Thread Multi-broker, deduplicated market-data feed for Shoonya/NorenWS-style WebSocket protocol (Shoonya, Flattrade, and compat…

3 messages · 06:31–15:23

Multi-broker, deduplicated market-data feed for Shoonya/NorenWS-style WebSocket protocol (Shoonya, Flattrade, and compatible brokers). Connects to several broker accounts at once, merges their ticks into a single deduplicated stream, and optionally builds OHLC candles from that stream. https://github.com/Tapanhaz/fsticker :: please check the readme for implementation details .

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06:31

G
Gaurav Mehta
this sounds good idea but it's really not. believe me. this makes the worst possible candles with lot of noise which you don't want during live market.
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12:04
1. T
  Tapan
  It does best-effort deduplication (for second level timestamps what we can do best) if multiple connections are provided to handle broker drops, but can be used with a single connection as well.
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  15:23