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[Tradehull_Imran]

Hi @Harry ,

Do refer the below thread-

Live Market Depth Metrics Using Dhan_Tradehull

Live Market Depth Metrics Using Dhan_Tradehull (Bid/Ask, Midprice, Imbalance) Market depth is useful when watching real order-flow around an option strike. With Dhan_Tradehull, it’s possible to fetch the full market depth for an instrument and compute quick micro-structure metrics like best bid/ask, midprice, order-book imbalance, and weighted midprice. Below example pulls depth for NIFTY 19 JAN 25900 CALL (NFO) and continuously reads the top-of-book. What it calculates: • Best bid price and …