Open AnveshMora opened 3 weeks ago
I was running paper trade for BSE options of SENSEX and BANKEX.
For some reason it's taking time to update LTP of SENSEX and BANKEX index in bars dictionary and
Not populating prices of options instruments into feed/bars.
Broker in discussion: Zerodha.
Strategies.yaml file has
Underlyings: - NSE:NIFTY BANK - NSE:NIFTY 50 - NSE:NIFTY FIN SERVICE - NSE:NIFTY MID SELECT - BSE:SENSEX - BSE:BANKEX
Updated UnderlyingMappings in zerodha/broker.py with: underlyingMapping = { 'NSE:NIFTY MID SELECT': { 'optionPrefix': 'NFO:MIDCPNIFTY', 'index': UnderlyingIndex.MIDCPNIFTY, 'lotSize': 75, 'strikeDifference': 25 }, 'NSE:NIFTY BANK': { 'optionPrefix': 'NFO:BANKNIFTY', 'index': UnderlyingIndex.BANKNIFTY, 'lotSize': 15, 'strikeDifference': 100 }, 'NSE:NIFTY 50': { 'optionPrefix': 'NFO:NIFTY', 'index': UnderlyingIndex.NIFTY, 'lotSize': 50, 'strikeDifference': 50 }, 'NSE:NIFTY FIN SERVICE': { 'optionPrefix': 'NFO:FINNIFTY', 'index': UnderlyingIndex.FINNIFTY, 'lotSize': 40, 'strikeDifference': 50 }, 'BSE:SENSEX': { 'optionPrefix': 'BFO:SENSEX', 'index': UnderlyingIndex.SENSEX, 'lotSize': 10, 'strikeDifference': 100 }, 'BSE:BANKEX': { 'optionPrefix': 'BFO:BANKEX', 'index': UnderlyingIndex.BANKEX, 'lotSize': 15, 'strikeDifference': 100 } }
underlyingMapping = { 'NSE:NIFTY MID SELECT': { 'optionPrefix': 'NFO:MIDCPNIFTY', 'index': UnderlyingIndex.MIDCPNIFTY, 'lotSize': 75, 'strikeDifference': 25 }, 'NSE:NIFTY BANK': { 'optionPrefix': 'NFO:BANKNIFTY', 'index': UnderlyingIndex.BANKNIFTY, 'lotSize': 15, 'strikeDifference': 100 }, 'NSE:NIFTY 50': { 'optionPrefix': 'NFO:NIFTY', 'index': UnderlyingIndex.NIFTY, 'lotSize': 50, 'strikeDifference': 50 }, 'NSE:NIFTY FIN SERVICE': { 'optionPrefix': 'NFO:FINNIFTY', 'index': UnderlyingIndex.FINNIFTY, 'lotSize': 40, 'strikeDifference': 50 }, 'BSE:SENSEX': { 'optionPrefix': 'BFO:SENSEX', 'index': UnderlyingIndex.SENSEX, 'lotSize': 10, 'strikeDifference': 100 }, 'BSE:BANKEX': { 'optionPrefix': 'BFO:BANKEX', 'index': UnderlyingIndex.BANKEX, 'lotSize': 15, 'strikeDifference': 100 } }
Application log, able to load instruments and option chain:
`
[INFO ]|[2024-04-24 09:36:25,694]|[PID:25276::TID:17980]|[E:\github\PyAlgoMate\pyalgomate\brokers\zerodha\broker.py::broker::getOptionSymbols::92]|=> Nearest strike price of BSE:SENSEX is <73900> [INFO ]|[2024-04-24 09:36:25,721]|[PID:25276::TID:17980]|[E:\github\PyAlgoMate\pyalgomate\brokers\zerodha\broker.py::broker::getOptionSymbols::102]|=> Options symbols are BFO:SENSEX2442672900CE,BFO:SENSEX2442673000CE,BFO:SENSEX2442673100CE,BFO:SENSEX2442673200CE,BFO:SENSEX2442673300CE,BFO:SENSEX2442673400CE,BFO:SENSEX2442673500CE,BFO:SENSEX2442673600CE,BFO:SENSEX2442673700CE,BFO:SENSEX2442673800CE,BFO:SENSEX2442673900CE,BFO:SENSEX2442674000CE,BFO:SENSEX2442674100CE,BFO:SENSEX2442674200CE,BFO:SENSEX2442674300CE,BFO:SENSEX2442674400CE,BFO:SENSEX2442674500CE,BFO:SENSEX2442674600CE,BFO:SENSEX2442674700CE,BFO:SENSEX2442674800CE,BFO:SENSEX2442674900CE,BFO:SENSEX2442674900PE,BFO:SENSEX2442674800PE,BFO:SENSEX2442674700PE,BFO:SENSEX2442674600PE,BFO:SENSEX2442674500PE,BFO:SENSEX2442674400PE,BFO:SENSEX2442674300PE,BFO:SENSEX2442674200PE,BFO:SENSEX2442674100PE,BFO:SENSEX2442674000PE,BFO:SENSEX2442673900PE,BFO:SENSEX2442673800PE,BFO:SENSEX2442673700PE,BFO:SENSEX2442673600PE,BFO:SENSEX2442673500PE,BFO:SENSEX2442673400PE,BFO:SENSEX2442673300PE,BFO:SENSEX2442673200PE,BFO:SENSEX2442673100PE,BFO:SENSEX2442673000PE,BFO:SENSEX2442672900PE [INFO ]|[2024-04-24 09:36:25,774]|[PID:25276::TID:17980]|[E:\github\PyAlgoMate\pyalgomate\brokers\zerodha\broker.py::broker::getOptionSymbols::92]|=> Nearest strike price of BSE:BANKEX is <54400> [INFO ]|[2024-04-24 09:36:25,795]|[PID:25276::TID:17980]|[E:\github\PyAlgoMate\pyalgomate\brokers\zerodha\broker.py::broker::getOptionSymbols::102]|=> Options