ig_markets 0.1

data/lib/ig_markets/dealing_platform/sprint_market_position_methods.rb

@@ -0,0 +1,46 @@
+module IGMarkets
+  class DealingPlatform
+    # Provides methods for working with sprint market positions. Returned by {DealingPlatform#sprint_market_positions}.
+    class SprintMarketPositionMethods
+      # Initializes this helper class with the specified dealing platform.
+      #
+      # @param [DealingPlatform] dealing_platform The dealing platform.
+      def initialize(dealing_platform)
+        @dealing_platform = dealing_platform
+      end
+
+      # Returns all sprint market positions.
+      #
+      # @return [Array<SprintMarketPosition>]
+      def all
+        @dealing_platform.gather 'positions/sprintmarkets', :sprint_market_positions, SprintMarketPosition
+      end
+
+      # Creates a new sprint market position.
+      #
+      # @param [Hash] attributes The attributes for the new sprint market position.
+      # @option attributes [String] :epic The EPIC for the instrument to create a sprint market position for. Required.
+      # @option attributes [:buy, :sell] :direction The position direction. Required.
+      # @option attributes [:one_minute, :two_minutes, :five_minutes, :twenty_minutes, :sixty_minutes] :expiry_period
+      #                    The expiry period. Required.
+      # @option attributes [Float] :size The size of the sprint market position to create. Required.
+      #
+      # @return [String] The resulting deal reference, use {DealingPlatform#deal_confirmation} to check the result of
+      #         the sprint market position creation.
+      def create(attributes)
+        payload = PayloadFormatter.format SprintMarketPositionCreateAttributes.new attributes
+
+        @dealing_platform.session.post('positions/sprintmarkets', payload, API_V1).fetch(:deal_reference)
+      end
+
+      # Internal model used by {#create}
+      class SprintMarketPositionCreateAttributes < Model
+        attribute :direction, Symbol, allowed_values: [:buy, :sell]
+        attribute :epic, String, regex: Regex::EPIC
+        attribute :expiry_period, Symbol, allowed_values: [
+          :one_minute, :two_minutes, :five_minutes, :twenty_minutes, :sixty_minutes]
+        attribute :size, Fixnum
+      end
+    end
+  end
+end

data/lib/ig_markets/dealing_platform/watchlist_methods.rb

@@ -0,0 +1,42 @@
+module IGMarkets
+  class DealingPlatform
+    # Provides methods for working with watchlists. Returned by {DealingPlatform#watchlists}.
+    class WatchlistMethods
+      # Initializes this helper class with the specified dealing platform.
+      #
+      # @param [DealingPlatform] dealing_platform The dealing platform.
+      def initialize(dealing_platform)
+        @dealing_platform = dealing_platform
+      end
+
+      # Returns all watchlists.
+      #
+      # @return [Array<Watchlist>]
+      def all
+        @dealing_platform.gather 'watchlists', :watchlists, Watchlist
+      end
+
+      # Returns the watchlist that has the specified ID, or `nil` if there is no watchlist with that ID.
+      #
+      # @param [String] watchlist_id The ID of the watchlist to return.
+      #
+      # @return [Watchlist]
+      def [](watchlist_id)
+        all.detect do |watchlist|
+          watchlist.id == watchlist_id
+        end
+      end
+
+      # Creates and returns a new watchlist with a name and an initial set of markets.
+      #
+      # @return [Watchlist] The new watchlist.
+      def create(name, *epics)
+        result = @dealing_platform.session.post 'watchlists', { name: name, epics: epics.flatten }, API_V1
+
+        all.detect do |watchlist|
+          watchlist.id == result.fetch(:watchlist_id)
+        end
+      end
+    end
+  end
+end

