You have to deal with this problem on your own, no one able to help you. As I said this is dark area, and you be violating SEBI rules.
It is quite possible, that should be enough hint for you, if you want to move forward. But if you expecting some…
If you are using python, then you have to maintain a list/pandas dataframe(csv) of instrument symbols, in which you want to trade in. And apply a loop, which run each morning that match your instrument symbols with instrument tokens. You can create …
Why you want to use RDP and installing display drivers in VM? Just learn the commands in terminal, in my installed Fedora/Ubuntu,90% of the time I use commands in terminal.
Use SSH client like putty for connecting to your VM. For persistent te…
But you can always dual boot, furthur, if you thinking of trading in microseconds, then you have to dedicate a machine toward it. Trading in microseconds is no joke, otherwise I suggest you to go toward VPS/VMs with linux, be it GCP or AWS.
As oth…
@ANL For production, linux distros, any day.
Even in terms of performance, linux is best. In terms of support, I can give you example, tensorflow gpu support is only for linux distros, and not for windows. All major stable release first happen for…
Nobody is questioning redis or postgres reliablity, performance or robustness. Its about usecase.
https://zerodha.tech/blog/scaling-with-common-sense/
And here Kallash Nadh explaining that what they faced bottlenecks with Databases. If someone th…
@ANL What I have seen, most of the time bottleneck always comes from Databases. I dont ever suggest to use any databases like postgres or nosql when trying to achieve computation in μ-seconds timeframe. Even M.2 drives bottleneck.
In your case if r…
@ANL Redis will always outperform any DB that use physical drive. If you need to store data in physical drive, then first store in RAM, do the computation, store lets say X number of result's iterations in RAM, and then dump it into DB in single go,…
@rohanrg but that will only estimate the buy/sell vol of limit orders, how you estimate the vol for markets orders?
As I understand most of the time, by priority, buy market orders are matched with sell market orders. Yeah, it might work for illiqu…
@rohanrg how you get orderflow of tick or quote level data? As per my knowledge, NSE/BSE dont share such data even at level 4.
Can you please elaborate how you getting it?
@ANL yeah, with python, it will definetely bottleneck, even with async, threading or multiprocessing (I have tried everything), it will start to miss data/bottleneck when getting it from websocket.
And not just 1 or 2 ticks, sometime it will miss f…
@ANL The code needs to be efficient and optimised. Memory and CPU comes later, for my program I am subscribing around 350 instruments, and storing past 3 hours data into RAM, it is not even taking 1 GB of ram.
The execution of my algo is not e…
@ANL yes airtel do provide static IP for home connections, I think at rs 199+gst.
The reason being, previous year I have noticed it, that sometimes during trading day, the public ip changes, and connection drops to websocket.
For jio, I am talki…
@ANL Airtel Xstream fiber.... they are the best for such kind of work. Bandwidth doesnt matter much.
But if possible, do ask for business leased line, if not, airtel do provide static IP for home connections, it provide much more stable connection.…
Which ISP you are using? Even from NCR, I am getting this. And the connection with websocket is quite stable without any connection drops for whole trading day.
Here
This data is created by using go client, and saved it into mongoDB, from there to csv(for display). I have marked the data with black line, where Volume discrepency is occuring(changes in LTP and LTQ occuring but not in Volume). The time is s…
Yeah I have also noticed this several times, where depth,LTP and LTQ changes, that means trade occured since last tick, but volume remain the same. This is conterintutive in some sense.
I guess imo, this is happening due to hard limit set by Zerod…
