DhanHQ 2.6.1 → 2.6.3

data/lib/DhanHQ/models/historical_data.rb

@@ -56,11 +56,11 @@ module DhanHQ
         # @param params [Hash{Symbol => String, Integer, Boolean}] Request parameters
         #   @option params [String] :security_id (required) Exchange standard ID for each scrip
         #   @option params [String] :exchange_segment (required) Exchange and segment for which data is to be fetched.
-        #     Valid values: See {DhanHQ::Constants::EXCHANGE_SEGMENTS}
+        #     Valid values: See {DhanHQ::Constants::CHART_EXCHANGE_SEGMENTS}
         #   @option params [String] :instrument (required) Instrument type of the scrip.
         #     Valid values: See {DhanHQ::Constants::INSTRUMENTS}
         #   @option params [Integer] :expiry_code (optional) Expiry of the instruments in case of derivatives.
-        #     Valid values: 0, 1, 2
+        #     Valid values: See {DhanHQ::Constants::ExpiryCode::ALL} (0, 1, 2)
         #   @option params [Boolean] :oi (optional) Include Open Interest data for Futures & Options.
         #     Default: false
         #   @option params [String] :from_date (required) Start date of the desired range in YYYY-MM-DD format
@@ -100,8 +100,9 @@ module DhanHQ
         #
         # @raise [DhanHQ::ValidationError] If validation fails for any parameter
         def daily(params)
-          validate_params!(params, DhanHQ::Contracts::HistoricalDataContract)
-          resource.daily(params)
+          validated_params = validate_params!(params, DhanHQ::Contracts::HistoricalDataContract)
+          response = resource.daily(validated_params)
+          normalize(response)
         end
 
         ##
@@ -177,8 +178,41 @@ module DhanHQ
         #   make multiple requests or store data locally for analysis.
         # @raise [DhanHQ::ValidationError] If validation fails for any parameter
         def intraday(params)
-          validate_params!(params, DhanHQ::Contracts::HistoricalDataContract)
-          resource.intraday(params)
+          validated_params = validate_params!(params, DhanHQ::Contracts::IntradayHistoricalDataContract)
+          response = resource.intraday(validated_params)
+          normalize(response)
+        end
+
+        private
+
+        # Normalizes the columnar API response into an array of candle hashes.
+        #
+        # @param response [Hash] The raw API response
+        # @return [Array<Hash>, Hash] Normalized array of candles, or raw response if structure unexpected
+        def normalize(response)
+          # Use symbols or strings depending on HashWithIndifferentAccess behavior
+          close = response[:close] || response["close"]
+          return response unless response.is_a?(Hash) && close.is_a?(Array)
+
+          ts = response[:timestamp] || response["timestamp"]
+          open = response[:open] || response["open"]
+          high = response[:high] || response["high"]
+          low = response[:low] || response["low"]
+          volume = response[:volume] || response["volume"]
+          oi = response[:open_interest] || response["open_interest"]
+
+          (0...close.size).map do |i|
+            candle = {
+              timestamp: ts[i].is_a?(Numeric) ? Time.at(ts[i]) : ts[i],
+              open: open[i],
+              high: high[i],
+              low: low[i],
+              close: close[i],
+              volume: volume[i]
+            }
+            candle[:open_interest] = oi[i] if oi && oi[i]
+            candle
+          end
         end
       end
     end

data/lib/DhanHQ/models/instrument_helpers.rb

@@ -161,7 +161,8 @@ module DhanHQ
         return seg if %w[IDX_I NSE_FNO BSE_FNO MCX_FO].include?(seg)
 
         # Index detection by instrument kind or segment
-        return DhanHQ::Constants::ExchangeSegment::IDX_I if ins == DhanHQ::Constants::InstrumentType::INDEX || seg == DhanHQ::Constants::ExchangeSegment::IDX_I
+        idx_seg = DhanHQ::Constants::ExchangeSegment::IDX_I
+        return idx_seg if ins == DhanHQ::Constants::InstrumentType::INDEX || seg == idx_seg
 
