dtn 0.0.0 → 0.1.0

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

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

data/lib/dtn/streaming/requests/quote/all_update_fieldnames.rb

@@ -0,0 +1,16 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        # Request a list of all fields for level1 summary & updates messages.
+        class AllUpdateFieldnames < Request
+          def call
+            socket.print "S,REQUEST ALL UPDATE FIELDNAMES\r\n"
+          end
+        end
+      end
+    end
+  end
+end

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

@@ -0,0 +1,16 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        # Connect request
+        class Connect < Request
+          def call
+            socket.print "S,CONNECT\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/quote/current_update_fieldnames.rb

@@ -0,0 +1,16 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        # Request a list of all current fields for level1 summary & updates messages.
+        class CurrentUpdateFieldnames < Request
+          def call
+            socket.print "S,REQUEST CURRENT UPDATE FIELDNAMES\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/quote/fundamental_fieldnames.rb

@@ -0,0 +1,16 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        #   Request a list of all fields in the fundamentals message.
+        class FundamentalFieldnames < Request
+          def call
+            socket.print "S,REQUEST FUNDAMENTAL FIELDNAMES\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/quote/news_switch.rb

@@ -0,0 +1,18 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        # Turn on/off real-time news messages.
+        #
+        # Can be done for entire client watches only
+        class NewsSwitch < Request
+          def call(turned_on: true, **)
+            socket.puts "S,NEWS#{turned_on ? "ON" : "OFF"}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/quote/refresh.rb

@@ -0,0 +1,29 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        # Request a refresh for the symbol.
+        #
+        # :param symbol:  A valid symbol for a security or derivative.
+        #
+        # IQFeed.exe will send a summary message and a fundamental message
+        # for this security after it receives this message. This is useful if
+        # for some reason you believe you have bad data for the security in
+        # your cache. It cannot be used to get a data snapshot for a symbol
+        # you have not subscribed to. IQFeed.exe will ignore refresh requests
+        # for symbols you are not watching.
+        #
+        # It is a good idea to do this for all symbols you are watching if
+        # the feed disconnects and reconnects and you haven't gotten an
+        # update shortly after the reconnection.
+        class Refresh < Request
+          def call(symbol:)
+            socket.puts "f#{symbol.upcase}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/quote/regional_switch.rb

@@ -0,0 +1,26 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        # Request updates when the regional quote for a symbol changes.
+        #
+        # :param symbol:  A valid symbol for a security or derivative.
+        #
+        # IQFeed.exe will send a regional message for the symbol whenever
+        # the top of book quote on a regional exchange changes. This is
+        # the top of book on each exchange where the security or derivative
+        # trades, as opposed to the market-wide top of book which you get when
+        # you call watch on a symbol. It is NOT the full order book.
+        #
+        # This produce `level1_summary` message
+        class RegionalSwitch < Request
+          def call(symbol:, turned_on: true, **)
+            socket.puts "S,REG#{turned_on ? "ON" : "OFF"},#{symbol.upcase}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/quote/set_client_name.rb

@@ -0,0 +1,16 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        # Set client name request
+        class SetClientName < Request
+          def call(name:)
+            socket.print "S,SET CLIENT NAME,#{name}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/quote/set_protocol.rb

@@ -0,0 +1,16 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        # Set protocol
+        class SetProtocol < Request
+          def call
+            socket.print "S,SET PROTOCOL,#{Client::PROTOCOL_VERSION}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/quote/timestamp.rb

@@ -0,0 +1,21 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        # Ask IQFeed.exe to send you a single timestamp message
+        # The timestamp message sent by IQFeed.exe is in addition to the
+        # messages normally. By default IQFeed.exe sends a timestamp
+        # message every second, but you can turn off and turn back on
+        # those messages. You probably only want to use this if you have
+        # turned off the once a second timestamp messages.
+        class Timestamp < Request
+          def call(**)
+            socket.puts "T\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/quote/timestamp_switch.rb

