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