I have developed a Python library to fetch, store and live stream option chains of all the derivatives trading in the Indian stock with support for all exchanges, including NFO, MCX, CDS, and BCD market using Kite connect APIs.
Some of the features include 1. This library provides a full-fledged and lightweight API for live streaming of the option chain with an accuracy of a second. Basically, you start a process that (in the background or foreground) fetches and stores the option chains. You write another script to query the option chain using the API provided. 2. There is no limit to the number of scrips you can subscribe to in one go. You can subscribe to the option chain of all the equity symbols in the Indian market. 3. Because there is a limit of 9000 instrument tokens (3000 tokens * 3 connections) that can be subscribed in Kite WebSockets as of now, you can provide filters to filter out the out-of-the-money options which are x% further from the current market price of the underlying stock. This library uses 1 process for every 3000 tokens and up to 3 processes for 9000 tokens.
Here is the link and detailed documentation https://github.com/pramakrishn/express-option-chain Please create a GitHub issue if you find any issues, and star if you want to bookmark it. You can contact me if you need help.
Hey there! Thanks for sharing the repository. I noticed that it's not updating the latest trading price (LTP) for the option chain. Instead, it's just returning the initial stored LTP without updating it.
