"You can subscribe up to 1000 instruments/shares in a single WebSocket connection, and for one user you can have 3 WebSocket connection, so you can stream maximum of 3000 shares for one user. because all WebSockets will be independent of each other, there will be no cross-connection."
Download all instrument dump from - https://api.kite.trade/instruments (for latest instrument token download a fresh copy of it before every trading session)
Basic rule: Kite Connect is purely an execution platform. Zerodha doesn't provide support or solution for writing any kind of strategies. This is outside the scope of Kite Connect. "But we can post our queries on the forum and eventually someone will help it"