I'm developing a strategy on index. I have backtested on few years data. I want to do a simulation on realtime markets to get an idea of slippages and refine my execution strategy. Here are my questions.
1. Does Kite provides a simulation platform where i will just place the market orders? Platform will execute on the available ask price. And end of day i will have a trade book where I can check my returns. 2. My current setup is like I have a redis cache where I persist RT datafeed and make decisions based on that. Sometimes there has been no tick on that instrument(BNF/NF options) and when I try to fetch option data I have no LTP and I miss a trade. Is there any api which just gives ltp of any option instrument where I can fall back to. 3. How reliable is Kite Websocket? I have seen during volatile days zerodha freezes. Does your RT feed also gets affected in such scenarios? 4. I have some hard rules set in my current execution strategy like take a trade after 9:30, etc. I dont want it to be in my strategy. Does Kite trade can have that logic set? Because I want an abstraction on that from my strategy 5. I want my strategy to be visualized on charts. I don't want to build a charting system for that to monitor my live/executed trades. I can see that /preferences have that detail for all chart drawings and I can make my own logic to post my drawings to my kite account. But that may not be reliable and a time consuming option. An API for that would be great. 6. Are automated trading strategies are eligible for 60-day challenge? 7. How much instruments does Websocket accept and provide ticks seamlessly? Did you face performance degradation on testing? Bcos this can impact my trading decisions when I expand my strategy to stocks. 8. Will Websocket work for same apikey in a distributed environment? 9. How often do you think the Kite Connect Clients will under go change? I may need to change my interface based on that
1. Does Kite provides a simulation platform where i will just place the market orders? Platform will execute on the available ask price. And end of day i will have a trade book where I can check my returns.
We are working on the paper trading platform, will release it soon,
2. My current setup is like I have a redis cache where I persist RT datafeed and make decisions based on that. Sometimes there has been no tick on that instrument(BNF/NF options) and when I try to fetch option data I have no LTP and I miss a trade. Is there any api which just gives ltp of any option instrument where I can fall back to.
3. How reliable is Kite Websocket? I have seen during volatile days zerodha freezes. Does your RT feed also gets affected in such scenarios?
Streaming is one of the most stable software since its built in house unlike our OMS.
4. I have some hard rules set in my current execution strategy like take a trade after 9:30, etc. I dont want it to be in my strategy. Does Kite trade can have that logic set? Because I want an abstraction on that from my strategy
Kite trade is pure execution platform so we don't store any app states.
5. I want my strategy to be visualized on charts. I don't want to build a charting system for that to monitor my live/executed trades. I can see that /preferences have that detail for all chart drawings and I can make my own logic to post my drawings to my kite account. But that may not be reliable and a time consuming option. An API for that would be great.
I guess this is answered in my previous answer.
6. Are automated trading strategies are eligible for 60-day challenge?
Yes
7. How much instruments does Websocket accept and provide ticks seamlessly? Did you face performance degradation on testing? Bcos this can impact my trading decisions when I expand my strategy to stocks.
We have limit up to 200 concurrent subscriptions per api. Our Kite web/Android platform is the biggest validation for the performance. Currently we serve more than 30k concurrent websocket connection streaming without any issues.
8. Will Websocket work for same apikey in a distributed environment?
Yes, It comes with the app subscription.
9. How often do you think the Kite Connect Clients will under go change? I may need to change my interface based on that
We announce all major updates in this forum. You can subscribe for individual projects in Github for more updates.
Yes you can dynamically subscribe and unsubscribe for any instruments on websocket.