Real-Time DHAN (API) Market Depth FETCHING AND STORAGE using PYTHON

Замовник: AI | Опубліковано: 07.03.2026

"I need a Python developer to build a high-concurrency data logger for Dhan API. The script must maintain 5 parallel WebSocket connections simultaneously to fetch 200-level market depth for 5 FUTURES AND OPTIONS instruments. The incoming order-book snapshots must be written to excel .csv file continuously so I can query them later for research and back-testing. Process: Login to DHAN api - auto login setup using authenticator (PYOTP) Initially NIFTY index and BANKNIFTY index, live data to be fetched using websocket, then using the live data we will make OPTION and FUTURE instruments using certain formulas, then we will fetch the market depth (200 level) of those instruments. Finally store that data continuously preferably in .csv excel As per dhan api documentation, depth level of 200 can be fetched for only 1 instrument per websocket connection and maximum five websocket connections are allowed per account. It may be essential to use asyncio or multiprocessing to ensure non-blocking data capture. Deliverables 1. Clean, well-commented source code that subscribes to full market depth and writes every level update to a structured table.