I'm looking to access live auction market depth or bid/offer information through the Kite Connect API. Currently, kite.get_auction_instruments() gives me the list of available auction instruments. However, it doesn't provide the real-time bid data I require, which includes:
Total quantity of bids placed.
Number of unique bidders.
The price levels and quantities offered by individual bidders.
This data is visible on the Kite web application when you click the 'sell' button for a specific auction. Is there a specific API endpoint or method to access this live auction order book information?
Hey, this isn't available on Kite Connect yet. Primarily because the auction market doesn't open at the same time consistently, and the instruments are only published after the markets open. We're working on handling these quirks before we make this available.
Thank you.