Fix Streamlit segment mismatches, ExchangeTimingData error, and expiry-day failure in live depth USDINR

[svishi]

Summary

• ExchangeTimingData AttributeError (Market Holidays): open_exchanges
  returns SDK objects, not dicts. Replaced the combined getattr/e.get()
  one-liner with explicit isinstance checks for str, dict, and object
  types.

• MCX Crude Spread returns 0 results: get_futures_sorted() hardcoded
  segments="FO" (NSE equity), but MCX commodity futures live in "COMM".
  Added a segment parameter to get_futures_sorted() (default "FO" for
  backward compatibility) and passed segment="COMM" for the MCX call.

• Currency Futures Spread returns 0 results: Same root cause — currency
  futures use segments="CURR", not "FO". Passed segment="CURR" for
  both the NSE and BSE fallback calls in Streamlit.

• live_depth_usdinr.py fails on expiry day: The expiry="current_month"
  filter returns no results on or after the contract's expiry date. Removed
  the filter so all available contracts are fetched, and the existing
  sort-by-expiry logic picks the nearest active contract automatically.

Root cause (MCX / Currency)

CLI scripts called search_instrument() directly with the correct segment
value, while the Streamlit app used the shared helper get_futures_sorted()
which had the segment hardcoded to "FO".

Files changed

• interactive_examples/utils.py — added segment param to get_futures_sorted()
• interactive_examples/streamlit_app.py — passed correct segments for MCX and currency; fixed ExchangeTimingData isinstance handling
• interactive_examples/market_data/live_depth_usdinr.py — removed expiry="current_month" filter

Test plan

• Market Holidays loads without AttributeError
• MCX Crude Spread with CRUDEOIL returns near/far contracts
• Currency Futures Spread with USDINR returns near/far contracts
• live_depth_usdinr.py resolves contracts successfully on and around expiry day