API has limit of 3 websockets per api key. However, I am running multiple strategies to paper trade at once which needs tick data. Can anyone suggest any implementation in python in which one scripts logs all the tick data and other scripts retrive it for its use? I do not want to store in database as I dnt want to store it.
You can subscribe for up to 3000 instruments on a single WebSocket connection. So, you can fetch 9000 connections in total for 3 WebSocket connections.
Run 3 ticker programs, each fetching 900 and pushing it into a queue of a message
Then on the other side use a python program to consumer the queue data