DhanHQ 3.2.0 → 3.3.0

data/skills/dhanhq-ruby/SKILL.md

@@ -0,0 +1,208 @@
+---
+name: dhanhq-ruby
+description: >
+  Use when the user mentions DhanHQ, Dhan API, or wants to trade on
+  Indian exchanges (NSE, BSE, MCX) using Ruby. Triggers for: place, modify, or
+  cancel stock/F&O/commodity orders on Dhan using Ruby; fetch portfolio holdings
+  or positions; get live or historical market data; access option
+  chains with Greeks; check fund limits or margin; build any trading
+  automation for Indian markets; resolve NSE/BSE instrument IDs;
+  stream live WebSocket market feeds or order updates. Also trigger
+  for general questions about programmatic trading on Indian exchanges
+  if Dhan is the user's broker.
+compatibility: >
+  Requires Ruby and the dhanhq gem.
+  Order placement, modification, and cancellation require static IP
+  whitelisting on Dhan. Data APIs (quotes, history, option chain,
+  live feed) require an active Dhan Data Plan.
+---
+
+# DhanHQ — Indian Market Trading Skill (Ruby SDK)
+
+Use this skill when an agent needs to write, review, or operate Ruby code using the `DhanHQ` gem.
+
+## Safety Rules — Always Enforce
+
+1. Confirm before placing live orders.
+2. Show a readable order preview before execution.
+3. Default to `LIMIT` orders unless the user explicitly wants `MARKET`.
+4. Warn when notional exceeds `Rs. 50,000`.
+5. For F&O, validate lot size before placement.
+6. Never use `CNC` or `MTF` for F&O, commodity, or currency segments.
+7. Never hardcode credentials in generated code.
+8. Ask for confirmation before modifying or cancelling orders, or performing multi-leg live execution.
+
+## Setup
+
+Require the core library and configure using environment variables or a configuration block:
+
+```ruby
+require "dhan_hq"
+
+# Configures from environment variables: DHAN_CLIENT_ID, DHAN_ACCESS_TOKEN
+DhanHQ.configure_with_env
+```
+
+Or configure explicitly:
+
+```ruby
+DhanHQ.configure do |config|
+  config.client_id = "YOUR_CLIENT_ID"
+  config.access_token = "YOUR_ACCESS_TOKEN"
+end
+```
+
+If generating scripts inside this repo, prefer using the helper script:
+
+```ruby
+require_relative "scripts/dhan_helpers"
+get_client
+```
+
+## Current SDK Constants
+
+Use constants from the `DhanHQ::Constants` module for segments, order types, validity, product types, and transactions:
+
+| Category | Constant | Value |
+|----------|----------|-------|
+| Exchange Segment | `DhanHQ::Constants::ExchangeSegment::NSE_EQ` (or `DhanHQ::Constants::NSE`) | `"NSE_EQ"` |
+| | `DhanHQ::Constants::ExchangeSegment::BSE_EQ` (or `DhanHQ::Constants::BSE`) | `"BSE_EQ"` |
+| | `DhanHQ::Constants::ExchangeSegment::NSE_FNO` (or `DhanHQ::Constants::NSE_FNO` / `DhanHQ::Constants::FNO`) | `"NSE_FNO"` |
+| | `DhanHQ::Constants::ExchangeSegment::BSE_FNO` (or `DhanHQ::Constants::BSE_FNO`) | `"BSE_FNO"` |
+| | `DhanHQ::Constants::ExchangeSegment::MCX_COMM` (or `DhanHQ::Constants::MCX`) | `"MCX_COMM"` |
+| | `DhanHQ::Constants::ExchangeSegment::IDX_I` (or `DhanHQ::Constants::INDEX`) | `"IDX_I"` |
+| Transaction Type | `DhanHQ::Constants::TransactionType::BUY` (or `DhanHQ::Constants::BUY`) | `"BUY"` |
+| | `DhanHQ::Constants::TransactionType::SELL` (or `DhanHQ::Constants::SELL`) | `"SELL"` |
+| Order Type | `DhanHQ::Constants::OrderType::LIMIT` (or `DhanHQ::Constants::LIMIT`) | `"LIMIT"` |
+| | `DhanHQ::Constants::OrderType::MARKET` (or `DhanHQ::Constants::MARKET`) | `"MARKET"` |
+| | `DhanHQ::Constants::OrderType::STOP_LOSS` (or `DhanHQ::Constants::SL`) | `"STOP_LOSS"` |
+| | `DhanHQ::Constants::OrderType::STOP_LOSS_MARKET` (or `DhanHQ::Constants::SLM`) | `"STOP_LOSS_MARKET"` |
+| Product Type | `DhanHQ::Constants::ProductType::CNC` (or `DhanHQ::Constants::CNC`) | `"CNC"` |
+| | `DhanHQ::Constants::ProductType::INTRADAY` (or `DhanHQ::Constants::INTRA`) | `"INTRADAY"` |
+| | `DhanHQ::Constants::ProductType::MARGIN` (or `DhanHQ::Constants::MARGIN`) | `"MARGIN"` |
+| | `DhanHQ::Constants::ProductType::MTF` (or `DhanHQ::Constants::MTF`) | `"MTF"` |
+| Validity | `DhanHQ::Constants::Validity::DAY` (or `DhanHQ::Constants::DAY`) | `"DAY"` |
+| | `DhanHQ::Constants::Validity::IOC` (or `DhanHQ::Constants::IOC`) | `"IOC"` |
+
+## Preferred SDK Methods (ActiveRecord-Style Models)
+
+| Task | Method |
+|------|--------|
+| Place order | `DhanHQ::Models::Order.place(params)` |
+| List all orders | `DhanHQ::Models::Order.all` |
+| Order by ID | `DhanHQ::Models::Order.find(order_id)` |
+| Order by correlation ID | `DhanHQ::Models::Order.find_by_correlation(correlation_id)` |
+| Today's trades | `DhanHQ::Models::Trade.today` |
+| Historical trades | `DhanHQ::Models::Trade.history(from_date:, to_date:, page:)` |
+| Holdings | `DhanHQ::Models::Holding.all` |
+| Positions | `DhanHQ::Models::Position.all` |