data/lib/ig_markets/dealing_platform/working_order_methods.rb

@@ -0,0 +1,115 @@
+module IGMarkets
+  class DealingPlatform
+    # Provides methods for working with working orders. Returned by {DealingPlatform#working_orders}.
+    class WorkingOrderMethods
+      # Initializes this helper class with the specified dealing platform.
+      #
+      # @param [DealingPlatform] dealing_platform The dealing platform.
+      def initialize(dealing_platform)
+        @dealing_platform = dealing_platform
+      end
+
+      # Returns all working orders.
+      #
+      # @return [Array<WorkingOrder>]
+      def all
+        @dealing_platform.session.get('workingorders', API_V2).fetch(:working_orders).map do |attributes|
+          attributes = attributes.fetch(:working_order_data).merge(market: attributes.fetch(:market_data))
+
+          WorkingOrder.new(attributes).tap do |working_order|
+            working_order.instance_variable_set :@dealing_platform, @dealing_platform
+          end
+        end
+      end
+
+      # Returns the working order with the specified deal ID, or `nil` if there is no order with that deal ID.
+      #
+      # @param [String] deal_id The deal ID of the working order to return.
+      #
+      # @return [WorkingOrder]
+      def [](deal_id)
+        all.detect do |working_order|
+          working_order.deal_id == deal_id
+        end
+      end
+
+      # Creates a new working order with the specified attributes.
+      #
+      # @param [Hash] attributes The attributes for the new working order.
+      # @option attributes [String] :currency_code The 3 character currency code, must be one of the instrument's
+      #                    currencies (see {Instrument#currencies}). Required.
+      # @option attributes [:buy, :sell] :direction Order direction. Required.
+      # @option attributes [String] :epic The EPIC of the instrument for the order. Required.
+      # @option attributes [DateTime] :expiry The expiry date of the instrument (if applicable). Optional.
+      # @option attributes [Boolean] :force_open Whether a force open is required. Defaults to `false`.
+      # @option attributes [DateTime] :good_till_date The date that the working order will live till. Must be set if
+      #                    `:time_in_force` is `:good_till_date`.
+      # @option attributes [Boolean] :guaranteed_stop Whether a guaranteed stop is required. Defaults to `false`.
+      # @option attributes [Float] :level The level at which the order will be triggered.
+      # @option attributes [Float] :limit_distance The distance away in pips to place the limit. Optional.
+      # @option attributes [Float] :size The size of the working order. Required.
+      # @option attributes [Float] :stop_distance The distance away in pips to place the stop. Optional.
+      # @option attributes [:good_till_cancelled, :good_till_date] :time_in_force The lifespan of the working order.
+      #                    `:good_till_cancelled` means the working order will live until it is explicitly cancelled.
+      #                    `:good_till_date` means the working order will live until the date specified by
+      #                    `:good_till_date`. Defaults to `:good_till_cancelled`.
+      # @option attributes [:limit, :stop] :type `:limit` means the working order is intended to buy at a price lower
+      #                    than at present, or to sell at a price higher than at present, i.e. there is an expectation
+      #                    of a market reversal at the specified `:level`. `:stop` means the working order is intended
+      #                    to sell at a price lower than at present, or to buy at a price higher than at present, i.e.
+      #                    there is no expectation of a market reversal at the specified `:level`. Required.
+      #
+      # @return [String] The resulting deal reference, use {DealingPlatform#deal_confirmation} to check the result of
+      #         the working order creation.
+      def create(attributes)
+        attributes[:force_open] ||= false
+        attributes[:guaranteed_stop] ||= false
+        attributes[:time_in_force] ||= :good_till_cancelled
+
+        model = build_working_order_model attributes
+
+        payload = PayloadFormatter.format model
+
+        payload[:expiry] ||= '-'
+
+        @dealing_platform.session.post('workingorders/otc', payload, API_V2).fetch(:deal_reference)
+      end
+
+      private
+
+      def build_working_order_model(attributes)
+        model = WorkingOrderCreateAttributes.new attributes
+
+        required = [:currency_code, :direction, :epic, :guaranteed_stop, :level, :size, :time_in_force, :type]
+        required.each do |attribute|
+          raise ArgumentError, "#{attribute} attribute must be set" if attributes[attribute].nil?
+        end
+
+        if model.time_in_force == :good_till_date && !model.good_till_date.is_a?(DateTime)
+          raise ArgumentError, 'good_till_date must be set when time_in_force is :good_till_date'
+        end
+
+        model
+      end
+
+      # Internal model used by {#create}.
+      class WorkingOrderCreateAttributes < Model
+        attribute :currency_code, String, regex: Regex::CURRENCY
+        attribute :direction, Symbol, allowed_values: [:buy, :sell]
+        attribute :epic, String, regex: Regex::EPIC
+        attribute :expiry, DateTime, format: '%d-%b-%y'
+        attribute :force_open, Boolean
+        attribute :good_till_date, DateTime, format: '%Y-%m-%d %H:%M:%S'
+        attribute :guaranteed_stop, Boolean
+        attribute :level, Float
+        attribute :limit_distance, Float
+        attribute :size, Fixnum
+        attribute :stop_distance, Float
+        attribute :time_in_force, Symbol, allowed_values: [:good_till_cancelled, :good_till_date]
+        attribute :type, Symbol, allowed_values: [:limit, :stop]
+      end
+
+      private_constant :WorkingOrderCreateAttributes
+    end
+  end
+end