symbols are BFO:BANKEX2442953400CE,BFO:BANKEX2442953500CE,BFO:BANKEX2442953600CE,BFO:BANKEX2442953700CE,BFO:BANKEX2442953800CE,BFO:BANKEX2442953900CE,BFO:BANKEX2442954000CE,BFO:BANKEX2442954100CE,BFO:BANKEX2442954200CE,BFO:BANKEX2442954300CE,BFO:BANKEX2442954400CE,BFO:BANKEX2442954500CE,BFO:BANKEX2442954600CE,BFO:BANKEX2442954700CE,BFO:BANKEX2442954800CE,BFO:BANKEX2442954900CE,BFO:BANKEX2442955000CE,BFO:BANKEX2442955100CE,BFO:BANKEX2442955200CE,BFO:BANKEX2442955300CE,BFO:BANKEX2442955400CE,BFO:BANKEX2442955400PE,BFO:BANKEX2442955300PE,BFO:BANKEX2442955200PE,BFO:BANKEX2442955100PE,BFO:BANKEX2442955000PE,BFO:BANKEX2442954900PE,BFO:BANKEX2442954800PE,BFO:BANKEX2442954700PE,BFO:BANKEX2442954600PE,BFO:BANKEX2442954500PE,BFO:BANKEX2442954400PE,BFO:BANKEX2442954300PE,BFO:BANKEX2442954200PE,BFO:BANKEX2442954100PE,BFO:BANKEX2442954000PE,BFO:BANKEX2442953900PE,BFO:BANKEX2442953800PE,BFO:BANKEX2442953700PE,BFO:BANKEX2442953600PE,BFO:BANKEX2442953500PE,BFO:BANKEX2442953400PE
But subscription is not happening for BFO instruments:
[INFO ]|[2024-04-24 10:36:58,377]|[PID:25528::TID:18888]|[pyalgomate.brokers.zerodha.feed::feed::__initializeClient::129]|=> Initializing websocket client [INFO ]|[2024-04-24 10:36:58,387]|[PID:25528::TID:18888]|[pyalgomate.brokers.zerodha.feed::feed::__initializeClient::138]|=> Waiting for websocket initialization to complete [INFO ]|[2024-04-24 10:36:58,387]|[PID:25528::TID:18888]|[pyalgomate.brokers.zerodha.wsclient::wsclient::waitInitialized::65]|=> Waiting for WebSocketClient waitInitialized with timeout of 10 [INFO ]|[2024-04-24 10:36:58,871]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::onOpened::75]|=> Subscribing to channel [260105, 256265, 257801, 288009, 265, 274441, 17282050, 17282562, 17283074, 17283586, 17284098, 17284610, 17285122, 17285634, 17286146, 17286658, 17287170, 17287682, 17288194, 17288706, 17289218, 17289730, 17290242, 17290754, 17291266, 17291778, 17292290, 17292546, 17292034, 17291522, 17291010, 17290498, 17289986, 17289474, 17288962, 17288450, 17287938, 17287426, 17286914, 17286402, 17285890, 17285378, 17284866, 17284354, 17283842, 17283330, 17282818, 17282306, 17429506, 17430018, 17430530, 17431042, 17431554, 17432066, 17433090, 17434114, 17435138, 17435650, 17436674, 17437186, 17437698, 17438210, 17438722, 17439234, 17439746, 17440258, 17440770, 17441282, 17449474, 17463810, 17441538, 17441026, 17440514, 17440002, 17439490, 17438978, 17438466, 17437954, 17437442, 17436930, 17435906, 17435394, 17434370, 17433346, 17432322, 17431810, 17431298, 17430786, 17430274, 17429762] [INFO ]|[2024-04-24 10:36:59,210]|[PID:25528::TID:22464]|[telegram.ext.Application::_application::start::638]|=> Application started [INFO ]|[2024-04-24 10:36:59,210]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22850PE> [INFO ]|[2024-04-24 10:36:59,226]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22450PE> [INFO ]|[2024-04-24 10:36:59,227]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NSE:NIFTY BANK> [INFO ]|[2024-04-24 10:36:59,230]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48600PE> [INFO ]|[2024-04-24 10:36:59,230]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48400PE> [INFO ]|[2024-04-24 10:36:59,231]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22250PE> [INFO ]|[2024-04-24 10:36:59,232]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48400CE> [INFO ]|[2024-04-24 10:36:59,232]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47300CE> [INFO ]|[2024-04-24 10:36:59,232]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22900PE> [INFO ]|[2024-04-24 10:36:59,233]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <BSE:SENSEX> [INFO ]|[2024-04-24 10:36:59,233]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47200CE> [INFO ]|[2024-04-24 