DhanHQ 2.6.2 → 2.7.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/.rubocop.yml +15 -3
- data/AGENTS.md +23 -0
- data/ARCHITECTURE.md +115 -0
- data/CHANGELOG.md +65 -0
- data/README.md +55 -0
- data/docs/API_VERIFICATION.md +10 -8
- data/docs/ENDPOINTS_AND_SANDBOX.md +12 -0
- data/lib/DhanHQ/auth.rb +2 -2
- data/lib/DhanHQ/client.rb +42 -34
- data/lib/DhanHQ/concerns/order_audit.rb +69 -0
- data/lib/DhanHQ/configuration.rb +5 -6
- data/lib/DhanHQ/constants.rb +67 -7
- data/lib/DhanHQ/contracts/alert_order_contract.rb +23 -16
- data/lib/DhanHQ/contracts/expired_options_data_contract.rb +4 -2
- data/lib/DhanHQ/contracts/forever_order_contract.rb +55 -0
- data/lib/DhanHQ/contracts/historical_data_contract.rb +17 -19
- data/lib/DhanHQ/contracts/intraday_historical_data_contract.rb +12 -0
- data/lib/DhanHQ/contracts/margin_calculator_contract.rb +19 -17
- data/lib/DhanHQ/contracts/market_feed_contract.rb +42 -0
- data/lib/DhanHQ/contracts/multi_scrip_margin_calc_request_contract.rb +8 -5
- data/lib/DhanHQ/contracts/option_chain_contract.rb +17 -19
- data/lib/DhanHQ/contracts/pnl_based_exit_contract.rb +1 -1
- data/lib/DhanHQ/contracts/slice_order_contract.rb +10 -10
- data/lib/DhanHQ/core/auth_api.rb +1 -1
- data/lib/DhanHQ/core/base_api.rb +9 -9
- data/lib/DhanHQ/core/base_model.rb +4 -1
- data/lib/DhanHQ/core/error_handler.rb +2 -2
- data/lib/DhanHQ/errors.rb +16 -2
- data/lib/DhanHQ/helpers/request_helper.rb +11 -2
- data/lib/DhanHQ/helpers/response_helper.rb +48 -19
- data/lib/DhanHQ/helpers/validation_helper.rb +4 -2
- data/lib/DhanHQ/models/alert_order.rb +6 -2
- data/lib/DhanHQ/models/edis.rb +20 -13
- data/lib/DhanHQ/models/expired_options_data.rb +54 -44
- data/lib/DhanHQ/models/forever_order.rb +16 -7
- data/lib/DhanHQ/models/historical_data.rb +40 -6
- data/lib/DhanHQ/models/instrument_helpers.rb +2 -1
- data/lib/DhanHQ/models/margin.rb +62 -82
- data/lib/DhanHQ/models/market_feed.rb +14 -3
- data/lib/DhanHQ/models/option_chain.rb +50 -150
- data/lib/DhanHQ/models/order.rb +19 -4
- data/lib/DhanHQ/resources/alert_orders.rb +23 -1
- data/lib/DhanHQ/resources/edis.rb +4 -3
- data/lib/DhanHQ/resources/forever_orders.rb +10 -0
- data/lib/DhanHQ/resources/instruments.rb +3 -2
- data/lib/DhanHQ/resources/ip_setup.rb +4 -1
- data/lib/DhanHQ/resources/kill_switch.rb +7 -1
- data/lib/DhanHQ/resources/orders.rb +13 -1
- data/lib/DhanHQ/resources/pnl_exit.rb +8 -0
- data/lib/DhanHQ/resources/super_orders.rb +21 -2
- data/lib/DhanHQ/resources/trader_control.rb +13 -4
- data/lib/DhanHQ/utils/network_inspector.rb +71 -0
- data/lib/DhanHQ/version.rb +1 -1
- data/lib/DhanHQ/ws/base_connection.rb +1 -1
- data/lib/DhanHQ/ws/market_depth/client.rb +11 -4
- data/lib/dhan_hq.rb +17 -20
- data/lib/ta/indicators.rb +15 -18
- metadata +9 -9
- data/CODE_REVIEW_ISSUES.md +0 -397
- data/FIXES_APPLIED.md +0 -373
- data/RELEASING.md +0 -60
- data/REVIEW_SUMMARY.md +0 -120
- data/VERSION_UPDATE.md +0 -82
- data/diagram.md +0 -34
- data/docs/ARCHIVE_README.md +0 -784
data/lib/DhanHQ/models/margin.rb
CHANGED
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@@ -48,7 +48,9 @@ module DhanHQ
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HTTP_PATH = "/v2/margincalculator"
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attributes :total_margin, :span_margin, :exposure_margin, :available_balance,
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:variable_margin, :insufficient_balance, :brokerage, :leverage
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:variable_margin, :insufficient_balance, :brokerage, :leverage,
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:client_id, :equity_margin, :fo_margin, :commodity_margin,
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:currency, :hedge_benefit, :exposure, :commodity
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class << self
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##
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@@ -70,28 +72,18 @@ module DhanHQ
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# @option params [String] :dhan_client_id (required) User-specific identification generated by Dhan.
