Create a real-time indicator feed using OpenAlgo WebSocket streaming. Arguments Parse $ARGUMENTS as: symbol exchange mode $0 = symbol (e.g., SBIN, RELIANCE, NIFTY). Default: SBIN $1 = exchange (e.g., NSE, NSE_INDEX). Default: NSE $2 = mode (e.g., ltp, quote, depth, multi). Default: quote If no arguments, ask user for symbol and what data they want. Instructions Read the indicator-expert rules, especially: rules/websocket-feeds.md — WebSocket connection and subscription rules/data-fetching.md — Historical data for buffer initialization Create charts/live/ directory (on-demand) Create {symbol}_live_feed.py Use the template from rules/assets/live_feed/template.py Feed Types ltp — Last Traded Price + Indicators Subscribe to LTP feed Maintain rolling buffer (last 200 ticks) Compute EMA, RSI on buffer Print real-time indicator values quote — Full Quote + Indicators Subscribe to Quote feed Display OHLC + LTP + Volume Compute indicators on close buffer Color-coded output (bullish/bearish) depth — Market Depth Analysis Subscribe to Depth feed Display L5 bid/ask book Compute bid-ask spread, order imbalance Show total buy vs sell quantity multi — Multi-Symbol Feed Subscribe to multiple symbols Display watchlist table with LTP and key indicator Auto-refresh display Script Structure """ Real-Time Indicator Feed for {SYMBOL} Mode: {mode} """ import os import time import numpy as np from datetime import datetime , timedelta from dotenv import find_dotenv , load_dotenv from openalgo import api , ta load_dotenv ( find_dotenv ( ) , override = False ) SYMBOL = "{symbol}" EXCHANGE = "{exchange}" client = api ( api_key = os . getenv ( "OPENALGO_API_KEY" ) , host = os . getenv ( "OPENALGO_HOST" , "http://127.0.0.1:5000" ) , verbose = 1 , )

Pre-fetch historical data for buffer initialization

df

client . history ( symbol = SYMBOL , exchange = EXCHANGE , interval = "1m" , start_date = ( datetime . now ( ) - timedelta ( days = 1 ) ) . strftime ( "%Y-%m-%d" ) , end_date = datetime . now ( ) . strftime ( "%Y-%m-%d" ) , ) close_buffer = list ( df [ "close" ] . values [ - 200 : ] ) instruments = [ { "exchange" : EXCHANGE , "symbol" : SYMBOL } ] def on_data ( data ) : ltp = data [ "data" ] . get ( "ltp" ) if ltp is None : return close_buffer . append ( float ( ltp ) ) if len ( close_buffer )

200 : close_buffer . pop ( 0 ) if len ( close_buffer ) = 20 : arr = np . array ( close_buffer , dtype = np . float64 ) ema_val = ta . ema ( arr , 20 ) [ - 1 ] rsi_val = ta . rsi ( arr , 14 ) [ - 1 ] if len ( arr ) = 15 else float ( "nan" ) timestamp = datetime . now ( ) . strftime ( "%H:%M:%S" ) print ( f"[ { timestamp } ] { SYMBOL } LTP: { ltp : 10.2f } | " f"EMA(20): { ema_val : 10.2f } | RSI(14): { rsi_val : 6.2f } " )

Connect and subscribe

client

.

connect

(

)

client

.

subscribe_ltp

(

instruments

,

on_data_received

=

on_data

)

print

(

f"Streaming

{

SYMBOL

}

on

{

EXCHANGE

}

— Press Ctrl+C to stop"

)

try

:

while

True

:

time

.

sleep

(

1

)

except

KeyboardInterrupt

:

print

(

"Stopping feed..."

)

client

.

unsubscribe_ltp

(

instruments

)

client

.

disconnect

(

)

Cleanup

The script must:

Handle Ctrl+C gracefully

Unsubscribe from all feeds

Disconnect WebSocket

Print summary of session duration and bars processed

Verbose Levels

Inform user about verbose options:

verbose=0

Silent mode (errors only)

verbose=1

Connection and subscription logs

verbose=2

All data updates (debug mode) Example Usage /live-feed SBIN NSE ltp /live-feed NIFTY NSE_INDEX quote /live-feed SBIN NSE depth /live-feed multi NSE