Solution for Reading Ticks and Converting them to 1 minute candle in real time without Database

tahseen · April 2023

https://github.com/tahseenjamal/kite_candles

Full working code. I made a bit of change as I cannot mention token automation part. Am sure that much most of you can manage

Note in this Redis is used as a broker to pass data from ticker program to 1 minute candle creation application

Also note, you can reuse 1 minute candle program to do 5 minutes / 15 minutes / 30 minutes / 1 hour also

rakeshr · April 2023

Thanks @tahseen for your contribution. I have added your project to the curated list for Python clients.

vaibhavsharma13 · April 2023

@tahseen

vaibhavsharma13 · April 2023

that is helpful thank you

tahseen · April 2023

Welcome, note you can replicate the consumer code and set it to 5 minutes
Then you would get two files - 1 minute and 5 minute candle stick file
So it is scalable

I limit the total instruments to 750-1000 for optimal performance.

Code also shows how I filter near expiry from all expiries. Lot of other things in code that might be of interest

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Solution for Reading Ticks and Converting them to 1 minute candle in real time without Database