Class: DhanHQ::Skills::Builtin::Strangle

Inherits:
DhanHQ::Skills::Base show all
Defined in:
lib/DhanHQ/skills/builtin/strangle.rb

Overview

Skill to build a long strangle (buy OTM CE + buy OTM PE).

Steps: find instrument → spot price → option chain → select strikes → build intent.

Examples:

result = DhanHQ::Skills::Registry.call("strangle",
  symbol: "NIFTY",
  expiry: "2026-01-30",
  quantity: 50,
  offset_pct: 1.0
)

Instance Method Summary collapse

Methods inherited from DhanHQ::Skills::Base

#call, description, #description, #name, param, #param_definitions, params, risk, scope, step, steps, validate_params!

Instance Method Details

#build_intent(ctx) ⇒ Object 



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# File 'lib/DhanHQ/skills/builtin/strangle.rb', line 74

def build_intent(ctx)
  ctx[:intent] = {
    trade_type: "STRANGLE",
    symbol: ctx[:symbol],
    expiry: ctx[:expiry],
    quantity: ctx[:quantity],
    legs: [
      { action: DhanHQ::Constants::TransactionType::BUY, option_type: "CE", strike: ctx[:ce_strike], security_id: ctx[:ce_security_id], premium: ctx[:ce_premium] },
      { action: DhanHQ::Constants::TransactionType::BUY, option_type: "PE", strike: ctx[:pe_strike], security_id: ctx[:pe_security_id], premium: ctx[:pe_premium] }
    ],
    stop_loss: ctx[:stop_loss],
    target: ctx[:target],
    note: "Long strangle prepared. Await human confirmation."
  }
  ctx
end

#find_instrument(ctx) ⇒ Object 



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# File 'lib/DhanHQ/skills/builtin/strangle.rb', line 36

def find_instrument(ctx)
  ctx[:instrument] = DhanHQ::Models::Instrument.find(DhanHQ::Constants::ExchangeSegment::IDX_I, ctx[:symbol])
  ctx
end

#get_option_chain(ctx) ⇒ Object 



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# File 'lib/DhanHQ/skills/builtin/strangle.rb', line 46

def get_option_chain(ctx)
  ctx[:chain] = ctx[:instrument].option_chain(expiry: ctx[:expiry])
  ctx
end

#get_spot_price(ctx) ⇒ Object 



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# File 'lib/DhanHQ/skills/builtin/strangle.rb', line 41

def get_spot_price(ctx)
  ctx[:spot_price] = ctx[:instrument].ltp
  ctx
end

#select_strikes(ctx) ⇒ Object

Raises:

  • (ArgumentError) 


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# File 'lib/DhanHQ/skills/builtin/strangle.rb', line 51

def select_strikes(ctx)
  spot = ctx[:spot_price].to_f
  chain = ctx[:chain]
  offset = ctx[:offset_pct] / 100.0

  ce_strike = spot * (1 + offset)
  pe_strike = spot * (1 - offset)

  long_ce = nearest_strike(chain, ce_strike)
  long_pe = nearest_strike(chain, pe_strike)

  raise ArgumentError, "Could not find suitable CE strike near #{ce_strike}" unless long_ce
  raise ArgumentError, "Could not find suitable PE strike near #{pe_strike}" unless long_pe

  ctx[:ce_strike] = long_ce[:strike]
  ctx[:pe_strike] = long_pe[:strike]
  ctx[:ce_security_id] = leg_security_id(long_ce, "CE")
  ctx[:pe_security_id] = leg_security_id(long_pe, "PE")
  ctx[:ce_premium] = leg_premium(long_ce, "CE")
  ctx[:pe_premium] = leg_premium(long_pe, "PE")
  ctx
end