10:36:59,235]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48900CE> [INFO ]|[2024-04-24 10:36:59,235]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47500PE> [INFO ]|[2024-04-24 10:36:59,235]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22250CE> [INFO ]|[2024-04-24 10:36:59,237]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22200PE> [INFO ]|[2024-04-24 10:36:59,238]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47400CE> [INFO ]|[2024-04-24 10:36:59,238]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47100PE> [INFO ]|[2024-04-24 10:36:59,238]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22000PE> [INFO ]|[2024-04-24 10:36:59,239]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47100CE> [INFO ]|[2024-04-24 10:36:59,239]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47200PE> [INFO ]|[2024-04-24 10:36:59,239]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22600CE> [INFO ]|[2024-04-24 10:36:59,240]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22800CE> [INFO ]|[2024-04-24 10:36:59,240]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22800PE> [INFO ]|[2024-04-24 10:36:59,242]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <BSE:BANKEX> [INFO ]|[2024-04-24 10:36:59,242]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47700CE> [INFO ]|[2024-04-24 10:36:59,242]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22600PE> [INFO ]|[2024-04-24 10:36:59,242]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22350PE> [INFO ]|[2024-04-24 10:36:59,242]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22050PE> [INFO ]|[2024-04-24 10:36:59,242]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48500CE> [INFO ]|[2024-04-24 10:36:59,242]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22650PE> [INFO ]|[2024-04-24 10:36:59,242]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22300CE> [INFO ]|[2024-04-24 10:36:59,250]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR49100PE> [INFO ]|[2024-04-24 10:36:59,251]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22550CE> [INFO ]|[2024-04-24 10:36:59,251]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47800CE> [INFO ]|[2024-04-24 10:36:59,251]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48100PE> [INFO ]|[2024-04-24 10:36:59,252]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48000PE> [INFO ]|[2024-04-24 10:36:59,252]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48800PE> [INFO ]|[2024-04-24 10:36:59,252]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22650CE> [INFO ]|[2024-04-24 10:36:59,253]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR49000PE> [INFO ]|[2024-04-24 10:36:59,254]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48700CE> [INFO ]|[2024-04-24 10:36:59,254]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48100CE> [INFO ]|[2024-04-24 10:36:59,255]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48200CE> [INFO ]|[2024-04-24 10:36:59,255]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48000CE> [INFO ]|[2024-04-24 10:36:59,255]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22100PE> [INFO ]|[2024-04-24 10:36:59,255]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22150PE> [INFO ]|[2024-04-24 10:36:59,255]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NSE:NIFTY MID SELECT> [INFO ]|[2024-04-24 10:36:59,255]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22050CE> [INFO ]|[2024-04-24 10:36:59,255]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22150CE> [INFO ]|[2024-04-24 10:36:59,255]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22850CE> [INFO ]|[2024-04-24 10:36:59,260]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22000CE> [INFO ]|[2024-04-24 10:36:59,260]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22900CE> [INFO ]|[2024-04-24 10:36:59,260]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22400PE> [INFO ]|[2024-04-24 10:36:59,260]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NSE:NIFTY 50> [INFO ]|[2024-04-24 10:36:59,265]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48500PE> [INFO ]|[2024-04-24 10:36:59,266]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47300PE> [INFO ]|[2024-04-24 10:36:59,266]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22700CE> [INFO ]|[2024-04-24 10:36:59,266]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22500PE> [INFO ]|[2024-04-24 10:36:59,266]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR49100CE> [INFO ]|[2024-04-24 10:36:59,266]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22500CE> [INFO ]|[2024-04-24 10:36:59,266]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48300CE> [INFO ]|[2024-04-24 10:36:59,266]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47800PE> [INFO ]|[2024-04-24 10:36:59,266]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22750PE> [INFO ]|[2024-04-24 10:36:59,272]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47900CE> [INFO ]|[2024-04-24 10:36:59,272]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22200CE> [INFO ]|[2024-04-24 10:36:59,272]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48800CE> [INFO ]|[2024-04-24 10:36:59,273]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47900PE> [INFO ]|[2024-04-24 10:36:59,273]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47400PE> [INFO ]|[2024-04-24 10:36:59,274]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22450CE> [INFO ]|[2024-04-24 10:36:59,274]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR49000CE> [INFO ]|[2024-04-24 10:36:59,274]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22300PE> [INFO ]|[2024-04-24 10:36:59,274]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47600CE> [INFO ]|[2024-04-24 10:36:59,277]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48900PE> [INFO ]|[2024-04-24 10:36:59,277]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR21950CE> [INFO ]|[2024-04-24 10:36:59,280]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48600CE> [INFO ]|[2024-04-24 10:36:59,280]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22350CE> [INFO ]|[2024-04-24 10:36:59,280]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22950CE> [INFO ]|[2024-04-24 10:36:59,280]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22950PE> [INFO ]|[2024-04-24 10:36:59,280]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NSE:NIFTY FIN SERVICE> [INFO ]|[2024-04-24 10:36:59,284]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48200PE> [INFO ]|[2024-04-24 10:36:59,284]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47700PE> [INFO ]|[2024-04-24 10:36:59,284]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22700PE> [INFO ]|[2024-04-24 10:36:59,284]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR21950PE> [INFO ]|[2024-04-24 10:36:59,284]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48700PE> [INFO ]|[2024-04-24 10:36:59,289]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22400CE> [INFO ]|[2024-04-24 10:36:59,289]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47500CE> [INFO ]|[2024-04-24 10:36:59,289]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47600PE> [INFO ]|[2024-04-24 10:36:59,289]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22100CE> [INFO ]|[2024-04-24 10:36:59,289]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22750CE> [INFO ]|[2024-04-24 10:36:59,289]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22550PE> [INFO ]|[2024-04-24 10:36:59,294]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48300PE>
I was running paper trade for BSE options of SENSEX and BANKEX.