+| Fund limits | `DhanHQ::Models::Funds.fetch` |
+| Margin calculator | `DhanHQ::Models::Margin.calculate(params)` |
+| Multi-instrument margin | `DhanHQ::Models::Margin.calculate_multi(params)` |
+| Daily charts | `DhanHQ::Models::HistoricalData.daily(params)` |
+| Intraday charts | `DhanHQ::Models::HistoricalData.intraday(params)` |
+| Option chain | `DhanHQ::Models::OptionChain.fetch(params)` |
+| Expiry list | `DhanHQ::Models::OptionChain.fetch_expiry_list(params)` |
+| Search instruments | `DhanHQ::Models::Instrument.search(query, options)` |
+| Find specific instrument by symbol | `DhanHQ::Models::Instrument.find(exchange_segment, symbol, options)` |
+| Find specific instrument by security ID | `DhanHQ::Models::Instrument.find_by_security_id(exchange_segment, security_id)` |
+| Find instrument anywhere | `DhanHQ::Models::Instrument.find_anywhere(symbol, options)` |
+| Super orders | `DhanHQ::Models::SuperOrder.create(params)` |
+| Forever orders | `DhanHQ::Models::ForeverOrder.create(params)` |
+| Live market feed | `DhanHQ::WS.connect(mode: :ticker) { |tick| ... }` |
+| Live order updates | `DhanHQ::WS::Orders.connect { |update| ... }` |
+| Live market depth | `DhanHQ::WS::MarketDepth.connect(symbols: [{...}]) { |depth| ... }` |
+
+## High-Value Gotchas
+
+- **Return values are model instances:** Most class methods return `DhanHQ::Models` objects rather than raw HTTP hashes.
+- **Instrument search is segment-specific:** `DhanHQ::Models::Instrument.by_segment(exchange_segment)` downloads the CSV for a single segment, which is more token-efficient than downloading the entire master CSV.
+- **Spelling fixes in models:** Typos from the Dhan API are normalized in model attributes (e.g. `availabelBalance` is normalized to `available_balance` or `availabel_balance`).
+- **Timestamps:** Timestamps returned by `HistoricalData` are automatically normalized into Ruby `Time` objects.
+- **WebSocket connection management:** Use sequential connections or single connection pools to avoid 429 rate limiting. Dhan allows up to 5 concurrent WebSocket connections.
+
+## Core Patterns
+
+### 1. Check account access before data calls
+
+```ruby
+funds = DhanHQ::Models::Funds.fetch
+puts "Available Balance: Rs. #{funds.availabel_balance}"
+```
+
+### 2. Fetch historical data
+
+```ruby
+candles = DhanHQ::Models::HistoricalData.daily(
+  security_id: "2885",
+  exchange_segment: "NSE_EQ",
+  instrument: "EQUITY",
+  from_date: "2024-01-01",
+  to_date: "2024-12-31"
+)
+
+candles.each do |candle|
+  puts "Date: #{candle[:timestamp].to_date}, Close: #{candle[:close]}"
+end
+```
+
+### 3. Option-chain data
+
+```ruby
+chain = DhanHQ::Models::OptionChain.fetch(
+  underlying_scrip: 13,
+  underlying_seg: "IDX_I",
+  expiry: "2025-03-27"
+)
+
+puts "Underlying spot: #{chain[:last_price]}"
+chain[:strikes].each do |strike_data|
+  puts "Strike: #{strike_data[:strike]}, Call LTP: #{strike_data[:call][:last_price]}"
+end
+```
+
+### 4. Margin check before live order placement
+
+```ruby
+margin = DhanHQ::Models::Margin.calculate(
+  security_id: "2885",
+  exchange_segment: "NSE_EQ",
+  transaction_type: "BUY",
+  quantity: 10,
+  product_type: "CNC",
+  price: 2450.0
+)
+
+puts "Sufficient balance? #{margin.available_balance >= margin.total_margin}"
+```
+
+### 5. Live market feed
+
+```ruby
+market_client = DhanHQ::WS.connect(mode: :ticker) do |tick|
+  puts "Market Tick: #{tick[:security_id]} = #{tick[:ltp]}"
+end
+
+market_client.subscribe_one(segment: "NSE_EQ", security_id: "2885")
+sleep(10)
+market_client.stop
+```
+
+## Reference Files
+
+Refer to the documents in the references directory for focused workflows:
+
+| Need | File |
+|------|------|
+| Orders, super orders, forever orders | [references/orders.md](references/orders.md) |
+| Holdings, positions, eDIS | [references/portfolio.md](references/portfolio.md) |
+| Daily/minute history, quotes, expired options | [references/market-data.md](references/market-data.md) |
+| Option-chain usage | [references/option-chain.md](references/option-chain.md) |
+| Fund limits and margin checks | [references/funds.md](references/funds.md) |
+| Live feeds and depth | [references/live-feed.md](references/live-feed.md) |
+| Error handling | [references/error-codes.md](references/error-codes.md) |
+| Instrument resolution | [references/instruments.md](references/instruments.md) |
+| Multi-step execution patterns | [references/common-workflows.md](references/common-workflows.md) |
+| Options analytics | [references/options-analysis-patterns.md](references/options-analysis-patterns.md) |
+| Backtesting patterns | [references/backtesting-with-dhan.md](references/backtesting-with-dhan.md) |
+| Extranal data sources (RSI, PE ratios, screener) | [references/scanx-data.md](references/scanx-data.md) |