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# Must be explicitly provided in the params hash
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# @option params [String] :exchange_segment (required) Exchange and segment identifier.
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# Valid values:
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# Valid values: See {DhanHQ::Constants::MARGIN_CALCULATOR_SEGMENTS} (NSE_EQ, NSE_FNO, BSE_EQ, BSE_FNO, MCX_COMM)
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# @option params [String] :transaction_type (required) The trading side of transaction.
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# Valid values: "BUY", "SELL"
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# @option params [Integer] :quantity (required) Number of shares for the order. Must be greater than 0
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# @option params [String] :product_type (required) Product type.
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# Valid values:
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# Valid values: See {DhanHQ::Constants::MARGIN_PRODUCT_TYPES} (CNC, INTRADAY, MARGIN, MTF)
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# @option params [String] :security_id (required) Exchange standard ID for each scrip
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# @option params [Float] :price (required) Price at which order is placed. Must be greater than 0
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# @option params [Float] :trigger_price (conditionally required) Price at which the order is triggered.
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# Required for STOP_LOSS and STOP_LOSS_MARKET order types
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#
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# @return [Margin] Margin object containing margin calculation results.
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# Response structure (keys normalized to snake_case):
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# - **:total_margin** [Float] Total margin required for placing the order successfully
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# - **:span_margin** [Float] SPAN margin required
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# - **:exposure_margin** [Float] Exposure margin required
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# - **:available_balance** [Float] Available amount in trading account
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# - **:variable_margin** [Float] VAR or Variable margin required
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# - **:insufficient_balance** [Float] Insufficient amount in trading account
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# (Available Balance - Total Margin). Negative or zero indicates sufficient margin
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# - **:brokerage** [Float] Brokerage charges for executing the order
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# - **:leverage** [String] Margin leverage provided for the order as per product type
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#
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# @example Calculate margin for CNC equity order
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# margin = DhanHQ::Models::Margin.calculate(
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# puts "Total Margin: ₹#{margin.total_margin}"
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# puts "Brokerage: ₹#{margin.brokerage}"
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#
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# @example Calculate margin for intraday order
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# margin = DhanHQ::Models::Margin.calculate(
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# dhan_client_id: "1000000132",
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# exchange_segment: "NSE_EQ",
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# transaction_type: "SELL",
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# quantity: 10,
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# product_type: "INTRADAY",
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# security_id: "1333",
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# price: 1500.0
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# )
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# puts "Leverage: #{margin.leverage}x"
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# puts "SPAN Margin: ₹#{margin.span_margin}"
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#
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# @example Calculate margin for stop-loss order
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# margin = DhanHQ::Models::Margin.calculate(
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# dhan_client_id: "1000000132",
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# exchange_segment: "NSE_EQ",
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# transaction_type: "BUY",
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# quantity: 5,
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# product_type: "INTRADAY",
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# security_id: "1333",
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# price: 1428.0,
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# trigger_price: 1427.0
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# )
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#
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# @raise [DhanHQ::ValidationError] If validation fails for any parameter
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def calculate(params)
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formatted_params = camelize_keys(params)
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#
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# @param params [Hash{Symbol => Object}] Request parameters
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# @option params [Boolean] :include_position Whether to include existing positions
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# @option params [Boolean] :
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# @option params [Boolean] :include_orders Whether to include existing orders
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# @option params [String] :dhan_client_id User-specific identification
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# @option params [Array<Hash>] :
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# - :exchange_segment [String]
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# - :transaction_type [String]
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# @option params [Array<Hash>] :scripts Array of instrument margin params, each with:
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# - :exchange_segment [String] See {DhanHQ::Constants::MARGIN_CALCULATOR_SEGMENTS}
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# - :transaction_type [String] BUY or SELL
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# - :quantity [Integer]
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# - :product_type [String]
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# - :product_type [String] See {DhanHQ::Constants::MARGIN_PRODUCT_TYPES}
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# - :security_id [String]
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# - :price [Float]
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# - :price [Float] (required)
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# - :trigger_price [Float] (optional)
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#
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# @return [
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# - **:total_margin** [String] Total margin required
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# - **:span_margin** [String] SPAN margin
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# - **:exposure_margin** [String] Exposure margin
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# - **:equity_margin** [String] Equity margin
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# - **:fo_margin** [String] F&O margin
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# - **:commodity_margin** [String] Commodity margin
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# - **:currency** [String] Currency (e.g., "INR")
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# - **:hedge_benefit** [String] Hedge benefit amount
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# @return [Margin] Margin object containing combined results.