         # Map equities/stock-related segments to respective FNO
         return DhanHQ::Constants::ExchangeSegment::NSE_FNO if seg.start_with?("NSE")

data/lib/DhanHQ/models/margin.rb

@@ -48,7 +48,9 @@ module DhanHQ
       HTTP_PATH = "/v2/margincalculator"
 
       attributes :total_margin, :span_margin, :exposure_margin, :available_balance,
-                 :variable_margin, :insufficient_balance, :brokerage, :leverage
+                 :variable_margin, :insufficient_balance, :brokerage, :leverage,
+                 :client_id, :equity_margin, :fo_margin, :commodity_margin,
+                 :currency, :hedge_benefit, :exposure, :commodity
 
       class << self
         ##
@@ -70,28 +72,18 @@ module DhanHQ
         #   @option params [String] :dhan_client_id (required) User-specific identification generated by Dhan.
         #     Must be explicitly provided in the params hash
         #   @option params [String] :exchange_segment (required) Exchange and segment identifier.
-        #     Valid values: "NSE_EQ", "NSE_FNO", "BSE_EQ", "BSE_FNO", "MCX_COMM"
+        #     Valid values: See {DhanHQ::Constants::MARGIN_CALCULATOR_SEGMENTS} (NSE_EQ, NSE_FNO, BSE_EQ, BSE_FNO, MCX_COMM)
         #   @option params [String] :transaction_type (required) The trading side of transaction.
         #     Valid values: "BUY", "SELL"
         #   @option params [Integer] :quantity (required) Number of shares for the order. Must be greater than 0
         #   @option params [String] :product_type (required) Product type.
-        #     Valid values: "CNC", "INTRADAY", "MARGIN", "MTF", "CO", "BO"
+        #     Valid values: See {DhanHQ::Constants::MARGIN_PRODUCT_TYPES} (CNC, INTRADAY, MARGIN, MTF)
         #   @option params [String] :security_id (required) Exchange standard ID for each scrip
         #   @option params [Float] :price (required) Price at which order is placed. Must be greater than 0
         #   @option params [Float] :trigger_price (conditionally required) Price at which the order is triggered.
         #     Required for STOP_LOSS and STOP_LOSS_MARKET order types
         #
         # @return [Margin] Margin object containing margin calculation results.
-        #   Response structure (keys normalized to snake_case):
-        #   - **:total_margin** [Float] Total margin required for placing the order successfully
-        #   - **:span_margin** [Float] SPAN margin required
-        #   - **:exposure_margin** [Float] Exposure margin required
-        #   - **:available_balance** [Float] Available amount in trading account
-        #   - **:variable_margin** [Float] VAR or Variable margin required
-        #   - **:insufficient_balance** [Float] Insufficient amount in trading account
-        #     (Available Balance - Total Margin). Negative or zero indicates sufficient margin
-        #   - **:brokerage** [Float] Brokerage charges for executing the order
-        #   - **:leverage** [String] Margin leverage provided for the order as per product type
         #
         # @example Calculate margin for CNC equity order
         #   margin = DhanHQ::Models::Margin.calculate(
@@ -106,31 +98,6 @@ module DhanHQ
         #   puts "Total Margin: ₹#{margin.total_margin}"
         #   puts "Brokerage: ₹#{margin.brokerage}"
         #
-        # @example Calculate margin for intraday order
-        #   margin = DhanHQ::Models::Margin.calculate(
-        #     dhan_client_id: "1000000132",
-        #     exchange_segment: "NSE_EQ",
-        #     transaction_type: "SELL",
-        #     quantity: 10,
-        #     product_type: "INTRADAY",
-        #     security_id: "1333",
-        #     price: 1500.0
-        #   )
-        #   puts "Leverage: #{margin.leverage}x"
-        #   puts "SPAN Margin: ₹#{margin.span_margin}"
-        #
-        # @example Calculate margin for stop-loss order
-        #   margin = DhanHQ::Models::Margin.calculate(
-        #     dhan_client_id: "1000000132",
-        #     exchange_segment: "NSE_EQ",
-        #     transaction_type: "BUY",
-        #     quantity: 5,
-        #     product_type: "INTRADAY",
-        #     security_id: "1333",
-        #     price: 1428.0,
-        #     trigger_price: 1427.0
-        #   )
-        #
         # @raise [DhanHQ::ValidationError] If validation fails for any parameter
         def calculate(params)
           formatted_params = camelize_keys(params)
@@ -148,45 +115,68 @@ module DhanHQ
         #
         # @param params [Hash{Symbol => Object}] Request parameters
         #   @option params [Boolean] :include_position Whether to include existing positions
