DhanHQ 3.2.0 → 3.2.1

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Files changed (39) hide show
  1. checksums.yaml +4 -4
  2. data/AGENTS.md +23 -0
  3. data/CHANGELOG.md +26 -0
  4. data/CODE_OF_CONDUCT.md +132 -0
  5. data/lib/DhanHQ/ai/prompt_helpers.rb +17 -7
  6. data/lib/DhanHQ/client.rb +53 -34
  7. data/lib/DhanHQ/models/alert_order.rb +1 -1
  8. data/lib/DhanHQ/risk/pipeline.rb +0 -2
  9. data/lib/DhanHQ/version.rb +1 -1
  10. data/lib/dhan_hq.rb +4 -0
  11. data/skills/dhanhq-ruby/SKILL.md +208 -0
  12. data/skills/dhanhq-ruby/examples/fetch_option_chain.rb +54 -0
  13. data/skills/dhanhq-ruby/examples/gtt_forever_order.rb +65 -0
  14. data/skills/dhanhq-ruby/examples/historical_data_analysis.rb +89 -0
  15. data/skills/dhanhq-ruby/examples/iron_condor.rb +137 -0
  16. data/skills/dhanhq-ruby/examples/live_feed_setup.rb +43 -0
  17. data/skills/dhanhq-ruby/examples/margin_check.rb +42 -0
  18. data/skills/dhanhq-ruby/examples/order_management.rb +112 -0
  19. data/skills/dhanhq-ruby/examples/place_equity_order.rb +36 -0
  20. data/skills/dhanhq-ruby/examples/place_fno_order.rb +76 -0
  21. data/skills/dhanhq-ruby/examples/portfolio_summary.rb +74 -0
  22. data/skills/dhanhq-ruby/examples/super_order_with_sl.rb +57 -0
  23. data/skills/dhanhq-ruby/references/backtesting-with-dhan.md +65 -0
  24. data/skills/dhanhq-ruby/references/common-workflows.md +76 -0
  25. data/skills/dhanhq-ruby/references/error-codes.md +50 -0
  26. data/skills/dhanhq-ruby/references/funds.md +67 -0
  27. data/skills/dhanhq-ruby/references/instruments.md +91 -0
  28. data/skills/dhanhq-ruby/references/live-feed.md +83 -0
  29. data/skills/dhanhq-ruby/references/market-data.md +119 -0
  30. data/skills/dhanhq-ruby/references/option-chain.md +71 -0
  31. data/skills/dhanhq-ruby/references/options-analysis-patterns.md +76 -0
  32. data/skills/dhanhq-ruby/references/orders.md +203 -0
  33. data/skills/dhanhq-ruby/references/portfolio.md +93 -0
  34. data/skills/dhanhq-ruby/references/scanx-data.md +62 -0
  35. data/skills/dhanhq-ruby/scripts/dhan_helpers.rb +323 -0
  36. data/skills/dhanhq-ruby/scripts/resolve_security.rb +168 -0
  37. data/skills/dhanhq-ruby/scripts/trade_logger.rb +131 -0
  38. data/skills/dhanhq-ruby/scripts/validate_order.rb +169 -0
  39. metadata +32 -2
@@ -0,0 +1,74 @@
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+ # frozen_string_literal: true
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+
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+ $LOAD_PATH.unshift(File.expand_path("../../lib", __dir__))
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+ require "dhan_hq"
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+ require_relative "../scripts/dhan_helpers"
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+
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+ # Initialize credentials
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+ get_client
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+
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+ holdings = begin
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+ DhanHQ::Models::Holding.all
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+ rescue StandardError
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+ []
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+ end
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+ positions = begin
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+ DhanHQ::Models::Position.all
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+ rescue StandardError
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+ []
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+ end
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+ funds = begin
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+ DhanHQ::Models::Funds.fetch
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+ rescue StandardError
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+ nil
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+ end
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+ trades = begin
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+ DhanHQ::Models::Trade.today
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+ rescue StandardError
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+ []
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+ end
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+
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+ summary = format_pnl_report(holdings, positions)
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+
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+ puts "=" * 50
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+ puts " PORTFOLIO SUMMARY"
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+ puts "=" * 50
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+ puts "\nHoldings count: #{summary["holdings_count"]}"
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+ puts "Positions count: #{summary["positions_count"]}"
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+ printf("Current value: Rs. %12.2f\n", summary["current_value"])
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+ printf("Total P&L: Rs. %12.2f\n", summary["total_pnl"])
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+ printf("Day P&L: Rs. %12.2f\n", summary["day_pnl"])
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+
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+ if funds
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+ available = funds.availabel_balance || funds.available_balance || 0.0
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+ utilized = funds.utilized_amount || 0.0
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+ collateral = funds.collateral_amount || 0.0
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+ withdrawable = funds.withdrawable_balance || 0.0
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+
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+ puts "\nFUNDS"
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+ printf(" Available: Rs. %12.2f\n", available)
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+ printf(" Utilized: Rs. %12.2f\n", utilized)
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+ printf(" Collateral: Rs. %12.2f\n", collateral)
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+ printf(" Withdrawable: Rs. %12.2f\n", withdrawable)
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+ end
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+
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+ if holdings.any?