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#
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# @example Calculate margin for multiple scripts
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#
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# margin = DhanHQ::Models::Margin.calculate_multi(
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# include_position: true,
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#
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#
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# scrip_list: [
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# include_orders: true,
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# scripts: [
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# { exchange_segment: "NSE_EQ", transaction_type: "BUY",
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# quantity: 100, product_type: "CNC", security_id: "1333", price: 1428.0 },
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# { exchange_segment: "
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# quantity: 50, product_type: "INTRADAY", security_id: "
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# { exchange_segment: "NSE_EQ", transaction_type: "SELL",
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# quantity: 50, product_type: "INTRADAY", security_id: "11536", price: 3000.0 }
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# ]
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# )
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# puts "Total margin: #{
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# puts "Hedge benefit: #{result[:hedge_benefit]}"
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# puts "Total margin: #{margin.total_margin}"
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#
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def calculate_multi(params)
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# Map scripts to scrip_list and include_orders to include_order if provided
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params[:scrip_list] ||= params[:scripts] if params.key?(:scripts)
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params[:include_order] ||= params[:include_orders] if params.key?(:include_orders)
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params[:dhan_client_id] ||= DhanHQ.configuration.client_id
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# Filter only keys supported by the API
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filtered_params = {
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includePosition: params[:include_position],
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includeOrder: params[:include_order],
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dhanClientId: params[:dhan_client_id],
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scripList: params[:scrip_list]
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}
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if filtered_params[:scripList].is_a?(Array)
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filtered_params[:scripList] = filtered_params[:scripList].map do |scrip|
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if scrip.is_a?(Hash)
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{
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exchangeSegment: scrip[:exchange_segment] || scrip[:exchangeSegment],
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transactionType: scrip[:transaction_type] || scrip[:transactionType],
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quantity: scrip[:quantity],
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productType: scrip[:product_type] || scrip[:productType],
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orderType: scrip[:order_type] || scrip[:orderType],
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securityId: scrip[:security_id] || scrip[:securityId],
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price: scrip[:price],
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triggerPrice: scrip[:trigger_price] || scrip[:triggerPrice]
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}.compact
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else
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scrip
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end
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end
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end
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validate_params!(filtered_params, DhanHQ::Contracts::MultiScripMarginCalcRequestContract)
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response = resource.calculate_multi(filtered_params)
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new(response, skip_validation: true)
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end
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end
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#
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# Useful for serialization, logging, or passing margin data to other methods.
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#
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# @return [Hash{Symbol => Float, String}] Hash representation of the Margin model
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# - **:total_margin** [Float] Total margin required
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# - **:span_margin** [Float] SPAN margin
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# - **:exposure_margin** [Float] Exposure margin
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# - **:available_balance** [Float] Available balance
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# - **:variable_margin** [Float] Variable margin
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# - **:insufficient_balance** [Float] Insufficient balance amount
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# - **:brokerage** [Float] Brokerage charges
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# - **:leverage** [String] Leverage as string
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#
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# @example Convert margin to hash
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# margin = DhanHQ::Models::Margin.calculate(params)
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# margin_hash = margin.to_h
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# puts margin_hash[:total_margin] # => 2800.00
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# puts margin_hash[:leverage] # => "4.00"
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#
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# @return [Hash{Symbol => Float, String}] Hash representation of the Margin model.
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def to_h
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{
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total_margin: total_margin,
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span_margin: span_margin,
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exposure_margin: exposure_margin,
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exposure_margin: exposure_margin || exposure,
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available_balance: available_balance,
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variable_margin: variable_margin,
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insufficient_balance: insufficient_balance,
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brokerage: brokerage,
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leverage: leverage
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leverage: leverage,
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equity_margin: equity_margin,
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fo_margin: fo_margin,
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commodity_margin: commodity_margin || commodity,
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currency: currency,
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hedge_benefit: hedge_benefit
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}.compact
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end
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end
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end
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@@ -43,6 +43,14 @@ module DhanHQ
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#
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class MarketFeed < BaseModel
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class << self
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##
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# Returns the validation contract for MarketFeed requests.
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#
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# @return [Class] The MarketFeedContract class
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def validation_contract
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DhanHQ::Contracts::MarketFeedContract
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end
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##
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# Provides a shared instance of the MarketFeed resource.
