Class: DhanHQ::Models::MarketFeed

Inherits:
BaseModel
  • Object
show all
Defined in:
lib/DhanHQ/models/market_feed.rb

Overview

Note:

**Rate Limits**: You can fetch up to 1000 instruments in a single API request with a rate limit of 1 request per second. The client’s internal rate limiter automatically throttles calls to prevent exceeding limits.

Model for fetching real-time market snapshots for multiple instruments.

The Market Feed API provides snapshots of multiple instruments at once. You can fetch LTP (Last Traded Price), OHLC (Open, High, Low, Close), or Market Depth (quote) data for instruments via a single API request. Data is returned in real-time at the time of the API request.

Examples:

Fetch LTP for multiple instruments

payload = {
  "NSE_EQ" => [11536, 3456],
  "NSE_FNO" => [49081, 49082]
}
response = DhanHQ::Models::MarketFeed.ltp(payload)
nse_eq_data = response[:data]["NSE_EQ"]
puts "TCS LTP: ₹#{nse_eq_data["11536"][:last_price]}"

Fetch OHLC data for equity instruments

payload = {
  "NSE_EQ" => [11536]
}
response = DhanHQ::Models::MarketFeed.ohlc(payload)
tcs_data = response[:data]["NSE_EQ"]["11536"]
puts "Open: ₹#{tcs_data[:ohlc][:open]}"
puts "High: ₹#{tcs_data[:ohlc][:high]}"

Fetch full market depth quote

payload = {
  "NSE_FNO" => [49081]
}
response = DhanHQ::Models::MarketFeed.quote(payload)
quote_data = response[:data]["NSE_FNO"]["49081"]
puts "Volume: #{quote_data[:volume]}"
puts "Open Interest: #{quote_data[:oi]}"

Constant Summary

Constants included from ResponseHelper

ResponseHelper::STATUS_ERROR_FALLBACK

Instance Attribute Summary

Attributes inherited from BaseModel

#attributes, #errors

Class Method Summary collapse

Methods inherited from BaseModel

all, api, api_type, #assign_attributes, attributes, create, #delete, #destroy, find, #id, #initialize, #new_record?, #optionchain_api?, parse_collection_response, #persisted?, resource_path, #save, #save!, #to_request_params, #update, #valid?, validate_attributes, #validation_contract, where

Methods included from APIHelper

#handle_response

Methods included from AttributeHelper

#camelize_keys, #inspect, #normalize_keys, #snake_case, #titleize_keys

Methods included from ValidationHelper

#valid?, #validate!, #validate_params!

Methods included from RequestHelper

#build_from_response

Constructor Details

This class inherits a constructor from DhanHQ::BaseModel

Class Method Details

.ltp(params) ⇒ HashWithIndifferentAccess

Fetches Last Traded Price (LTP) snapshots for multiple instruments.

Retrieves the last traded price for a list of instruments with a single API request. Supports up to 1000 instruments per request, organized by exchange segment.

Examples:

Fetch LTP for equity and F&O instruments

payload = {
  "NSE_EQ" => [11536],
  "NSE_FNO" => [49081, 49082]
}
response = DhanHQ::Models::MarketFeed.ltp(payload)
tcs_ltp = response[:data]["NSE_EQ"]["11536"][:last_price]
puts "TCS LTP: ₹#{tcs_ltp}"

Access data from response

response = DhanHQ::Models::MarketFeed.ltp("NSE_EQ" => [11536])
data = response[:data]["NSE_EQ"]["11536"]
puts "Last Price: ₹#{data[:last_price]}"

Parameters:

  • params (Hash{String => Array<Integer>}) —

    Request payload mapping exchange segments to arrays of security IDs. Exchange segments are keys (e.g., “NSE_EQ”, “NSE_FNO”, “BSE_EQ”). Values are arrays of security IDs (integer identifiers for each scrip). Valid exchange segment values: “NSE_EQ”, “NSE_FNO”, “BSE_EQ”, “BSE_FNO”, etc.

Returns:

  • (HashWithIndifferentAccess) —

    Response hash containing market data. Response structure:

    • :data [Hash=> Hash{String => Hash}] Market data organized by exchange segment and security ID. Each instrument’s data contains:

      • :last_price [Float] Last traded price of the instrument

    • :status [String] Response status (typically “success”)



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# File 'lib/DhanHQ/models/market_feed.rb', line 94

def ltp(params)
  validated_params = validate_params!(params, validation_contract)
  resource.ltp(validated_params)
end

.ohlc(params) ⇒ HashWithIndifferentAccess

Note:

For newly listed instruments or instruments without trading activity, OHLC values may be 0. The close price typically represents the previous day’s closing price during the current trading session.

Fetches OHLC (Open, High, Low, Close) data along with LTP for specified instruments.

Retrieves the open, high, low, and close prices along with the last traded price for a list of instruments. Supports up to 1000 instruments per request.

Examples:

Fetch OHLC for equity instruments

payload = {
  "NSE_EQ" => [11536]
}
response = DhanHQ::Models::MarketFeed.ohlc(payload)
tcs_data = response[:data]["NSE_EQ"]["11536"]
puts "Open: ₹#{tcs_data[:ohlc][:open]}"
puts "High: ₹#{tcs_data[:ohlc][:high]}"
puts "Low: ₹#{tcs_data[:ohlc][:low]}"
puts "Close: ₹#{tcs_data[:ohlc][:close]}"
puts "LTP: ₹#{tcs_data[:last_price]}"

Parameters:

  • params (Hash{String => Array<Integer>}) —

    Request payload mapping exchange segments to arrays of security IDs. Exchange segments are keys (e.g., “NSE_EQ”, “NSE_FNO”, “BSE_EQ”). Values are arrays of security IDs (integer identifiers for each scrip). Valid exchange segment values: “NSE_EQ”, “NSE_FNO”, “BSE_EQ”, “BSE_FNO”, etc.

