fix(dhan): symbol parsing + recompute fees for unsettled today rows#4
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SwathiMystery merged 1 commit intomainfrom Apr 20, 2026
Merged
fix(dhan): symbol parsing + recompute fees for unsettled today rows#4SwathiMystery merged 1 commit intomainfrom
SwathiMystery merged 1 commit intomainfrom
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Running against a live account exposed three more shape quirks in
Dhan v2's /trades (today) endpoint vs /trades/{from}/{to}/{page} (history):
1. Hyphenated tradingSymbol on today's rows
'NIFTY-Apr2026-24300-PE' was resolving underlying to 'NIFTY-Apr'
because the parser only stopped at digits. Now stops at digit,
hyphen, or whitespace — handles all three formats observed:
concat: NIFTY24APR2624300PE
space-sep: NIFTY 21 APR 24300 PUT
hyphenated: NIFTY-Apr2026-24300-PE
2. drvOptionType='NA' on today's rows
Today's /trades leaves drvOptionType='NA' even when the tradingSymbol
clearly ends '-PE' / '-CE'. Added _option_type_from_symbol fallback
that reads the suffix.
3. `instrument` field missing entirely on today's rows
Every row defaulted to InstrumentType.EQ, which blocked the new
option_type fallback and the fee recompute below. Added
_infer_instrument_type: explicit field → option markers → FNO
segment → EQ.
4. Fees absent on today's rows (not a mapping bug, real data gap)
Today's /trades omits fee fields entirely — they settle at EOD.
Added khata/adapters/dhan/fees.py with Indian F&O options fee
formula (brokerage flat ₹20 or 0.03% whichever lower, STT 0.0625%
on SELL, NSE exch 0.03503%, SEBI ₹10/crore, stamp 0.003% on BUY,
IPFT 0.0005%, GST 18%). Exposed via DhanAdapter.charges_for, called
from fetch_trades when broker-reported fees total zero.
Tests: 7 new cases (22 total, all green). Fixtures use synthetic IDs
only. Verified against live account: today's 04-20 trade went from
fees=₹0.00 to ₹715.32 and underlying 'NIFTY-Apr' to 'NIFTY'.
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What
Running the first sync against a live Dhan account yesterday surfaced four more shape differences between today's
/tradesand history/trades/{from}/{to}/{page}endpoints. This PR fixes all of them.Why
Observed on live data (04-20 trade):
tradingSymbolNIFTY-Apr2026-24300-PEcustomSymbolnullNIFTY 21 APR 24300 PUTinstrumentOPTIDXdrvOptionType"NA""PUT"Left unfixed, today's trades were being stored with
underlying="NIFTY-Apr",instrument_type=EQ,option_type=None, andfees=0. Round-trip grouping was broken (contracts inflated by 1) and net P&L was missing ~₹700 per scalp.Changes
mapper.py_underlying_from_symbol: stops at digit, hyphen, or whitespace — covers all three symbol formats (concat / space-sep / hyphenated)._option_type_from_symbol: new helper, parses-CE/-PE/CALL/PUTsuffix off the symbol._infer_instrument_type: new helper. Priority: explicitinstrument→ option markers → FNO segment → EQ._OPTION_TYPE: add"NA"→Noneso the map lookup gates cleanly into the fallback.fees.py(new): Indian F&O options fee formula — brokerage (Dhan ₹20 flat or 0.03%), STT (0.0625% SELL only), NSE txn (0.03503%), SEBI (₹10/cr), stamp (0.003% BUY only), IPFT, GST 18%. Rates documented inline with source notes.adapter.pycharges_for(execution)→ dispatches tofees.compute_fees. ReturnsNonefor non-options (futures/equity formulas differ, out of scope here).fetch_tradesrecomputes fees whenever the broker returns a zero-fee row.trades_today_unsettled.jsonmirrors today's no-fees/NA-option shape. 7 new test cases covering each fix and the happy-path non-regression.Verification
Against a live account:
Contracts count went 17 → 16 as the 04-20 trade now correctly groups with NIFTY underlying.
Checklist
uv run ruff check khata testscleanuv run ruff format khata testsappliedfees.pyTEST_*) — no real account data