data/skills/dhanhq-ruby/examples/fetch_option_chain.rb

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+# frozen_string_literal: true
+
+$LOAD_PATH.unshift(File.expand_path("../../lib", __dir__))
+require "dhan_hq"
+require_relative "../scripts/dhan_helpers"
+
+# Initialize credentials
+get_client
+
+expiries = DhanHQ::Models::OptionChain.fetch_expiry_list(underlying_scrip: 13, underlying_seg: DhanHQ::Constants::ExchangeSegment::IDX_I)
+nearest_expiry = expiries.first
+
+if nearest_expiry.nil?
+  puts "Failed to fetch expiries."
+  exit 1
+end
+
+puts "Using expiry: #{nearest_expiry}"
+
+chain_df, spot = fetch_chain_df(under_security_id: 13, expiry: nearest_expiry)
+atm = find_atm_row(chain_df, spot)
+
+if atm.nil?
+  puts "Failed to find ATM row."
+  exit 1
+end
+
+puts "Nifty Spot: #{spot}"
+puts "ATM Strike: #{atm["strike"]}"
+
+# Filter strikes between ATM - 500 and ATM + 500
+nearby = chain_df.select do |row|
+  row["strike"].between?(atm["strike"] - 500, atm["strike"] + 500)
+end
+
+puts "\nOption Chain (ATM ± 500 points):\n\n"
+printf(
+  "%-10s | %-8s | %-12s | %-6s | %-8s | %-12s | %-6s\n",
+  "Strike", "CE LTP", "CE OI", "CE IV", "PE LTP", "PE OI", "PE IV"
+)
+puts "-" * 75
+nearby.each do |row|
+  printf(
+    "%-10g | %-8.2f | %-12d | %-6.2f | %-8.2f | %-12d | %-6.2f\n",
+    row["strike"],
+    row["ce_ltp"].to_f,
+    row["ce_oi"].to_i,
+    row["ce_iv"].to_f,
+    row["pe_ltp"].to_f,
+    row["pe_oi"].to_i,
+    row["pe_iv"].to_f
+  )
+end
+puts

