ig_markets 0.1

data/lib/ig_markets/regex.rb

@@ -0,0 +1,10 @@
+module IGMarkets
+  # Contains regex's for validating specific types of strings.
+  module Regex
+    # Regex used to validate an ISO currency code.
+    CURRENCY = /\A[A-Z]{3}\Z/
+
+    # Regex used to validate an EPIC.
+    EPIC = /\A[A-Z,a-z,0-9,.,_]{6,30}\Z/
+  end
+end

data/lib/ig_markets/request_failed_error.rb

@@ -0,0 +1,21 @@
+module IGMarkets
+  # This error class is raised by {Session} when a request to the IG Markets API fails.
+  class RequestFailedError < StandardError
+    # @return [String] A description of the error that occurred when the request was attempted.
+    attr_reader :error
+
+    # @return [Fixnum] The HTTP code that was returned, or `nil` if unknown.
+    attr_reader :http_code
+
+    # Initializes this request failure error with a message and an HTTP code.
+    #
+    # @param [String] error The error description.
+    # @param [Integer] http_code The HTTP code for the request failure, if known.
+    def initialize(error, http_code = nil)
+      @error = error.to_s
+      @http_code = http_code ? http_code.to_i : nil
+
+      super "#<#{self.class.name} error: @error#{http_code ? ", http_code: #{http_code}" : ''}"
+    end
+  end
+end

data/lib/ig_markets/response_parser.rb

@@ -0,0 +1,35 @@
+module IGMarkets
+  # Contains methods for parsing responses received from the IG Markets API.
+  module ResponseParser
+    module_function
+
+    # Parses the specified value that was returned from a call to the IG Markets API.
+    #
+    # @param [Hash, Array, Object] response The response or part of a reponse that should be parsed. If this is of type
+    #        `Hash` then all hash keys will converted from camel case into snake case and their values each to parsed
+    #        individually by a recursive call. If this is of type `Array` then each item will be parsed indidiaully by a
+    #        recursive call. All other types are passed through unchanged.
+    #
+    # @return [Hash, Array, Object] The parsed object, the type depends on the type of the `response` parameter.
+    def parse(response)
+      if response.is_a? Hash
+        response.each_with_object({}) do |(key, value), new_hash|
+          new_hash[camel_case_to_snake_case(key).downcase.to_sym] = parse(value)
+        end
+      elsif response.is_a? Array
+        response.map { |item| parse item }
+      else
+        response
+      end
+    end
+
+    # Converts a camel case string to a snake case string.
+    #
+    # @param [String, Symbol] camel_case The camel case `String` or `Symbol` to convert to snake case.
+    #
+    # @return [String]
+    def camel_case_to_snake_case(camel_case)
+      camel_case.to_s.gsub(/([a-z])([A-Z])/, '\1_\2').gsub(/([A-Z])([A-Z])([a-z])/, '\1_\2\3')
+    end
+  end
+end

