API Reference / parseMarketDepth20Packet
Function: parseMarketDepth20Packet()
parseMarketDepth20Packet(
buf,subscriptions?):MarketDepth20Event[]
Defined in: src/ws/parsers/marketDepth200.ts:33
Parses a 20-level market depth packet stream from wss://depth-api-feed.dhan.co/twentydepth.
Packet format:
- 12-byte header:
- [0-1]: int16 LE messageLength
- [2]: uint8 responseCode (41 = Bid, 51 = Ask)
- [3]: uint8 exchangeSegmentCode
- [4-7]: int32 LE securityId
- [8-11]: uint32 LE sequence number
- Payload: up to 20 levels × 16 bytes:
- [+0-7]: float64 LE price
- [+8-11]: uint32 LE quantity
- [+12-15]: uint32 LE order count
Parameters
buf
Buffer
subscriptions?
object[]