-        #   @option params [Boolean] :include_order Whether to include existing orders
+        #   @option params [Boolean] :include_orders Whether to include existing orders
         #   @option params [String] :dhan_client_id User-specific identification
-        #   @option params [Array<Hash>] :scrip_list Array of instrument margin params, each with:
-        #     - :exchange_segment [String]
-        #     - :transaction_type [String]
+        #   @option params [Array<Hash>] :scripts Array of instrument margin params, each with:
+        #     - :exchange_segment [String] See {DhanHQ::Constants::MARGIN_CALCULATOR_SEGMENTS}
+        #     - :transaction_type [String] BUY or SELL
         #     - :quantity [Integer]
-        #     - :product_type [String]
+        #     - :product_type [String] See {DhanHQ::Constants::MARGIN_PRODUCT_TYPES}
         #     - :security_id [String]
-        #     - :price [Float]
+        #     - :price [Float] (required)
         #     - :trigger_price [Float] (optional)
         #
-        # @return [Hash{Symbol => String}] Response hash containing:
-        #   - **:total_margin** [String] Total margin required
-        #   - **:span_margin** [String] SPAN margin
-        #   - **:exposure_margin** [String] Exposure margin
-        #   - **:equity_margin** [String] Equity margin
-        #   - **:fo_margin** [String] F&O margin
-        #   - **:commodity_margin** [String] Commodity margin
-        #   - **:currency** [String] Currency (e.g., "INR")
-        #   - **:hedge_benefit** [String] Hedge benefit amount
+        # @return [Margin] Margin object containing combined results.
         #
         # @example Calculate margin for multiple scripts
-        #   result = DhanHQ::Models::Margin.calculate_multi(
+        #   margin = DhanHQ::Models::Margin.calculate_multi(
         #     include_position: true,
-        #     include_order: true,
-        #     dhan_client_id: "1000000132",
-        #     scrip_list: [
+        #     include_orders: true,
+        #     scripts: [
         #       { exchange_segment: "NSE_EQ", transaction_type: "BUY",
         #         quantity: 100, product_type: "CNC", security_id: "1333", price: 1428.0 },
-        #       { exchange_segment: "NSE_FNO", transaction_type: "SELL",
-        #         quantity: 50, product_type: "INTRADAY", security_id: "43492", price: 200.0 }
+        #       { exchange_segment: "NSE_EQ", transaction_type: "SELL",
+        #         quantity: 50, product_type: "INTRADAY", security_id: "11536", price: 3000.0 }
         #     ]
         #   )
-        #   puts "Total margin: #{result[:total_margin]}"
-        #   puts "Hedge benefit: #{result[:hedge_benefit]}"
+        #   puts "Total margin: #{margin.total_margin}"
         #
         def calculate_multi(params)
-          formatted_params = camelize_keys(params)
-          resource.calculate_multi(formatted_params)
+          # Map scripts to scrip_list and include_orders to include_order if provided
+          params[:scrip_list] ||= params[:scripts] if params.key?(:scripts)
+          params[:include_order] ||= params[:include_orders] if params.key?(:include_orders)
+          params[:dhan_client_id] ||= DhanHQ.configuration.client_id
+
+          # Filter only keys supported by the API
+          filtered_params = {
+            includePosition: params[:include_position],
+            includeOrder: params[:include_order],
+            dhanClientId: params[:dhan_client_id],
+            scripList: params[:scrip_list]
+          }
+
+          if filtered_params[:scripList].is_a?(Array)
+            filtered_params[:scripList] = filtered_params[:scripList].map do |scrip|
+              if scrip.is_a?(Hash)
+                {
+                  exchangeSegment: scrip[:exchange_segment] || scrip[:exchangeSegment],
+                  transactionType: scrip[:transaction_type] || scrip[:transactionType],
+                  quantity: scrip[:quantity],
+                  productType: scrip[:product_type] || scrip[:productType],
+                  orderType: scrip[:order_type] || scrip[:orderType],
+                  securityId: scrip[:security_id] || scrip[:securityId],
+                  price: scrip[:price],
+                  triggerPrice: scrip[:trigger_price] || scrip[:triggerPrice]
+                }.compact
+              else
+                scrip
+              end
+            end
+          end
+
+          validate_params!(filtered_params, DhanHQ::Contracts::MultiScripMarginCalcRequestContract)
+          response = resource.calculate_multi(filtered_params)
+          new(response, skip_validation: true)
         end
       end
 
