DhanHQ 3.2.0 → 3.2.1
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/AGENTS.md +23 -0
- data/CHANGELOG.md +26 -0
- data/CODE_OF_CONDUCT.md +132 -0
- data/lib/DhanHQ/ai/prompt_helpers.rb +17 -7
- data/lib/DhanHQ/client.rb +53 -34
- data/lib/DhanHQ/models/alert_order.rb +1 -1
- data/lib/DhanHQ/risk/pipeline.rb +0 -2
- data/lib/DhanHQ/version.rb +1 -1
- data/lib/dhan_hq.rb +4 -0
- data/skills/dhanhq-ruby/SKILL.md +208 -0
- data/skills/dhanhq-ruby/examples/fetch_option_chain.rb +54 -0
- data/skills/dhanhq-ruby/examples/gtt_forever_order.rb +65 -0
- data/skills/dhanhq-ruby/examples/historical_data_analysis.rb +89 -0
- data/skills/dhanhq-ruby/examples/iron_condor.rb +137 -0
- data/skills/dhanhq-ruby/examples/live_feed_setup.rb +43 -0
- data/skills/dhanhq-ruby/examples/margin_check.rb +42 -0
- data/skills/dhanhq-ruby/examples/order_management.rb +112 -0
- data/skills/dhanhq-ruby/examples/place_equity_order.rb +36 -0
- data/skills/dhanhq-ruby/examples/place_fno_order.rb +76 -0
- data/skills/dhanhq-ruby/examples/portfolio_summary.rb +74 -0
- data/skills/dhanhq-ruby/examples/super_order_with_sl.rb +57 -0
- data/skills/dhanhq-ruby/references/backtesting-with-dhan.md +65 -0
- data/skills/dhanhq-ruby/references/common-workflows.md +76 -0
- data/skills/dhanhq-ruby/references/error-codes.md +50 -0
- data/skills/dhanhq-ruby/references/funds.md +67 -0
- data/skills/dhanhq-ruby/references/instruments.md +91 -0
- data/skills/dhanhq-ruby/references/live-feed.md +83 -0
- data/skills/dhanhq-ruby/references/market-data.md +119 -0
- data/skills/dhanhq-ruby/references/option-chain.md +71 -0
- data/skills/dhanhq-ruby/references/options-analysis-patterns.md +76 -0
- data/skills/dhanhq-ruby/references/orders.md +203 -0
- data/skills/dhanhq-ruby/references/portfolio.md +93 -0
- data/skills/dhanhq-ruby/references/scanx-data.md +62 -0
- data/skills/dhanhq-ruby/scripts/dhan_helpers.rb +323 -0
- data/skills/dhanhq-ruby/scripts/resolve_security.rb +168 -0
- data/skills/dhanhq-ruby/scripts/trade_logger.rb +131 -0
- data/skills/dhanhq-ruby/scripts/validate_order.rb +169 -0
- metadata +32 -2
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# frozen_string_literal: true
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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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# Initialize credentials
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get_client
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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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summary = format_pnl_report(holdings, positions)
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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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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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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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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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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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puts "\nTrades today: #{trades.size}"
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puts "=" * 50
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# frozen_string_literal: true
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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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# Initialize credentials
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get_client
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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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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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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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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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# 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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#
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# 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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#
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# sleep(10)
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# orders_client.stop rescue nil
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# end
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# Backtesting With Dhan Data (Ruby SDK)
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## Daily Equity Backtest Skeleton
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```ruby
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# Fetch daily charts via HistoricalData model
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candles = DhanHQ::Models::HistoricalData.daily(
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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"
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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 }]
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```
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Typical next steps:
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- Create signals based on technical calculations.
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- Shift positions to avoid look-ahead bias.
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- Apply transaction costs.
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- Compute CAGR, maximum drawdown, Sharpe ratio, and win rate.
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## Minute-Level Backtest Skeleton
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```ruby
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candles = DhanHQ::Models::HistoricalData.intraday(
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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
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oi: false
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)
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```
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## Expired Options Backtest Skeleton
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```ruby
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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"
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)
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```
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## Cost Model Reminders
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At minimum consider:
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- Brokerage charges
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- Securities Transaction Tax (STT)
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- 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
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# Common Workflows — Agent Playbooks (Ruby SDK)
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## Portfolio Rebalance
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Recommended sequence:
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1. Fetch holdings and funds.
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2. Compute target deltas.
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3. Resolve symbols and quantities.
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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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```ruby
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holdings = DhanHQ::Models::Holding.all rescue []
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funds = DhanHQ::Models::Funds.fetch rescue nil
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if funds
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available_cash = funds.availabel_balance || funds.available_balance || 0.0
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end
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```
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## Delivery Sell With eDIS
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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")`
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4. Check status: `DhanHQ::Models::Edis.inquire(isin: "...")`
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5. Place the sell order.
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```ruby
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# Generate TPIN
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DhanHQ::Models::Edis.generate_tpin
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# Generate authorization form
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DhanHQ::Models::Edis.generate_form(isin: "INE002A01018", qty: 5, exchange: "NSE", segment: "EQ")
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# Check status
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status = DhanHQ::Models::Edis.inquire(isin: "INE002A01018")
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```
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## Single-Leg F&O Execution
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Recommended sequence:
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1. Resolve current contract from option chain or security master.
