fin 0.1.0

data/.gitignore

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+## MAC OS
+.DS_Store
+
+## TEXTMATE
+*.tmproj
+tmtags
+
+## EMACS
+*~
+\#*
+.\#*
+
+## VIM
+*.swp
+
+## PROJECT::GENERAL
+coverage
+config
+rdoc
+pkg
+log
+tmp
+.idea
+.bundle
+
+## PROJECT::SPECIFIC

data/HISTORY

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+== 0.0.0 / 2011-03-18
+
+* Birthday!
+
+== 0.0.1 / 2011-03-18
+
+* Structure created
+
+== 0.0.2 / 2011-03-19
+
+* Namespace renamed to Orders
+
+== 0.0.3 / 2011-03-19
+
+* Feature-parity with legacy code
+
+== 0.0.4 / 2011-03-21
+
+* Item#to_s added
+
+== 0.0.5 / 2011-03-21
+
+* Iteration-safety added
+
+== 0.1.0 / 2011-04-10
+
+* Namespace renamed to Fin

data/LICENSE

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+Copyright (c) 2010 Arvicco
+
+Permission is hereby granted, free of charge, to any person obtaining
+a copy of this software and associated documentation files (the
+"Software"), to deal in the Software without restriction, including
+without limitation the rights to use, copy, modify, merge, publish,
+distribute, sublicense, and/or sell copies of the Software, and to
+permit persons to whom the Software is furnished to do so, subject to
+the following conditions:
+
+The above copyright notice and this permission notice shall be
+included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
+MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
+LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
+OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
+WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

data/README.rdoc

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+= fin
+by:: Arvicco
+url:: http://github.com/arvicco/fin
+
+== DESCRIPTION:
+
+Domain models to represent Financial/DataFeed entities and basic data structures used
+to store and access them. Initial project scope is only limited to representation of
+RTS Plaza2 domain models. Next step will be generalization of domain models to encompass
+other markets and other data feed types.
+
+== FEATURES/PROBLEMS:
+
+Domain models represent distinct individual entities that appear in market data feeds
+(such as Quote, Order, Deal, Instrument, Position and whatnot). Intention is to keep
+ model API very similar to ActiveModel, with a goal of full ActiveModel compatibility
+ in the near future.
+
+Enclosed data structures (Lists and such) are effectively containers for domain objects.
+They are used to accumulate, analyse and visualize sets of domain objects, received from
+market data feeds (such as RTS Plaza2 replication streams). These containers are required
+by client and gateway components (data adapters) that deal with actual market data feeds
+(DataStreams). In addition, they may be used downstream by intermediary and endpoint
+data analysers for storage and retrieval of domain objects passing through them.
+
+Ideally, container data structures need to be:
+1) memory-efficient
+2) thread-safe (without too much synchronization penalty)
+3) iteration-safe (adding new element while iterating should not raise exception)
+
+== INSTALL:
+
+  $ sudo gem install fin
+
+== LICENSE:
+Copyright (c) 2011 Arvicco. See LICENSE for details.

data/Rakefile

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+begin
+  require 'rake'
+rescue LoadError
+  require 'rubygems'
+  gem 'rake', '~> 0.8.3.1'
+  require 'rake'
+end
+
+require 'pathname'
+
+BASE_PATH = Pathname.new(__FILE__).dirname
+LIB_PATH =  BASE_PATH + 'lib'
+PKG_PATH =  BASE_PATH + 'pkg'
+DOC_PATH =  BASE_PATH + 'rdoc'
+
+$LOAD_PATH.unshift LIB_PATH.to_s
+require 'version'
+
+NAME = 'fin'
+CLASS_NAME = Fin
+
+# Load rakefile tasks
+Dir['tasks/*.rake'].sort.each { |file| load file }
+
+# Project-specific tasks

data/VERSION

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+0.1.0

data/features/order_book.feature

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+Feature: something something
+  In order to something something
+  A user something something
+  something something something
+
+  Scenario: something something
+    Given inspiration
+    When I create a sweet new gem
+    Then everyone should see how awesome I am

data/features/support/env.rb

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+$LOAD_PATH.unshift(File.dirname(__FILE__) + '/../../lib')
+
+require 'pathname'
+require 'bundler'
+Bundler.setup
+Bundler.require :cucumber
+
+require 'order_book'
+
+BASE_PATH = Pathname.new(__FILE__).dirname + '../..'

data/features/support/world.rb

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+module SystemHelper
+
+  def windows?
+    RUBY_PLATFORM =~ /mswin|windows|mingw/ || cygwin?
+  end
+
+  def cygwin?
+    RUBY_PLATFORM =~ /cygwin/
+  end
+end
+
+World(WinGui, SystemHelper)

data/lib/fin.rb

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+require 'version'
+require 'rubygems'
+require 'bundler/setup'
+Bundler.require(:default)
+
+require 'fin/container_list'
+require 'fin/order_list'
+require 'fin/deal_list'
+require 'fin/models/deal'
+require 'fin/models/order'
+require 'fin/models/instrument'
+require 'fin/models/position'
+require 'fin/models/money_limit'

data/lib/fin/book.rb

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+require 'fin/container_list'
+
+module Fin
+  # Represents Book (OrderBook, DealBook, etc...) for one security(isin)
+  # It is used as additional index by BookedList subclass (OrderList, DealList)
+  class Book < ContainerList
+
+    attr_reader :isin_id
+    alias isin isin_id
+
+    def initialize opts = {}
+      @isin_id = opts[:isin_id]
+      @book_index = opts[:book_index]
+      @book_condition = opts[:book_condition]
+      raise "No isin_id given for #{self}" unless @isin_id
+      super
+    end
+
+    # Validation of the item being included
+    def check item
+      if item.is_a?(@item_type) && item.isin_id == isin_id
+        @book_condition ? @book_condition.call(item) : true
+      else
+        false
+      end
+    end
+
+    def index item
+      if @book_index
+        @book_index.call(item)
+      else
+        super
+      end
+    end
+
+    def add? item
+      if super
+        item.book = self
+        item
+      end
+    end
+
+    def remove? item
+      if super
+        item.book = nil
+        item
+      end
+    end
+  end
+end

