dtn 0.0.0 → 0.1.0

data/lib/dtn/messages/quote/level1_fundamental.rb

@@ -0,0 +1,17 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module Quote
+      # Streaming level1 fundamental data.
+      # Always return full dataset
+      class Level1Fundamental < MessageWithSimpleParser
+        class << self
+          def fields
+            @fields ||= Level1::ALL_FUNDAMENTAL_FIELDS
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/quote/level1_news.rb

@@ -0,0 +1,27 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module Quote
+      # Streaming level1 news update.
+      class Level1News < MessageWithSimpleParser
+        class << self
+          def fields
+            @fields ||= {
+              _skip: :nil,
+              distributor: :to_s,
+              story_id: :to_i,
+              symbols_list: :to_s,
+              story_datetime: :to_datetime,
+              headline: :to_s
+            }
+          end
+        end
+
+        def after_initialization
+          self.symbols_list = symbols_list.to_s.split(":").delete_if(&:blank?).uniq
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/quote/level1_regional.rb

@@ -0,0 +1,31 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module Quote
+      # Streaming level1 regional update.
+      class Level1Regional < MessageWithSimpleParser
+        class << self
+          # rubocop:disable Metrics/MethodLength
+          def fields
+            @fields ||= {
+              _skip: :nil,
+              "Symbol" => :to_s,
+              _skip2: :to_s,
+              "Regional Bid" => :to_f,
+              "Regional BidSize" => :to_i,
+              "Regional BidTime" => :to_time,
+              "Regional Ask" => :to_f,
+              "Regional AskSize" => :to_i,
+              "Regional AskTime" => :to_time,
+              "Fraction Display Code" => :to_i,
+              "Decimal Precision" => :to_i,
+              "Market Center" => :to_i
+            }
+          end
+          # rubocop:enable Metrics/MethodLength
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/quote/level1_summary.rb

@@ -0,0 +1,19 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module Quote
+      # Streaming level1 dynamic data.
+      # Always return full dataset
+      class Level1Summary < MessageWithSimpleParser
+        class << self
+          def parse(line:, **)
+            new.tap do |n|
+              apply_values instance: n, attributes: Level1::ALL_FIELDS, values: line.split(",")
+            end
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/quote/level1_update.rb

@@ -0,0 +1,21 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module Quote
+      # Streaming level1 dynamic data
+      # This message can not be received outside of trading hours
+      class Level1Update < MessageWithSimpleParser
+        class << self
+          def parse(line:, client:)
+            new.tap do |n|
+              apply_values instance: n,
+                           attributes: { _skip: nil }.merge(Level1::ALL_FIELDS.slice(*client.quote_update_fields)),
+                           values: line.split(",")
+            end
+          end
+        end
+      end
+    end
+  end
+end

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

@@ -0,0 +1,35 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module Symbol
+      # Base lookup
+      class Base < MessageWithSimpleParser
+        class << self
+          def fields
+            @fields ||= {
+              request_id: :to_i,
+              code_id => :to_i,
+              symbol: :to_s,
+              listed_market_id: :to_i,
+              security_type_id: :to_i,
+              description: :to_s
+            }.delete_if { |k, _| !k }.freeze
+          end
+
+          private
+
+          def code_id; end
+        end
+
+        def listed_market
+          Dtn.listed_markets_catalog[listed_market_id]
+        end
+
+        def security_type
+          Dtn.security_types_catalog[security_type_id]
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/symbol/by_filter.rb

@@ -0,0 +1,11 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module Symbol
+      # By Filter code
+      class ByFilter < Base
+      end
+    end
+  end
+end

data/lib/dtn/messages/symbol/by_naic.rb

@@ -0,0 +1,22 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module Symbol
+      # By NAIC code
+      class ByNaic < Base
+        class << self
+          private
+
+          def code_id
+            :naic_code_id
+          end
+        end
+
+        def naic_code
+          Dtn.naic_codes_catalog[naic_code_id]
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/symbol/by_sic.rb

@@ -0,0 +1,22 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module Symbol
+      # By SIC code
+      class BySic < Base
+        class << self
+          private
+
+          def code_id
+            :sic_code_id
+          end
+        end
+
+        def sic_code
+          Dtn.sic_codes_catalog[sic_code_id]
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/system/client_stats.rb

@@ -0,0 +1,46 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module System
+      # Full client statistics
+      class ClientStats < MessageWithSimpleParser
+        class << self
+          # rubocop:disable Metrics/MethodLength
+          def fields
+            @fields ||= {
+              _skip1: nil,
+              _skip2: nil,
+              type_int: :to_i,
+              client_id: :to_i,
+              client_name: :to_s,
+              timestamp: :to_s,
+              num_sym: :to_i,
+              num_reg_sym: :to_i,
+              kb_sent: :to_f,
+              kb_recvd: :to_f,
+              kb_queued: :to_f
+            }
+          end
+          # rubocop:enable Metrics/MethodLength
+        end
+
+        def after_initialization
+          normalize_type
+        end
+
+        private
+
+        def normalize_type
+          self.type = case type_int
+                      when 0 then :admin
+                      when 1 then :quote
+                      when 2 then :bar
+                      when 3 then :lookup
+                      else :unknown
+                      end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/system/customer_info.rb

