = dict()
instr_to_stock = dict()
def __init__(self, instruments, public_token):
# Initialise.
global mkt_data
self.kws = WebSocket(config.api_key, public_token, config.kite_id)
self.publish_file = config.BaseDir_W + "Data\\" + config.LiveDataFile
self.instrument_list = list(instruments.values())
# Assign the callbacks.
self.kws.on_tick = self.on_tick
self.kws.on_connect = self.on_connect
self.kws.enable_reconnect(reconnect_interval=5, reconnect_tries=50)
# Initialize all prices with 0. instr_to_stock = 12345:BHEL
for key in instruments.keys():
#self.stock_price[key] = 0.0
mkt_data[key] = 0.0
self.instr_to_stock[instruments[key]] = key
# set time
self.time_counter = time.time()
def start(self):
self.kws.connect(threaded=True)
#self.kws.connect()
def on_tick(self, tick, ws):
global mkt_data
for item in tick:
#tick_list[item['instrument_token']] = item['last_price']
mkt_data[self.instr_to_stock[
item['instrument_token']]] = item['last_price']
print("Tick ------", time.strftime("%H:%M:%S"))
def on_connect(self, ws):
ws.subscribe(self.instrument_list)
class MarketData( ):
instrument_list = list()
stock_price = dict()
instr_to_stock = dict()
def __init__(self,instruments,session_id):
# Initialise.
self.kws = WebSocket(config.api_key , session_id, config.kite_id)
self.publish_file = config.BaseDir_W + "Data\\" + config.LiveDataFile
self.instrument_list = list(instruments.values() )
# Assign the callbacks.
self.kws.on_tick = self.on_tick
self.kws.on_connect = self.on_connect
self.kws.enable_reconnect(reconnect_interval=5, reconnect_tries=50)
# Initialize all prices with 0. instr_to_stock = 12345:BHEL
for key in instruments.keys():
self.stock_price[key] = 0.0
self.instr_to_stock[instruments[key]] = key
# set time
self.time_counter = time.time()
def start(self):
#self.kws.connect(threaded=True)
self.kws.connect()
def on_tick(self,tick, ws):
tick_list = dict()
# get all data in dict tick_list = 12345:145.0
for item in tick:
tick_list[item['instrument_token']] = item['last_price']
#print("Tick ",time.time(), tick_list)
print("Tick ---- ",time.strftime("%H:%M:%S") )
# update stock price in dict
for key,value in tick_list.items():
stk = self.instr_to_stock[key] # get stock name
self.stock_price[stk] = value# create dict = {'BHEL': 125.65, 'WIPRO': 290.25 }
print("stock_price dic done---- ",time.strftime("%H:%M:%S") )
# set data in environment variable
var_string = ""
for stock,price in self.stock_price.items():
var_string += stock + ":" + str(price) + ','
print("var_string formed---- ",time.strftime("%H:%M:%S") )
# write file every x minutes
if time.time() - self.time_counter >= config.MarketData_Write_Interval:
try:
timestart = time.time()
with open(self.publish_file, 'w') as f:
f.write("TimeStamp:" + time.strftime("%Y%m%d%H%M%S") + ',' + var_string[:-1])
print(time.strftime("%H:%M:%S"), var_string[:-1])
self.time_counter = time.time()
print("TIMETAKEN: ",time.time()-timestart)
except Exception as e:
print("Market data write in file error. ")
exit()
def on_connect(self,ws):
ws.subscribe(self.instrument_list)
# Assign the callbacks.
kws.on_tick = on_tick
kws.on_connect = on_connect
# To enable auto reconnect WebSocket connection in
# case of network failure
# - First param is interval between reconnection
# attempts in seconds.
# Callback `on_reconnect` is triggered on every
# reconnection attempt. (Default interval is 5
# seconds)
# - Second param is maximum number of retries before
# the program exits triggering `on_noreconnect`
# calback. (Defaults to 50 attempts)
# Note that you can also enable auto reconnection
# while initialising websocket.
# Example `kws = WebSocket("your_api_key",
# "your_public_token", "logged_in_user_id",
# reconnect=True, reconnect_interval=5,
# reconnect_tries=50)`
kws.enable_reconnect(reconnect_interval=5, reconnect_tries=50)
# Infinite loop on the main thread. Nothing after
# this will run.
# You have to use the pre-defined callbacks to
# manage subscriptions.
print("""
Trying to connect...
""")
kws.connect()