Live Feed

The Live Feed provides real-time market data through WebSocket connection. Subscribe to ticker, quote, OI, and full market data for instruments.

Accessing the Live Feed

import { DhanFeed, DhanEnv, FeedRequestCode } from 'dhan-ts';

const config = {
  accessToken: process.env.DHAN_ACCESS_TOKEN!,
  clientId: process.env.DHAN_CLIENT_ID!,
  env: DhanEnv.PROD,
};

const feed = new DhanFeed(config);
const liveFeed = feed.liveFeed;

Methods

Connect

Establish WebSocket connection.

async connect(): Promise<void>

Example

async function connectToFeed() {
  try {
    await liveFeed.connect();
    console.log('Connected to live feed');
  } catch (error) {
    console.error('Connection error:', error);
  }
}

Subscribe to market data for instruments.

subscribe(instruments: Instrument[], requestCode: FeedRequestCode): void

Subscription Types

// Subscribe to ticker (LTP + timestamp only)
const instruments = [
  [ExchangeSegment.NSE_EQ, "1333"], // Reliance
  [ExchangeSegment.NSE_EQ, "13"],   // Nifty 50
];

liveFeed.subscribe(instruments, FeedRequestCode.SUBSCRIBE_TICKER);

liveFeed.on('data', (data) => {
  if (data.type === 'ticker') {
    console.log('LTP:', data.lastTradedPrice);
    console.log('Time:', data.lastTradedTime);
  }
});

// Subscribe to quote (OHLC + volume + bid/ask quantity)
const instruments = [
  [ExchangeSegment.NSE_EQ, "1333"],
];

liveFeed.subscribe(instruments, FeedRequestCode.SUBSCRIBE_QUOTE);

liveFeed.on('data', (data) => {
  if (data.type === 'quote') {
    console.log('LTP:', data.lastTradedPrice);
    console.log('Open:', data.openPrice);
    console.log('High:', data.highPrice);
    console.log('Low:', data.lowPrice);
    console.log('Close:', data.closePrice);
    console.log('Volume:', data.volumeTraded);
    console.log('Buy Qty:', data.totalBuyQuantity);
    console.log('Sell Qty:', data.totalSellQuantity);
  }
});

// Subscribe to full market data (everything + market depth)
const instruments = [
  [ExchangeSegment.NSE_FNO, "50699"], // Nifty futures
];

liveFeed.subscribe(instruments, FeedRequestCode.SUBSCRIBE_FULL);

liveFeed.on('data', (data) => {
  if (data.type === 'full') {
    console.log('LTP:', data.lastTradedPrice);
    console.log('OI:', data.openInterest);
    console.log('OI Day High:', data.openInterestDayHigh);
    console.log('Market Depth:', data.marketDepth);

    // Buy side depth
    data.marketDepth.buy.forEach((level, i) => {
      console.log(`Buy ${i + 1}: Qty ${level.quantity} @ ₹${level.price}`);
    });

    // Sell side depth
    data.marketDepth.sell.forEach((level, i) => {
      console.log(`Sell ${i + 1}: Qty ${level.quantity} @ ₹${level.price}`);
    });
  }
});

// Subscribe to market depth only
const instruments = [
  [ExchangeSegment.NSE_EQ, "1333"],
];

liveFeed.subscribe(instruments, FeedRequestCode.SUBSCRIBE_MARKET_DEPTH);

liveFeed.on('data', (data) => {
  if (data.type === 'full') {
    const depth = data.marketDepth;
    console.log('5-level market depth received');
  }
});

Unsubscribe

Unsubscribe from market data.

unsubscribe(instruments: Instrument[]): void

Example

const instruments = [
  [ExchangeSegment.NSE_EQ, "1333"],
];

liveFeed.unsubscribe(instruments);
console.log('Unsubscribed from instruments');

Close

Close the WebSocket connection.

close(): void

Example

liveFeed.close();
console.log('Connection closed');

Events

data

Emitted when market data is received.

liveFeed.on('data', (data: LiveFeedResponse) => {
  switch (data.type) {
    case 'ticker':
      console.log('Ticker data:', data);
      break;
    case 'quote':
      console.log('Quote data:', data);
      break;
    case 'full':
      console.log('Full market data:', data);
      break;
    case 'oi_data':
      console.log('OI data:', data);
      break;
    case 'prev_close':
      console.log('Previous close:', data);
      break;
    case 'market_status':
      console.log('Market status:', data.status);
      break;
  }
});

error

Emitted when an error occurs.

liveFeed.on('error', (error: Error) => {
  console.error('Feed error:', error);
});

disconnected

Emitted when connection is lost.

liveFeed.on('disconnected', (data: DisconnectionResponse) => {
  console.log('Disconnected:', data.reason);
  console.log('Error code:', data.errorCode);
});

close

Emitted when connection is closed.

liveFeed.on('close', (data: { code: number; reason: string }) => {
  console.log('Connection closed:', data.reason);
});

TypeScript Types

FeedRequestCode Enum

enum FeedRequestCode {
  CONNECT = 11,
  DISCONNECT = 12,
  SUBSCRIBE_TICKER = 15,
  UNSUBSCRIBE_TICKER = 16,
  SUBSCRIBE_QUOTE = 17,
  UNSUBSCRIBE_QUOTE = 18,
  SUBSCRIBE_FULL = 21,
  UNSUBSCRIBE_FULL = 22,
  SUBSCRIBE_MARKET_DEPTH = 23,
  UNSUBSCRIBE_MARKET_DEPTH = 24,
}

