Subscribe depth

Websocket Subscribe Depth API will provide multiple instruments market information at once. (5 Depth,high, low, close, etc..)

Request details: Parameter

Parameter	Description
t	df ‘d’ represents depth subscription
k	One or more scriplist for subscription. Example NSE

Request Details

Parameter	Description
t	d ‘d’ represents depth subscription
k	One or more scriplist for subscription. Example NSE

from typing import Any
from thefirstock.firstockModules import firstockWebSockets
from thefirstock.pyClient.websocket import WsClient
from thefirstock.pyClient.websocket.enums import MessageTopic

client = firstockWebSockets.webSocketLogin()
ws = client.ws

@ws.on_connect
def connected(client, message):
    if message.get('s') == 'OK':
        client.subscribe_depth('NSE|26000#NSE|26009#NSE|22')

@ws.on_message(MessageTopic.DEPTH_FEED)
def msg_handler(client: WsClient, message: Any):
    print(message)
    
ws.connect(uid='AA123', actid='AA123') #Replace uid & actid
ws.run_forever()

const Firstock = require("thefirstock");

const firstock = new Firstock();

const ws = firstock.initializeWebSocket();

ws.on("open", function open() {
  firstock.getWebSocketDetails((err, result) => {
    if (!err) {
      firstock.initialSendWebSocketDetails(ws, result, () => {
        ws.send(firstock.subscribeDepth("NSE|26000#NSE|26009")); 
      });
    }
  });
});

ws.on("error", function error(error) {
  console.log(`WebSocket error: ${error}`);
});

ws.on("message", function message(data) {
  const result = firstock.receiveWebSocketDetails(data);
  console.log("message: ", result);
});

using thefirstock;


    var exitEvent = new ManualResetEvent(false);
    using (var client = firstock.initializeWebSocket())
    {
        client.MessageReceived.Subscribe(msg =>
        {
            Console.WriteLine("Message received: " + msg);
            client.Send(firstock.subscribeDepth("NSE|26000"));
        });

        client.Start();
        client.Send(firstock.startWebsockets());
        exitEvent.WaitOne();
    }

Subscription depth acknowledgement

Parameter	Description
t	‘dk’ represents depth acknowledgement
e	NSE, BSE, NFO ..Exchange name
tk	22 Scrip Token
lp	LTP
pc	Percentage change
v	volume
o	Open price
h	High price
l	Low price
c	Close price
ap	Average trade price
ltt	Last trade time
ltq	Last trade quantity
tbq	Total Buy Quantity
tsq	Total Sell Quantity
bq1	Best Buy Quantity 1
bq2	Best Buy Quantity 2
bq3	Best Buy Quantity 3
bq4	Best Buy Quantity 4
bq5	Best Buy Quantity 5
bo1	Best Buy Orders 1
bo2	Best Buy Orders 2
bo3	Best Buy Orders 3
bo4	Best Buy Orders 4
bo5	Best Buy Orders 5
sq1	Best Sell Quantity 1
sq2	Best Sell Quantity 2
sq3	Best Sell Quantity 3
sq4	Best Sell Quantity 4
sq5	Best Sell Quantity 5
sp1	Best Sell Price 1
sp2	Best Sell Price 2
sp3	Best Sell Price 3
sp4	Best Sell Price 4
sp5	Best Sell Price 5
so1	Best Sell Orders 1
so2	Best Sell Orders 2
so3	Best Sell Orders 3
so4	Best Sell Orders 4
so5	Best Sell Orders 5
lc	Lower Circuit Limit
uc	Upper Circuit Limit
52h	52 week high low in other exchanges, Life time high low in mcx
52l	52 week high low in other exchanges, Life time high low in mcx

Depth subscription Updates

Parameter	Description
t	dk ‘dk’ represents depth acknowledgement
e	NSE, BSE, NFO ..Exchange name
tk	22 Scrip Token
lp	LTP
pc	Percentage change
v	volume
o	Open price
h	High price
l	Low price
c	Close price
ap	Average trade price
ltt	Last trade time
ltq	Last trade quantity
tbq	Total Buy Quantity
tsq	Total Sell Quantity
bq1	Best Buy Quantity 1
bq2	Best Buy Quantity 2
bq3	Best Buy Quantity 3
bq4	Best Buy Quantity 4
bq5	Best Buy Quantity 5
bo1	Best Buy Orders 1
bo2	Best Buy Orders 2
bo3	Best Buy Orders 3
bo4	Best Buy Orders 4
bo5	Best Buy Orders 5
sq1	Best Sell Quantity 1
sq2	Best Sell Quantity 2
sq3	Best Sell Quantity 3
sq4	Best Sell Quantity 4
sq5	Best Sell Quantity 5
sp1	Best Sell Price 1
sp2	Best Sell Price 2
sp3	Best Sell Price 3
sp4	Best Sell Price 4
sp5	Best Sell Price 5
so1	Best Sell Orders 1
so2	Best Sell Orders 2
so3	Best Sell Orders 3
so4	Best Sell Orders 4
so5	Best Sell Orders 5
lc	Lower Circuit Limit
uc	Upper Circuit Limit
52h	52 week high low in other exchanges, Life time high low in mcx
52l	52 week high low in other exchanges, Life time high low in mcx

Sample response

Success response

{
  't': 'df',
  'e': 'NFO',
  'tk': '37516',
  'ft': '1662443826',
  'tbq': '149300',
  'tsq': '134500',
  'bp1': '39888.05',
  'bp2': '39888.00',
  'bp3': '39887.15',
  'sp3': '39894.55',
  'bp4': '39887.10',
  'sp4': '39894.60',
  'bp5': '39886.80',
  'sp5': '39894.95',
  'bq1': '75',
  'sq2': '100',
  'bq3': '100',
  'bq4': '100',
  'sq4': '25',
  'sq5': '100',
  'bo1': '2',
  'so2': '2',
  'so3': '1',
  'so5': '2'
}