data/skills/dhanhq-ruby/examples/gtt_forever_order.rb

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+# frozen_string_literal: true
+
+$LOAD_PATH.unshift(File.expand_path("../../lib", __dir__))
+require "dhan_hq"
+require_relative "../scripts/dhan_helpers"
+
+# Initialize credentials
+get_client
+
+# Example 1: Single GTT — Buy Reliance if it dips to ₹2300
+puts "--- GTT Single: Buy RELIANCE on dip ---"
+# order = DhanHQ::Models::ForeverOrder.create(
+#   security_id: "2885",
+#   exchange_segment: "NSE_EQ",
+#   transaction_type: "BUY",
+#   product_type: "CNC",              # Equity delivery
+#   order_type: "LIMIT",
+#   quantity: 5,
+#   price: 2300.00,                   # Limit price
+#   trigger_price: 2305.00,           # Trigger price
+#   order_flag: "SINGLE",
+#   validity: "DAY"
+# )
+# puts "GTT placed: #{order.inspect}"
+
+# Example 2: OCO — Sell Reliance at ₹2700 (target) OR ₹2200 (stop loss)
+puts "\n--- GTT OCO: Target + Stop Loss for RELIANCE holding ---"
+# order = DhanHQ::Models::ForeverOrder.create(
+#   security_id: "2885",
+#   exchange_segment: "NSE_EQ",
+#   transaction_type: "SELL",
+#   product_type: "CNC",              # Selling from holdings
+#   order_type: "LIMIT",
+#   quantity: 5,
+#   price: 2700.00,                   # Target price (price of first leg)
+#   trigger_price: 2695.00,           # Target trigger price (trigger of first leg)
+#   price1: 2200.00,                  # Stop loss price (price of second leg)
+#   trigger_price1: 2205.00,          # Stop loss trigger price (trigger of second leg)
+#   quantity1: 5,                     # Stop loss quantity (quantity of second leg)
+#   order_flag: "OCO",                # One Cancels Other
+#   validity: "DAY"
+# )
+# puts "OCO placed: #{order.inspect}"
+
+# Example 3: List all active forever orders
+puts "\n--- Active Forever Orders ---"
+forever_orders = begin
+  DhanHQ::Models::ForeverOrder.all
+rescue StandardError
+  []
+end
+if forever_orders.any?
+  forever_orders.each do |ord|
+    puts "  ID: #{ord.order_id} | " \
+         "#{ord.trading_symbol} | " \
+         "Type: #{ord.order_flag} | " \
+         "Trigger: ₹#{ord.trigger_price}"
+  end
+else
+  puts "  No active forever orders"
+end
+
+# Example 4: Cancel a forever order
+# order = DhanHQ::Models::ForeverOrder.find("YOUR_ORDER_ID")
+# order.cancel if order