@@ -195,33 +185,23 @@ module DhanHQ
       #
       # Useful for serialization, logging, or passing margin data to other methods.
       #
-      # @return [Hash{Symbol => Float, String}] Hash representation of the Margin model containing:
-      #   - **:total_margin** [Float] Total margin required
-      #   - **:span_margin** [Float] SPAN margin
-      #   - **:exposure_margin** [Float] Exposure margin
-      #   - **:available_balance** [Float] Available balance
-      #   - **:variable_margin** [Float] Variable margin
-      #   - **:insufficient_balance** [Float] Insufficient balance amount
-      #   - **:brokerage** [Float] Brokerage charges
-      #   - **:leverage** [String] Leverage as string
-      #
-      # @example Convert margin to hash
-      #   margin = DhanHQ::Models::Margin.calculate(params)
-      #   margin_hash = margin.to_h
-      #   puts margin_hash[:total_margin]  # => 2800.00
-      #   puts margin_hash[:leverage]       # => "4.00"
-      #
+      # @return [Hash{Symbol => Float, String}] Hash representation of the Margin model.
       def to_h
         {
           total_margin: total_margin,
           span_margin: span_margin,
-          exposure_margin: exposure_margin,
+          exposure_margin: exposure_margin || exposure,
           available_balance: available_balance,
           variable_margin: variable_margin,
           insufficient_balance: insufficient_balance,
           brokerage: brokerage,
-          leverage: leverage
-        }
+          leverage: leverage,
+          equity_margin: equity_margin,
+          fo_margin: fo_margin,
+          commodity_margin: commodity_margin || commodity,
+          currency: currency,
+          hedge_benefit: hedge_benefit
+        }.compact
       end
     end
   end

data/lib/DhanHQ/models/market_feed.rb

@@ -43,6 +43,14 @@ module DhanHQ
     #
     class MarketFeed < BaseModel
       class << self
+        ##
+        # Returns the validation contract for MarketFeed requests.
+        #
+        # @return [Class] The MarketFeedContract class
+        def validation_contract
+          DhanHQ::Contracts::MarketFeedContract
+        end
+
         ##
         # Provides a shared instance of the MarketFeed resource.
         #
@@ -84,7 +92,8 @@ module DhanHQ
         #   puts "Last Price: ₹#{data[:last_price]}"
         #
         def ltp(params)
-          resource.ltp(params)
+          validated_params = validate_params!(params, validation_contract)
+          resource.ltp(validated_params)
         end
 
         ##
@@ -127,7 +136,8 @@ module DhanHQ
         #   puts "LTP: ₹#{tcs_data[:last_price]}"
         #
         def ohlc(params)
-          resource.ohlc(params)
+          validated_params = validate_params!(params, validation_contract)
+          resource.ohlc(validated_params)
         end
 
         ##
@@ -197,7 +207,8 @@ module DhanHQ
         #   puts "Best Buy Quantity: #{buy_depth[0][:quantity]}"
         #
         def quote(params)
-          resource.quote(params)
+          validated_params = validate_params!(params, validation_contract)
+          resource.quote(validated_params)
         end
       end
     end