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+ puts "\nTOP HOLDINGS"
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+ # Sort holdings by quantity
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+ sorted_holdings = holdings.sort_by { |h| -(h.total_qty || 0) }
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+ sorted_holdings.first(5).each do |holding|
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+ printf(" %-15s qty=%5d available=%5d\n", holding.trading_symbol, holding.total_qty.to_i, holding.available_qty.to_i)
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+ end
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+ end
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+
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+ open_positions = positions.reject { |p| p.net_qty.to_i.zero? }
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+ if open_positions.any?
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+ puts "\nOPEN POSITIONS"
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+ open_positions.first(5).each do |position|
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+ pnl = position.realized_profit.to_f + position.unrealized_profit.to_f
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+ printf(" %-20s netQty=%5d pnl=Rs. %8.0f\n", position.trading_symbol, position.net_qty.to_i, pnl)
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+ end
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+ end
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+
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+ puts "\nTrades today: #{trades.size}"
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+ puts "=" * 50
@@ -0,0 +1,57 @@
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+ # frozen_string_literal: true
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+
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+ $LOAD_PATH.unshift(File.expand_path("../../lib", __dir__))
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+ require "dhan_hq"
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+ require_relative "../scripts/dhan_helpers"
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+
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+ # Initialize credentials
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+ get_client
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+
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+ # Fetch LTP for Reliance
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+ ltp_response = DhanHQ::Models::MarketFeed.ltp("NSE_EQ" => [2885])
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+ if ltp_response[:status] != "success"
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+ puts "Failed to fetch LTP: #{ltp_response[:remarks]}"
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+ exit 1
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+ end
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+
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+ reliance_ltp = ltp_response[:data][DhanHQ::Constants::ExchangeSegment::NSE_EQ]["2885"]["last_price"].to_f
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+ puts "Reliance LTP: Rs. #{"%.2f" % reliance_ltp}"
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+
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+ entry_price = reliance_ltp
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+ target_price = (entry_price * 1.02).round(2)
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+ sl_price = (entry_price * 0.99).round(2)
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+ trailing_jump = 5.0
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+
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+ puts "\n--- Super Order Preview ---"
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+ puts "Action: BUY 1 share of RELIANCE"
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+ puts "Entry Price: Rs. #{"%.2f" % entry_price}"
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+ puts "Target: Rs. #{"%.2f" % target_price}"
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+ puts "Stop Loss: Rs. #{"%.2f" % sl_price}"
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+ puts "Trailing Jump: Rs. #{"%.2f" % trailing_jump}"
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+ puts "Product: INTRADAY"
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+
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+ # Uncomment after confirmation:
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+ # order = DhanHQ::Models::SuperOrder.create(
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+ # security_id: "2885",
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+ # exchange_segment: "NSE_EQ",
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+ # transaction_type: "BUY",
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+ # quantity: 1,
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+ # order_type: "LIMIT",
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+ # product_type: "INTRADAY",
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+ # price: entry_price,
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+ # target_price: target_price,
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+ # stop_loss_price: sl_price,
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+ # trailing_jump: trailing_jump
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+ # )
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+ #
47
+ # if order
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+ # puts "Super order placed: #{order.order_id} - #{order.order_status}"
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+ #
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+ # # Connect to Order Update websocket to listen for updates
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+ # orders_client = DhanHQ::WS::Orders.connect do |update|
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+ # puts "Order Update -> OrderNo: #{update.order_no}, Status: #{update.status}"
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+ # end
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+ #
55
+ # sleep(10)
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+ # orders_client.stop rescue nil
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+ # end
@@ -0,0 +1,65 @@
1
+ # Backtesting With Dhan Data (Ruby SDK)
2
+
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+ ## Daily Equity Backtest Skeleton
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+
5
+ ```ruby
6
+ # Fetch daily charts via HistoricalData model
7
+ candles = DhanHQ::Models::HistoricalData.daily(
8
+ security_id: "2885",
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+ exchange_segment: "NSE_EQ",
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+ instrument: "EQUITY",
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+ from_date: "2023-01-01",
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+ to_date: "2024-12-31"
13
+ )
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+
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+ # candles is a normalized array of hashes:
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+ # [{ timestamp: Time, open: Float, high: Float, low: Float, close: Float, volume: Integer }]
17
+ ```
18
+
19
+ Typical next steps:
20
+ - Create signals based on technical calculations.