data/skills/dhanhq-ruby/examples/historical_data_analysis.rb

@@ -0,0 +1,89 @@
+# frozen_string_literal: true
+
+$LOAD_PATH.unshift(File.expand_path("../../lib", __dir__))
+require "dhan_hq"
+require "date"
+require_relative "../scripts/dhan_helpers"
+
+# Initialize credentials
+get_client
+
+to_date = Date.today.strftime("%Y-%m-%d")
+from_date = (Date.today - 180).strftime("%Y-%m-%d")
+
+# Fetch daily charts via HistoricalData model
+candles = DhanHQ::Models::HistoricalData.daily(
+  security_id: "2885",
+  exchange_segment: DhanHQ::Constants::ExchangeSegment::NSE_EQ,
+  instrument: DhanHQ::Constants::InstrumentType::EQUITY,
+  from_date: from_date,
+  to_date: to_date
+)
+
+if candles.empty?
+  puts "No candle data returned."
+  exit 1
+end
+
+close_prices = candles.map { |c| c[:close].to_f }
+timestamps = candles.map { |c| c[:timestamp] }
+
+# Calculate SMAs
+def calculate_sma(prices, period)
+  return [] if prices.size < period
+
+  # Calculate SMA for each index starting from period - 1
+  ((period - 1)...prices.size).map do |i|
+    prices[(i - period + 1)..i].sum / period.to_f
+  end
+end
+
+sma_20_series = calculate_sma(close_prices, 20)
+sma_50_series = calculate_sma(close_prices, 50)
+
+latest_sma_20 = sma_20_series.last
+latest_sma_50 = sma_50_series.last
+
+# Calculate returns
+returns = []
+close_prices.each_cons(2) do |prev_price, curr_price|
+  returns << ((curr_price - prev_price) / prev_price)
+end
+
+# Calculate daily volatility (standard deviation of returns) and annualize it
+mean_return = returns.sum / returns.size.to_f
+variance = returns.sum { |r| (r - mean_return)**2 } / (returns.size - 1).to_f
+std_dev = Math.sqrt(variance)
+annualized_volatility = std_dev * Math.sqrt(252)
+
+start_date = begin
+  timestamps.first.is_a?(Time) ? timestamps.first.to_date : Date.parse(timestamps.first.to_s)
+rescue StandardError
+  "N/A"
+end
+end_date = begin
+  timestamps.last.is_a?(Time) ? timestamps.last.to_date : Date.parse(timestamps.last.to_s)
+rescue StandardError
+  "N/A"
+end
+
+puts "=== RELIANCE — Last 6 Months ===\n\n"
+puts "Period:         #{start_date} to #{end_date}"
+puts "Trading Days:   #{candles.size}"
+puts "Start Price:    Rs. #{"%.2f" % close_prices.first}"
+puts "End Price:      Rs. #{"%.2f" % close_prices.last}"
+puts "High:           Rs. #{"%.2f" % candles.map { |c| c[:high].to_f }.max}"
+puts "Low:            Rs. #{"%.2f" % candles.map { |c| c[:low].to_f }.min}"
+puts "Total Return:   #{format("%.2f%", ((close_prices.last / close_prices.first) - 1.0) * 100)}"
+puts "Avg Daily Vol:  #{format("%.0f", candles.sum { |c| c[:volume].to_i } / candles.size.to_f)}"
+puts "Volatility:     #{format("%.2f%", annualized_volatility * 100)} (annualized)"
+
+if latest_sma_20 && latest_sma_50
+  puts "\nSMA 20:         Rs. #{"%.2f" % latest_sma_20}"
+  puts "SMA 50:         Rs. #{"%.2f" % latest_sma_50}"
+  if latest_sma_20 > latest_sma_50
+    puts "Signal:         Bullish (SMA 20 > SMA 50)"
+  else
+    puts "Signal:         Bearish (SMA 20 < SMA 50)"
+  end
+end