data/lib/DhanHQ/models/option_chain.rb

@@ -28,12 +28,12 @@ module DhanHQ
     #     expiry: "2024-10-31"
     #   )
     #   puts "Underlying LTP: ₹#{chain[:last_price]}"
-    #   nifty_25000 = chain[:oc]["25000.000000"]
-    #   puts "CE LTP: ₹#{nifty_25000['ce'][:last_price]}"
-    #   puts "CE OI: #{nifty_25000['ce'][:oi]}"
+    #   nifty_first_strike = chain[:strikes].first
+    #   puts "Strike: #{nifty_first_strike[:strike]}"
+    #   puts "Call LTP: ₹#{nifty_first_strike[:call][:last_price]}"
     #
     # @example Fetch expiry list for an underlying
-    #   expiries = DhanHQ::Models::OptionChain.fetch_expiry_list(
+    #   expiries = DhanHQ::Models::OptionChain.expiry_list(
     #     underlying_scrip: 13,
     #     underlying_seg: "IDX_I"
     #   )
@@ -45,15 +45,14 @@ module DhanHQ
     #     underlying_seg: "NSE_FNO",
     #     expiry: "2024-12-26"
     #   )
-    #   strike_data = chain[:oc]["25000.000000"]
-    #   ce_greeks = strike_data['ce'][:greeks]
+    #   strike_data = chain[:strikes].find { |s| s[:strike] == 25000.0 }
+    #   ce_greeks = strike_data[:call][:greeks]
     #   puts "Delta: #{ce_greeks[:delta]}"
-    #   puts "Gamma: #{ce_greeks[:gamma]}"
-    #   puts "Theta: #{ce_greeks[:theta]}"
-    #   puts "Vega: #{ce_greeks[:vega]}"
     #
     class OptionChain < BaseModel
-      attr_reader :underlying_scrip, :underlying_seg, :expiry, :last_price, :option_data
+      def validation_contract
+        self.class.validation_contract
+      end
 
       class << self
         ##
@@ -64,6 +63,10 @@ module DhanHQ
           @resource ||= DhanHQ::Resources::OptionChain.new
         end
 