21
+ - Shift positions to avoid look-ahead bias.
22
+ - Apply transaction costs.
23
+ - Compute CAGR, maximum drawdown, Sharpe ratio, and win rate.
24
+
25
+ ## Minute-Level Backtest Skeleton
26
+
27
+ ```ruby
28
+ candles = DhanHQ::Models::HistoricalData.intraday(
29
+ security_id: "2885",
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+ exchange_segment: "NSE_EQ",
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+ instrument: "EQUITY",
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+ from_date: "2024-09-11 09:30:00",
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+ to_date: "2024-09-15 13:00:00",
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+ interval: "5", # 5-minute interval
35
+ oi: false
36
+ )
37
+ ```
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+
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+ ## Expired Options Backtest Skeleton
40
+
41
+ ```ruby
42
+ response = DhanHQ::Models::ExpiredOptionsData.fetch(
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+ underlying_scrip: 13,
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+ exchange_segment: "NSE_FNO",
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+ expiry_flag: "MONTH",
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+ expiry_code: 1,
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+ strike: "ATM",
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+ option_type: "CALL",
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+ required_data: ["open", "high", "low", "close", "volume", "oi", "spot"],
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+ from_date: "2021-08-01",
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+ to_date: "2021-08-31",
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+ interval: "1"
53
+ )
54
+ ```
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+
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+ ## Cost Model Reminders
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+
58
+ At minimum consider:
59
+ - Brokerage charges
60
+ - Securities Transaction Tax (STT)
61
+ - Exchange transaction charges
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+ - GST (Service Tax)
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+ - Stamp duty
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+ - SEBI turnover charges
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+ - Slippage
@@ -0,0 +1,76 @@
1
+ # Common Workflows — Agent Playbooks (Ruby SDK)
2
+
3
+ ## Portfolio Rebalance
4
+
5
+ Recommended sequence:
6
+ 1. Fetch holdings and funds.
7
+ 2. Compute target deltas.
8
+ 3. Resolve symbols and quantities.
9
+ 4. Preview proposed orders.
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+ 5. Confirm with the user.
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+ 6. Place live orders.
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+
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+ ```ruby
14
+ holdings = DhanHQ::Models::Holding.all rescue []
15
+ funds = DhanHQ::Models::Funds.fetch rescue nil
16
+
17
+ if funds
18
+ available_cash = funds.availabel_balance || funds.available_balance || 0.0
19
+ end
20
+ ```
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+
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+ ## Delivery Sell With eDIS
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+
24
+ Use this flow for selling demat holdings:
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+ 1. Fetch holdings and identify ISIN.
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+ 2. Generate TPIN: `DhanHQ::Models::Edis.generate_tpin`
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+ 3. Generate the authorization form: `DhanHQ::Models::Edis.generate_form(isin: "...", qty: 5, exchange: "NSE", segment: "EQ")`
28
+ 4. Check status: `DhanHQ::Models::Edis.inquire(isin: "...")`
29
+ 5. Place the sell order.