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#
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@@ -84,7 +92,8 @@ module DhanHQ
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# puts "Last Price: ₹#{data[:last_price]}"
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#
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def ltp(params)
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validated_params = validate_params!(params, validation_contract)
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resource.ltp(validated_params)
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end
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##
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# puts "LTP: ₹#{tcs_data[:last_price]}"
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#
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def ohlc(params)
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validated_params = validate_params!(params, validation_contract)
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resource.ohlc(validated_params)
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end
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##
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# puts "Best Buy Quantity: #{buy_depth[0][:quantity]}"
|
|
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|
#
|
|
199
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|
def quote(params)
|
|
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|
-
|
|
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|
+
validated_params = validate_params!(params, validation_contract)
|
|
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|
+
resource.quote(validated_params)
|
|
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212
|
end
|
|
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213
|
end
|
|
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214
|
end
|
|
@@ -28,12 +28,12 @@ module DhanHQ
|
|
|
28
28
|
# expiry: "2024-10-31"
|
|
29
29
|
# )
|
|
30
30
|
# puts "Underlying LTP: ₹#{chain[:last_price]}"
|
|
31
|
-
#
|
|
32
|
-
# puts "
|
|
33
|
-
# puts "
|
|
31
|
+
# nifty_first_strike = chain[:strikes].first
|
|
32
|
+
# puts "Strike: #{nifty_first_strike[:strike]}"
|
|
33
|
+
# puts "Call LTP: ₹#{nifty_first_strike[:call][:last_price]}"
|
|
34
34
|
#
|
|
35
35
|
# @example Fetch expiry list for an underlying
|
|
36
|
-
# expiries = DhanHQ::Models::OptionChain.
|
|
36
|
+
# expiries = DhanHQ::Models::OptionChain.expiry_list(
|
|
37
37
|
# underlying_scrip: 13,
|
|
38
38
|
# underlying_seg: "IDX_I"
|
|
39
39
|
# )
|
|
@@ -45,15 +45,14 @@ module DhanHQ
|
|
|
45
45
|
# underlying_seg: "NSE_FNO",
|
|
46
46
|
# expiry: "2024-12-26"
|
|
47
47
|
# )
|
|
48
|
-
# strike_data = chain[:
|
|
49
|
-
# ce_greeks = strike_data[
|
|
48
|
+
# strike_data = chain[:strikes].find { |s| s[:strike] == 25000.0 }
|
|
49
|
+
# ce_greeks = strike_data[:call][:greeks]
|
|
50
50
|
# puts "Delta: #{ce_greeks[:delta]}"
|
|
51
|
-
# puts "Gamma: #{ce_greeks[:gamma]}"
|
|
52
|
-
# puts "Theta: #{ce_greeks[:theta]}"
|
|
53
|
-
# puts "Vega: #{ce_greeks[:vega]}"
|
|
54
51
|
#
|
|
55
52
|
class OptionChain < BaseModel
|
|
56
|
-
|
|
53
|
+
def validation_contract
|
|
54
|
+
self.class.validation_contract
|
|
55
|
+
end
|
|
57
56
|
|
|
58
57
|
class << self
|
|
59
58
|
##
|
|
@@ -64,6 +63,10 @@ module DhanHQ
|
|
|
64
63
|
@resource ||= DhanHQ::Resources::OptionChain.new
|
|
65
64
|
end
|
|
66
65
|
|
|
66
|
+
def validation_contract
|
|
67
|
+
@validation_contract ||= DhanHQ::Contracts::OptionChainContract.new
|
|
68
|
+
end
|
|
69
|
+
|
|
67
70
|
##
|
|
68
71
|
# Fetches the entire option chain for a specified underlying instrument and expiry.
|
|
69
72
|
#
|
|
@@ -73,129 +76,36 @@ module DhanHQ
|
|
|
73
76
|
# both Call (CE) and Put (PE) options at each strike price.
|
|
74
77
|
#
|
|
75
78
|
# @param params [Hash{Symbol => Integer, String}] Request parameters for option chain
|
|
76
|
-
# @option params [Integer] :underlying_scrip (required) Security ID of the underlying
|
|
77
|
-
#
|
|
78
|
-
# @option params [String] :
|
|
79
|
-
# for which data is to be fetched.
|
|
80
|
-
# Valid values: "IDX_I" (Index), "NSE_FNO" (NSE F&O), "BSE_FNO" (BSE F&O), "MCX_FO" (MCX)
|
|
81
|
-
# @option params [String] :expiry (required) Expiry date of the option contract for
|
|
82
|
-
# which the option chain is requested. Must be in "YYYY-MM-DD" format.
|
|
83
|
-
# List of active expiries can be fetched using {fetch_expiry_list}.
|
|
79
|
+