+        def validation_contract
+          @validation_contract ||= DhanHQ::Contracts::OptionChainContract.new
+        end
+
         ##
         # Fetches the entire option chain for a specified underlying instrument and expiry.
         #
@@ -73,129 +76,36 @@ module DhanHQ
         # both Call (CE) and Put (PE) options at each strike price.
         #
         # @param params [Hash{Symbol => Integer, String}] Request parameters for option chain
-        #   @option params [Integer] :underlying_scrip (required) Security ID of the underlying
-        #     instrument. Can be found via the Instruments API.
-        #   @option params [String] :underlying_seg (required) Exchange and segment of underlying
-        #     for which data is to be fetched.
-        #     Valid values: "IDX_I" (Index), "NSE_FNO" (NSE F&O), "BSE_FNO" (BSE F&O), "MCX_FO" (MCX)
-        #   @option params [String] :expiry (required) Expiry date of the option contract for
-        #     which the option chain is requested. Must be in "YYYY-MM-DD" format.
-        #     List of active expiries can be fetched using {fetch_expiry_list}.
+        #   @option params [Integer] :underlying_scrip (required) Security ID of the underlying instrument.
+        #   @option params [String] :underlying_seg (required) Exchange and segment of underlying.
+        #   @option params [String] :expiry (required) Expiry date in "YYYY-MM-DD" format.
         #
-        # @return [HashWithIndifferentAccess] Filtered option chain data.
+        # @return [HashWithIndifferentAccess] Normalized option chain data.
         #   Response structure:
         #   - **:last_price** [Float] Last Traded Price (LTP) of the underlying instrument
-        #   - **:oc** [Hash{String => Hash}] Option chain data organized by strike price.
-        #     Strike prices are stored as string keys (e.g., "25000.000000").
-        #     Each strike contains:
-        #     - **"ce"** [Hash{Symbol => Float, Integer, Hash}] Call Option data for this strike:
-        #       - **:greeks** [Hash{Symbol => Float}] Option Greeks:
-        #         - **:delta** [Float] Measures the change of option's premium based on
-        #           every 1 rupee change in underlying
-        #         - **:theta** [Float] Measures how quickly an option's value decreases over time
-        #         - **:gamma** [Float] Rate of change in an option's delta in relation to the
-        #           price of the underlying asset
-        #         - **:vega** [Float] Measures the change of option's premium in response to
-        #           a 1% change in implied volatility
-        #       - **:implied_volatility** [Float] Value of expected volatility of a stock
-        #         over the life of the option
-        #       - **:last_price** [Float] Last Traded Price of the Call Option Instrument
-        #       - **:oi** [Integer] Open Interest of the Call Option Instrument
-        #       - **:previous_close_price** [Float] Previous day close price
-        #       - **:previous_oi** [Integer] Previous day Open Interest
-        #       - **:previous_volume** [Integer] Previous day volume
-        #       - **:top_ask_price** [Float] Current best ask price available
-        #       - **:top_ask_quantity** [Integer] Quantity available at current best ask price
-        #       - **:top_bid_price** [Float] Current best bid price available
-        #       - **:top_bid_quantity** [Integer] Quantity available at current best bid price
-        #       - **:volume** [Integer] Day volume for Call Option Instrument
-        #     - **"pe"** [Hash{Symbol => Float, Integer, Hash}] Put Option data for this strike.
-        #       Contains the same fields as "ce" (Call Option data).
-        #
-        # @note Strikes where both CE and PE have zero `last_price` are automatically filtered out.
-        #   This keeps the payload compact and focused on actively traded strikes.
-        #
-        # @example Fetch option chain for NIFTY index options
-        #   chain = DhanHQ::Models::OptionChain.fetch(
-        #     underlying_scrip: 13,
-        #     underlying_seg: "IDX_I",
-        #     expiry: "2024-10-31"
-        #   )
-        #   puts "NIFTY LTP: ₹#{chain[:last_price]}"
+        #   - **:strikes** [Array<Hash>] Sorted array of strike data:
+        #     - **:strike** [Float] The strike price
+        #     - **:call** [Hash] Call Option (CE) data for this strike
+        #     - **:put** [Hash] Put Option (PE) data for this strike
         #
-        # @example Access Call and Put data for a specific strike
-        #   chain = DhanHQ::Models::OptionChain.fetch(
-        #     underlying_scrip: 13,
-        #     underlying_seg: "IDX_I",
-        #     expiry: "2024-10-31"
-        #   )
-        #   strike_25000 = chain[:oc]["25000.000000"]
-        #   ce_data = strike_25000["ce"]
-        #   pe_data = strike_25000["pe"]
-        #   puts "CE LTP: ₹#{ce_data[:last_price]}, OI: #{ce_data[:oi]}"
-        #   puts "PE LTP: ₹#{pe_data[:last_price]}, OI: #{pe_data[:oi]}"
-        #
-        # @example Calculate OI change and analyze Greeks
-        #   chain = DhanHQ::Models::OptionChain.fetch(
-        #     underlying_scrip: 1333,
-        #     underlying_seg: "NSE_FNO",
-        #     expiry: "2024-12-26"
-        #   )
-        #   strike_data = chain[:oc]["25000.000000"]
-        #   ce = strike_data["ce"]
-        #   oi_change = ce[:oi] - ce[:previous_oi]
-        #   puts "OI Change: #{oi_change}"
-        #   puts "Delta: #{ce[:greeks][:delta]}"
-        #   puts "IV: #{ce[:implied_volatility]}%"
-        #
-        # @raise [DhanHQ::ValidationError] If validation fails for any parameter or date format
+        # @raise [DhanHQ::ValidationError] If validation fails for any parameter
         def fetch(params)
           validate_params!(params, DhanHQ::Contracts::OptionChainContract)
 
           response = resource.fetch(params)
           return {}.with_indifferent_access unless response[:status] == "success"
 
-          filter_valid_strikes(response[:data]).with_indifferent_access
+          normalize_chain(response[:data]).with_indifferent_access
         end
 