Instrument Type

type Instrument = [ExchangeSegment, string];

Response Types

interface TickerResponse {
  type: "ticker";
  exchangeSegment: number;
  securityId: number;
  lastTradedPrice: number;
  lastTradedTime: number;
}

interface QuoteResponse {
  type: "quote";
  exchangeSegment: number;
  securityId: number;
  lastTradedPrice: number;
  lastTradedQuantity: number;
  lastTradedTime: number;
  averageTradePrice: number;
  volumeTraded: number;
  totalBuyQuantity: number;
  totalSellQuantity: number;
  openPrice: number;
  highPrice: number;
  lowPrice: number;
  closePrice: number;
}

interface FullMarketDataResponse {
  type: "full";
  exchangeSegment: number;
  securityId: number;
  lastTradedPrice: number;
  lastTradedQuantity: number;
  lastTradedTime: number;
  averageTradePrice: number;
  volumeTraded: number;
  totalBuyQuantity: number;
  totalSellQuantity: number;
  openInterest: number;
  openInterestDayHigh: number;
  openInterestDayLow: number;
  openPrice: number;
  closePrice: number;
  highPrice: number;
  lowPrice: number;
  marketDepth: MarketDepthResponse;
}

interface MarketDepthResponse {
  buy: DepthLevel[];
  sell: DepthLevel[];
}

interface DepthLevel {
  quantity: number;
  orders: number;
  price: number;
}

Complete Example

import {
  DhanFeed,
  DhanEnv,
  FeedRequestCode,
  ExchangeSegment,
} from 'dhan-ts';

async function startLiveFeed() {
  const config = {
    accessToken: process.env.DHAN_ACCESS_TOKEN!,
    clientId: process.env.DHAN_CLIENT_ID!,
    env: DhanEnv.PROD,
  };

  const feed = new DhanFeed(config);
  const liveFeed = feed.liveFeed;

  // Set up event listeners
  liveFeed.on('data', (data) => {
    if (data.type === 'ticker') {
      console.log(`${data.securityId}: ₹${data.lastTradedPrice}`);
    }
  });

  liveFeed.on('error', (error) => {
    console.error('Error:', error);
  });

  liveFeed.on('disconnected', (data) => {
    console.log('Disconnected:', data.reason);
  });

  // Connect
  await liveFeed.connect();

  // Subscribe to instruments
  const instruments = [
    [ExchangeSegment.NSE_EQ, "1333"], // Reliance
    [ExchangeSegment.NSE_EQ, "13"],   // Nifty 50
  ];

  liveFeed.subscribe(instruments, FeedRequestCode.SUBSCRIBE_TICKER);

  // Keep alive
  process.on('SIGINT', () => {
    console.log('Closing connection...');
    liveFeed.close();
    process.exit();
  });
}

startLiveFeed();

Features

Automatic Reconnection

The Live Feed automatically reconnects on connection loss with exponential backoff:

Retries up to 10 times
Exponential backoff from 2s to 60s
Automatic resubscription after reconnection

Heartbeat / Ping

Automatic ping-pong to keep connection alive:

Sends ping every 30 seconds
Monitors connection health

Subscription Management

Subscribe to multiple instruments simultaneously
Subscriptions are preserved across reconnections
Easy subscribe/unsubscribe management

Common Patterns

Track Multiple Stocks

const watchlist = [
  [ExchangeSegment.NSE_EQ, "1333"], // Reliance
  [ExchangeSegment.NSE_EQ, "11536"], // TCS
  [ExchangeSegment.NSE_EQ, "1922"], // HDFC Bank
];

await liveFeed.connect();
liveFeed.subscribe(watchlist, FeedRequestCode.SUBSCRIBE_QUOTE);

const prices = new Map<string, number>();

liveFeed.on('data', (data) => {
  if (data.type === 'quote') {
    prices.set(data.securityId.toString(), data.lastTradedPrice);
    console.log('Current prices:', Object.fromEntries(prices));
  }
});

Price Alerts

const priceAlerts = new Map<string, number>([
  ['1333', 1900], // Reliance target
  ['13', 22000],  // Nifty target
]);

liveFeed.on('data', (data) => {
  if (data.type === 'ticker') {
    const target = priceAlerts.get(data.securityId.toString());

    if (target && data.lastTradedPrice >= target) {
      console.log(`ALERT: ${data.securityId} reached target ₹${target}`);
      // Send notification
    }
  }
});

Calculate Spread

liveFeed.on('data', (data) => {
  if (data.type === 'full') {
    const bestBid = data.marketDepth.buy[0]?.price || 0;
    const bestAsk = data.marketDepth.sell[0]?.price || 0;
    const spread = bestAsk - bestBid;
    const spreadPercent = (spread / bestBid) * 100;

    console.log(`Spread: ₹${spread} (${spreadPercent.toFixed(2)}%)`);
  }
});

Best Practices

Always handle errors and reconnection events
Subscribe after connection is established
Use appropriate subscription type based on data needs
Limit subscriptions to avoid rate limits (max 1000 instruments)
Close connection when done to free resources
Handle disconnections gracefully
Monitor data latency for real-time applications

Live Feed requires an active data subscription. Check your Dhan data plan before using.

Error Codes

Code	Meaning
805	Connection limit exceeded
806	Data APIs not subscribed
807	Access token expired
808	Authentication failed
809	Invalid access token

Market Data API - Historical and snapshot data
Market Depth Feed - Dedicated market depth feed
Multi Connection Feed - Multiple concurrent connections
Mock Live Feed - Testing without live connection

Live Feed

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