dtn 0.0.0 → 0.1.0

data/lib/dtn/streaming/request.rb

@@ -0,0 +1,27 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    # Request abstraction
+    class Request
+      def initialize(client:)
+        @client = client
+      end
+
+      # Initialize the request to api, should be used in children classes only
+      #
+      # @returns nil
+      def call(*)
+        raise NotImplementedError
+      end
+
+      private
+
+      def socket
+        client.socket
+      end
+
+      attr_reader :client
+    end
+  end
+end

data/lib/dtn/streaming/request_builder.rb

@@ -0,0 +1,57 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    # Request builder abstraction
+    class RequestBuilder
+      # Proxy class between builder and request
+      class Proxy
+        def initialize(client:, requests_module:)
+          @client = client
+          @requests_module = requests_module
+        end
+
+        def method_missing(method_name, *args, **opts, &blk)
+          req = requests_module.const_get(method_name.to_s.camelize).new(client: client)
+          req.call(*args, **opts, &blk)
+        rescue NameError
+          super
+        end
+
+        def respond_to_missing?(method_name, include_private = false)
+          requests_module.const_get(method_name.to_s.camelize).is_a? Module
+        rescue NameError
+          super
+        end
+
+        private
+
+        attr_reader :client, :requests_module
+      end
+
+      def initialize(client:)
+        @client = client
+      end
+
+      def method_missing(method_name, *_args, **_opts, &_blk)
+        Proxy.new(client: client, requests_module: _requests_module(method_name))
+      rescue NameError
+        super
+      end
+
+      def respond_to_missing?(method_name, include_private = false)
+        _requests_module(method_name).is_a? Module
+      rescue NameError
+        super
+      end
+
+      private
+
+      attr_reader :client
+
+      def _requests_module(method_name)
+        "Dtn::Streaming::Requests::#{method_name.to_s.camelize}".constantize
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/admin/register_client_app.rb

@@ -0,0 +1,24 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Admin
+        # Register your application with IQFeed.
+        #
+        # :param product: Developer/Product token from DTN.
+        #
+        # IQFeed requires all developers to get a developer/app token from
+        # them before you develop using IQFeed. You can register you developer
+        # token either using the command line used to start IQFeed or here.
+        # IQFeed will not connect to DTN servers or send you any data without
+        # a developer token.
+        class RegisterClientApp < Request
+          def call(product:)
+            socket.puts "S,REGISTER CLIENT APP,#{product}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/admin/remove_client_app.rb

@@ -0,0 +1,22 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Admin
+        # Unregister your application  with IQFeed.
+        #
+        # :param product: Developer/Product token from DTN.
+        #
+        # Unregister your developer token. Apps from other developers may still
+        # be talking to IQFeed. This tells IQFeed that any further calls are
+        # from them and not you.
+        class RemoveClientApp < Request
+          def call(product:)
+            socket.puts "S,REMOVE CLIENT APP,#{product}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/admin/save_login_info.rb

@@ -0,0 +1,18 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Admin
+        #  Tells IQFeed to save the login info
+        #
+        # :param turned_on: True means save info, False means don't
+        class SaveLoginInfo < Request
+          def call(turned_on: true, **)
+            socket.puts "S,SET SAVE LOGIN INFO,#{turned_on ? "On" : "Off"}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/admin/set_autoconnect.rb

@@ -0,0 +1,18 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Admin
+        # Tells IQFeed to autoconnect to DTN servers on startup or not
+        #
+        # :param turned_on: True means autoconnect, False means don't
+        class SetAutoconnect < Request
+          def call(turned_on: true, **)
+            socket.puts "S,SET AUTOCONNECT,#{turned_on ? "On" : "Off"}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/admin/set_client_stats.rb

@@ -0,0 +1,20 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Admin
+        # Request client statistics from IQFeed.
+        #
+        # Call this is you want IQFeed to send you a message every second about
+        # the status of every connection. Lets you know things like number of
+        # subscriptions and if the connection is buffering.
+        class SetClientStats < Request
+          def call(turned_on: true, **)
+            socket.puts "S,CLIENTSTATS #{turned_on ? "ON" : "OFF"}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/admin/set_loginid.rb

@@ -0,0 +1,21 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Admin
+        # Set the user login.
+        #
+        # :param login: IQFeed subscriber's login
+        #
+        # The user of the app must have a subscription to IQFeed. Pass the user's
+        # login either here or in cmd line options when IQFeed is started.
+        class SetLoginid < Request
+          def call(loginid:)
+            socket.puts "S,SET LOGINID,#{loginid}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/admin/set_password.rb

@@ -0,0 +1,21 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Admin
+        # Set the user password.
+        #
+        # :param password: IQFeed subscriber's pwd
+        #
+        # The user of the app must have a subscription to IQFeed. Pass the user's
+        # password either here or in cmd line options when IQFeed is started.
+        class SetPassword < Request
+          def call(password:)
+            socket.puts "S,SET PASSWORD,#{password}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/bar/unwatch.rb