# @option params [Integer] :underlying_scrip (required) Security ID of the underlying instrument.
|
|
80
|
+
# @option params [String] :underlying_seg (required) Exchange and segment of underlying.
|
|
81
|
+
# @option params [String] :expiry (required) Expiry date in "YYYY-MM-DD" format.
|
|
84
82
|
#
|
|
85
|
-
# @return [HashWithIndifferentAccess]
|
|
83
|
+
# @return [HashWithIndifferentAccess] Normalized option chain data.
|
|
86
84
|
# Response structure:
|
|
87
85
|
# - **:last_price** [Float] Last Traded Price (LTP) of the underlying instrument
|
|
88
|
-
# - **:
|
|
89
|
-
#
|
|
90
|
-
#
|
|
91
|
-
# - **
|
|
92
|
-
# - **:greeks** [Hash{Symbol => Float}] Option Greeks:
|
|
93
|
-
# - **:delta** [Float] Measures the change of option's premium based on
|
|
94
|
-
# every 1 rupee change in underlying
|
|
95
|
-
# - **:theta** [Float] Measures how quickly an option's value decreases over time
|
|
96
|
-
# - **:gamma** [Float] Rate of change in an option's delta in relation to the
|
|
97
|
-
# price of the underlying asset
|
|
98
|
-
# - **:vega** [Float] Measures the change of option's premium in response to
|
|
99
|
-
# a 1% change in implied volatility
|
|
100
|
-
# - **:implied_volatility** [Float] Value of expected volatility of a stock
|
|
101
|
-
# over the life of the option
|
|
102
|
-
# - **:last_price** [Float] Last Traded Price of the Call Option Instrument
|
|
103
|
-
# - **:oi** [Integer] Open Interest of the Call Option Instrument
|
|
104
|
-
# - **:previous_close_price** [Float] Previous day close price
|
|
105
|
-
# - **:previous_oi** [Integer] Previous day Open Interest
|
|
106
|
-
# - **:previous_volume** [Integer] Previous day volume
|
|
107
|
-
# - **:top_ask_price** [Float] Current best ask price available
|
|
108
|
-
# - **:top_ask_quantity** [Integer] Quantity available at current best ask price
|
|
109
|
-
# - **:top_bid_price** [Float] Current best bid price available
|
|
110
|
-
# - **:top_bid_quantity** [Integer] Quantity available at current best bid price
|
|
111
|
-
# - **:volume** [Integer] Day volume for Call Option Instrument
|
|
112
|
-
# - **"pe"** [Hash{Symbol => Float, Integer, Hash}] Put Option data for this strike.
|
|
113
|
-
# Contains the same fields as "ce" (Call Option data).
|
|
114
|
-
#
|
|
115
|
-
# @note Strikes where both CE and PE have zero `last_price` are automatically filtered out.
|
|
116
|
-
# This keeps the payload compact and focused on actively traded strikes.
|
|
117
|
-
#
|
|
118
|
-
# @example Fetch option chain for NIFTY index options
|
|
119
|
-
# chain = DhanHQ::Models::OptionChain.fetch(
|
|
120
|
-
# underlying_scrip: 13,
|
|
121
|
-
# underlying_seg: "IDX_I",
|
|
122
|
-
# expiry: "2024-10-31"
|
|
123
|
-
# )
|
|
124
|
-
# puts "NIFTY LTP: ₹#{chain[:last_price]}"
|
|
86
|
+
# - **:strikes** [Array<Hash>] Sorted array of strike data:
|
|
87
|
+
# - **:strike** [Float] The strike price
|
|
88
|
+
# - **:call** [Hash] Call Option (CE) data for this strike
|
|
89
|
+
# - **:put** [Hash] Put Option (PE) data for this strike
|
|
125
90
|
#
|
|
126
|
-
# @
|
|
127
|
-
# chain = DhanHQ::Models::OptionChain.fetch(
|
|
128
|
-
# underlying_scrip: 13,
|
|
129
|
-
# underlying_seg: "IDX_I",
|
|
130
|
-
# expiry: "2024-10-31"
|
|
131
|
-
# )
|
|
132
|
-
# strike_25000 = chain[:oc]["25000.000000"]
|
|
133
|
-
# ce_data = strike_25000["ce"]
|
|
134
|
-
# pe_data = strike_25000["pe"]
|
|
135
|
-
# puts "CE LTP: ₹#{ce_data[:last_price]}, OI: #{ce_data[:oi]}"
|
|
136
|
-
# puts "PE LTP: ₹#{pe_data[:last_price]}, OI: #{pe_data[:oi]}"
|
|
137
|
-
#
|
|
138
|
-
# @example Calculate OI change and analyze Greeks
|
|
139
|
-
# chain = DhanHQ::Models::OptionChain.fetch(
|
|
140
|
-
# underlying_scrip: 1333,
|
|
141
|
-
# underlying_seg: "NSE_FNO",
|
|
142
|
-
# expiry: "2024-12-26"
|
|
143
|
-
# )
|
|
144
|
-
# strike_data = chain[:oc]["25000.000000"]
|
|
145
|
-
# ce = strike_data["ce"]
|
|
146
|
-
# oi_change = ce[:oi] - ce[:previous_oi]
|
|
147
|
-
# puts "OI Change: #{oi_change}"
|
|
148
|
-
# puts "Delta: #{ce[:greeks][:delta]}"
|
|
149
|
-
# puts "IV: #{ce[:implied_volatility]}%"
|
|
150
|
-
#
|
|
151
|
-
# @raise [DhanHQ::ValidationError] If validation fails for any parameter or date format
|
|
91
|
+
# @raise [DhanHQ::ValidationError] If validation fails for any parameter
|
|
152
92
|
def fetch(params)
|
|
153
93
|
validate_params!(params, DhanHQ::Contracts::OptionChainContract)
|
|
154
94
|
|
|
155
95
|
response = resource.fetch(params)
|
|
156
96
|
return {}.with_indifferent_access unless response[:status] == "success"