30
+
31
+ ```ruby
32
+ # Generate TPIN
33
+ DhanHQ::Models::Edis.generate_tpin
34
+
35
+ # Generate authorization form
36
+ DhanHQ::Models::Edis.generate_form(isin: "INE002A01018", qty: 5, exchange: "NSE", segment: "EQ")
37
+
38
+ # Check status
39
+ status = DhanHQ::Models::Edis.inquire(isin: "INE002A01018")
40
+ ```
41
+
42
+ ## Single-Leg F&O Execution
43
+
44
+ Recommended sequence:
45
+ 1. Resolve current contract from option chain or security master.
46
+ 2. Resolve lot size.
47
+ 3. Validate quantity.
48
+ 4. Check margin.
49
+ 5. Preview & Confirm.
50
+ 6. Place live order.
51
+
52
+ ```ruby
53
+ require_relative "../scripts/dhan_helpers"
54
+
55
+ chain_df, spot = fetch_chain_df(under_security_id: 13, expiry: "2025-03-27")
56
+ atm = find_atm_row(chain_df, spot)
57
+
58
+ margin = check_margin(
59
+ security_id: atm["ce_security_id"],
60
+ exchange_segment: "NSE_FNO",
61
+ transaction_type: "BUY",
62
+ quantity: 75,
63
+ product_type: "INTRADAY",
64
+ price: atm["ce_ltp"].to_f
65
+ )
66
+ ```
67
+
68
+ ## Daily P&L Summary
69
+
70
+ ```ruby
71
+ require_relative "../scripts/dhan_helpers"
72
+
73
+ holdings = DhanHQ::Models::Holding.all
74
+ positions = DhanHQ::Models::Position.all
75
+ summary = format_pnl_report(holdings, positions)
76
+ ```
@@ -0,0 +1,50 @@
1
+ # Error Codes — Complete Reference (Ruby SDK)
2
+
3
+ In the Ruby SDK, raw API error codes are automatically mapped in the client layer and raised as structured exceptions.
4
+
5
+ ## Exception Mapping
6
+
7
+ The Ruby client maps Dhan error codes to specific error classes under the `DhanHQ` module:
8
+
9
+ | Error Code | Error Class | Meaning |
10
+ |------------|-------------|---------|
11
+ | `DH-901` | `DhanHQ::InvalidAuthenticationError` | Client ID or access token is invalid or expired |
12
+ | `DH-902` | `DhanHQ::InvalidAccessError` | User does not have required Data API or Trading API access |
13
+ | `DH-903` | `DhanHQ::UserAccountError` | Account setup issue or segment activation requirement |
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+ | `DH-904` | `DhanHQ::RateLimitError` | Rate limit exceeded |
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+ | `DH-905` | `DhanHQ::InputExceptionError` | Missing or invalid request fields |
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+ | `DH-906` | `DhanHQ::OrderError` | Order request cannot be processed |
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+ | `DH-907` | `DhanHQ::DataError` | Data unavailable or parameters invalid |
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+ | `DH-908` | `DhanHQ::InternalServerError` | Server-side failure |
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+ | `DH-909` | `DhanHQ::NetworkError` | Backend communication failure |
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+ | `DH-1111` | `DhanHQ::NoHoldingsError` | No holdings present in the account |
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+ | `DH-910` / other | `DhanHQ::OtherError` / `DhanHQ::Error` | Other failure reasons |
22
+
23
+ ## Data API Errors
24
+
25
+ | Code | Exception | Meaning |
26
+ |------|-----------|---------|
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+ | `800` | `DhanHQ::InternalServerError` | Internal Server Error |
28
+ | `804` | `DhanHQ::Error` | Requested number of instruments exceeds limit |
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+ | `805` | `DhanHQ::RateLimitError` | Too many requests or connections |
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+ | `806` | `DhanHQ::DataError` | Data APIs not subscribed |
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+ | `807` | `DhanHQ::TokenExpiredError` | Access token is expired |
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+ | `808` | `DhanHQ::AuthenticationFailedError` | Authentication failed - client ID or access token invalid |
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+ | `809` | `DhanHQ::InvalidTokenError` | Access token is invalid |
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+ | `810` | `DhanHQ::InvalidClientIDError` | Client ID is invalid |
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+ | `811` | `DhanHQ::InvalidRequestError` | Invalid expiry date |
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+ | `812` | `DhanHQ::InvalidRequestError` | Invalid date format |
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+ | `813` | `DhanHQ::InvalidRequestError` | Invalid security ID |
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+ | `814` | `DhanHQ::InvalidRequestError` | Invalid request |
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+
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+ ## User Action Checklist
41
+
42
+ ### Invalid Data Subscription (`806` or `DH-902`)
43
+ If you receive access errors:
44
+ 1. Log in to `web.dhan.co`.
