Trading application with live data feed

As always, we start by doing some imports:

import json
import threading
import queue
from datetime import datetime
from websocket import create_connection

Next, we create a class that contains the strategy metadata (see the Trading logic component section):

class tradingSystemMetadata:
    def __init__(self):
        self.initial_capital = 10000
        self.leverage = 30
        self.market_position = 0
        self.equity = 0
        self.last_price = 0
        self.equity_timeseries = []

Now, we prepare three (!) tick data queues:

tick_feed_0 = queue.Queue()
tick_feed_1 = queue.Queue()
tick_feed_2 = queue.Queue()

Why three? This is one of the solutions to the thread...