@@ -0,0 +1,18 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        # Turn on/off automatic (1 msg/sec) timestamp messages.
+        #
+        # Can be done for entire client watches only
+        class TimestampSwitch < Request
+          def call(turned_on: true, **)
+            socket.puts "S,TIMESTAMPS#{turned_on ? "ON" : "OFF"}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

data/lib/dtn/streaming/requests/quote/trades.rb

@@ -0,0 +1,21 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        # Watch a symbol requesting updates only when a trade happens.
+        #
+        # :param symbol: A valid symbol for a security or derivative.
+        #
+        # IQFeed.exe will send a summary message for the symbol followed
+        # by an update message every time there is a trade.
+        class Trades < Request
+          def call(symbol:)
+            socket.puts "t#{symbol.upcase}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

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

@@ -0,0 +1,22 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        # Stop watching a symbol.
+        #
+        # :param symbol:  A valid symbol for a security or derivative.
+        #
+        # IQFeed.exe will send stop sending updates for this security. This
+        # unwatches trades watches and trades and quotes watches. This also
+        # stops all regional quote updates for this security.
+        class Unwatch < Request
+          def call(symbol:)
+            socket.puts "r#{symbol.upcase}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

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

@@ -0,0 +1,16 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        # 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/quote/update_fields.rb

@@ -0,0 +1,40 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        # Set list of fields for level1 summary & updates messages.
+        class UpdateFields < Request
+          def call(list:)
+            arr = normalize(list: list)
+            validate(arr: arr)
+            arr.delete("Symbol")
+            arr.unshift("Symbol")
+            client.quote_update_fields = arr
+
+            socket.print "S,SELECT UPDATE FIELDS,#{arr.join(",")}\r\n"
+          end
+
+          private
+
+          def normalize(list:)
+            case list
+            when Array then list
+            when String then list.split(",")
+            else raise("Only Array or ',' separated string is supported")
+            end.map(&:to_s)
+          end
+
+          def validate(arr:)
+            diff = arr - Messages::Quote::Level1::ALL_FIELDS.keys
+
+            return if diff.empty?
+
+            raise "Found unsupported fields #{diff.join(", ")}"
+          end
+        end
+      end
+    end
+  end
+end

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

@@ -0,0 +1,22 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        # Watch a symbol requesting updates for both trades and quotes.
+        #
+        # :param symbol:  A valid symbol for a security or derivative.
+        #
+        # IQFeed.exe will send a summary message and a fundamental message for
+        # the symbol followed by an update message every time there is trade or
+        # the top of book quote changes.
+        class Watch < Request
+          def call(symbol:)
+            socket.puts "w#{symbol.upcase}\r\n"
+          end
+        end
+      end
+    end
+  end
+end

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

@@ -0,0 +1,21 @@
+# frozen_string_literal: true
+
+module Dtn
+  module Streaming
+    module Requests
+      module Quote
+        # 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/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module Dtn
-  VERSION = "0.0.0"
+  VERSION = "0.1.0"
 end

data/lib/ext/business_day.rb

@@ -0,0 +1,15 @@
+# frozen_string_literal: true
+
+require "business_time"
+require "holidays"
+
+Holidays.between(2.years.ago, Date.today + 1, :us).each do |holiday|
+  BusinessTime::Config.holidays << holiday[:date]
+end
+
+# Some dates might be manually moved by government, so we should update the the
+# settings accordingly
+BusinessTime::Config.holidays << Date.new(2021, 7, 5)
+
+BusinessTime::Config.beginning_of_workday = BusinessTime::ParsedTime.parse("9:30 am")
+BusinessTime::Config.end_of_workday = BusinessTime::ParsedTime.parse("4:00 pm")

data/lib/tasks/spec_date.rake

@@ -0,0 +1,13 @@
+# frozen_string_literal: true
+
+namespace :spec do
+  desc "Use previous working day as a date for specs"
+  task :set_spec_date do
+    require "ext/business_day"
+
+    day = 1.business_day.ago.to_date
+    File.open("spec/current_day", "w") { |f| f.puts day }
+
+    puts "Set #{day} as a spec working day"
+  end
+end