45
+ 2. Go to **My Profile** -> **Access DhanHQ APIs**.
46
+ 3. Verify that the **Data API** plan is active.
47
+ 4. If not active, activate it, generate a fresh access token, and retry.
48
+
49
+ ### Static IP Error (`DH-911` or IP issue)
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+ If placing or managing orders fails with IP errors, ensure that the server's public IP is whitelisted in your Dhan console.
@@ -0,0 +1,67 @@
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+ # Funds & Margin — Complete Reference (Ruby SDK)
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+
3
+ The Ruby SDK exposes first-class models `DhanHQ::Models::Funds` and `DhanHQ::Models::Margin` for funds retrieval and pre-flight margin checks (both single-order and multi-leg).
4
+
5
+ ## Fund Limits
6
+
7
+ Use `DhanHQ::Models::Funds.fetch`:
8
+
9
+ ```ruby
10
+ funds = DhanHQ::Models::Funds.fetch
11
+
12
+ puts "Available Balance: Rs. #{funds.availabel_balance || funds.available_balance}"
13
+ puts "Utilized: Rs. #{funds.utilized_amount}"
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+ puts "Collateral: Rs. #{funds.collateral_amount}"
15
+ puts "Withdrawable: Rs. #{funds.withdrawable_balance}"
16
+ ```
17
+
18
+ Normalized model attributes:
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+ - `dhan_client_id`
20
+ - `availabel_balance` (or alias `available_balance`)
21
+ - `sod_limit`
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+ - `collateral_amount`
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+ - `receiveable_amount`
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+ - `utilized_amount`
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+ - `blocked_payout_amount`
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+ - `withdrawable_balance`
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+
28
+ ---
29
+
30
+ ## Margin Calculator — Single Order
31
+
32
+ Use `DhanHQ::Models::Margin.calculate(params)`:
33
+
34
+ ```ruby
35
+ margin = DhanHQ::Models::Margin.calculate(
36
+ security_id: "2885",
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+ exchange_segment: "NSE_EQ",
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+ transaction_type: "BUY",
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+ quantity: 10,
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+ product_type: "CNC",
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+ price: 2450.0
42
+ )
43
+
44
+ puts "Total Margin: Rs. #{margin.total_margin}"
45
+ puts "Available Balance: Rs. #{margin.available_balance}"
46
+ puts "Brokerage Charges: Rs. #{margin.brokerage}"
47
+ puts "Leverage Offered: #{margin.leverage}x"
48
+ ```
49
+
50
+ ---
51
+
52
+ ## Multi-Order Margin
53
+
54
+ Unlike the Python SDK, the Ruby SDK has first-class support for multi-leg portfolio margin calculation via `DhanHQ::Models::Margin.calculate_multi(params)`:
55
+
56
+ ```ruby
57
+ margin = DhanHQ::Models::Margin.calculate_multi(
58
+ include_position: true,
59
+ include_orders: true,
60
+ scripts: [
61
+ { exchange_segment: "NSE_EQ", transaction_type: "BUY", quantity: 100, product_type: "CNC", security_id: "1333", price: 1428.0 },
62
+ { exchange_segment: "NSE_EQ", transaction_type: "SELL", quantity: 50, product_type: "INTRADAY", security_id: "11536", price: 3000.0 }
63
+ ]
64
+ )
65
+
66
+ puts "Portfolio Total Margin Required: Rs. #{margin.total_margin}"
67
+ ```
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+ # Instruments — Complete Reference (Ruby SDK)
2
+
3
+ Use the security master as the primary source for `security_id`, lot size, expiry, strike, tick size, and display symbol.
