Facing the error, Data API is Subscribed… Giving you the Code also
Code
import datetime
import warnings
from dhanhq import marketfeed
import xlwings as xw
import pandas as pd
import time
import os
warnings.filterwarnings(“ignore”)
def get_instrument_file():
global instrument_df
current_date = time.strftime(“%Y-%m-%d”)
expected_file = 'all_instrument ’ + str(current_date) + ‘.csv’
for item in os.listdir(“Dependencies”):
path = os.path.join(item)
if (item.startswith('all_instrument')) and (current_date not in item.split(" ")[1]):
if os.path.isfile("Dependencies\\" + path):
os.remove("Dependencies\\" + path)
if expected_file in os.listdir("Dependencies"):
try:
print(f"Reading existing file {expected_file}")
instrument_df = pd.read_csv("Dependencies\\" + expected_file, low_memory=False)
except Exception as e:
print("This BOT Is Instrument file is not generated completely, Picking New File from Dhan Again")
instrument_df = pd.read_csv("https://images.dhan.co/api-data/api-scrip-master.csv", low_memory=False)
instrument_df.to_csv("Dependencies\\" + expected_file)
else:
# This will fetch instrument_df file from Dhan
print("This BOT Is Picking New File From Dhan")
instrument_df = pd.read_csv("https://images.dhan.co/api-data/api-scrip-master.csv", low_memory=False)
instrument_df.to_csv("Dependencies\\" + expected_file)
return instrument_df
Excel sheet setup
wb = xw.Book(“Websocket.xlsx”)
sheet = wb.sheets[‘LTP’]
client_id = “1104888246”
access_token = “eyJ0eXAiOiJKV1QiLCJhbGciOiJIUzUxMiJ9.eyJpc3MiOiJkaGFuIiwicGFydG5lcklkIjoiIiwiZXhwIjoxNzMyODk5MTM3LCJ0b2tlbkNvbnN1bWVyVHlwZSI6IlNFTEYiLCJ3ZWJob29rVXJsIjoiIiwiZGhhbkNsaWVudElkIjoiMTEwNDg4ODI0NiJ9.jstg8JzyLCGmYLdYPntaq673FwXPeu4qPiV_3QxqlCS0kk2K0XmVVgtPQmr752IU4AcAG3Bqo3-l6metjcDsAg”
Fetch the instrument file
current_date = time.strftime(“%Y-%m-%d”)
expected_file = 'all_instrument ’ + str(current_date) + ‘.csv’
global instrument_df, old_instruments
old_instruments = list()
instrument_df = get_instrument_file()
def create_instruments(watchlist, stock_exchange):
rows = dict()
row = 1
instruments = list()
instrument_exchange = {‘NSE’: “NSE”, ‘BSE’: “BSE”, ‘NFO’: ‘NSE’, ‘BFO’: ‘BSE’, ‘MCX’: ‘MCX’, ‘CUR’: ‘NSE’, ‘BSE_IDX’: ‘BSE’, ‘NSE_IDX’: ‘NSE’}
exchange_id = {‘NSE’: marketfeed.NSE, ‘BSE’: marketfeed.BSE, ‘MCX’: marketfeed.MCX, ‘NFO’: marketfeed.NSE_FNO, ‘BFO’: marketfeed.BSE_FNO, ‘IDX’: marketfeed.IDX, ‘BSE_IDX’: marketfeed.IDX, ‘NSE_IDX’: marketfeed.IDX}
for tradingsymbol in watchlist:
try:
row += 1
exchange_ = stock_exchange[tradingsymbol]
exchange = instrument_exchange[exchange_]
security_id = instrument_df[
((instrument_df['SEM_TRADING_SYMBOL'] == tradingsymbol) | (instrument_df['SEM_CUSTOM_SYMBOL'] == tradingsymbol)) &
(instrument_df['SEM_EXM_EXCH_ID'] == instrument_exchange[exchange])
].iloc[-1]['SEM_SMST_SECURITY_ID']
exchange_segment = exchange_id[exchange_]
# Subscribe to Quote mode for now, can be changed to Ticker or Depth as needed
instruments.append((exchange_segment, str(security_id), marketfeed.Quote))
rows[security_id] = row
except Exception as e:
print(f"Error: {e} for {tradingsymbol}")
continue
return instruments, rows
def run_feed(client_id, access_token, instruments):
try:
# Initialize DhanFeed
data = marketfeed.DhanFeed(client_id, access_token, instruments)
previous_watchlist =
rows = {}
old_instruments = instruments
while True:
# Check for updated watchlist
last_row_col1 = sheet.range('A1').end('down').row
last_row_col2 = sheet.range('B1').end('down').row
row = max(last_row_col1, last_row_col2)
data_frame = sheet.range('A1').expand().options(pd.DataFrame, header=1, index=False).value
stock_exchange = sheet.range(f'A2:B{row}').options(dict).value
watchlist = data_frame['Script Name'].to_list()
# If watchlist has changed, update the feed
if watchlist != previous_watchlist:
print("Watchlist changed. Reconnecting the feed...")
# Create new instruments and row mappings before disconnecting
new_instruments, new_rows = create_instruments(watchlist, stock_exchange)
# Disconnect the current connection
data.disconnect()
print("Disconnected from WebSocket feed.")
# Update previous watchlist and rows before reconnecting
previous_watchlist = watchlist
rows = new_rows
old_instruments = new_instruments
# Reconnect with the updated instruments
data = marketfeed.DhanFeed(client_id, access_token, new_instruments)
data.run_forever()
# Start receiving data
response = data.get_data()
if response:
print(f"{datetime.datetime.now().time()}: LTP Received")
if 'LTP' in response.keys():
df = pd.DataFrame(response, index=[0])
security_id = response['security_id']
row = rows.get(int(security_id), None)
if row:
df = df[['LTP', 'avg_price', 'volume', 'total_sell_quantity', 'open', 'close', 'high', 'low']]
sheet.range(f'C{row}').value = df.values.tolist()
except Exception as e:
print(f"WebSocket connection error: {e}")
print("Reconnecting Again...")
# time.sleep(5) # Short delay before reconnecting
run_feed(client_id, access_token, instruments) # Retry the connection
def main_loop():
# Fetch initial instrument data and start the feed
last_row_col1 = sheet.range(‘A1’).end(‘down’).row
last_row_col2 = sheet.range(‘B1’).end(‘down’).row
row = max(last_row_col1, last_row_col2)
data_frame = sheet.range(‘A1’).expand().options(pd.DataFrame, header=1, index=False).value
stock_exchange = sheet.range(f’A2:B{row}').options(dict).value
watchlist = data_frame[‘Script Name’].to_list()
instruments, rows = create_instruments(watchlist, stock_exchange)
run_feed(client_id, access_token, instruments)
if name == “main”:
main_loop()