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2. Resolve lot size.
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3. Validate quantity.
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4. Check margin.
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5. Preview & Confirm.
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6. Place live order.
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```ruby
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require_relative "../scripts/dhan_helpers"
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chain_df, spot = fetch_chain_df(under_security_id: 13, expiry: "2025-03-27")
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atm = find_atm_row(chain_df, spot)
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margin = check_margin(
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security_id: atm["ce_security_id"],
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exchange_segment: "NSE_FNO",
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transaction_type: "BUY",
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quantity: 75,
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product_type: "INTRADAY",
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price: atm["ce_ltp"].to_f
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)
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```
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## Daily P&L Summary
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```ruby
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require_relative "../scripts/dhan_helpers"
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holdings = DhanHQ::Models::Holding.all
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positions = DhanHQ::Models::Position.all
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summary = format_pnl_report(holdings, positions)
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```
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# Error Codes — Complete Reference (Ruby SDK)
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In the Ruby SDK, raw API error codes are automatically mapped in the client layer and raised as structured exceptions.
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## Exception Mapping
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The Ruby client maps Dhan error codes to specific error classes under the `DhanHQ` module:
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| Error Code | Error Class | Meaning |
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|------------|-------------|---------|
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| `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 |
|
|
14
|
+
| `DH-904` | `DhanHQ::RateLimitError` | Rate limit exceeded |
|
|
15
|
+
| `DH-905` | `DhanHQ::InputExceptionError` | Missing or invalid request fields |
|
|
16
|
+
| `DH-906` | `DhanHQ::OrderError` | Order request cannot be processed |
|
|
17
|
+
| `DH-907` | `DhanHQ::DataError` | Data unavailable or parameters invalid |
|
|
18
|
+
| `DH-908` | `DhanHQ::InternalServerError` | Server-side failure |
|
|
19
|
+
| `DH-909` | `DhanHQ::NetworkError` | Backend communication failure |
|
|
20
|
+
| `DH-1111` | `DhanHQ::NoHoldingsError` | No holdings present in the account |
|
|
21
|
+
| `DH-910` / other | `DhanHQ::OtherError` / `DhanHQ::Error` | Other failure reasons |
|
|
22
|
+
|
|
23
|
+
## Data API Errors
|
|
24
|
+
|
|
25
|
+
| Code | Exception | Meaning |
|
|
26
|
+
|------|-----------|---------|
|
|
27
|
+
| `800` | `DhanHQ::InternalServerError` | Internal Server Error |
|
|
28
|
+
| `804` | `DhanHQ::Error` | Requested number of instruments exceeds limit |
|
|
29
|
+
| `805` | `DhanHQ::RateLimitError` | Too many requests or connections |
|
|
30
|
+
| `806` | `DhanHQ::DataError` | Data APIs not subscribed |
|
|
31
|
+
| `807` | `DhanHQ::TokenExpiredError` | Access token is expired |
|
|
32
|
+
| `808` | `DhanHQ::AuthenticationFailedError` | Authentication failed - client ID or access token invalid |
|
|
33
|
+
| `809` | `DhanHQ::InvalidTokenError` | Access token is invalid |
|
|
34
|
+
| `810` | `DhanHQ::InvalidClientIDError` | Client ID is invalid |
|
|
35
|
+
| `811` | `DhanHQ::InvalidRequestError` | Invalid expiry date |
|
|
36
|
+
| `812` | `DhanHQ::InvalidRequestError` | Invalid date format |
|
|
37
|
+
| `813` | `DhanHQ::InvalidRequestError` | Invalid security ID |
|
|
38
|
+
| `814` | `DhanHQ::InvalidRequestError` | Invalid request |
|
|
39
|
+
|
|
40
|
+
## 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)
|
|
50
|
+
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 @@
|
|
|
1
|
+
# Funds & Margin — Complete Reference (Ruby SDK)
|
|
2
|
+
|
|
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}"
|
|
14
|
+
puts "Collateral: Rs. #{funds.collateral_amount}"
|
|
15
|
+
puts "Withdrawable: Rs. #{funds.withdrawable_balance}"
|
|
16
|
+
```
|
|
17
|
+
|
|
18
|
+
Normalized model attributes:
|
|
19
|
+
- `dhan_client_id`
|
|
20
|
+
- `availabel_balance` (or alias `available_balance`)
|
|
21
|
+
- `sod_limit`
|
|
22
|
+
- `collateral_amount`
|
|
23
|
+
- `receiveable_amount`
|
|
24
|
+
- `utilized_amount`
|
|
25
|
+
- `blocked_payout_amount`
|
|
26
|
+
- `withdrawable_balance`
|
|
27
|
+
|
|
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",
|
|
37
|
+
exchange_segment: "NSE_EQ",
|
|
38
|
+
transaction_type: "BUY",
|
|
39
|
+
quantity: 10,
|
|
40
|
+
product_type: "CNC",
|
|
41
|
+
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
|
+
```
|
|
@@ -0,0 +1,91 @@
|
|
|
1
|
+
# 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
|
+
```
|