Returns:

  • (HashWithIndifferentAccess) —

    Response hash containing OHLC market data. Response structure:

    • :data [Hash=> Hash{String => Hash}] Market data organized by exchange segment and security ID. Each instrument’s data contains:

      • :last_price [Float] Last traded price of the instrument

      • :ohlc [Hash=> Float] OHLC data:

        • :open [Float] Market opening price of the day

        • :close [Float] Market closing price of the day (previous day close for current session)

        • :high [Float] Day high price

        • :low [Float] Day low price

    • :status [String] Response status (typically “success”)



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# File 'lib/DhanHQ/models/market_feed.rb', line 138

def ohlc(params)
  validated_params = validate_params!(params, validation_contract)
  resource.ohlc(validated_params)
end

.quote(params) ⇒ HashWithIndifferentAccess

Note:

This endpoint uses a separate quote API with stricter rate limits (1 request per second). The client automatically handles rate limiting for quote requests.

Fetches full market depth data including OHLC, Open Interest, Volume, and order book depth.

Retrieves comprehensive market data including market depth (buy/sell orders), OHLC data, Open Interest (for derivatives), Volume, circuit limits, and other trading analytics for specified instruments. Supports up to 1000 instruments per request.

Examples:

Fetch full quote for futures contract

payload = {
  "NSE_FNO" => [49081]
}
response = DhanHQ::Models::MarketFeed.quote(payload)
quote = response[:data]["NSE_FNO"]["49081"]
puts "LTP: ₹#{quote[:last_price]}"
puts "Volume: #{quote[:volume]}"
puts "Open Interest: #{quote[:oi]}"
puts "Day High OI: #{quote[:oi_day_high]}"

Access market depth (order book)

response = DhanHQ::Models::MarketFeed.quote("NSE_FNO" => [49081])
quote = response[:data]["NSE_FNO"]["49081"]
buy_depth = quote[:depth][:buy]
puts "Best Buy Price: ₹#{buy_depth[0][:price]}"
puts "Best Buy Quantity: #{buy_depth[0][:quantity]}"

Parameters:

  • params (Hash{String => Array<Integer>}) —

    Request payload mapping exchange segments to arrays of security IDs. Exchange segments are keys (e.g., “NSE_EQ”, “NSE_FNO”, “BSE_EQ”). Values are arrays of security IDs (integer identifiers for each scrip). Valid exchange segment values: “NSE_EQ”, “NSE_FNO”, “BSE_EQ”, “BSE_FNO”, etc.

Returns:

  • (HashWithIndifferentAccess) —

    Response hash containing full quote market data. Response structure:

    • :data [Hash=> Hash{String => Hash}] Market data organized by exchange segment and security ID. Each instrument’s data contains:

      • :last_price [Float] Last traded price of the instrument

      • :last_quantity [Integer] Last traded quantity

      • :last_trade_time [String] Timestamp of last trade in “DD/MM/YYYY HH:MM:SS” format

      • :average_price [Float] Volume weighted average price (VWAP) of the day

      • :buy_quantity [Integer] Total buy order quantity pending at the exchange

      • :sell_quantity [Integer] Total sell order quantity pending at the exchange

      • :volume [Integer] Total traded volume for the day

      • :oi [Integer] Open Interest in the contract (for derivatives)

      • :oi_day_high [Integer] Highest Open Interest for the day (only for NSE_FNO)

      • :oi_day_low [Integer] Lowest Open Interest for the day (only for NSE_FNO)

      • :net_change [Float] Absolute change in LTP from previous day closing price

      • :upper_circuit_limit [Float] Current upper circuit limit

      • :lower_circuit_limit [Float] Current lower circuit limit

      • :ohlc [Hash=> Float] OHLC data:

        • :open [Float] Market opening price of the day

        • :close [Float] Market closing price of the day

        • :high [Float] Day high price

        • :low [Float] Day low price

      • :depth [Hash=> Array<Hash>] Market depth (order book) data:

        • :buy [Array<Hash=> Integer, Float>] Buy side depth levels (up to 5 levels):

          • :quantity [Integer] Number of quantity at this price depth

          • :orders [Integer] Number of open BUY orders at this price depth

          • :price [Float] Price at which the BUY depth stands

        • :sell [Array<Hash=> Integer, Float>] Sell side depth levels (up to 5 levels):

          • :quantity [Integer] Number of quantity at this price depth

          • :orders [Integer] Number of open SELL orders at this price depth

          • :price [Float] Price at which the SELL depth stands

    • :status [String] Response status (typically “success”)



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# File 'lib/DhanHQ/models/market_feed.rb', line 209

def quote(params)
  validated_params = validate_params!(params, validation_contract)
  resource.quote(validated_params)
end

.resource ⇒ DhanHQ::Resources::MarketFeed

Provides a shared instance of the MarketFeed resource.

Returns:



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# File 'lib/DhanHQ/models/market_feed.rb', line 58

def resource
  @resource ||= DhanHQ::Resources::MarketFeed.new
end

.validation_contract ⇒ Class

Returns the validation contract for MarketFeed requests.

Returns:

  • (Class) —

    The MarketFeedContract class



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# File 'lib/DhanHQ/models/market_feed.rb', line 50

def validation_contract
  DhanHQ::Contracts::MarketFeedContract
end