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Copy pathMarketPulse_1.0.py
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MarketPulse_1.0.py
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# -*- coding: utf-8 -*-
"""
Created on Tue Mar 17 11:49:07 2020
@author: EternalBliss
"""
import websocket
import sqlite3
import time
import requests
import random
import json
conn = sqlite3.connect("Renko_NSE_1.0.db")
c = conn.cursor()
tickers = ["nse_cm_reliance","nse_cm_nifty_bank","nse_cm_nifty_50","spot_XAUUSD","nse_cm_hdfcbank"]
i = {"nse_cm_reliance":0,"nse_cm_nifty_bank":0,"nse_cm_nifty_50":0,"spot_XAUUSD":0,"nse_cm_hdfcbank":0}
Close_prev = {"nse_cm_reliance":0,"nse_cm_nifty_bank":0,"nse_cm_nifty_50":0,"spot_XAUUSD":0,"nse_cm_hdfcbank":0}
length = {"nse_cm_reliance":0,"nse_cm_nifty_bank":0,"nse_cm_nifty_50":0,"spot_XAUUSD":0,"nse_cm_hdfcbank":0}
Open_prev = {"nse_cm_reliance":0,"nse_cm_nifty_bank":0,"nse_cm_nifty_50":0,"spot_XAUUSD":0,"nse_cm_hdfcbank":0}
Previous = {"nse_cm_reliance":0,"nse_cm_nifty_bank":0,"nse_cm_nifty_50":0,"spot_XAUUSD":0,"nse_cm_hdfcbank":0}
c.execute("CREATE TABLE IF NOT EXISTS Prev_Data (Symbol text,i real,Close_prev real,length real,Open_prev real, Previous real)")
conn.commit()
for ticker in tickers:
c.execute("CREATE TABLE IF NOT EXISTS {} (Date real,Open real,Close real,Volume real, Conditon real)".format(ticker))
conn.commit()
for ticker in tickers:
with conn:
c.execute("SELECT * FROM Prev_Data WHERE Symbol='{}'".format(ticker))
p = c.fetchall()
if len(p) != 0:
i[ticker] = p[-1][1]
Close_prev[ticker] = p[-1][2]
length[ticker] = p[-1][3]
Open_prev[ticker] = p[-1][4]
Previous[ticker] = p[-1][5]
def on_message(ws, message):
global i, Close_prev, Open_prev, Previous
# print(message)
# global length
Symbol = str(message).split("|")[0].split("'")[1].strip()
Close = float(str(message).split("|")[1].split("\\")[0])
# print(Symbol, Close)
if (Symbol == "BINANCE:BTCUSDT"):
Symbol = "BTCUSDT"
Date = int(time.time())
Volume = 0
length = Close*1*0.01
if(i[Symbol]==0):
Close_prev[Symbol]=Close
Open_prev[Symbol]=Close
with conn:
c.execute("INSERT INTO {} VALUES ({},{},{},{},1)".format(Symbol, Date, Close, Close, Volume))
i[Symbol]=1
elif(i[Symbol]==1 and Previous[Symbol]==0):
if((Close-Close_prev[Symbol])/length>=1):
for j in range(int(abs(Close-Close_prev[Symbol])//length)):
Close=Close_prev[Symbol]+length*(j+1)
Close_prev[Symbol]=Close_prev[Symbol]+length*j
with conn:
c.execute("INSERT INTO {} VALUES ({},{},{},{},2)".format(Symbol, Date, Close_prev[Symbol], Close, Volume))
Open_prev[Symbol]=Close_prev[Symbol]
Close_prev[Symbol]=Close
Previous[Symbol]=1
elif((Close-Close_prev[Symbol])/length<=-1):
for k in range(int(abs(Close-Close_prev[Symbol])//length)):
Close=Close_prev[Symbol]-length*(k+1)
Close_prev[Symbol]=Close_prev[Symbol]-length*k
with conn:
c.execute("INSERT INTO {} VALUES ({},{},{},{},3)".format(Symbol, Date, Close_prev[Symbol], Close, Volume))