metadata

@@ -1,29 +1,29 @@
 --- !ruby/object:Gem::Specification
 name: dtn
 version: !ruby/object:Gem::Version
-  version: 0.0.0
+  version: 0.1.0
 platform: ruby
 authors:
 - kvokka
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2021-05-21 00:00:00.000000000 Z
+date: 2021-07-21 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
-  name: dry-configurable
+  name: concurrent-ruby
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: 0.12.0
+        version: '1.0'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: 0.12.0
+        version: '1.0'
 - !ruby/object:Gem::Dependency
   name: zeitwerk
   requirement: !ruby/object:Gem::Requirement
@@ -46,6 +46,7 @@ extensions: []
 extra_rdoc_files: []
 files:
 - ".circleci/config.yml"
+- ".env.example"
 - ".gitignore"
 - ".hound.yml"
 - ".rspec"
@@ -58,9 +59,128 @@ files:
 - Rakefile
 - bin/console
 - bin/setup
+- docker-compose.yml
 - dtn.gemspec
 - lib/dtn.rb
+- lib/dtn/concerns/id.rb
+- lib/dtn/concerns/validation.rb
+- lib/dtn/helpers/catalog.rb
+- lib/dtn/lookups/catalog/listed_markets.rb
+- lib/dtn/lookups/catalog/naic_codes.rb
+- lib/dtn/lookups/catalog/security_types.rb
+- lib/dtn/lookups/catalog/sic_codes.rb
+- lib/dtn/lookups/catalog/trade_conditions.rb
+- lib/dtn/lookups/historical/base.rb
+- lib/dtn/lookups/historical/daily_datapoint.rb
+- lib/dtn/lookups/historical/daily_timeframe.rb
+- lib/dtn/lookups/historical/datapoint.rb
+- lib/dtn/lookups/historical/interval.rb
+- lib/dtn/lookups/historical/interval_datapoint.rb
+- lib/dtn/lookups/historical/interval_day.rb
+- lib/dtn/lookups/historical/interval_timeframe.rb
+- lib/dtn/lookups/historical/monthly_datapoint.rb
+- lib/dtn/lookups/historical/tick.rb
+- lib/dtn/lookups/historical/tick_datapoint.rb
+- lib/dtn/lookups/historical/tick_day.rb
+- lib/dtn/lookups/historical/tick_timeframe.rb
+- lib/dtn/lookups/historical/weekly_datapoint.rb
+- lib/dtn/lookups/news/base.rb
+- lib/dtn/lookups/news/config.rb
+- lib/dtn/lookups/news/headline.rb
+- lib/dtn/lookups/news/story.rb
+- lib/dtn/lookups/news/story_count.rb
+- lib/dtn/lookups/request.rb
+- lib/dtn/lookups/symbol/base.rb
+- lib/dtn/lookups/symbol/by_filter.rb
+- lib/dtn/lookups/symbol/by_naic.rb
+- lib/dtn/lookups/symbol/by_sic.rb
+- lib/dtn/message.rb
+- lib/dtn/messages/bar/base.rb
+- lib/dtn/messages/bar/current_bar.rb
+- lib/dtn/messages/bar/historical_bar.rb
+- lib/dtn/messages/bar/update_bar.rb
+- lib/dtn/messages/catalog/code.rb
+- lib/dtn/messages/catalog/listed_markets.rb
+- lib/dtn/messages/catalog/naic_codes.rb
+- lib/dtn/messages/catalog/security_types.rb
+- lib/dtn/messages/catalog/sic_codes.rb
+- lib/dtn/messages/catalog/trade_conditions.rb
+- lib/dtn/messages/historical/daily_weekly_monthly.rb
+- lib/dtn/messages/historical/interval.rb
+- lib/dtn/messages/historical/tick.rb
+- lib/dtn/messages/level2/level2_update.rb
+- lib/dtn/messages/level2/market_maker_name.rb
+- lib/dtn/messages/message_with_simple_parser.rb
+- lib/dtn/messages/news/base.rb
+- lib/dtn/messages/news/config.rb
+- lib/dtn/messages/news/headline.rb
+- lib/dtn/messages/news/story.rb
+- lib/dtn/messages/news/story_count.rb
+- lib/dtn/messages/quote/level1.rb