data/lib/ig_markets/historical_price_result.rb

@@ -0,0 +1,33 @@
+module IGMarkets
+  # Contains details on a historical price query result. Returned by {Market#recent_prices} and
+  # {Market#prices_in_date_range}.
+  class HistoricalPriceResult < Model
+    # Contains details on the remaining allowance for looking up historical prices. Used by {#allowance}.
+    class DataAllowance < Model
+      attribute :allowance_expiry, Fixnum
+      attribute :remaining_allowance, Fixnum
+      attribute :total_allowance, Fixnum
+    end
+
+    # Contains details on a single historical price. Used by {Snapshot}.
+    class Price < Model
+      attribute :ask, Float
+      attribute :bid, Float
+      attribute :last_traded, Float
+    end
+
+    # Contains details on a single historical price snapshot. Used by {#prices}.
+    class Snapshot < Model
+      attribute :close_price, Price
+      attribute :high_price, Price
+      attribute :last_traded_volume, Float
+      attribute :low_price, Price
+      attribute :open_price, Price
+      attribute :snapshot_time, DateTime, format: '%Y/%m/%d %H:%M:%S'
+    end
+
+    attribute :allowance, DataAllowance
+    attribute :instrument_type, Symbol, allowed_values: Instrument.allowed_values(:type)
+    attribute :prices, Snapshot
+  end
+end