@@ -0,0 +1,30 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module System
+      # Handle a customer information message.
+      class CustomerInfo < MessageWithSimpleParser
+        class << self
+          # rubocop:disable Metrics/MethodLength
+          def fields
+            @fields ||= {
+              svc_type: :to_s,
+              ip_address: :to_s,
+              port: :to_i,
+              token: :to_s,
+              version: :to_s,
+              _unknown1: :to_s,
+              rt_exchanges: :to_s,
+              _unknown2: :to_s,
+              max_symbols: :to_i,
+              flags: :to_s,
+              trial_ends: :to_s
+            }
+          end
+          # rubocop:enable Metrics/MethodLength
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/system/end_of_message_characters.rb

@@ -0,0 +1,22 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module System
+      # End of the message abstraction.
+      class EndOfMessageCharacters < MessageWithSimpleParser
+        class << self
+          def fields
+            @fields ||= {
+              request_id: :to_i
+            }
+          end
+        end
+
+        def termination?
+          true
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/system/error.rb

@@ -0,0 +1,20 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module System
+      # Error message abstraction.
+      class Error < Message
+        class << self
+          def parse(line:, **)
+            raise "DTN Error: #{line}"
+          end
+        end
+
+        def termination?
+          true
+        end
+      end
+    end
+  end
+end

data/lib/dtn/messages/system/generic.rb

@@ -0,0 +1,98 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Messages
+    module System
+      # Atm we return all system messages class or
+      # give it bask as a plain text if it does not know it
+      class Generic < Message
+        class Obsolete < Message; end
+
+        class Connected < Message; end
+
+        class Disconnected < Message; end
+
+        class ReconnectionFailed < Message; end
+
+        class SymbolLimitReached < Message; end
+
+        class ReplacedPreviousWatch < Message; end
+
+        class RegisterClientApp < Message; end
+
+        class RemoveClientApp < Message; end
+
+        class CurrentLoginid < Message; end
+
+        class CurrentPassword < Message; end
+
+        class LoginInfoSaved < Message; end
+
+        class LoginInfoNotSaved < Message; end
+
+        class AutoconnectOn < Message; end
+
+        class AutoconnectOff < Message; end
+
+        # Gem will support only one protocol version at the time
+        class CurrentProtocol < Message
+          class << self
+            def parse(**)
+              super.tap { |message| (message.line =~ /6.1/) || raise("Unsupported protocol: #{message}") }
+            end
+          end
+        end
+
+        class Ip < ParseListFromMessage; end
+
+        class FundamentalFieldnames < ParseListFromMessage; end
+
+        class AllUpdateFieldnames < ParseListFromMessage; end
+
+        # With this return we also updating our vision of the current fields
+        class CurrentUpdateFieldnames < ParseListFromMessage
+          class << self
+            def parse(client:, **)
+              super.tap { |message| client.quote_update_fields = message.list }
+            end
+          end
+        end
+
+        class Watches < ParseListFromMessage; end
+
+        class << self
+          # rubocop:disable Metrics/CyclomaticComplexity, Metrics/MethodLength, Metrics/AbcSize
+          def parse(line:, client:, **)
+            case line
+            when /^S,KEY/ then Obsolete.new
+            when /^S,SERVER CONNECTED/ then Connected.new
+            when /^S,SERVER DISCONNECTED/ then Disconnected.new
+            when /^S,SERVER RECONNECT FAILED/ then ReconnectionFailed.new
+            when /^S,SYMBOL LIMIT REACHED/ then SymbolLimitReached.new
+            when /^S,CURRENT PROTOCOL,/ then CurrentProtocol.parse(line: line[19..])
+            when /^S,IP,/ then Ip.parse(line: line[5..])
+            when /^S,CUST,/ then CustomerInfo.parse(line: line[7..])
+            when /^S,FUNDAMENTAL FIELDNAMES,/ then FundamentalFieldnames.parse(line: line[25..])
+            when /^S,UPDATE FIELDNAMES,/ then AllUpdateFieldnames.parse(line: line[20..])
+            when /^S,CURRENT UPDATE FIELDNAMES,/ then CurrentUpdateFieldnames.parse(line: line[28..], client: client)
+            when /^S,WATCHES/ then Watches.parse(line: line[10..])
+            when /^S,REPLACED PREVIOUS WATCH/ then ReplacedPreviousWatch.parse(line: line[25..])
+            when /^S,REGISTER CLIENT APP COMPLETED/ then RegisterClientApp.parse(line: line[31..])
+            when /^S,REMOVE CLIENT APP COMPLETED/ then RemoveClientApp.parse(line: line[29..])
+            when /^S,CURRENT LOGINID/ then CurrentLoginid.parse(line: line[17..])
+            when /^S,CURRENT PASSWORD/ then CurrentPassword.parse(line: line[18..])
+            when /^S,LOGIN INFO SAVED/ then LoginInfoSaved.parse(line: line[18..])
+            when /^S,LOGIN INFO NOT SAVED/ then LoginInfoNotSaved.parse(line: line[22..])
+            when /^S,AUTOCONNECT ON/ then AutoconnectOn.parse(line: line[16..])
+            when /^S,AUTOCONNECT OFF/ then AutoconnectOff.parse(line: line[17..])
+            when /^S,CLIENTSTATS/ then ClientStats.parse(line: line[13..])
+            when /^S,STATS/ then Stats.parse(line: line[8..])
+            else new(line: line[2..])
+            end
+          end
+          # rubocop:enable Metrics/CyclomaticComplexity, Metrics/MethodLength, Metrics/AbcSize
+        end
+      end
+    end
+  end
+end