Question 1:
Is this the right way to establish the WebSocket connection? have I missed anything here ?
def on_open(ws):
print("WebSocket connection opened")
auth_data = {
"client_id": client_id,
"access_token": access_token
}
ws.send(json.dumps(auth_data))
def on_close(ws):
print("WebSocket connection closed")
def on_error(ws, error):
print(f"WebSocket error: {error}")
ws_url = "wss://api-feed.dhan.co"
ws = websocket.WebSocketApp(ws_url, on_message=on_message, on_open=on_open, on_close=on_close, on_error=on_error)
Question 2:
Can I open the WebSocket in a thread?
import threading
ws_thread = threading.Thread(target=ws.run_forever)
ws_thread.start()
Question 3:
In on_message of websocket event, do we receive the ltp in the message attribute (data['ltp'])?
def on_message(ws, message):
data = json.loads(message)
ltp = data['ltp'] # Assuming the message contains the latest price as 'ltp'
Question 4:
In holdings[holdings['symbol'] == script]['buy_price'].iloc[0] and positions[positions['symbol'] == script]['buy_price'].iloc[0], do we get buy_price?
Python
def get_buy_price():
if not holdings.empty and script in holdings['symbol'].values:
return holdings[holdings['symbol'] == script]['buy_price'].iloc[0]
if not positions.empty:
position = positions[positions['symbol'] == script]
if not position.empty and position['transaction_type'].iloc[0] == 'BUY':
return position['buy_price'].iloc[0]
return None
Question 5:
On my Windows server, Ta-lib is not working, so I have written the RSI calculation function. Is this correct?
Python
def calculate_rsi(data, window=14):
delta = data.diff()
gain = (delta.where(delta > 0, 0)).rolling(window=window).mean()
loss = (-delta.where(delta < 0, 0)).rolling(window=window).mean()
rs = gain / loss
rsi = 100 - (100 / (1 + rs))
return rsi