data/skills/dhanhq-ruby/examples/iron_condor.rb

@@ -0,0 +1,137 @@
+# frozen_string_literal: true
+
+$LOAD_PATH.unshift(File.expand_path("../../lib", __dir__))
+require "dhan_hq"
+require_relative "../scripts/dhan_helpers"
+
+# Initialize credentials
+get_client
+
+expiries = DhanHQ::Models::OptionChain.fetch_expiry_list(underlying_scrip: 13, underlying_seg: DhanHQ::Constants::ExchangeSegment::IDX_I)
+nearest_expiry = expiries.first
+
+if nearest_expiry.nil?
+  puts "Failed to fetch expiries."
+  exit 1
+end
+
+chain_df, spot = fetch_chain_df(under_security_id: 13, expiry: nearest_expiry)
+puts "Nifty Spot: #{spot}, Expiry: #{nearest_expiry}"
+
+strike_prices = chain_df.map { |r| r["strike"] }.sort
+sell_ce_strike = strike_prices.min_by { |x| (x - (spot + 200)).abs }
+buy_ce_strike = sell_ce_strike + 200
+sell_pe_strike = strike_prices.min_by { |x| (x - (spot - 200)).abs }
+buy_pe_strike = sell_pe_strike - 200
+
+def get_row(chain_df, target_strike)
+  chain_df.find { |r| r["strike"] == target_strike }
+end
+
+sell_ce = get_row(chain_df, sell_ce_strike)
+buy_ce = get_row(chain_df, buy_ce_strike)
+sell_pe = get_row(chain_df, sell_pe_strike)
+buy_pe = get_row(chain_df, buy_pe_strike)
+
+if [sell_ce, buy_ce, sell_pe, buy_pe].any?(&:nil?)
+  puts "Could not find all required strikes. Try different offsets."
+  exit 1
+end
+
+lot_size = get_lot_size(underlying: "NIFTY") || 75
+legs = [
+  {
+    "label" => "Sell #{sell_pe_strike.to_i} PE",
+    "type" => "PE",
+    "strike" => sell_pe_strike,
+    "premium" => sell_pe["pe_ltp"].to_f,
+    "qty" => -1,
+    "sid" => sell_pe["pe_security_id"]
+  },
+  {
+    "label" => "Buy #{buy_pe_strike.to_i} PE",
+    "type" => "PE",
+    "strike" => buy_pe_strike,
+    "premium" => buy_pe["pe_ltp"].to_f,
+    "qty" => 1,
+    "sid" => buy_pe["pe_security_id"]
+  },
+  {
+    "label" => "Sell #{sell_ce_strike.to_i} CE",
+    "type" => "CE",
+    "strike" => sell_ce_strike,
+    "premium" => sell_ce["ce_ltp"].to_f,
+    "qty" => -1,
+    "sid" => sell_ce["ce_security_id"]
+  },
+  {
+    "label" => "Buy #{buy_ce_strike.to_i} CE",
+    "type" => "CE",
+    "strike" => buy_ce_strike,
+    "premium" => buy_ce["ce_ltp"].to_f,
+    "qty" => 1,
+    "sid" => buy_ce["ce_security_id"]
+  }
+]
+
+net_premium = legs.sum { |leg| -leg["qty"] * leg["premium"] }
+
+# Evaluate payoffs
+spot_range = []
+current_spot = spot - 1000
+while current_spot <= spot + 1000
+  spot_range << current_spot
+  current_spot += 10
+end
+
+payoffs = spot_range.map do |s|
+  payoff_sum = 0.0
+  legs.each do |leg|
+    intrinsic = if leg["type"] == "CE"
+                  [s - leg["strike"], 0.0].max
+                else
+                  [leg["strike"] - s, 0.0].max
+                end
+    payoff_sum += (intrinsic - leg["premium"]) * leg["qty"] * lot_size
+  end
+  payoff_sum
+end
+
+max_profit = payoffs.max
+max_loss = payoffs.min
+
+# Find breakevens where sign changes
+breakevens = []
+(0...(payoffs.size - 1)).each do |i|
+  next unless (payoffs[i] >= 0 && payoffs[i + 1].negative?) || (payoffs[i].negative? && payoffs[i + 1] >= 0)
+
+  # Linear interpolation for zero crossing
+  x1 = spot_range[i]
+  y1 = payoffs[i]
+  x2 = spot_range[i + 1]
+  y2 = payoffs[i + 1]
+  zero_spot = x1 - (y1 * (x2 - x1) / (y2 - y1))
+  breakevens << zero_spot
+end
+
+puts "\n======================================================="
+puts "  NIFTY IRON CONDOR — Expiry: #{nearest_expiry}"
+puts "======================================================="
+puts "\n  Legs:"
+legs.each do |leg|
+  action = leg["qty"].negative? ? DhanHQ::Constants::TransactionType::SELL : "BUY "
+  puts "    #{action} 1 lot #{leg["label"]} @ Rs. #{"%.1f" % leg["premium"]}"
+end
+
+puts "\n  Analysis (1 lot = #{lot_size} qty):"
+printf("    Net Premium:   Rs. %8.0f (%s)\n", net_premium * lot_size, net_premium.positive? ? "credit" : "debit")
+printf("    Max Profit:    Rs. %8.0f\n", max_profit)
+printf("    Max Loss:      Rs. %8.0f\n", max_loss)
+puts "    Breakevens:    #{breakevens.map { |b| "%.0f" % b }.join(", ")}"
+puts "    Risk/Reward:   1:#{format("%.1f", max_profit / max_loss.abs)}" if max_loss != 0
+
+puts "\n  Orders to place after confirmation:"
+legs.each do |leg|
+  action = leg["qty"].negative? ? DhanHQ::Constants::TransactionType::SELL : DhanHQ::Constants::TransactionType::BUY
+  puts "    #{action} #{lot_size} qty | SID: #{leg["sid"]} | Rs. #{"%.1f" % leg["premium"]}"
+end