|
|
157
97
|
|
|
158
|
-
|
|
98
|
+
normalize_chain(response[:data]).with_indifferent_access
|
|
159
99
|
end
|
|
160
100
|
|
|
161
101
|
##
|
|
162
102
|
# Fetches the list of active expiry dates for an underlying instrument.
|
|
163
103
|
#
|
|
164
|
-
# Retrieves all expiry dates for which option instruments are active for the given
|
|
165
|
-
# underlying. This list is useful for selecting valid expiry dates when fetching
|
|
166
|
-
# option chains.
|
|
167
|
-
#
|
|
168
104
|
# @param params [Hash{Symbol => Integer, String}] Request parameters for expiry list
|
|
169
|
-
# @option params [Integer] :underlying_scrip (required) Security ID of the underlying
|
|
170
|
-
#
|
|
171
|
-
# @option params [String] :underlying_seg (required) Exchange and segment of underlying
|
|
172
|
-
# for which expiry list is to be fetched.
|
|
173
|
-
# Valid values: "IDX_I" (Index), "NSE_FNO" (NSE F&O), "BSE_FNO" (BSE F&O), "MCX_FO" (MCX)
|
|
105
|
+
# @option params [Integer] :underlying_scrip (required) Security ID of the underlying instrument.
|
|
106
|
+
# @option params [String] :underlying_seg (required) Exchange and segment of underlying.
|
|
174
107
|
#
|
|
175
108
|
# @return [Array<String>] Array of expiry dates in "YYYY-MM-DD" format.
|
|
176
|
-
# Returns empty array if the API response status is not "success" or if no expiries are found.
|
|
177
|
-
#
|
|
178
|
-
# @example Fetch expiry list for NIFTY index
|
|
179
|
-
# expiries = DhanHQ::Models::OptionChain.fetch_expiry_list(
|
|
180
|
-
# underlying_scrip: 13,
|
|
181
|
-
# underlying_seg: "IDX_I"
|
|
182
|
-
# )
|
|
183
|
-
# puts "Available expiries:"
|
|
184
|
-
# expiries.each { |expiry| puts " #{expiry}" }
|
|
185
|
-
#
|
|
186
|
-
# @example Use expiry list to fetch option chains
|
|
187
|
-
# expiries = DhanHQ::Models::OptionChain.fetch_expiry_list(
|
|
188
|
-
# underlying_scrip: 1333,
|
|
189
|
-
# underlying_seg: "NSE_FNO"
|
|
190
|
-
# )
|
|
191
|
-
# nearest_expiry = expiries.first
|
|
192
|
-
# chain = DhanHQ::Models::OptionChain.fetch(
|
|
193
|
-
# underlying_scrip: 1333,
|
|
194
|
-
# underlying_seg: "NSE_FNO",
|
|
195
|
-
# expiry: nearest_expiry
|
|
196
|
-
# )
|
|
197
|
-
#
|
|
198
|
-
# @raise [DhanHQ::ValidationError] If validation fails for any parameter
|
|
199
109
|
def fetch_expiry_list(params)
|
|
200
110
|
validate_params!(params, DhanHQ::Contracts::OptionChainExpiryListContract)
|
|
201
111
|
|
|
@@ -203,51 +113,41 @@ module DhanHQ
|
|
|
203
113
|
response[:status] == "success" ? response[:data] : []
|
|
204
114
|
end
|
|
205
115
|
|
|
116
|
+
alias expiry_list fetch_expiry_list
|
|
117
|
+
|
|
206
118
|
private
|
|
207
119
|
|
|
208
120
|
##
|
|
209
|
-
#
|
|
210
|
-
#
|
|
211
|
-
#
|
|
212
|
-
#
|
|
213
|
-
#
|
|
214
|
-
#
|
|
215
|
-
# @param data [Hash] The API response data
|
|
216
|
-
# @return [Hash]
|
|
217
|
-
|
|
218
|
-
# @api private
|
|
219
|
-
def filter_valid_strikes(data)