data/lib/ig_markets/session.rb

@@ -0,0 +1,186 @@
+module IGMarkets
+  # Manages a session with the IG Markets REST API, including signing in, signing out, and the sending of requests.
+  # In order to sign in, {#username}, {#password}, {#api_key} and {#platform} must be set. {#platform} must be
+  # either `:demo` or `:production` depending on which platform is being targeted.
+  class Session
+    # @return [String] The username to use to authenticate this session.
+    attr_accessor :username
+
+    # @return [String] The password to use to authenticate this session.
+    attr_accessor :password
+
+    # @return [String] The API key to use to authenticate this session.
+    attr_accessor :api_key
+
+    # @return [:demo, :production] The platform variant to log into for this session.
+    attr_accessor :platform
+
+    # @return [String] The CST for the currently logged in session, or nil if there is no active session.
+    attr_reader :cst
+
+    # @return [String] The security token for the currently logged in session, or nil if there is no active session.
+    attr_reader :x_security_token
+
+    # Signs in to IG Markets using the values of {#username}, {#password}, {#api_key} and {#platform}. If an error
+    # occurs then {RequestFailedError} will be raised.
+    def sign_in
+      validate_authentication
+
+      payload = { identifier: username, password: password_encryptor.encrypt(password), encryptedPassword: true }
+
+      sign_in_result = request method: :post, url: 'session', payload: payload, api_version: API_V1
+
+      headers = sign_in_result.fetch(:response).headers
+      @cst = headers.fetch :cst
+      @x_security_token = headers.fetch :x_security_token
+
+      nil
+    end
+
+    # Signs out of IG Markets, ending the current session (if any). If an error occurs then {RequestFailedError} will be
+    # raised.
+    def sign_out
+      delete 'session', nil, API_V1 if alive?
+
+      @cst = @x_security_token = nil
+    end
+
+    # Returns whether this session is currently alive and successfully signed in.
+    #
+    # @return [Boolean]
+    def alive?
+      !cst.nil? && !x_security_token.nil?
+    end
+
+    # Sends a POST request to the IG Markets API. If an error occurs then {RequestFailedError} will be raised.
+    #
+    # @param [String] url The URL to send the POST request to.
+    # @param [nil, String, Hash] payload The payload to include with the POST request, this will be encoded as JSON.
+    # @param [Fixnum] api_version The API version to target.
+    #
+    # @return [Hash] The response from the IG Markets API.
+    def post(url, payload, api_version)
+      request(method: :post, url: url, payload: payload, api_version: api_version).fetch :result
+    end
+
+    # Sends a GET request to the IG Markets API. If an error occurs then {RequestFailedError} will be raised.
+    #
+    # @param [String] url The URL to send the GET request to.
+    # @param [Fixnum] api_version The API version to target.
+    #
+    # @return [Hash] The response from the IG Markets API.
+    def get(url, api_version)
+      request(method: :get, url: url, api_version: api_version).fetch :result
+    end
+
+    # Sends a PUT request to the IG Markets API. If an error occurs then {RequestFailedError} will be raised.
+    #
+    # @param [String] url The URL to send the PUT request to.
+    # @param [nil, String, Hash] payload The payload to include with the PUT request, this will be encoded as JSON.
+    # @param [Fixnum] api_version The API version to target.
+    #
+    # @return [Hash] The response from the IG Markets API.
+    def put(url, payload, api_version)
+      request(method: :put, url: url, payload: payload, api_version: api_version).fetch :result
+    end
+
+    # Sends a DELETE request to the IG Markets API. If an error occurs then {RequestFailedError} will be raised.
+    #
+    # @param [String] url The URL to send the DELETE request to.
+    # @param [nil, String, Hash] payload The payload to include with the DELETE request, this will be encoded as JSON.
+    # @param [Fixnum] api_version The API version to target.
+    #
+    # @return [Hash] The response from the IG Markets API.
+    def delete(url, payload, api_version)
+      request(method: :delete, url: url, payload: payload, api_version: api_version).fetch :result
+    end
+
+    # Returns a human-readable string containing this session's details.
+    #
+    # @return [String]
+    def inspect
+      "#<#{self.class.name} #{cst}, #{x_security_token}>"
+    end
+
+    private
+
+    HOST_URLS = {
+      demo: 'https://demo-api.ig.com/gateway/deal/',
+      production: 'https://api.ig.com/gateway/deal/'
+    }.freeze
+
+    def validate_authentication
+      %i(username password api_key).each do |attribute|
+        raise ArgumentError, "#{attribute} is not set" if send(attribute).to_s.empty?
+      end
+
+      raise ArgumentError, 'platform is invalid' unless HOST_URLS.key? platform
+    end
+
+    def password_encryptor
+      result = get 'session/encryptionKey', API_V1
+
+      PasswordEncryptor.new.tap do |encryptor|
+        encryptor.encoded_public_key = result.fetch :encryption_key
+        encryptor.time_stamp = result.fetch :time_stamp
+      end
+    end
+
+    def request(options)
+      options[:url] = "#{HOST_URLS.fetch(platform)}#{URI.escape(options[:url])}"
+      options[:headers] = request_headers(options)
+      options[:payload] = options[:payload] && options[:payload].to_json
+
+      response = execute_request options
+      result = process_response response
+
+      { response: response, result: result }
+    end
+
+    def request_headers(options)
+      headers = {}
+
+      headers[:content_type] = headers[:accept] = 'application/json; charset=UTF-8'
+      headers[:'X-IG-API-KEY'] = api_key
+      headers[:version] = options.delete :api_version
+
+      headers[:cst] = cst if cst
+      headers[:x_security_token] = x_security_token if x_security_token
+
+      headers
+    end
+
+    def use_post_for_delete_with_payload(options)
+      if options[:method] == :delete && options[:payload]
+        options[:headers]['_method'] = :delete
+        options[:method] = :post
+      end
+    end
+
+    def execute_request(options)
+      use_post_for_delete_with_payload options
+
+      RestClient::Request.execute options
+    rescue RestClient::Exception => exception
+      return exception.response if exception.response
+
+      raise RequestFailedError, exception.message
+    rescue SocketError => socket_error
+      raise RequestFailedError, socket_error
+    end
+
+    def process_response(response)
+      result = begin
+        ResponseParser.parse JSON.parse(response.body, symbolize_names: true)
+      rescue JSON::ParserError
+        {}
+      end
+
+      unless response.code >= 200 && response.code < 300
+        raise RequestFailedError.new(result[:error_code], response.code)
+      end
+
+      result
+    end
+  end
+end