For some reason it's taking time to update LTP of SENSEX and BANKEX index in bars dictionary and
Not populating prices of options instruments into feed/bars.
Broker in discussion: Zerodha.
Strategies.yaml file has
Updated UnderlyingMappings in zerodha/broker.py with:
underlyingMapping = { 'NSE:NIFTY MID SELECT': { 'optionPrefix': 'NFO:MIDCPNIFTY', 'index': UnderlyingIndex.MIDCPNIFTY, 'lotSize': 75, 'strikeDifference': 25 }, 'NSE:NIFTY BANK': { 'optionPrefix': 'NFO:BANKNIFTY', 'index': UnderlyingIndex.BANKNIFTY, 'lotSize': 15, 'strikeDifference': 100 }, 'NSE:NIFTY 50': { 'optionPrefix': 'NFO:NIFTY', 'index': UnderlyingIndex.NIFTY, 'lotSize': 50, 'strikeDifference': 50 }, 'NSE:NIFTY FIN SERVICE': { 'optionPrefix': 'NFO:FINNIFTY', 'index': UnderlyingIndex.FINNIFTY, 'lotSize': 40, 'strikeDifference': 50 }, 'BSE:SENSEX': { 'optionPrefix': 'BFO:SENSEX', 'index': UnderlyingIndex.SENSEX, 'lotSize': 10, 'strikeDifference': 100 }, 'BSE:BANKEX': { 'optionPrefix': 'BFO:BANKEX', 'index': UnderlyingIndex.BANKEX, 'lotSize': 15, 'strikeDifference': 100 } }Application log, able to load instruments and option chain:
`
[INFO ]|[2024-04-24 09:36:25,694]|[PID:25276::TID:17980]|[E:\github\PyAlgoMate\pyalgomate\brokers\zerodha\broker.py::broker::getOptionSymbols::92]|=> Nearest strike price of BSE:SENSEX is <73900> [INFO ]|[2024-04-24 09:36:25,721]|[PID:25276::TID:17980]|[E:\github\PyAlgoMate\pyalgomate\brokers\zerodha\broker.py::broker::getOptionSymbols::102]|=> Options symbols are BFO:SENSEX2442672900CE,BFO:SENSEX2442673000CE,BFO:SENSEX2442673100CE,BFO:SENSEX2442673200CE,BFO:SENSEX2442673300CE,BFO:SENSEX2442673400CE,BFO:SENSEX2442673500CE,BFO:SENSEX2442673600CE,BFO:SENSEX2442673700CE,BFO:SENSEX2442673800CE,BFO:SENSEX2442673900CE,BFO:SENSEX2442674000CE,BFO:SENSEX2442674100CE,BFO:SENSEX2442674200CE,BFO:SENSEX2442674300CE,BFO:SENSEX2442674400CE,BFO:SENSEX2442674500CE,BFO:SENSEX2442674600CE,BFO:SENSEX2442674700CE,BFO:SENSEX2442674800CE,BFO:SENSEX2442674900CE,BFO:SENSEX2442674900PE,BFO:SENSEX2442674800PE,BFO:SENSEX2442674700PE,BFO:SENSEX2442674600PE,BFO:SENSEX2442674500PE,BFO:SENSEX2442674400PE,BFO:SENSEX2442674300PE,BFO:SENSEX2442674200PE,BFO:SENSEX2442674100PE,BFO:SENSEX2442674000PE,BFO:SENSEX2442673900PE,BFO:SENSEX2442673800PE,BFO:SENSEX2442673700PE,BFO:SENSEX2442673600PE,BFO:SENSEX2442673500PE,BFO:SENSEX2442673400PE,BFO:SENSEX2442673300PE,BFO:SENSEX2442673200PE,BFO:SENSEX2442673100PE,BFO:SENSEX2442673000PE,BFO:SENSEX2442672900PE [INFO ]|[2024-04-24 09:36:25,774]|[PID:25276::TID:17980]|[E:\github\PyAlgoMate\pyalgomate\brokers\zerodha\broker.py::broker::getOptionSymbols::92]|=> Nearest strike price of BSE:BANKEX is <54400> [INFO ]|[2024-04-24 09:36:25,795]|[PID:25276::TID:17980]|[E:\github\PyAlgoMate\pyalgomate\brokers\zerodha\broker.py::broker::getOptionSymbols::102]|=> Options symbols are BFO:BANKEX2442953400CE,BFO:BANKEX2442953500CE,BFO:BANKEX2442953600CE,BFO:BANKEX2442953700CE,BFO:BANKEX2442953800CE,BFO:BANKEX2442953900CE,BFO:BANKEX2442954000CE,BFO:BANKEX2442954100CE,BFO:BANKEX2442954200CE,BFO:BANKEX2442954300CE,BFO:BANKEX2442954400CE,BFO:BANKEX2442954500CE,BFO:BANKEX2442954600CE,BFO:BANKEX2442954700CE,BFO:BANKEX2442954800CE,BFO:BANKEX2442954900CE,BFO:BANKEX2442955000CE,BFO:BANKEX2442955100CE,BFO:BANKEX2442955200CE,BFO:BANKEX2442955300CE,BFO:BANKEX2442955400CE,BFO:BANKEX2442955400PE,BFO:BANKEX2442955300PE,BFO:BANKEX2442955200PE,BFO:BANKEX2442955100PE,BFO:BANKEX2442955000PE,BFO:BANKEX2442954900PE,BFO:BANKEX2442954800PE,BFO:BANKEX2442954700PE,BFO:BANKEX2442954600PE,BFO:BANKEX2442954500PE,BFO:BANKEX2442954400PE,BFO:BANKEX2442954300PE,BFO:BANKEX2442954200PE,BFO:BANKEX2442954100PE,BFO:BANKEX2442954000PE,BFO:BANKEX2442953900PE,BFO:BANKEX2442953800PE,BFO:BANKEX2442953700PE,BFO:BANKEX2442953600PE,BFO:BANKEX2442953500PE,BFO:BANKEX2442953400PE
