Websocket some token in the subscription list unsubscribe on its own

Rishant

Hi,

I am facing following problem. I have a list of equities in my subscription list. Sometimes, I see that it has stopped subscribing to certain equities in the list .

Do you know why it happens and can you suggest a way out of it ?

Rishant

my code

import cPickle as pickle
from kiteconnect import WebSocket
import time
from datetime import datetime
from Queue import Queue,LifoQueue
from threading import Thread
import pandas as pd
import MySQLdb
df = pd.DataFrame()

q =LifoQueue(maxsize=10)
#max size is to ensure that the program is not running even after the WebSocket has broken for long
#tickData = 0

# Initialise.
kws = WebSocket("*****", "******", "*****", reconnect=True)

# Callback for tick reception.
def on_tick(tick, ws):
        tick.append(datetime.now())
        q.put(tick)
        #tickdata = tick
        #time.sleep(10)

# Callback for successful connection.
def on_connect(ws):
        # Subscribe to a list of instrument_tokens (RELIANCE and ACC here).
        listSubscription = [134657, 1629185, 895745, 3924993, 348929, 758529, 359937, 784129, 3001089, 415745, 2796801, 356865, 140033]
        ws.subscribe(listSubscription)

        # Set RELIANCE to tick in `full` mode.
        ws.set_mode(ws.MODE_QUOTE, listSubscription)

def on_close(ws):
        print("closed")

def on_error(error,ws):
        print("error")

# Assign the callbacks.
kws.on_tick = on_tick
kws.on_connect = on_connect
kws.on_close = on_close
kws.on_error = on_error

# Assign the callbacks.
kws.on_tick = on_tick
kws.on_connect = on_connect

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.
kws.connect(threaded = True)
test = {}
data_instrument_token = pd.DataFrame(columns = ['last_price','timeStamp','ratiobuysell'] )
#data = {738561:{'last_price':[],'timeStamp':[]}}
#data_instrument_token.set_index('timeStamp')
ltpDict = {134657:0, 1629185:0, 895745:0, 3924993:0, 348929:0, 758529:0, 359937:0, 784129:0, 3001089:0, 415745:0, 2796801:0, 356865:0, 140033:0}
test['universe'] ={134657: 'BPCL', 1629185: 'NATIONALUM', 895745: 'TATASTEEL', 3924993: 'NMDC', 348929: 'HINDALCO', 758529: 'SAIL', 359937: 'HINDPETRO', 784129: 'VEDL', 3001089: 'JSWSTEEL', 415745: 'IOC', 2796801: 'GODREJIND', 356865: 'HINDUNILVR', 140033: 'BRITANNIA'}
                                                                                                                                                                                          1,1           ratiobuysell = 0
i=0
#A Pandas Thread
while True:

        a = q.get()

        for j in range(0,len(a)-1):

           #data_instrument_token.set_value(i,'last_price',a[j]['last_price'])
           #data_instrument_token.set_value(i,'instrument_token',a[j]['instrument_token'])
           #data_instrument_token.set_value(i,'timeStamp',a[len(a)-1])
           if a[j]['sell_quantity'] > 0:
                ratiobuysell = int(float(a[j]['buy_quantity'])*100/a[j]['sell_quantity'])
           print a[len(a)-1]
           args = (a[j]['instrument_token'],a[j]['last_price'],a[len(a)-1], ratiobuysell)
           sql = "INSERT INTO tickData(token,close,date,ratiobuysell)"" VALUES(%s,%s,%s,%s)"
           conn = MySQLdb.connect(host="****", user="****", passwd="****", db="****")
           cursor = conn.cursor()
           dataDb = cursor.execute(sql,args)
           ltpDict[a[j]['instrument_token']]=a[j]['last_price']
           conn.commit()

           query = """ UPDATE stocksData
                SET BPCL = %s,NATIONALUM = %s,TATASTEEL = %s,NMDC = %s,HINDALCO = %s,SAIL = %s,HINDPETRO = %s,VEDL = %s,JSWSTEEL = %s,IOC  = %s, GODREJIND = %s,HINDUNILVR = %s,BRITANNIA = %s,date = %s
                WHERE fieldInfo = "LastTradedPrice"; """
           dataLTP = (ltpDict[134657],ltpDict[1629185],ltpDict[895745],ltpDict[3924993],ltpDict[348929],ltpDict[758529],ltpDict[359937],ltpDict[784129],ltpDict[3001089],ltpDict[415745],ltpDict[2796801],ltpDict[356865],ltpDict[140033],a[len(a)-1])
           dataDb = cursor.execute(query,dataLTP)
           conn.commit()
           conn.close()
           i = i + 1

Rishant

Is it because of the Queue I am storing data into? Is it that I miss a lot of ticks and hence the update doesnt happen ? as I can clearly see that my system lags the original movement in the market.

sujith

Check out this example for usage of Kite ticker data.

Rishant

ok, thanks. I would check this