+- lib/dtn/messages/quote/level1_fundamental.rb
+- lib/dtn/messages/quote/level1_news.rb
+- lib/dtn/messages/quote/level1_regional.rb
+- lib/dtn/messages/quote/level1_summary.rb
+- lib/dtn/messages/quote/level1_update.rb
+- lib/dtn/messages/symbol/base.rb
+- lib/dtn/messages/symbol/by_filter.rb
+- lib/dtn/messages/symbol/by_naic.rb
+- lib/dtn/messages/symbol/by_sic.rb
+- lib/dtn/messages/system/client_stats.rb
+- lib/dtn/messages/system/customer_info.rb
+- lib/dtn/messages/system/end_of_message_characters.rb
+- lib/dtn/messages/system/error.rb
+- lib/dtn/messages/system/generic.rb
+- lib/dtn/messages/system/no_data_characters.rb
+- lib/dtn/messages/system/stats.rb
+- lib/dtn/messages/system/symbol_not_found.rb
+- lib/dtn/messages/system/timestamp.rb
+- lib/dtn/messages/unknown.rb
+- lib/dtn/registry.rb
+- lib/dtn/streaming/client.rb
+- lib/dtn/streaming/clients/admin.rb
+- lib/dtn/streaming/clients/bar.rb
+- lib/dtn/streaming/clients/level2.rb
+- lib/dtn/streaming/clients/quote.rb
+- lib/dtn/streaming/messages_recorder_observer.rb
+- lib/dtn/streaming/request.rb
+- lib/dtn/streaming/request_builder.rb
+- lib/dtn/streaming/requests/admin/register_client_app.rb
+- lib/dtn/streaming/requests/admin/remove_client_app.rb
+- lib/dtn/streaming/requests/admin/save_login_info.rb
+- lib/dtn/streaming/requests/admin/set_autoconnect.rb
+- lib/dtn/streaming/requests/admin/set_client_stats.rb
+- lib/dtn/streaming/requests/admin/set_loginid.rb
+- lib/dtn/streaming/requests/admin/set_password.rb
+- lib/dtn/streaming/requests/bar/unwatch.rb
+- lib/dtn/streaming/requests/bar/unwatch_all.rb
+- lib/dtn/streaming/requests/bar/watch.rb
+- lib/dtn/streaming/requests/bar/watches.rb
+- lib/dtn/streaming/requests/level2/connect.rb
+- lib/dtn/streaming/requests/level2/disconnect.rb
+- lib/dtn/streaming/requests/level2/market_maker_by_id.rb
+- lib/dtn/streaming/requests/level2/unwatch.rb
+- lib/dtn/streaming/requests/level2/watch.rb
+- lib/dtn/streaming/requests/quote/all_update_fieldnames.rb
+- lib/dtn/streaming/requests/quote/connect.rb
+- lib/dtn/streaming/requests/quote/current_update_fieldnames.rb
+- lib/dtn/streaming/requests/quote/fundamental_fieldnames.rb
+- lib/dtn/streaming/requests/quote/news_switch.rb
+- lib/dtn/streaming/requests/quote/refresh.rb
+- lib/dtn/streaming/requests/quote/regional_switch.rb
+- lib/dtn/streaming/requests/quote/set_client_name.rb
+- lib/dtn/streaming/requests/quote/set_protocol.rb
+- lib/dtn/streaming/requests/quote/timestamp.rb
+- lib/dtn/streaming/requests/quote/timestamp_switch.rb
+- lib/dtn/streaming/requests/quote/trades.rb
+- lib/dtn/streaming/requests/quote/unwatch.rb
+- lib/dtn/streaming/requests/quote/unwatch_all.rb
+- lib/dtn/streaming/requests/quote/update_fields.rb
+- lib/dtn/streaming/requests/quote/watch.rb
+- lib/dtn/streaming/requests/quote/watches.rb
 - lib/dtn/version.rb
+- lib/ext/business_day.rb
+- lib/tasks/spec_date.rake
 homepage: https://github.com/kvokka/dtn
 licenses:
 - MIT
@@ -83,7 +203,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.1.4
+rubygems_version: 3.2.15
 signing_key:
 specification_version: 4
 summary: Unofficial DTN (IQfeed) API.