data/lib/ig_markets/sprint_market_position.rb

@@ -0,0 +1,17 @@
+module IGMarkets
+  # Contains details on a sprint market position. Returned by {DealingPlatform::SprintMarketPositionMethods#all}.
+  class SprintMarketPosition < Model
+    attribute :created_date, DateTime, format: '%Y/%m/%d %H:%M:%S:%L'
+    attribute :currency, String, regex: Regex::CURRENCY
+    attribute :deal_id
+    attribute :description
+    attribute :direction, Symbol, allowed_values: [:buy, :sell]
+    attribute :epic, String, regex: Regex::EPIC
+    attribute :expiry_time, DateTime, format: '%Y/%m/%d %H:%M:%S:%L'
+    attribute :instrument_name
+    attribute :market_status, Symbol, allowed_values: Market::Snapshot.allowed_values(:market_status)
+    attribute :payout_amount, Float
+    attribute :size, Fixnum
+    attribute :strike_level, Float
+  end
+end

data/lib/ig_markets/version.rb

@@ -0,0 +1,4 @@
+module IGMarkets
+  # The version of this gem.
+  VERSION = '0.1'.freeze
+end

data/lib/ig_markets/watchlist.rb

@@ -0,0 +1,37 @@
+module IGMarkets
+  # Contains details on a watchlist. Returned by {DealingPlatform::WatchlistMethods#all} and
+  # {DealingPlatform::WatchlistMethods#[]}.
+  class Watchlist < Model
+    attribute :default_system_watchlist, Boolean
+    attribute :deleteable, Boolean
+    attribute :editable, Boolean
+    attribute :id
+    attribute :name
+
+    # Returns the markets for this watchlist.
+    #
+    # @return [Array<Market>]
+    def markets
+      @dealing_platform.gather "watchlists/#{id}", :markets, MarketOverview
+    end
+
+    # Deletes this watchlist.
+    def delete
+      @dealing_platform.session.delete "watchlists/#{id}", nil, API_V1
+    end
+
+    # Adds a market to this watchlist.
+    #
+    # @param [String] epic The EPIC of the market to add to this watchlist.
+    def add_market(epic)
+      @dealing_platform.session.put "watchlists/#{id}", { epic: epic }, API_V1
+    end
+
+    # Removes a market from this watchlist.
+    #
+    # @param [String] epic The EPIC of the market to remove from this watchlist.
+    def remove_market(epic)
+      @dealing_platform.session.delete "watchlists/#{id}/#{epic}", nil, API_V1
+    end
+  end
+end