4
+
5
+ ## Preferred SDK Entry Point
6
+
7
+ In the Ruby SDK, search and load instruments segment-wise using:
8
+
9
+ ```ruby
10
+ # Retrieve compact list for a single segment (returns Array of Instrument objects)
11
+ instruments = DhanHQ::Models::Instrument.by_segment("NSE_EQ")
12
+ ```
13
+
14
+ Official instrument sources (managed by the SDK internally):
15
+ - Compact CSV: `https://images.dhan.co/api-data/api-scrip-master.csv`
16
+ - Detailed CSV: `https://images.dhan.co/api-data/api-scrip-master-detailed.csv`
17
+
18
+ ---
19
+
20
+ ## Key Columns (Instrument Attributes)
21
+
22
+ | Attribute | Meaning |
23
+ |-----------|---------|
24
+ | `security_id` | Security ID (String) |
25
+ | `exchange` | Exchange ID (`NSE`, `BSE`, `MCX`) |
26
+ | `instrument` | Instrument Type (`EQUITY`, `OPTIDX`, `OPTSTK`, etc.) |
27
+ | `symbol_name` | Exchange trading symbol |
28
+ | `display_name` | Dhan custom symbol |
29
+ | `lot_size` | Lot size (Integer) |
30
+ | `tick_size` | Tick size (Float) |
31
+ | `expiry_date` | Expiry date (String) |
32
+ | `strike_price` | Strike price (Float) |
33
+ | `option_type` | Option Type (`CALL` or `PUT`) |
34
+
35
+ ---
36
+
37
+ ## Recommended Resolution Flow
38
+
39
+ Use the SDK's built-in helper methods on the `Instrument` class:
40
+
41
+ ```ruby
42
+ # Find specific instrument in a segment by symbol name (exact match)
43
+ inst = DhanHQ::Models::Instrument.find("NSE_EQ", "RELIANCE")
44
+
45
+ # Find by security ID instead of symbol name — use this, not `.find`, when you
46
+ # already have a security_id (e.g. from an order, position, or option chain leg)
47
+ inst = DhanHQ::Models::Instrument.find_by_security_id("NSE_EQ", "2885")
48
+
49
+ # Search across multiple segments (finds any match)
50
+ inst = DhanHQ::Models::Instrument.find_anywhere("RELIANCE")
51
+
52
+ # Fuzzy search across multiple segments
53
+ results = DhanHQ::Models::Instrument.search("RELIANCE")
54
+ ```
55
+
56
+ `.find`'s second argument is always a **symbol name**, never a security ID — passing a security ID there silently returns `nil` (it searches symbol/underlying-symbol text, doesn't match on ID). Use `.find_by_security_id` when resolving by ID.
57
+
58
+ Or leverage the helper layer in `scripts/dhan_helpers.rb`:
59
+
60
+ ```ruby
61
+ require_relative "../scripts/dhan_helpers"
62
+
63
+ cash = resolve_symbol("RELIANCE", "NSE_EQ")
64
+ contract = resolve_derivative("NIFTY", strike: 24000, option_type: "CE", expiry: "2025-03-27")
65
+ lot_size = get_lot_size(underlying: "NIFTY")
66
+ ```
67
+
68
+ ---
69
+
70
+ ## Quick-Reference Fallback IDs
71
+
72
+ ### Index Underlyings
73
+
74
+ | Underlying | security_id | Underlying Segment |
75
+ |------------|-------------|-------------------|
76
+ | NIFTY 50 | `13` | `IDX_I` |
77
+ | BANK NIFTY | `25` | `IDX_I` |
78
+ | FINNIFTY | `27` | `IDX_I` |
79
+ | MIDCPNIFTY | `442` | `IDX_I` |
80
+ | SENSEX | `51` | `IDX_I` |
81
+
82
+ ### Common NSE Equities
83
+
84
+ | Symbol | security_id |
85
+ |--------|-------------|
86
+ | RELIANCE | `2885` |
87
+ | HDFCBANK | `1333` |
88
+ | TCS | `11536` |
89
+ | INFY | `1594` |
90
+ | ICICIBANK | `4963` |
91
+ | SBIN | `3045` |
@@ -0,0 +1,83 @@
1
+ # Live Feed — Complete Reference (Ruby SDK)
2
+
3
+ The Ruby SDK provides three distinct WebSocket interfaces under the `DhanHQ::WS` namespace to handle live data streaming.