data/skills/dhanhq-ruby/examples/live_feed_setup.rb

@@ -0,0 +1,43 @@
+# frozen_string_literal: true
+
+$LOAD_PATH.unshift(File.expand_path("../../lib", __dir__))
+require "dhan_hq"
+require_relative "../scripts/dhan_helpers"
+
+# Initialize credentials
+get_client
+
+puts "Starting live market feed... (Ctrl+C to stop)"
+
+# Connect in Ticker mode (LTP updates)
+# Other available modes: :quote (OHLC + Volume), :full (full depth)
+market_client = DhanHQ::WS.connect(mode: :ticker) do |tick|
+  timestamp = tick[:ts] ? Time.at(tick[:ts]) : Time.now
+  puts "Tick Received -> Segment: #{tick[:segment]}, SecID: #{tick[:security_id]}, LTP: #{tick[:ltp]} at #{timestamp}"
+end
+
+# Subscribe to target instruments
+# segment must match exchange segment constants from Constants, e.g. "NSE_EQ", "IDX_I", etc.
+market_client.subscribe_one(segment: DhanHQ::Constants::ExchangeSegment::NSE_EQ, security_id: "2885")  # RELIANCE
+market_client.subscribe_one(segment: DhanHQ::Constants::ExchangeSegment::NSE_EQ, security_id: "1333")  # HDFCBANK
+market_client.subscribe_one(segment: DhanHQ::Constants::ExchangeSegment::NSE_EQ, security_id: "11536") # TCS
+
+begin
+  # Wait for feed to stream ticks
+  sleep(15)
+rescue Interrupt
+  puts "\nStopping due to interrupt..."
+ensure
+  puts "Shutting down WebSocket..."
+  begin
+    market_client.stop
+  rescue StandardError
+    nil
+  end
+  begin
+    DhanHQ::WS.disconnect_all_local!
+  rescue StandardError
+    nil
+  end
+  puts "Feed stopped."
+end

data/skills/dhanhq-ruby/examples/margin_check.rb

@@ -0,0 +1,42 @@
+# frozen_string_literal: true
+
+$LOAD_PATH.unshift(File.expand_path("../../lib", __dir__))
+require "dhan_hq"
+require_relative "../scripts/dhan_helpers"
+
+# Initialize credentials
+get_client
+
+funds = DhanHQ::Models::Funds.fetch
+available = funds.availabel_balance || funds.available_balance || 0.0
+puts "Available Balance: Rs. #{"%.2f" % available}"
+
+expiries = DhanHQ::Models::OptionChain.fetch_expiry_list(underlying_scrip: 13, underlying_seg: DhanHQ::Constants::ExchangeSegment::IDX_I)
+nearest_expiry = expiries.first
+
+chain_df, spot = fetch_chain_df(under_security_id: 13, expiry: nearest_expiry)
+atm = find_atm_row(chain_df, spot)
+
+if atm
+  puts "\n--- Margin Check: Buy 1 Lot Nifty CE (INTRADAY) ---"
+  option_margin = check_margin(
+    security_id: atm["ce_security_id"],
+    exchange_segment: DhanHQ::Constants::ExchangeSegment::NSE_FNO,
+    transaction_type: DhanHQ::Constants::TransactionType::BUY,
+    quantity: 75,
+    product_type: DhanHQ::Constants::ProductType::INTRADAY,
+    price: atm["ce_ltp"].to_f
+  )
+  puts option_margin.inspect
+end
+
+puts "\n--- Margin Check: Buy 10 RELIANCE (CNC Delivery) ---"
+equity_margin = check_margin(
+  security_id: "2885",
+  exchange_segment: DhanHQ::Constants::ExchangeSegment::NSE_EQ,
+  transaction_type: DhanHQ::Constants::TransactionType::BUY,
+  quantity: 10,
+  product_type: DhanHQ::Constants::ProductType::CNC,
+  price: 2450.0
+)
+puts equity_margin.inspect