`
But subscription is not happening for BFO instruments:
[INFO ]|[2024-04-24 10:36:58,377]|[PID:25528::TID:18888]|[pyalgomate.brokers.zerodha.feed::feed::__initializeClient::129]|=> Initializing websocket client [INFO ]|[2024-04-24 10:36:58,387]|[PID:25528::TID:18888]|[pyalgomate.brokers.zerodha.feed::feed::__initializeClient::138]|=> Waiting for websocket initialization to complete [INFO ]|[2024-04-24 10:36:58,387]|[PID:25528::TID:18888]|[pyalgomate.brokers.zerodha.wsclient::wsclient::waitInitialized::65]|=> Waiting for WebSocketClient waitInitialized with timeout of 10 [INFO ]|[2024-04-24 10:36:58,871]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::onOpened::75]|=> Subscribing to channel [260105, 256265, 257801, 288009, 265, 274441, 17282050, 17282562, 17283074, 17283586, 17284098, 17284610, 17285122, 17285634, 17286146, 17286658, 17287170, 17287682, 17288194, 17288706, 17289218, 17289730, 17290242, 17290754, 17291266, 17291778, 17292290, 17292546, 17292034, 17291522, 17291010, 17290498, 17289986, 17289474, 17288962, 17288450, 17287938, 17287426, 17286914, 17286402, 17285890, 17285378, 17284866, 17284354, 17283842, 17283330, 17282818, 17282306, 17429506, 17430018, 17430530, 17431042, 17431554, 17432066, 17433090, 17434114, 17435138, 17435650, 17436674, 17437186, 17437698, 17438210, 17438722, 17439234, 17439746, 17440258, 17440770, 17441282, 17449474, 17463810, 17441538, 17441026, 17440514, 17440002, 17439490, 17438978, 17438466, 17437954, 17437442, 17436930, 17435906, 17435394, 17434370, 17433346, 17432322, 17431810, 17431298, 17430786, 17430274, 17429762] [INFO ]|[2024-04-24 10:36:59,210]|[PID:25528::TID:22464]|[telegram.ext.Application::_application::start::638]|=> Application started [INFO ]|[2024-04-24 10:36:59,210]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22850PE> [INFO ]|[2024-04-24 10:36:59,226]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22450PE> [INFO ]|[2024-04-24 10:36:59,227]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NSE:NIFTY BANK> [INFO ]|[2024-04-24 10:36:59,230]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48600PE> [INFO ]|[2024-04-24 10:36:59,230]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48400PE> [INFO ]|[2024-04-24 10:36:59,231]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22250PE> [INFO ]|[2024-04-24 10:36:59,232]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48400CE> [INFO ]|[2024-04-24 10:36:59,232]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47300CE> [INFO ]|[2024-04-24 10:36:59,232]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22900PE> [INFO ]|[2024-04-24 10:36:59,233]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <BSE:SENSEX> [INFO ]|[2024-04-24 10:36:59,233]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47200CE> [INFO ]|[2024-04-24 10:36:59,235]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48900CE> [INFO ]|[2024-04-24 10:36:59,235]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47500PE> [INFO ]|[2024-04-24 10:36:59,235]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22250CE> [INFO ]|[2024-04-24 10:36:59,237]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22200PE> [INFO ]|[2024-04-24 10:36:59,238]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47400CE> [INFO ]|[2024-04-24 10:36:59,238]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47100PE> [INFO ]|[2024-04-24 10:36:59,238]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22000PE> [INFO ]|[2024-04-24 10:36:59,239]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47100CE> [INFO ]|[2024-04-24 10:36:59,239]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47200PE> [INFO ]|[2024-04-24 10:36:59,239]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22600CE> [INFO ]|[2024-04-24 10:36:59,240]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22800CE> [INFO ]|[2024-04-24 10:36:59,240]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22800PE> [INFO ]|[2024-04-24 10:36:59,242]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <BSE:BANKEX> [INFO ]|[2024-04-24 10:36:59,242]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47700CE> [INFO ]|[2024-04-24 10:36:59,242]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22600PE> [INFO ]|[2024-04-24 10:36:59,242]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22350PE> [INFO ]|[2024-04-24 10:36:59,242]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22050PE> [INFO ]|[2024-04-24 10:36:59,242]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48500CE> [INFO ]|[2024-04-24 10:36:59,242]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22650PE> [INFO ]|[2024-04-24 10:36:59,242]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22300CE> [INFO ]|[2024-04-24 10:36:59,250]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR49100PE> [INFO ]|[2024-04-24 10:36:59,251]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22550CE> [INFO ]|[2024-04-24 10:36:59,251]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47800CE> [INFO ]|[2024-04-24 10:36:59,251]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48100PE> [INFO ]|[2024-04-24 10:36:59,252]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48000PE> [INFO ]|[2024-04-24 10:36:59,252]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48800PE> [INFO ]|[2024-04-24 10:36:59,252]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22650CE> [INFO ]|[2024-04-24 10:36:59,253]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR49000PE> [INFO ]|[2024-04-24 10:36:59,254]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48700CE> [INFO ]|[2024-04-24 10:36:59,254]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48100CE> [INFO ]|[2024-04-24 10:36:59,255]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48200CE> [INFO ]|[2024-04-24 10:36:59,255]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48000CE> [INFO ]|[2024-04-24 10:36:59,255]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22100PE> [INFO ]|[2024-04-24 10:36:59,255]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22150PE> [INFO ]|[2024-04-24 10:36:59,255]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NSE:NIFTY MID SELECT> [INFO ]|[2024-04-24 10:36:59,255]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22050CE> [INFO ]|[2024-04-24 10:36:59,255]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22150CE> [INFO ]|[2024-04-24 10:36:59,255]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22850CE> [INFO ]|[2024-04-24 10:36:59,260]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22000CE> [INFO ]|[2024-04-24 10:36:59,260]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22900CE> [INFO ]|[2024-04-24 10:36:59,260]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22400PE> [INFO ]|[2024-04-24 10:36:59,260]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NSE:NIFTY 50> [INFO ]|[2024-04-24 10:36:59,265]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48500PE> [INFO ]|[2024-04-24 10:36:59,266]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47300PE> [INFO ]|[2024-04-24 10:36:59,266]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22700CE> [INFO ]|[2024-04-24 10:36:59,266]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22500PE> [INFO ]|[2024-04-24 10:36:59,266]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR49100CE> [INFO ]|[2024-04-24 10:36:59,266]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22500CE> [INFO ]|[2024-04-24 10:36:59,266]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48300CE> [INFO ]|[2024-04-24 10:36:59,266]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47800PE> [INFO ]|[2024-04-24 10:36:59,266]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22750PE> [INFO ]|[2024-04-24 10:36:59,272]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47900CE> [INFO ]|[2024-04-24 10:36:59,272]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22200CE> [INFO ]|[2024-04-24 10:36:59,272]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48800CE> [INFO ]|[2024-04-24 10:36:59,273]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47900PE> [INFO ]|[2024-04-24 10:36:59,273]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47400PE> [INFO ]|[2024-04-24 10:36:59,274]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22450CE> [INFO ]|[2024-04-24 10:36:59,274]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR49000CE> [INFO ]|[2024-04-24 10:36:59,274]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22300PE> [INFO ]|[2024-04-24 10:36:59,274]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47600CE> [INFO ]|[2024-04-24 10:36:59,277]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48900PE> [INFO ]|[2024-04-24 10:36:59,277]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR21950CE> [INFO ]|[2024-04-24 10:36:59,280]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48600CE> [INFO ]|[2024-04-24 10:36:59,280]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22350CE> [INFO ]|[2024-04-24 10:36:59,280]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22950CE> [INFO ]|[2024-04-24 10:36:59,280]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22950PE> [INFO ]|[2024-04-24 10:36:59,280]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NSE:NIFTY FIN SERVICE> [INFO ]|[2024-04-24 10:36:59,284]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48200PE> [INFO ]|[2024-04-24 10:36:59,284]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47700PE> [INFO ]|[2024-04-24 10:36:59,284]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22700PE> [INFO ]|[2024-04-24 10:36:59,284]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR21950PE> [INFO ]|[2024-04-24 10:36:59,284]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48700PE> [INFO ]|[2024-04-24 10:36:59,289]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22400CE> [INFO ]|[2024-04-24 10:36:59,289]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47500CE> [INFO ]|[2024-04-24 10:36:59,289]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR47600PE> [INFO ]|[2024-04-24 10:36:59,289]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22100CE> [INFO ]|[2024-04-24 10:36:59,289]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22750CE> [INFO ]|[2024-04-24 10:36:59,289]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:NIFTY24APR22550PE> [INFO ]|[2024-04-24 10:36:59,294]|[PID:25528::TID:13256]|[pyalgomate.brokers.zerodha.wsclient::wsclient::__onSubscriptionSucceeded::133]|=> Subscription succeeded for <NFO:BANKNIFTY24APR48300PE>