data/lib/ig_markets/instrument.rb

@@ -0,0 +1,89 @@
+module IGMarkets
+  # Contains details on a tradeable instrument. Returned by {Market#instrument}.
+  class Instrument < Model
+    # Contains details on a currency used by an instrument. Returned by {#currencies}.
+    class Currency < Model
+      attribute :base_exchange_rate, Float
+      attribute :code
+      attribute :exchange_rate, Float
+      attribute :is_default, Boolean
+      attribute :symbol
+    end
+
+    # Contains details on the expiry details of an instrument. Returned by {#expiry_details}.
+    class ExpiryDetails < Model
+      attribute :last_dealing_date, DateTime, format: '%Y/%m/%d %H:%M:%S'
+      attribute :settlement_info
+    end
+
+    # Contains details on the margin deposit requirements for an instrument at a certain price band. Returned by
+    # {#margin_deposit_bands}.
+    class MarginDepositBand < Model
+      attribute :currency, String, regex: Regex::CURRENCY
+      attribute :margin, Float
+      attribute :max, Float
+      attribute :min, Float
+    end
+
+    # Contains details on the opening hours for an instrument. Returned by {#opening_hours}.
+    class OpeningHours < Model
+      attribute :close_time
+      attribute :open_time
+
+      # (See {Model.from}).
+      def self.from(value)
+        # This check works around a vagary in the IG API where there is a seemingly unnecessary hash for the
+        # :opening_hours value that only has a single :market_times key which is what holds the actual data.
+        if value.is_a?(Hash) && value.keys == [:market_times]
+          super value[:market_times]
+        else
+          super
+        end
+      end
+    end
+
+    # Contains details on the rollover setup for an instrument. Returned by {#rollover_details}.
+    class RolloverDetails < Model
+      attribute :last_rollover_time
+      attribute :rollover_info
+    end
+
+    # Contains details on the slippage factor for an instrument. Returned by {#slippage_factor}.
+    class SlippageFactor < Model
+      attribute :unit
+      attribute :value, Float
+    end
+
+    attribute :chart_code
+    attribute :contract_size
+    attribute :controlled_risk_allowed, Boolean
+    attribute :country
+    attribute :currencies, Currency
+    attribute :epic, String, regex: Regex::EPIC
+    attribute :expiry, DateTime, nil_if: '-', format: '%d-%b-%y'
+    attribute :expiry_details, ExpiryDetails
+    attribute :force_open_allowed, Boolean
+    attribute :lot_size, Float
+    attribute :margin_deposit_bands, MarginDepositBand
+    attribute :margin_factor, Float
+    attribute :margin_factor_unit, Symbol, allowed_values: [:percentage, :points]
+    attribute :market_id
+    attribute :name
+    attribute :news_code
+    attribute :one_pip_means
+    attribute :opening_hours, OpeningHours
+    attribute :rollover_details, RolloverDetails
+    attribute :slippage_factor, SlippageFactor
+    attribute :special_info
+    attribute :sprint_markets_maximum_expiry_time, Float
+    attribute :sprint_markets_minimum_expiry_time, Float
+    attribute :stops_limits_allowed, Boolean
+    attribute :streaming_prices_available, Boolean
+    attribute :type, Symbol, allowed_values: [
+      :binary, :bungee_capped, :bungee_commodities, :bungee_currencies, :bungee_indices, :commodities,
+      :currencies, :indices, :opt_commodities, :opt_currencies, :opt_indices, :opt_rates, :opt_shares,
+      :rates, :sectors, :shares, :sprint_market, :test_market, :unknown]
+    attribute :unit, Symbol, allowed_values: [:amount, :contracts, :shares]
+    attribute :value_of_one_pip
+  end
+end