@@ -0,0 +1,18 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Bar
+        # Stop watching a symbol.
+        #
+        # :param symbol:  A valid symbol for a security or derivative.
+        class Unwatch < Request
+          def call(symbol:)
+            socket.puts "BR,#{symbol.upcase}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/bar/unwatch_all.rb

@@ -0,0 +1,16 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Bar
+        # Unwatch all symbols.
+        class UnwatchAll < Request
+          def call
+            socket.puts "S,UNWATCH ALL\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/bar/watch.rb

@@ -0,0 +1,81 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Bar
+        # Request live interval (bar) data.
+        #
+        # :param symbol: Symbol for which you are requesting data.
+        # :param interval: Interval length in interval_type units (can be fractal)
+        # :param interval_type: 's' = secs, 'v' = volume, 't' = ticks
+        # :param begin_filter_time: Earliest time of day for which you want data
+        # :param end_filter_time: Latest time of day for which you want data
+        # :param update_interval: Update the current bar every update secs.
+        # :param begin_datetime: Get back-fill bars starting at begin_datetime
+        # :param lookback_days: Get lookback_days of backfill data
+        # :param lookback_bars: Get lookback_bars of backfill data
+        #
+        # Only one of begin_datetime, lookback_days or lookback_bars should be set.
+        #
+        # Requests live interval data. You can also request some backfill data.
+        # When you call this function:
+        #     1) Client will return HistoricalBar messages with bars
+        #     that go back either a) upto begin_datetime, b) upto lookback_days or
+        #     c) upto lookback_bars.
+        #     2) The callback on observer update_bar is called on every update
+        #     to data for the current live bar.
+        #     3) The callback current_bar is called every time we cross an
+        #     interval boundary with data for the now complete bar.
+        class Watch < Request
+          TEMPLATE =
+            "BW,%<symbol>s,%<interval>d,%<begin_datetime>s,%<lookback_days>s," \
+            "%<lookback_bars>s,%<begin_filter_time>s,%<end_filter_time>s,%<id>s," \
+            "%<interval_type>s,'',%<update_interval>d\r\n"
+
+          include Dtn::Concerns::Validation
+          include Dtn::Concerns::Id
+
+          DEFAULT_BEGIN_FILTER_TIME = "093000"
+          DEFAULT_END_FILTER_TIME = "160000"
+
+          LOOKBACK_OPTIONS = %i[begin_datetime lookback_days lookback_bars].freeze
+
+          # rubocop:disable Metrics/MethodLength, Metrics/AbcSize
+          def call(symbol:, interval: 60, update_interval: 5, **options)
+            options.merge!({
+                             symbol: symbol.to_s.upcase,
+                             interval: validate_int(interval),
+                             begin_filter_time: options[:begin_filter_time] || DEFAULT_BEGIN_FILTER_TIME,
+                             end_filter_time: options[:end_filter_time] || DEFAULT_END_FILTER_TIME,
+                             interval_type: validate_interval_type(options[:interval_type]),
+                             update_interval: validate_int(update_interval),
+                             id: id,
+                             begin_datetime: options[:begin_datetime],
+                             lookback_days: options[:lookback_days],
+                             lookback_bars: options[:lookback_bars]
+                           }).tap { |o| validate_lookback_options(**o) }
+
+            socket.print format(TEMPLATE, options)
+          end
+          # rubocop:enable Metrics/MethodLength, Metrics/AbcSize
+
+          private
+
+          def validate_lookback_options(**value)
+            v = value.slice(*LOOKBACK_OPTIONS)
+
+            return if [
+              [false, false, false],
+              [true, false, false],
+              [false, true, false],
+              [false, false, true]
+            ].include?(v.values.map(&:present?))
+
+            raise ValidationError, "Only one of '#{LOOKBACK_OPTIONS.join(", ")}' should be entered, but got #{v}"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/bar/watches.rb

@@ -0,0 +1,21 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Bar
+        # Request a current watches message.
+        #
+        # IQFeed.exe will send you a list of all securities currently watched
+        #
+        # process_watched_symbols is called in each listener when the list of
+        # current watches message is received.
+        class Watches < Request
+          def call
+            socket.puts "S,REQUEST WATCHES\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/level2/connect.rb

@@ -0,0 +1,16 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Level2
+        # Connect.
+        class Connect < Request
+          def call
+            socket.puts "c\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/level2/disconnect.rb

@@ -0,0 +1,16 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Level2
+        # Disconnect.
+        class Disconnect < Request
+          def call
+            socket.puts "x\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/level2/market_maker_by_id.rb

@@ -0,0 +1,18 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Level2
+        # Get MarketMakerById
+        #
+        # :param mmid:  A valid MMID.
+        class MarketMakerById < Request
+          def call(mmid:)
+            socket.puts "m#{mmid.upcase}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/level2/unwatch.rb

@@ -0,0 +1,18 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Level2
+        # Stop watching a symbol.
+        #
+        # :param symbol:  A valid symbol for a security or derivative.
+        class Unwatch < Request
+          def call(symbol:)
+            socket.puts "r#{symbol.upcase}\r\n"
+          end
+        end
+      end
+    end
+  end
+end