Marketfeed

The marketfeed class is designed to facilitate asynchronous communication with the DhanHQ API via WebSocket. It enables users to subscribe to market data for a list of instruments and receive real-time updates.

dhanhq.marketfeed

The marketfeed class is designed to facilitate asynchronous communication with the DhanHQ API via WebSocket. It enables users to subscribe to market data for a list of instruments and receive real-time updates.

Classes

MarketFeed

MarketFeed(dhan_context, instruments, version='v1')

WebSocket URL for DhanHQ Live Market Feed

Attributes

BSE_FNO `class-attribute` `instance-attribute`

BSE_FNO = 8

Constants for Request Code

market_feed_wss `class-attribute` `instance-attribute`

market_feed_wss = 'wss://api-feed.dhan.co'

Constants for Exchange Segment

Functions

authorize `async`

authorize()

Establishes the WebSocket connection and authorizes the user

close_connection

close_connection()

Close WebSocket connection with this.

connect `async`

connect()

Initiates the connection to the Websockets.

create_header

create_header(feed_request_code, message_length, client_id)

Creates header packet for the subscription packet.

create_subscription_packet

create_subscription_packet(instruments, feed_request_code)

Creates the subscription packet with specified instruments and subscription code

disconnect `async`

disconnect()

Closes the WebSocket connection and sends a disconnect message.

get_data

get_data()

Fetch instruments data while the event loop is open.

get_exchange_segment

get_exchange_segment(exchange_code)

Convert numeric exchange code to string representation

get_instrument_data `async`

get_instrument_data()

Fetches data and initiates process for conversion.

on_connection_opened `async`

on_connection_opened(websocket)

Callback function executed when the WebSocket connection is opened.

pad_with_zeros

pad_with_zeros(data, length)

Pads a binary data string with zeros to a specified length for server to read.

process_data

process_data(data)

Read binary data and initiate processing in received format

process_full

process_full(data)

Parse and process Full Packet Data

process_market_depth

process_market_depth(data)

Parse and process Market Depth Data

process_oi

process_oi(data)

Parse and process OI Data

process_prev_close

process_prev_close(data)

Parse and process Previous Day Data

process_quote

process_quote(data)

Parse and process Quote Data

process_status

process_status(data)

Parse and process market status

process_ticker

process_ticker(data)

Parse and process Ticker Data

run_forever

run_forever()

Starts the WebSocket connection and runs the event loop.

server_disconnection

server_disconnection(data)

Parse and process server disconnection error

subscribe_instruments `async`

subscribe_instruments()

Subscribe Instruments on the Open Websocket

subscribe_symbols

subscribe_symbols(symbols)

Function to subscribe to additional symbols when connection is already established.

unsubscribe_symbols

unsubscribe_symbols(symbols)

Function to unsubscribe symbols from connection when connection is already active.

utc_time

utc_time(epoch_time)

Converts EPOCH time to UTC time.

validate_and_process_tuples

validate_and_process_tuples(tuples_list, batch_size=100)

Create a list of all instruments to be added and add in batches of 100