websocket to candle

I am trying to create 15min candles of 50 scrips from WebSocket data,
what is the best possible way?
Right now I am exploring, storing every single data coming from WebSocket into MySQL table and then resample using pandas in a loop to create candles into another table.
I don't know how it works exactly(didn't try yet), in the MySQL workbench I saw 'connection method' had one of its option as 'Local Socket/Pipe', can I use that to store all the data coming from WebSocket into one the table?
Is there any other method to try?

  • sujith
    This looks like a setup for connecting to SQL server, not websocket connection.

    You need to receive data on the main thread and store data to the database using a worker thread.
    After every 15 min, you can generate a candle using the received data.
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