I’m unable to fetch open interest data for nifty and banknifty using dhan api and the code doesn’t even throw an error. I’m not getting what’s wrong with the code.
from dhanhq import dhanhq
import pandas as pd
import websockets
from dhanhq import marketfeed
import websockets
import asyncio
import json
import struct
from datetime import datetime
# Define the WebSocket URL
WS_URL = "wss://api-feed.dhan.co"
client_id = "my client id"
access_token = "my access token"
dhan = dhanhq(client_id, access_token)
QUOTE_PACKET = 17
MARKET_DEPTH_PACKET = 19
nifty_symbol = "NIFTY"
banknifty_symbol = "BANKNIFTY"
def get_instrument_token():
df = pd.read_csv("csv/api-scrip-master.csv", low_memory=False)
data_dict = {}
for index, row in df.iterrows():
trading_symbol = row["SEM_TRADING_SYMBOL"]
exm_exch_id = row["SEM_EXM_EXCH_ID"]
if trading_symbol not in data_dict:
data_dict[trading_symbol] = {}
data_dict[trading_symbol][exm_exch_id] = row.to_dict()
return data_dict
token_dict = get_instrument_token()
def get_security_id(symbol, exchange):
if symbol in token_dict and exchange in token_dict[symbol]:
return int(token_dict[symbol][exchange]["SEM_SMST_SECURITY_ID"])
else:
return None
nifty_id = get_security_id(nifty_symbol, "NSE")
banknifty_id = get_security_id(banknifty_symbol, "NSE")
if nifty_id and banknifty_id:
instruments = [(0, nifty_id), (0, banknifty_id)]
async def on_connect(instance):
print("Connected to the server")
async def on_message(ws, message):
print(f"Received message length: {len(message)}")
if len(message) >= 50:
exchange_segment, security_id, ltp, ltq, ltt, avg_price, volume, oi = struct.unpack('<BHBIfHIfI', message[:30])
open_price, close_price, high_price, low_price = struct.unpack('ffff', message[30:46])
print(f"Security ID: {security_id}, LTP: {ltp}, Open Interest: {oi}, LTT: {ltt}")
print(f"Open: {open_price}, High: {high_price}, Low: {low_price}, Close: {close_price}")
else:
print("Incomplete or unexpected data received for Quote Packet")
def create_subscription_packet(instruments, subscription_code):
num_instruments = len(instruments)
num_instruments_bytes = struct.pack('<I', num_instruments)
instrument_info = b""
for exchange_segment, security_id in instruments:
instrument_info += struct.pack('<B20s', int(exchange_segment), str(security_id).encode('utf-8'))
subscription_packet = num_instruments_bytes + instrument_info
return subscription_packet
async def main():
feed = marketfeed.DhanFeed(
client_id,
access_token,
instruments,
QUOTE_PACKET,
on_connect=on_connect,
on_message=on_message
)
feed.create_subscription_packet = create_subscription_packet
await feed.connect()
asyncio.run(main())
else:
print("Could not find the security IDs for NIFTY or BANKNIFTY.")
Output:
