dtn 0.0.0 → 0.1.0

data/lib/dtn/messages/historical/interval.rb

@@ -0,0 +1,28 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module Historical
+      # Bar representation
+      class Interval < MessageWithSimpleParser
+        class << self
+          # rubocop:disable Metrics/MethodLength
+          def fields
+            @fields ||= {
+              request_id: :to_i,
+              timestamp: :to_datetime,
+              high: :to_f,
+              low: :to_f,
+              open: :to_f,
+              close: :to_f,
+              total_volume: :to_i,
+              period_volume: :to_i,
+              number_of_trades: :to_i
+            }
+          end
+          # rubocop:enable Metrics/MethodLength
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/historical/tick.rb

@@ -0,0 +1,31 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module Historical
+      # Price tick message abstraction.
+      class Tick < MessageWithSimpleParser
+        class << self
+          # rubocop:disable Metrics/MethodLength
+          def fields
+            @fields ||= {
+              request_id: :to_i,
+              timestamp: :to_datetime,
+              last: :to_f,
+              last_size: :to_i,
+              total_volume: :to_i,
+              bid: :to_f,
+              ask: :to_f,
+              tick_id: :to_i,
+              basis_for_last: :to_s,
+              trade_market_center: :to_s,
+              trade_aggressor: :to_s,
+              day_code: :to_s
+            }
+          end
+          # rubocop:enable Metrics/MethodLength
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/level2/level2_update.rb

@@ -0,0 +1,38 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module Level2
+      # Streaming level2 update
+      class Level2Update < MessageWithSimpleParser
+        class << self
+          # rubocop:disable Metrics/MethodLength
+          def fields
+            @fields ||= {
+              _skip: :nil,
+              symbol: :to_s,
+              mmid: :to_s,
+              bid: :to_f,
+              ask: :to_f,
+              bid_size: :to_i,
+              ask_size: :to_i,
+              bid_time: :to_s,
+              date: :to_s,
+              unknown1: :to_s,
+              trade_condition_id: :to_i,
+              unknown3: :to_s,
+              ask_time: :to_s,
+              unknown4: :to_s,
+              unknown5: :to_s
+            }
+          end
+          # rubocop:enable Metrics/MethodLength
+        end
+
+        def trade_condition
+          Dtn.trade_conditions_catalog[trade_condition_id]
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/level2/market_maker_name.rb

@@ -0,0 +1,20 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module Level2
+      # Streaming level2 MarketMakerName
+      class MarketMakerName < MessageWithSimpleParser
+        class << self
+          def fields
+            @fields ||= {
+              _skip: :nil,
+              mmid: :to_s,
+              description: :to_s
+            }
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/message_with_simple_parser.rb

@@ -0,0 +1,38 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    # Lookup Message abstraction
+    class MessageWithSimpleParser < Message
+      class << self
+        def parse(line:, request: nil, **)
+          values = line.split(",")
+
+          new.tap do |n|
+            apply_values instance: n, attributes: fields, values: values
+            if respond_to?(:parse_dynamic_fields)
+              parse_dynamic_fields(instance: n, values: values[(fields.size)..], request: request)
+            end
+            n.after_initialization if n.respond_to?(:after_initialization)
+          end
+        end
+
+        private
+
+        def apply_values(instance:, attributes:, values:)
+          attributes.zip(values).each do |(attr, converter), value|
+            next if attr.to_s.start_with?("_")
+
+            instance.public_send("#{attr}=", value.public_send(converter))
+          end
+        end
+      end
+
+      # After receiving termination Message Request will be marked as finished and #each
+      # method successfully finalize the iteration
+      def termination?
+        false
+      end
+    end
+  end
+end

data/lib/dtn/messages/news/base.rb

@@ -0,0 +1,34 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module News
+      # Base
+      class Base < MessageWithSimpleParser
+        class << self
+          def fields
+            @fields ||= { request_id: :to_i }
+          end
+
+          def parse_dynamic_fields(instance:, values:, request:)
+            attributes = case request.combined_options[:format_type]
+                         when "t" then text_fields
+                         when "x" then xml_fields
+                         else raise "Wrong format type"
+                         end
+
+            apply_values instance: instance, attributes: attributes, values: values
+          end
+
+          private
+
+          def xml_fields
+            {
+              xml: :to_s
+            }
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/news/config.rb

@@ -0,0 +1,24 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module News
+      # News config
+      class Config < Base
+        class << self
+          private
+
+          def text_fields
+            {
+              category: :to_s,
+              type: :to_s,
+              name: :to_s,
+              auth_code: :to_s,
+              icon_id: :to_s
+            }
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/news/headline.rb

@@ -0,0 +1,25 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module News
+      # News headline
+      class Headline < Base
+        class << self
+          private
+
+          def text_fields
+            {
+              _skip: :to_s,
+              source: :to_s,
+              story_id: :to_s,
+              symbols: :to_s,
+              timestamp: :to_datetime,
+              text: :to_s
+            }
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/news/story.rb

@@ -0,0 +1,20 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module News
+      # News story
+      class Story < Base
+        class << self
+          private
+
+          def text_fields
+            {
+              text: :to_s
+            }
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/news/story_count.rb

@@ -0,0 +1,21 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module News
+      # News story count
+      class StoryCount < Base
+        class << self
+          private
+
+          def text_fields
+            {
+              description: :to_s,
+              count: :to_i
+            }
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/quote/level1.rb

@@ -0,0 +1,150 @@
+# frozen_string_literal: true
+
+# rubocop:disable Metrics/ClassLength
+module Dtn
+  module Messages
+    module Quote
+      # Streaming level1 dynamic data
+      class Level1 < MessageWithSimpleParser
+        # fetched with Streaming::Clients::Quote.new.request.quote.all_update_fieldnames
+        # and stored this way to been able to store the returning types
+        ALL_FIELDS = {
+          "_skip" => nil,
+          "Symbol" => :to_s,
+          "Exchange ID" => :to_i,
+          "Last" => :to_f,
+          "Change" => :to_f,
+          "Percent Change" => :to_f,
+          "Total Volume" => :to_i,
+          "High" => :to_f,
+          "Low" => :to_f,
+          "Bid" => :to_f,
+          "Ask" => :to_f,
+          "Bid Size" => :to_i,
+          "Ask Size" => :to_i,
+          "Tick" => :to_s,
+          "Range" => :to_s,
+          "Open Interest" => :to_s,
+          "Open" => :to_f,
+          "Close" => :to_f,
+          "Spread" => :to_f,
+          "Settle" => :to_s,
+          "Delay" => :to_s,
+          "Restricted Code" => :to_s,
+          "Net Asset Value" => :to_s,
+          "Average Maturity" => :to_s,
+          "7 Day Yield" => :to_s,
+          "Extended Trading Change" => :to_s,
+          "Extended Trading Difference" => :to_s,
+          "Price-Earnings Ratio" => :to_s,
+          "Percent Off Average Volume" => :to_s,
+          "Bid Change" => :to_f,
+          "Ask Change" => :to_f,
+          "Change From Open" => :to_f,
+          "Market Open" => :to_s,
+          "Volatility" => :to_s,
+          "Market Capitalization" => :to_f,
+          "Fraction Display Code" => :to_s,
+          "Decimal Precision" => :to_i,
+          "Days to Expiration" => :to_s,
+          "Previous Day Volume" => :to_i,
+          "Open Range 1" => :to_s,
+          "Close Range 1" => :to_s,
+          "Open Range 2" => :to_s,
+          "Close Range 2" => :to_s,
+          "Number of Trades Today" => :to_i,
+          "VWAP" => :to_f,
+          "TickID" => :to_s,
+          "Financial Status Indicator" => :to_s,
+          "Settlement Date" => :to_s,
+          "Bid Market Center" => :to_s,
+          "Ask Market Center" => :to_s,
+          "Available Regions" => :to_s,
+          "Last Size" => :to_i,
+          "Last Time" => :to_s,
+          "Last Market Center" => :to_s,
+          "Most Recent Trade" => :to_s,
+          "Most Recent Trade Size" => :to_s,
+          "Most Recent Trade Time" => :to_s,
+          "Most Recent Trade Conditions" => :to_s,
+          "Most Recent Trade Market Center" => :to_s,
+          "Extended Trade" => :to_s,
+          "Extended Trade Size" => :to_s,
+          "Extended Trade Time" => :to_s,
+          "Extended Trade Market Center" => :to_s,
+          "Message Contents" => :to_s,
+          "Ask Time" => :to_s,
+          "Bid Time" => :to_s,
+          "Last Date" => :to_s,
+          "Extended Trade Date" => :to_s,
+          "Most Recent Trade Date" => :to_s,
+          "Most Recent Trade Aggressor" => :to_s,
+          "Most Recent Trade Day Code" => :to_s
+        }.freeze
+
+        # cached from `client.request.quote.fundamental_fieldnames`
+        ALL_FUNDAMENTAL_FIELDS = {
+          "_skip" => nil,
+          "Symbol" => :to_s,
+          "Exchange ID" => :to_i,
+          "PE" => :to_f,
+          "Average Volume" => :to_i,
+          "52 Week High" => :to_f,
+          "52 Week Low" => :to_f,
+          "Calendar Year High" => :to_f,
+          "Calendar Year Low" => :to_f,
+          "Dividend Yield" => :to_s,
+          "Dividend Amount" => :to_s,
+          "Dividend Rate" => :to_s,
+          "Pay Date" => :to_s,
+          "Ex-dividend Date" => :to_s,
+          "Current Year EPS" => :to_f,
+          "Next Year EPS" => :to_f,
+          "Five-year Growth Percentage" => :to_f,
+          "Fiscal Year End" => :to_i,
+          "Company Name" => :to_s,
+          "Root Option Symbol" => :to_s,
+          "Percent Held By Institutions" => :to_f,
+          "Beta" => :to_f,
+          "Leaps" => :to_s,
+          "Current Assets" => :to_f,
+          "Current Liabilities" => :to_f,
+          "Balance Sheet Date" => :to_s,
+          "Long-term Debt" => :to_f,
+          "Common Shares Outstanding" => :to_i,
+          "Split Factor 1" => :to_s,
+          "Split Factor 2" => :to_s,
+          "Format Code" => :to_i,
+          "Precision" => :to_i,
+          "SIC" => :to_i,
+          "Historical Volatility" => :to_f,
+          "Security Type" => :to_i,
+          "Listed Market" => :to_i,
+          "52 Week High Date" => :to_s,
+          "52 Week Low Date" => :to_s,
+          "Calendar Year High Date" => :to_s,
+          "Calendar Year Low Date" => :to_s,
+          "Year End Close" => :to_f,
+          "Maturity Date" => :to_s,
+          "Coupon Rate" => :to_s,
+          "Expiration Date" => :to_s,
+          "Strike Price" => :to_s,
+          "NAICS" => :to_s,
+          "Exchange Root" => :to_s,
+          "Option Premium Multiplier" => :to_s,
+          "Option Multiple Deliverable" => :to_s,
+          "Session Open Time" => :to_s,
+          "Session Close Time" => :to_s,
+          "Base Currency" => :to_s,
+          "Contract Size" => :to_s,
+          "Contract Months" => :to_s,
+          "Minimum Tick Size" => :to_s,
+          "First Delivery Date" => :to_s,
+          "FIGI" => :to_s,
+          "Security SubType" => :to_s
+        }.freeze
+      end
+    end
+  end
+end
+# rubocop:enable Metrics/ClassLength