I assume your deployed strategy is running while you redeploy a new strategy, and this is leaving the websocket in previous deployment still alive, causing a leak.

One simple way is to handle keyboard interrupt.
https://stackoverflow.com/questions/4205317/capture-keyboardinterrupt-in-python-without-try-except

Make sure you do the websocket connection inside a new thread. Use the main thread for the signal handler as shown in above url. Perform cleanup (unsubscribe+disconnect) in the signal handler function.

@aniket I just started using the api recently, and this is what I do. To exit a position, I just create the 'transaction type' of the exit order based on whether 'qty' value in my position is +ve or -ve. The piece of code in my system that does this. Hope this helps.

def createExitOrders(self):
    orders = []
    for leg in self.position:
        orders.append((leg['symbol'], leg['symboltoken'], abs(leg['qty']), 'buy' if leg['qty'] < 0 else 'sell'))
    return orders