@pythontrader999 Thank you for the kind words bhai 🙏. However, I forgot to mention that I have only discussed the NSE. Let me also attach tweets on the BSE LPP Mechanism, which is slightly different from NSE.

While the reference price calculation is almost similar to what NSE does based on the @pythontrader999 simple average of trade prices in that contract in the last 30 seconds, the LPP calculation mechanism is significantly different from the NSE one.

In BSE, Limit price orders within the Limit Protection Price (LPP) range (higher for buy orders & lower for sell orders) of 60% of

@pythontrader999 When you place a SLL (Stop Limit) order, it is initially placed in the exchange's SL Trigger Book. As soon as its trigger point is breached, the exchange will perform a Limit Price Protection (LPP) validation on your SL limit order before moving it from the SL Trigger Book to the @pythontrader999 RL (Regular Lot) book for matching and fill at the price you defined as the limit price.

It's important to note that when you place a SLL order, LPP validation is conducted. If the order is triggered later, another LPP validation is done. If either of these validations fails,

Many a times we / #algotrading folks have had this question in our mind what if we had multiple different strategy running in separate processes (or have multiple strategy python scripts) and we need WebSocket data feed to each one of those strategy process running individually However, our brokers allow 1-3 WebSocket connection at any given time, So the obvious question lies ahead of us is how to solve this problem.

The Answer to this question isn't straight as we can have multiple way out of this problem, and nothing is the best or worst, every