Description:
FullDepth WebSocket returns correct bid prices but negative/near-zero ask prices
for NSE_FNO instruments. Ask prices appear to be relative offsets rather than
absolute prices.
Reproduction:
from dhanhq import DhanContext, FullDepth
dhan_context = DhanContext(“client_id”, “access_token”)
instruments = [(2, “62329”)] # NIFTY Futures, NSE_FNO
response = FullDepth(dhan_context, instruments)
response.run_forever()
data = response.get_data()
print(data)
Observed output:
bid : {price:24021.20, quantity:65} | ask : {price:-97.50, quantity:1300}
bid : {price:24020.00, quantity:1300} | ask : {price:-87.50, quantity:1300}
… (ask prices range from -97.50 up to +10.30)
Expected output:
Ask prices should be absolute prices just above the best bid (~24,022+),
not negative/relative values.
Please let me know how to resolve this issue.