|
|
121
|
+
# Normalizes the raw API option chain data.
|
|
122
|
+
# - Converts strike keys to numeric
|
|
123
|
+
# - Renames 'ce' to 'call' and 'pe' to 'put'
|
|
124
|
+
# - Filters strikes with zero prices
|
|
125
|
+
# - Sorts strikes ascending
|
|
126
|
+
#
|
|
127
|
+
# @param data [Hash] The raw API response data
|
|
128
|
+
# @return [Hash] Normalized option chain
|
|
129
|
+
def normalize_chain(data)
|
|
220
130
|
return {} unless data.is_a?(Hash) && data.key?(:oc)
|
|
221
131
|
|
|
222
|
-
|
|
223
|
-
|
|
224
|
-
|
|
132
|
+
strikes = data[:oc].filter_map do |strike_price, strike_data|
|
|
133
|
+
ce = strike_data["ce"] || strike_data[:ce]
|
|
134
|
+
pe = strike_data["pe"] || strike_data[:pe]
|
|
225
135
|
|
|
226
|
-
|
|
227
|
-
result[strike_price] = strike_data if ce_last_price.positive? || pe_last_price.positive?
|
|
228
|
-
end
|
|
136
|
+
next if ce["last_price"].to_f.zero? && pe["last_price"].to_f.zero?
|
|
229
137
|
|
|
230
|
-
|
|
231
|
-
|
|
138
|
+
{
|
|
139
|
+
strike: strike_price.to_f,
|
|
140
|
+
call: ce,
|
|
141
|
+
put: pe
|
|
142
|
+
}
|
|
143
|
+
end
|
|
232
144
|
|
|
233
|
-
|
|
234
|
-
|
|
235
|
-
|
|
236
|
-
|
|
237
|
-
def validation_contract
|
|
238
|
-
DhanHQ::Contracts::OptionChainContract.new
|
|
145
|
+
{
|
|
146
|
+
last_price: data[:last_price],
|
|
147
|
+
strikes: strikes.sort_by { |s| s[:strike] }
|
|
148
|
+
}
|
|
239
149
|
end
|
|
240
150
|
end
|
|
241
|
-
|
|
242
|
-
private
|
|
243
|
-
|
|
244
|
-
# Validation contract for option chain
|
|
245
|
-
#
|
|
246
|
-
# @return [DhanHQ::Contracts::OptionChainContract]
|
|
247
|
-
# @api private
|
|
248
|
-
def validation_contract
|
|
249
|
-
DhanHQ::Contracts::OptionChainContract.new
|
|
250
|
-
end
|
|
251
151
|
end
|
|
252
152
|
end
|
|
253
153
|
end
|
data/lib/DhanHQ/models/order.rb
CHANGED
|
@@ -370,9 +370,17 @@ module DhanHQ
|
|
|
370
370
|
#
|
|
371
371
|
# @raise [RuntimeError] If order ID is missing
|
|
372
372
|
# @raise [DhanHQ::ValidationError] If validation fails for any parameter
|
|
373
|
+
# @raise [DhanHQ::ModificationLimitError] If this instance has already been modified 25 times (Dhan API cap)
|
|
374
|
+
# @note Count is per Order instance in this process; a fresh find() resets it.
|
|
373
375
|
def modify(new_params)
|
|
374
376
|
raise "Order ID is required to modify an order" unless id
|
|
375
377
|
|
|
378
|
+
count = @modification_count || 0
|
|
379
|
+
if count >= Constants::RateLimit::ORDER_MODIFICATIONS_PER_ORDER
|
|
380
|
+
raise ModificationLimitError,
|
|
381
|
+
"Order modification limit reached (#{Constants::RateLimit::ORDER_MODIFICATIONS_PER_ORDER} per order)"
|
|
382
|
+
end
|
|
383
|
+
|
|
376
384
|
warn_invalid_state if order_status_invalid_for_modification?
|
|
377
385
|
|
|
378
386
|
filtered_payload = prepare_modify_payload(new_params)
|
|
@@ -384,6 +392,7 @@ module DhanHQ
|
|
|
384
392
|
|
|
385
393
|
return DhanHQ::ErrorObject.new(response) unless success_response?(response)
|
|
386
394
|
|
|
395
|
+
@modification_count = count + 1
|
|
387
396
|
@attributes.merge!(normalize_keys(response))
|
|
388
397
|
assign_attributes
|
|
389
398
|
self
|
|
@@ -543,13 +552,15 @@ module DhanHQ
|
|
|
543
552
|
private
|
|
544
553
|
|
|
545
554
|
def save_new_order
|
|
546
|
-
|
|
555
|
+
slice_attrs = attributes.slice(:transaction_type, :exchange_segment, :security_id, :quantity, :price)
|
|
556
|
+
DhanHQ.logger&.info("[DhanHQ::Models::Order] Placing order: #{slice_attrs.inspect}")
|
|
547
557
|
response = self.class.resource.create(to_request_params)
|
|
548
558
|
handle_api_response(response, success_key: "orderId", context: "[DhanHQ::Models::Order] Order placement")
|
|
549
559
|
end
|
|
550
560
|
|
|
551
561
|
def modify_existing_order
|
|
552
|
-
|
|
562
|
+
slice_attrs = attributes.slice(:price, :quantity, :order_type)
|
|
563
|
+
DhanHQ.logger&.info("[DhanHQ::Models::Order] Modifying order #{id}: #{slice_attrs.inspect}")
|
|
553
564
|
response = self.class.resource.update(id, to_request_params)
|
|
554
565
|
handle_api_response(response, success_key: "orderStatus", context: "[DhanHQ::Models::Order] Order modification")
|
|
555
566
|
end
|
|
@@ -559,7 +570,9 @@ module DhanHQ
|
|
|
559
570
|
end
|
|
560
571
|
|
|
561
572
|
def warn_invalid_state
|
|
562
|
-
DhanHQ.logger&.warn(
|
|
573
|
+
DhanHQ.logger&.warn(
|
|
574
|
+
"[DhanHQ::Models::Order] Attempting to modify order #{id} in #{order_status} state - API will reject"
|
|
575
|
+
)
|
|
563
576
|
end
|
|
564
577
|
|
|
565
578
|
def prepare_modify_payload(new_params)