Open_prev[Symbol]=Close_prev[Symbol]
Close_prev[Symbol]=Close
Previous[Symbol]=-1
elif(i[Symbol]==1 and Previous[Symbol]==1):
if((Close-Close_prev[Symbol])/length>=1):
for j in range(int(abs(Close-Close_prev[Symbol])//length)):
Close=Close_prev[Symbol]+length*(j+1)
Close_prev[Symbol]=Close_prev[Symbol]+length*j
with conn:
c.execute("INSERT INTO {} VALUES ({},{},{},{},4)".format(Symbol, Date, Close_prev[Symbol], Close, Volume))
Open_prev[Symbol]=Close_prev[Symbol]
Close_prev[Symbol]=Close
Previous[Symbol]=1
elif((Close-Open_prev[Symbol])/length<=-1):
for k in range(int(abs(Close-Open_prev[Symbol])//length)):
Close=Open_prev[Symbol]-length*(k+1)
Close_prev[Symbol]=Open_prev[Symbol]-length*k
with conn:
c.execute("INSERT INTO {} VALUES ({},{},{},{},5)".format(Symbol, Date, Close_prev[Symbol], Close, Volume))
Open_prev[Symbol]=Close_prev[Symbol]
Close_prev[Symbol]=Close
Previous[Symbol]=-1
elif(i[Symbol]==1 and Previous[Symbol]==-1):
if((Close-Open_prev[Symbol])/length>=1):
for j in range(int(abs(Close-Open_prev[Symbol])//length)):
Close=Open_prev[Symbol]+length*(j+1)
Close_prev[Symbol]=Open_prev[Symbol]+length*j
with conn:
c.execute("INSERT INTO {} VALUES ({},{},{},{},6)".format(Symbol, Date, Close_prev[Symbol], Close, Volume))
Open_prev[Symbol]=Close_prev[Symbol]
Close_prev[Symbol]=Close
Previous[Symbol]=1
elif((Close-Close_prev[Symbol])/length<=-1):
for k in range(int(abs(Close-Close_prev[Symbol])//length)):
Close=Close_prev[Symbol]-length*(k+1)
Close_prev[Symbol]=Close_prev[Symbol]-length*k
with conn:
c.execute("INSERT INTO {} VALUES ({},{},{},{},7)".format(Symbol, Date, Close_prev[Symbol], Close, Volume))
Open_prev[Symbol]=Close_prev[Symbol]
Close_prev[Symbol]=Close
Previous[Symbol]=-1
def on_error(ws, error):
print(error)
def on_close(ws):
print("### closed ###\n")
global tickers
for ticker in tickers:
with conn:
c.execute("INSERT INTO Prev_Data VALUES ('{}',{},{},{},{},{})".format(ticker, i[ticker], Close_prev[ticker], length[ticker], Open_prev[ticker], Previous[ticker]))
c.execute("INSERT INTO {} VALUES ({},{},{},{},0)".format(ticker, 0, 0, 0, 0))
# c.execute("SELECT * FROM Prev_Data")
# print(c.fetchall())
def on_open(ws):
t = ""
tickers = ["nse_cm_reliance","nse_cm_nifty_bank","nse_cm_nifty_50","spot_XAUUSD","nse_cm_hdfcbank"]
for ticker in tickers:
t = t + "," + ticker
print('type=msubscribe&channels={} &columns=1'.format(t[1:]))
ws.send('type=msubscribe&channels={} &columns=1'.format(t[1:]))
if __name__ == "__main__":
while True:
time.sleep(5)
try:
websocket.enableTrace(True)
ws = websocket.WebSocketApp("ws://" + random.choice(json.loads(requests.get("http://165.22.204.3:4001/api/v3/servers.json", headers = {"Accept-Encoding": "gzip", "User-Agent": "okhttp/3.10.0"}).text)["QUOTES_STREAMER"]) + "/",
on_message = on_message,
on_error = on_error,
on_close = on_close)
ws.on_open = on_open
ws.run_forever()
except:
pass