4
+
5
+ ## 1. Market Feed (`DhanHQ::WS.connect`)
6
+
7
+ Real-time market ticks, last traded prices, quotes, and market depth updates.
8
+
9
+ ### Usage
10
+
11
+ ```ruby
12
+ # Connect to market feed. Modes: :ticker, :quote, :full
13
+ market_client = DhanHQ::WS.connect(mode: :ticker) do |tick|
14
+ timestamp = tick[:ts] ? Time.at(tick[:ts]) : Time.now
15
+ puts "Tick: #{tick[:segment]}:#{tick[:security_id]} LTP=#{tick[:ltp]} at #{timestamp}"
16
+ end
17
+
18
+ # Subscribe to segments and security IDs
19
+ market_client.subscribe_one(segment: "NSE_EQ", security_id: "2885")
20
+ market_client.subscribe_one(segment: "NSE_EQ", security_id: "1333")
21
+
22
+ # Stop connection
23
+ sleep(15)
24
+ market_client.stop
25
+ ```
26
+
27
+ ### Modes
28
+ - `:ticker` - LTP (Last Traded Price) only.
29
+ - `:quote` - OHLC + Volume updates.
30
+ - `:full` - Full quote depth (5 levels) and Open Interest (OI) updates.
31
+
32
+ ---
33
+
34
+ ## 2. Order Updates (`DhanHQ::WS::Orders.connect`)
35
+
36
+ Streams real-time updates for placed, modified, executed, or rejected orders.
37
+
38
+ ### Usage
39
+
40
+ ```ruby
41
+ orders_client = DhanHQ::WS::Orders.connect do |update|
42
+ puts "Order Update: #{update.order_no} status=#{update.status}"
43
+ puts " Symbol: #{update.symbol}, Traded: #{update.traded_qty}/#{update.quantity}"
44
+ end
45
+
46
+ # Register event callbacks
47
+ orders_client.on(:update) { |order| puts "📝 Order Modified: #{order.order_no}" }
48
+ orders_client.on(:execution) { |exec| puts "✅ Executed: #{exec[:new_traded_qty]} shares" }
49
+ orders_client.on(:order_rejected) { |order| puts "❌ Rejected: #{order.order_no}" }
50
+
51
+ sleep(15)
52
+ orders_client.stop
53
+ ```
54
+
55
+ ---
56
+
57
+ ## 3. Market Depth (`DhanHQ::WS::MarketDepth.connect`)
58
+
59
+ Streams order book depth (bid/ask levels). Supports 20-level depth.
60
+
61
+ ### Usage
62
+
63
+ ```ruby
64
+ symbols = [
65
+ { symbol: "RELIANCE", exchange_segment: "NSE_EQ", security_id: "2885" },
66
+ { symbol: "TCS", exchange_segment: "NSE_EQ", security_id: "11536" }
67
+ ]
68
+
69
+ depth_client = DhanHQ::WS::MarketDepth.connect(symbols: symbols) do |depth|
70
+ puts "Symbol: #{depth[:symbol]} Spread: #{depth[:spread]}"
71
+ puts " Best Bid: #{depth[:best_bid]} | Best Ask: #{depth[:best_ask]}"
72
+ end
73
+
74
+ sleep(15)
75
+ depth_client.stop
76
+ ```
77
+
78
+ ---
79
+
80
+ ## Connection Limits & Cleanup
81
+
82
+ - Dhan allows up to **5 concurrent WebSocket connections** per client account.
83
+ - Always call `client.stop` or `DhanHQ::WS.disconnect_all_local!` to prevent socket leaks and rate-limit issues (`429 Too Many Requests`).
@@ -0,0 +1,119 @@
1
+ # Market Data — Complete Reference (Ruby SDK)
2
+
3
+ Timestamps returned by the `HistoricalData` model are automatically normalized into Ruby `Time` objects.