data/lib/ig_markets/working_order.rb

@@ -0,0 +1,68 @@
+module IGMarkets
+  # Contains details on a working order. Returned by {DealingPlatform::WorkingOrderMethods#all} and
+  # {DealingPlatform::WorkingOrderMethods#[]}.
+  class WorkingOrder < Model
+    attribute :created_date, DateTime, format: '%Y/%m/%d %H:%M:%S:%L'
+    attribute :created_date_utc, DateTime, format: '%Y-%m-%dT%H:%M:%S'
+    attribute :currency_code, String, regex: Regex::CURRENCY
+    attribute :deal_id
+    attribute :direction, Symbol, allowed_values: [:buy, :sell]
+    attribute :dma, Boolean
+    attribute :epic, String, regex: Regex::EPIC
+    attribute :good_till_date, DateTime, format: '%Y/%m/%d %H:%M'
+    attribute :good_till_date_iso, DateTime, format: '%Y-%m-%dT%H:%M'
+    attribute :guaranteed_stop, Boolean
+    attribute :limit_distance, Fixnum
+    attribute :order_level, Float
+    attribute :order_size, Float
+    attribute :order_type, Symbol, allowed_values: [:limit, :stop]
+    attribute :stop_distance, Fixnum
+    attribute :time_in_force, Symbol, allowed_values: [:good_till_cancelled, :good_till_date]
+
+    attribute :market, MarketOverview
+
+    # Deletes this working order.
+    #
+    # @return [String] The deal reference of the deletion operation. Use {DealingPlatform#deal_confirmation} to check
+    #         the result of the working order deletion.
+    def delete
+      @dealing_platform.session.delete("workingorders/otc/#{deal_id}", {}, API_V1).fetch(:deal_reference)
+    end
+
+    # Updates this working order. No attributes are mandatory, and any attributes not specified will be kept at the
+    # current value.
+    #
+    # @param [Hash] new_attributes The attributes of this working order to update. See
+    #        {DealingPlatform::WorkingOrderMethods#create} for a description of the attributes.
+    # @option new_attributes [DateTime] :good_till_date
+    # @option new_attributes [Float] :level
+    # @option new_attributes [Float] :limit_distance
+    # @option new_attributes [Float] :stop_distance
+    # @option new_attributes [:good_till_cancelled, :good_till_date] :time_in_force
+    # @option new_attributes [:limit, :stop] :type
+    #
+    # @return [String] The deal reference of the update operation. Use {DealingPlatform#deal_confirmation} to check
+    #         the result of the working order update.
+    def update(new_attributes)
+      new_attributes = { good_till_date: good_till_date, level: order_level, limit_distance: limit_distance,
+                         stop_distance: stop_distance, time_in_force: time_in_force, type: order_type
+                       }.merge new_attributes
+
+      payload = PayloadFormatter.format WorkingOrderUpdateAttributes.new new_attributes
+
+      @dealing_platform.session.put("workingorders/otc/#{deal_id}", payload, API_V1).fetch(:deal_reference)
+    end
+
+    # Internal model used by {#update}.
+    class WorkingOrderUpdateAttributes < Model
+      attribute :good_till_date, DateTime, format: '%Y/%m/%d %H:%M'
+      attribute :limit_distance, Float
+      attribute :level, Float
+      attribute :type, Symbol, allowed_values: [:limit, :stop]
+      attribute :stop_distance, Float
+      attribute :time_in_force, Symbol, allowed_values: [:good_till_cancelled, :good_till_date]
+    end
+
+    private_constant :WorkingOrderUpdateAttributes
+  end
+end

data/spec/factories/ig_markets/account.rb

@@ -0,0 +1,14 @@
+FactoryGirl.define do
+  factory :account, class: IGMarkets::Account do
+    account_alias 'alias'
+    account_id 'A1234'
+    account_name 'CFD'
+    account_type 'CFD'
+    balance { build :account_balance }
+    can_transfer_from true
+    can_transfer_to true
+    currency 'USD'
+    preferred true
+    status 'ENABLED'
+  end
+end

data/spec/factories/ig_markets/account_activity.rb

@@ -0,0 +1,21 @@
+FactoryGirl.define do
+  factory :account_activity, class: IGMarkets::AccountActivity do
+    action_status 'ACCEPT'
+    activity 'S&L'
+    activity_history_id '443487452'
+    channel 'Charts'
+    currency '$'
+    date '20/12/15'
+    deal_id 'DIAAAAA4HDKPQEQ'
+    epic 'CS.D.NZDUSD.CFD.IP'
+    level '0.664'
+    limit '0.6649'
+    market_name 'Spot FX NZD/USD'
+    period '-'
+    result 'Result'
+    size '+1'
+    stop '-'
+    stop_type '-'
+    time '07:00'
+  end
+end

data/spec/factories/ig_markets/account_balance.rb

@@ -0,0 +1,8 @@
+FactoryGirl.define do
+  factory :account_balance, class: IGMarkets::Account::Balance do
+    available 5000.0
+    balance 5000.0
+    deposit 0.0
+    profit_loss 0.0
+  end
+end

data/spec/factories/ig_markets/account_transaction.rb

@@ -0,0 +1,15 @@
+FactoryGirl.define do
+  factory :account_transaction, class: IGMarkets::AccountTransaction do
+    cash_transaction false
+    close_level '0.8'
+    currency 'US'
+    date '23/06/15'
+    instrument_name 'instrument'
+    open_level '0.8'
+    period '-'
+    profit_and_loss '0.0'
+    reference 'reference'
+    size '+1'
+    transaction_type 'DEAL'
+  end
+end