data/lib/fin/book_manager.rb

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+require 'fin/book'
+require 'fin/container_list'
+
+module Fin
+  # Adds to including List a set of @books, each related to a single security(isin).
+  # @books is effectively an additional index in a List, a set of containers for
+  # its items, grouped by item's isin_id.
+  # For example: OrderBook, DealBook
+  #
+  module BookManager
+
+    def books
+      @books ||= Hash.new do |hash, key|
+        hash[key] = Book.new :isin_id => key,
+                             :item_type => @item_type,
+                             :book_index => @book_index,
+                             :book_condition => @book_condition
+        hash[key]
+      end
+    end
+
+    # Overwrites/removes existing item with the same index
+    def add? item
+      if check item
+        old_item = self[index item]
+        remove old_item if old_item # Remove old item with the same index(id)
+        if super
+          books[item.isin_id].add item # Add item to appropriate order book
+          item
+        end
+      end
+    end
+
+    def remove? item
+      if super
+        # Removing item from appropriate order book when it's deleted from order list
+        books[item.isin_id].remove item
+        item
+      end
+    end
+  end
+end

data/lib/fin/changed_list.rb

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+require 'fin/indexed_list'
+
+module Fin
+  # Represents IndexedList that tracks its own changes (dirty-tracking),
+  # and updates (series of changes resulting in a consistent state)
+  class ChangedList < IndexedList
+
+    # Changed attribute is set automatically, whenever item is actually added
+    # or deleted from list (please note, change may leave data in inconsistent state!)
+    attr_accessor :changed
+
+    # Number of changes (successful item additions or removals)
+    attr_accessor :change_count
+
+    # Updated attribute should be set EXTERNALLY - only when data update
+    # transaction is completed, and list data is known to be consistent
+    # (e.g., when onStreamDataEnd event fires for DataStream)
+    attr_accessor :updated
+
+    def initialize
+      @updated = true
+      @changed = true
+      @change_count = 0
+      super
+    end
+
+    def add? item
+      if super
+        @changed = true  # Mark List as changed
+        @change_count += 1
+        item
+      end
+    end
+
+    def remove? item
+      if super
+        @changed = true # Mark List as changed
+        @change_count += 1
+        item
+      end
+    end
+
+    # Observers inform list that it's recent changes are reflected
+    def update_noted
+      @updated = false
+      @changed = false
+    end
+  end
+end

data/lib/fin/container_list.rb

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+require 'fin/changed_list'
+
+module Fin
+  # Represents Container that holds Model objects (items) of only ONE specific type
+  # TODO: In future, merge ChangedList and ContainerList to flatten class hierarchy
+  class ContainerList < ChangedList
+
+    attr_reader :item_type
+
+    def initialize opts = {}
+      @item_type = opts[:item_type]
+      raise "Item type not given for #{self}" unless @item_type
+      super()
+    end
+
+    def check item
+      item.is_a?(@item_type) && item.index
+    end
+
+    def index item
+      item.index if check item
+    end
+
+    def add_record rec
+      add? @item_type.from_record(rec)
+    end
+
+    def remove_record rec, id
+      index = @item_type.index_for rec
+      remove? self[index]
+    end
+  end
+end

data/lib/fin/deal_list.rb

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+require 'fin/models/deal'
+require 'fin/book_manager'
+
+module Fin
+  # Represents list of ALL Orders, indexed by id (replId)
+  # Its @books is a set of OrderBooks by isin. Each OrderBook lists Orders by price.
+  class DealList < ContainerList
+
+    include BookManager
+
+    def initialize
+      super :item_type => Fin::Deal
+      @book_index = proc { |item| item.deal_id }
+    end
+
+  end
+end
+

data/lib/fin/indexed_list.rb

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+module Fin
+  # Abstract (equivalent of SortedList)
+  # ������� ����� "������������� ������"
+  class IndexedList < Hash
+
+    def initialize
+      @iteration_mutex = Mutex.new
+      super
+    end
+
+    # Returns default list index for items
+    def index item
+      item.object_id
+    end
+
+    # Determines if item is worthy to be included in the list
+    def check item
+      true
+    end
+
+    # Adds new item to the list if it passes check
+    # (replaces item with the same index)
+    def add? item
+      # Checks that the item given looks like proper item first
+      self[index item] = item if check item
+    end
+
+    # Adds new item to the list, returning self for easy chaining
+    def add item
+      add? item
+      self
+    end
+
+    alias << add
+
+    # Removes item from the list, returns nil if nothing removed
+    def remove? item
+      # Checks that the item given looks like proper item first
+      delete(index(item)) if check item
+    end
+
+    # Removes item from the list
+    def remove item
+      remove? item
+      self
+    end
+
+    # Removes item with given index from the list
+    def delete_by_index index
+      remove self[index] if self[index]
+    end
+
+    # Removes either all items, or items for which given block returns trueish value
+    def clear
+      if block_given?
+        each { |item| remove item if yield item }
+      else
+        each { |item| remove item }
+      end
+    end
+
+    # Yields list items (but NOT keys!) in order of their index
+    def each
+      if block_given?
+        keys.sort.each { |key| yield self[key] }
+      else
+        keys.sort.map { |key| self[key] }
+      end
+    end
+
+    # Make direct setter private
+    private :[]=
+  end
+end