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Python Code for Total Open Interest for individual strike using websocket streaming

Jinal_Shah
Jinal_Shah in Python client
Please help with Python Code for Total Open Interest cross over for individual strike using websocket streaming
  • rajnivp
    rajnivp
    hi, i can help with that, contact me here [email protected]
  • Jinal_Shah
    Jinal_Shah
    mail done to you .. thanks
  • Souvick
    Souvick
    Is it possible to get the full option chain through Websocket? Or do I have to subscribe for individual strikes and turn the full mode on? If possible, please share the Python code.
  • sujith
    sujith
    You may refer to this library.
  • anil2609
    anil2609 edited February 2023
    @sujith , is there any delay with kite UI data?
  • rakeshr
    rakeshr
    is there any delay with kite UI data?
    No, it's the same as API.
  • anil2609
    anil2609 edited February 2023
    thanks for the response @rakeshr . I'm need to get OptionChain data and apply my strategy. Can I use this package in AWS? any known challenges? (earlier I tried to move my algo setup to AWS but kiteconnect package installation troubled me a lot).
  • sultanarun
    sultanarun
    I have implemented this at my machine. Note that OI change will not come in all ticks. If your strategy is based on OI, then store only the ticks where change in OI is there. Then every 3 minute apply your strategy. eg. 40000 CE can come at 9:30:10 , 9:32:01 , 9:32:40 etc.
  • rakeshr
    rakeshr
    Can I use this package in AWS? any known challenges?(earlier I tried to move my algo setup to AWS but kiteconnect package installation troubled me a lot).
    This is being used in production at AWS EC2, etc at multiple places. You can paste here the installation steps related to kiteconnect.
  • anil2609
    anil2609
    Sry for the late response @rakeshr . I tried to use kiteconnect package in AWS lambda function with layers.

    1. I created a lambda layer with kiteconnect and dependent packages
    2. imported kiteconnect in lambda function, faced challenges here
  • sachin_jain3
    sachin_jain3
    @anil2609 - were you able to create this lambda layer, can you share with me
  • anil2609
    anil2609
    @sachin_jain3 still facing challenges with layer. I can help you if you have any specific requirement.
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