data/lib/ig_markets/market.rb

@@ -0,0 +1,99 @@
+module IGMarkets
+  # Contains details on a market, which is a combination of an {#instrument}, a set of {#dealing_rules}, and a
+  # current {#snapshot} of the instrument's market. Returned by {DealingPlatform::MarketMethods#find} and
+  # {DealingPlatform::MarketMethods#[]}.
+  class Market < Model
+    # Contains details on the dealing rules for a market. Returned by {#dealing_rules}.
+    class DealingRules < Model
+      # Contains specfics for a single dealing rule.
+      class RuleDetails < Model
+        attribute :unit, Symbol, allowed_values: [:percentage, :points]
+        attribute :value, Float
+      end
+
+      attribute :market_order_preference, Symbol, allowed_values: [
+        :available_default_off, :available_default_on, :not_available]
+      attribute :max_stop_or_limit_distance, RuleDetails
+      attribute :min_controlled_risk_stop_distance, RuleDetails
+      attribute :min_deal_size, RuleDetails
+      attribute :min_normal_stop_or_limit_distance, RuleDetails
+      attribute :min_step_distance, RuleDetails
+      attribute :trailing_stops_preference, Symbol, allowed_values: [:available, :not_available]
+    end
+
+    # Contains details on a snapshot of a market. Returned by {#snapshot}.
+    class Snapshot < Model
+      attribute :bid, Float
+      attribute :binary_odds, Float
+      attribute :controlled_risk_extra_spread, Float
+      attribute :decimal_places_factor, Float
+      attribute :delay_time, Float
+      attribute :high, Float
+      attribute :low, Float
+      attribute :market_status, Symbol, allowed_values: [
+        :closed, :edits_only, :offline, :on_auction, :on_auction_no_edits, :suspended, :tradeable]
+      attribute :net_change, Float
+      attribute :offer, Float
+      attribute :percentage_change, Float
+      attribute :scaling_factor, Float
+      attribute :update_time
+    end
+
+    attribute :dealing_rules, DealingRules
+    attribute :instrument, Instrument
+    attribute :snapshot, Snapshot
+
+    # Returns recent historical prices for this market at a specified resolution.
+    #
+    # @param [:minute, :minute_2, :minute_3, :minute_5, :minute_10, :minute_15, :minute_30, :hour, :hour_2, :hour_3,
+    #         :hour_4, :day, :week, :month] resolution The resolution of the historical prices to return.
+    # @param [Fixnum] num_points The number of historical prices to return.
+    #
+    # @return [HistoricalPriceResult]
+    def recent_prices(resolution, num_points)
+      validate_historical_price_resolution resolution
+
+      url = "prices/#{instrument.epic}/#{resolution.to_s.upcase}/#{num_points.to_i}"
+
+      HistoricalPriceResult.from @dealing_platform.session.get(url, API_V2)
+    end
+
+    # Returns historical prices for this market at a specified resolution over a specified time period.
+    #
+    # @param [:minute, :minute_2, :minute_3, :minute_5, :minute_10, :minute_15, :minute_30, :hour, :hour_2, :hour_3,
+    #         :hour_4, :day, :week, :month] resolution The resolution of the historical prices to return.
+    # @param [DateTime] start_date_time The start of the desired time period.
+    # @param [DateTime] end_date_time The end of the desired time period.
+    #
+    # @return [HistoricalPriceResult]
+    def prices_in_date_range(resolution, start_date_time, end_date_time)
+      validate_historical_price_resolution resolution
+
+      start_date_time = format_date_time start_date_time
+      end_date_time = format_date_time end_date_time
+
+      url = "prices/#{instrument.epic}/#{resolution.to_s.upcase}/#{start_date_time}/#{end_date_time}"
+
+      HistoricalPriceResult.from @dealing_platform.session.get(url, API_V2)
+    end
+
+    private
+
+    # Validates whether the passed argument is a valid historical price resolution.
+    #
+    # @param [Symbol] resolution The candidate historical price resolution to validate.
+    def validate_historical_price_resolution(resolution)
+      resolutions = [:minute, :minute_2, :minute_3, :minute_5, :minute_10, :minute_15, :minute_30, :hour, :hour_2,
+                     :hour_3, :hour_4, :day, :week, :month]
+
+      raise ArgumentError, 'resolution is invalid' unless resolutions.include? resolution
+    end
+
+    # Takes a `DateTime` and formats it for the historical prices API URLs.
+    #
+    # @param [DateTime] date_time The `DateTime` to format.
+    def format_date_time(date_time)
+      date_time.strftime '%Y-%m-%dT%H:%M:%S'
+    end
+  end
+end

data/lib/ig_markets/market_hierarchy_result.rb

@@ -0,0 +1,13 @@
+module IGMarkets
+  # Contains details on a market hierarchy query result. Returned by {DealingPlatform::MarketMethods#hierarchy}.
+  class MarketHierarchyResult < Model
+    # Contains details on a single node in the market hierarchy. Used by {#nodes}.
+    class HierarchyNode < Model
+      attribute :id
+      attribute :name
+    end
+
+    attribute :markets, MarketOverview
+    attribute :nodes, HierarchyNode
+  end
+end

data/lib/ig_markets/market_overview.rb

@@ -0,0 +1,24 @@
+module IGMarkets
+  # Contains an overview of a market's state. Returned by {Position#market} and {WorkingOrder#market}.
+  class MarketOverview < Model
+    attribute :bid, Float
+    attribute :delay_time, Float
+    attribute :epic, String, regex: Regex::EPIC
+    attribute :exchange_id
+    attribute :expiry
+    attribute :high, Float
+    attribute :instrument_name
+    attribute :instrument_type, Symbol, allowed_values: Instrument.allowed_values(:type)
+    attribute :lot_size, Float
+    attribute :low, Float
+    attribute :market_status, Symbol, allowed_values: Market::Snapshot.allowed_values(:market_status)
+    attribute :net_change, Float
+    attribute :offer, Float
+    attribute :otc_tradeable, Boolean
+    attribute :percentage_change, Float
+    attribute :scaling_factor, Float
+    attribute :streaming_prices_available, Boolean
+    attribute :update_time
+    attribute :update_time_utc
+  end
+end