|
|
@@ -576,7 +589,9 @@ module DhanHQ
|
|
|
576
589
|
|
|
577
590
|
# Don't send trigger_price when it's 0 for non–stop-loss orders (API default; avoids validation noise).
|
|
578
591
|
order_type = filtered_payload[:order_type].to_s
|
|
579
|
-
|
|
592
|
+
trigger_zero = filtered_payload[:trigger_price].to_f.zero?
|
|
593
|
+
drop_trigger = !%w[STOP_LOSS STOP_LOSS_MARKET].include?(order_type) && trigger_zero
|
|
594
|
+
filtered_payload.delete(:trigger_price) if drop_trigger
|
|
580
595
|
|
|
581
596
|
filtered_payload.compact
|
|
582
597
|
end
|
|
@@ -1,11 +1,33 @@
|
|
|
1
1
|
# frozen_string_literal: true
|
|
2
2
|
|
|
3
|
+
require_relative "../concerns/order_audit"
|
|
4
|
+
|
|
3
5
|
module DhanHQ
|
|
4
6
|
module Resources
|
|
5
7
|
# Resource for alert/conditional orders per API docs: /alerts/orders (GET/POST/PUT/DELETE).
|
|
6
8
|
class AlertOrders < BaseResource
|
|
9
|
+
include DhanHQ::Concerns::OrderAudit
|
|
10
|
+
|
|
7
11
|
API_TYPE = :order_api
|
|
8
|
-
HTTP_PATH = "/alerts/orders"
|
|
12
|
+
HTTP_PATH = "/v2/alerts/orders"
|
|
13
|
+
|
|
14
|
+
def create(params)
|
|
15
|
+
ensure_live_trading!
|
|
16
|
+
log_order_context("DHAN_ALERT_ORDER_ATTEMPT", params)
|
|
17
|
+
super
|
|
18
|
+
end
|
|
19
|
+
|
|
20
|
+
def update(id, params)
|
|
21
|
+
ensure_live_trading!
|
|
22
|
+
log_order_context("DHAN_ALERT_ORDER_MODIFY_ATTEMPT", params.merge(alert_id: id))
|
|
23
|
+
super
|
|
24
|
+
end
|
|
25
|
+
|
|
26
|
+
def delete(id)
|
|
27
|
+
ensure_live_trading!
|
|
28
|
+
log_order_context("DHAN_ALERT_ORDER_DELETE_ATTEMPT", { order_id: id })
|
|
29
|
+
super
|
|
30
|
+
end
|
|
9
31
|
end
|
|
10
32
|
end
|
|
11
33
|
end
|
|
@@ -3,11 +3,12 @@
|
|
|
3
3
|
module DhanHQ
|
|
4
4
|
module Resources
|
|
5
5
|
# Resource for EDIS per https://dhanhq.co/docs/v2/edis/
|
|
6
|
-
# GET /edis/tpin, POST /edis/form (body: isin, qty, exchange, segment, bulk),
|
|
7
|
-
# POST /edis/bulkform, GET /edis/inquire/{isin}.
|
|
6
|
+
# GET /edis/tpin (generate T-PIN, 202 Accepted), POST /edis/form (body: isin, qty, exchange, segment, bulk),
|
|
7
|
+
# POST /edis/bulkform, GET /edis/inquire/{isin} (or "ALL").
|
|
8
|
+
# Form response: dhanClientId, edisFormHtml. Inquire response: clientId, isin, totalQty, aprvdQty, status, remarks.
|
|
8
9
|
class Edis < BaseAPI
|
|
9
10
|
API_TYPE = :order_api
|
|
10
|
-
HTTP_PATH = "/edis"
|
|
11
|
+
HTTP_PATH = "/v2/edis"
|
|
11
12
|
|
|
12
13
|
def form(params)
|
|
13
14
|
post("/form", params: params)
|