So following is the code i'm using , as you can see the function "on_ticks" gets the tick by tick data of scripts in continuous format. Now further i like to create a new function "calculate_orb" in which i like to code ORB strategy , so now i need tick by tick data for the same, in "calculate_orb" function,hence i need to know how to call the function "on_ticks" or how to get the streaming tick data in the function "calculate_orb" to do the ORB calculation.
def on_ticks(ws,ticks): for tick in ticks: data = tick
def calculate_orb(): for data in on_ticks(value_for_ws, value_for_ticks):
You need to pass on the tick to another thread from on_tick method.You can check the multi-threading example and explanation here.