4
+
5
+ ## Historical Daily Data
6
+
7
+ Use `DhanHQ::Models::HistoricalData.daily(params)`:
8
+
9
+ ```ruby
10
+ candles = DhanHQ::Models::HistoricalData.daily(
11
+ security_id: "2885",
12
+ exchange_segment: "NSE_EQ",
13
+ instrument: "EQUITY",
14
+ from_date: "2024-01-01",
15
+ to_date: "2024-12-31",
16
+ expiry_code: 0, # Optional: 0 for current, 1 for next, 2 for far
17
+ oi: false # Optional: true to include open interest
18
+ )
19
+
20
+ first_candle = candles.first
21
+ puts "Date: #{first_candle[:timestamp]}, Close: ₹#{first_candle[:close]}"
22
+ ```
23
+
24
+ Each candle in the returned array is a Hash containing:
25
+ - `:timestamp` (Ruby `Time` object)
26
+ - `:open` (Float)
27
+ - `:high` (Float)
28
+ - `:low` (Float)
29
+ - `:close` (Float)
30
+ - `:volume` (Integer)
31
+ - `:open_interest` (Float, only if `oi: true` was requested)
32
+
33
+ ## Intraday Minute Data
34
+
35
+ Use `DhanHQ::Models::HistoricalData.intraday(params)`:
36
+
37
+ ```ruby
38
+ candles = DhanHQ::Models::HistoricalData.intraday(
39
+ security_id: "2885",
40
+ exchange_segment: "NSE_EQ",
41
+ instrument: "EQUITY",
42
+ interval: "15", # Supported: "1", "5", "15", "25", "60"
43
+ from_date: "2024-09-11 09:30:00",
44
+ to_date: "2024-09-15 13:00:00",
45
+ oi: false
46
+ )
47
+ ```
48
+
49
+ - Max 90 days of data can be polled in a single request.
50
+ - Returns a normalized array of candle hashes.
51
+
52
+ ---
53
+
54
+ ## Market Quote Snapshots
55
+
56
+ REST quote snapshots are accessed via the `DhanHQ::Models::MarketFeed` model.
57
+
58
+ ### Ticker Data (LTP only)
59
+
60
+ ```ruby
61
+ response = DhanHQ::Models::MarketFeed.ltp(
62
+ "NSE_EQ" => [2885, 1333],
63
+ "NSE_FNO" => [49081]
64
+ )
65
+
66
+ ltp = response[:data]["NSE_EQ"]["2885"][:last_price]
67
+ ```
68
+
69
+ ### OHLC Data
70
+
71
+ ```ruby
72
+ response = DhanHQ::Models::MarketFeed.ohlc(
73
+ "NSE_EQ" => [2885]
74
+ )
75
+
76
+ ohlc = response[:data]["NSE_EQ"]["2885"][:ohlc]
77
+ ```
78
+
79
+ ### Quote Data (Full Quote Depth & Analytics)
80
+
81
+ ```ruby
82
+ response = DhanHQ::Models::MarketFeed.quote(
83
+ "NSE_FNO" => [49081]
84
+ )
85
+
86
+ quote = response[:data]["NSE_FNO"]["49081"]
87
+ puts "LTP: #{quote[:last_price]}, OI: #{quote[:oi]}, Vol: #{quote[:volume]}"
88
+ ```
89
+
90
+ ---
91
+
92
+ ## Expired Options Data
93
+
94
+ Use `DhanHQ::Models::ExpiredOptionsData.fetch(params)` (or direct resource access):
95
+
96
+ ```ruby
97
+ response = DhanHQ::Models::ExpiredOptionsData.fetch(
98
+ underlying_scrip: 13,
99
+ exchange_segment: "NSE_FNO",
100
+ expiry_flag: "MONTH",
101
+ expiry_code: 1,
102
+ strike: "ATM",
103
+ option_type: "CALL",
104
+ required_data: ["open", "high", "low", "close", "volume", "oi", "spot"],
105
+ from_date: "2021-08-01",
106
+ to_date: "2021-08-31",
107
+ interval: "1"
108
+ )
109
+ ```
110
+
111
+ ---
112
+
113
+ ## Timestamp Conversion
114
+
115
+ If using raw API responses where timestamps are UNIX epochs, convert them to Ruby Time:
116
+
117
+ ```ruby
118
+ time = Time.at(epoch_timestamp)
119
+ ```