Full Market Depth

The FullDepth 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.fulldepth

The FullDepth 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

FullDepth

FullDepth(dhan_context, instruments)

WebSocket URL for DhanHQ Live Market Feed

Attributes

NSE_FNO `class-attribute` `instance-attribute`

NSE_FNO = 2

Constants for Request Code

depth_feed_wss `class-attribute` `instance-attribute`

depth_feed_wss = 'wss://depth-api-feed.dhan.co/twentydepth'

Constants for Exchange Segment

Functions

close_connection

close_connection()

Close WebSocket connection with this.

combine_and_format_depth

combine_and_format_depth(bid_data, ask_data)

Combine and sort bid/ask data, then format for display

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 processes messages one at a time

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 process messages one at a time

process_depth_data

process_depth_data(data, is_bid=True)

Parse and process depth data for both bid and ask

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=50)

Create a list of all instruments to be added and a maximum of 50 instruments in single socket