         ##
         # Fetches the list of active expiry dates for an underlying instrument.
         #
-        # Retrieves all expiry dates for which option instruments are active for the given
-        # underlying. This list is useful for selecting valid expiry dates when fetching
-        # option chains.
-        #
         # @param params [Hash{Symbol => Integer, String}] Request parameters for expiry list
-        #   @option params [Integer] :underlying_scrip (required) Security ID of the underlying
-        #     instrument. Can be found via the Instruments API.
-        #   @option params [String] :underlying_seg (required) Exchange and segment of underlying
-        #     for which expiry list is to be fetched.
-        #     Valid values: "IDX_I" (Index), "NSE_FNO" (NSE F&O), "BSE_FNO" (BSE F&O), "MCX_FO" (MCX)
+        #   @option params [Integer] :underlying_scrip (required) Security ID of the underlying instrument.
+        #   @option params [String] :underlying_seg (required) Exchange and segment of underlying.
         #
         # @return [Array<String>] Array of expiry dates in "YYYY-MM-DD" format.
-        #   Returns empty array if the API response status is not "success" or if no expiries are found.
-        #
-        # @example Fetch expiry list for NIFTY index
-        #   expiries = DhanHQ::Models::OptionChain.fetch_expiry_list(
-        #     underlying_scrip: 13,
-        #     underlying_seg: "IDX_I"
-        #   )
-        #   puts "Available expiries:"
-        #   expiries.each { |expiry| puts "  #{expiry}" }
-        #
-        # @example Use expiry list to fetch option chains
-        #   expiries = DhanHQ::Models::OptionChain.fetch_expiry_list(
-        #     underlying_scrip: 1333,
-        #     underlying_seg: "NSE_FNO"
-        #   )
-        #   nearest_expiry = expiries.first
-        #   chain = DhanHQ::Models::OptionChain.fetch(
-        #     underlying_scrip: 1333,
-        #     underlying_seg: "NSE_FNO",
-        #     expiry: nearest_expiry
-        #   )
-        #
-        # @raise [DhanHQ::ValidationError] If validation fails for any parameter
         def fetch_expiry_list(params)
           validate_params!(params, DhanHQ::Contracts::OptionChainExpiryListContract)
 
@@ -203,51 +113,41 @@ module DhanHQ
           response[:status] == "success" ? response[:data] : []
         end
 
+        alias expiry_list fetch_expiry_list
+
         private
 
         ##
-        # Filters valid strikes where at least one of CE or PE has a non-zero last_price.
-        #
-        # Removes strikes from the option chain where both Call (CE) and Put (PE) options
-        # have zero `last_price`, keeping only actively traded strikes. This keeps the
-        # payload compact and focused on relevant data.
-        #
-        # @param data [Hash] The API response data containing option chain information
-        # @return [Hash] The filtered option chain data with original strike price keys preserved
-        #
-        # @api private
-        def filter_valid_strikes(data)
+        # Normalizes the raw API option chain data.
+        # - Converts strike keys to numeric
+        # - Renames 'ce' to 'call' and 'pe' to 'put'
+        # - Filters strikes with zero prices
+        # - Sorts strikes ascending
+        #
+        # @param data [Hash] The raw API response data
+        # @return [Hash] Normalized option chain
+        def normalize_chain(data)
           return {} unless data.is_a?(Hash) && data.key?(:oc)
 
-          filtered_oc = data[:oc].each_with_object({}) do |(strike_price, strike_data), result|
-            ce_last_price = strike_data.dig("ce", "last_price").to_f
-            pe_last_price = strike_data.dig("pe", "last_price").to_f
+          strikes = data[:oc].filter_map do |strike_price, strike_data|
+            ce = strike_data["ce"] || strike_data[:ce]
+            pe = strike_data["pe"] || strike_data[:pe]
 
-            # Only keep strikes where at least one of CE or PE has a valid last_price
-            result[strike_price] = strike_data if ce_last_price.positive? || pe_last_price.positive?
-          end
+            next if ce["last_price"].to_f.zero? && pe["last_price"].to_f.zero?
 
-          data.merge(oc: filtered_oc)
-        end
+            {
+              strike: strike_price.to_f,
+              call: ce,
+              put: pe
+            }
+          end
 
-        # Validation contract for option chain
-        #
-        # @return [DhanHQ::Contracts::OptionChainContract]
-        # @api private
-        def validation_contract
-          DhanHQ::Contracts::OptionChainContract.new
+          {
+            last_price: data[:last_price],
+            strikes: strikes.sort_by { |s| s[:strike] }
+          }
         end
       end
-
-      private
-
-      # Validation contract for option chain
-      #
-      # @return [DhanHQ::Contracts::OptionChainContract]
-      # @api private
-      def validation_contract
-        DhanHQ::Contracts::OptionChainContract.new
-      end
     end
   end
 end