Set up real-time indicator computation on live WebSocket market data. Streams LTP/Quote/Depth and computes indicators in real-time with optional Plotly live charting.

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 1. Read the indicator expert rules, especially: rules/websocket feeds.md — WebSocket connection and subscription rules/data fetching.md — Historical data for buffer initialization 2. Create charts/live/ directory (on demand) 3. Create {symbol} live feed.py 4. 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 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

live-feed