ig_markets 0.19 → 0.20

data/lib/ig_markets/streaming/account_update.rb

@@ -0,0 +1,20 @@
+module IGMarkets
+  module Streaming
+    # Contains details on an account update received via the streaming API. Used by {Streaming::Subscription#on_data}.
+    class AccountUpdate < Model
+      attribute :account_id
+      attribute :available_cash, Float
+      attribute :available_to_deal, Float
+      attribute :deposit, Float
+      attribute :equity, Float
+      attribute :equity_used, Float
+      attribute :funds, Float
+      attribute :margin, Float
+      attribute :margin_lr, Float
+      attribute :margin_nlr, Float
+      attribute :pnl, Float
+      attribute :pnl_lr, Float
+      attribute :pnl_nlr, Float
+    end
+  end
+end

data/lib/ig_markets/streaming/chart_tick_update.rb

@@ -0,0 +1,19 @@
+module IGMarkets
+  module Streaming
+    # Contains details on a chart tick update received via the streaming API. Used by {Streaming::Subscription#on_data}.
+    class ChartTickUpdate < Model
+      attribute :bid, Float
+      attribute :day_high, Float
+      attribute :day_low, Float
+      attribute :day_net_chg_mid, Float
+      attribute :day_open_mid, Float
+      attribute :day_perc_chg_mid, Float
+      attribute :epic, String, regex: Regex::EPIC
+      attribute :ltp, Float
+      attribute :ltv, Float
+      attribute :ofr, Float
+      attribute :ttv, Float
+      attribute :utm, Time, format: '%Q'
+    end
+  end
+end

data/lib/ig_markets/streaming/consolidated_chart_data_update.rb

@@ -0,0 +1,32 @@
+module IGMarkets
+  module Streaming
+    # Contains details on a consolidated chart data update received via the streaming API. Used by
+    # {Streaming::Subscription#on_data}.
+    class ConsolidatedChartDataUpdate < Model
+      attribute :bid_close, Float
+      attribute :bid_high, Float
+      attribute :bid_low, Float
+      attribute :bid_open, Float
+      attribute :cons_end, Boolean
+      attribute :cons_tick_count, Fixnum
+      attribute :day_high, Float
+      attribute :day_low, Float
+      attribute :day_net_chg_mid, Float
+      attribute :day_open_mid, Float
+      attribute :day_perc_chg_mid, Float
+      attribute :epic, String, regex: Regex::EPIC
+      attribute :ltp_close, Float
+      attribute :ltp_high, Float
+      attribute :ltp_low, Float
+      attribute :ltp_open, Float
+      attribute :ltv, Float
+      attribute :ofr_close, Float
+      attribute :ofr_high, Float
+      attribute :ofr_low, Float
+      attribute :ofr_open, Float
+      attribute :scale, Symbol, allowed_values: [:one_second, :one_minute, :five_minutes, :one_hour]
+      attribute :ttv, Float
+      attribute :utm, Time, format: '%Q'
+    end
+  end
+end

data/lib/ig_markets/streaming/market_subscription_manager.rb

@@ -0,0 +1,86 @@
+module IGMarkets
+  module Streaming
+    # This class manages a set of streaming subscriptions for a changing set of EPICs. The set of EPICs to stream data
+    # for is set by calls to {#epics=}, and when streaming market data becomes available it is passed to all registered
+    # {#on_data} callbacks.
+    #
+    # This class can be used standalone, but its primary function is as a helper for the {AccountState} class.
+    class MarketSubscriptionManager
+      # Initializes this market subscription manager with the specified dealing platform.
+      #
+      # @param [DealingPlatform] dealing_platform The dealing platform.
+      def initialize(dealing_platform)
+        @dealing_platform = dealing_platform
+
+        @subscriptions = {}
+        @on_data_callbacks = []
+      end
+
+      # Removes all market subscriptions and data callbacks.
+      def clear
+        @dealing_platform.streaming.remove_subscriptions @subscriptions.values
+
+        @subscriptions = {}
+        @on_data_callbacks = []
+      end
+
+      # Adds the passed block to the list of callbacks that will be run when a market that is subscribed to receives new
+      # data. The block will be called on a worker thread and so the code that is run by the block must be thread-safe.
+      # The arguments passed to the block are `|data, merged_data|`, and both arguments will be instances of
+      # {MarketUpdate}.
+      #
+      # @param [Proc] callback The callback that is to be run.
+      def on_data(&callback)
+        @on_data_callbacks << callback
+      end
+
+      # Sets the EPICs that this market subscription manager should be subscribed to and notifying updates for through
+      # {#on_data}.
+      #
+      # @param [Array<String>] epics
+      def epics=(epics)
+        epics = Array(epics).uniq
+
+        create_missing_subscriptions epics
+        remove_unused_subscriptions epics
+      end
+
+      private
+
+      def create_missing_subscriptions(epics)
+        new_subscriptions = []
+
+        epics.each do |epic|
+          next if @subscriptions.key? epic
+
+          subscription = @dealing_platform.streaming.build_markets_subscription epic
+          subscription.on_data(&method(:run_callbacks))
+
+          @subscriptions[epic] = subscription
+
+          new_subscriptions << subscription
+        end
+
+        @dealing_platform.streaming.start_subscriptions new_subscriptions, snapshot: true
+      end
+
+      def remove_unused_subscriptions(epics)
+        old_subscriptions = []
+
+        @subscriptions.keys.each do |epic|
+          next if epics.include? epic
+
+          old_subscriptions << @subscriptions.delete(epic)
+        end
+
+        @dealing_platform.streaming.remove_subscriptions old_subscriptions
+      end
+
+      def run_callbacks(data, merged_data)
+        @on_data_callbacks.each do |callback|
+          callback.call data, merged_data
+        end
+      end
+    end
+  end
+end

data/lib/ig_markets/streaming/market_update.rb

@@ -0,0 +1,21 @@
+module IGMarkets
+  module Streaming
+    # Contains details on a market update received via the streaming API. Used by {Streaming::Subscription#on_data}.
+    class MarketUpdate < Model
+      attribute :bid, Float
+      attribute :change, Float
+      attribute :change_pct, Float
+      attribute :epic, String, regex: Regex::EPIC
+      attribute :high, Float
+      attribute :low, Float
+      attribute :market_delay, Boolean
+      attribute :market_state, Symbol, allowed_values: [:closed, :offline, :tradeable, :edit, :auction,
+                                                        :auction_no_edit, :suspended]
+      attribute :mid_open, Float
+      attribute :odds, Float
+      attribute :offer, Float
+      attribute :strike_price, Float
+      attribute :update_time
+    end
+  end
+end

data/lib/ig_markets/streaming/position_update.rb

@@ -0,0 +1,23 @@
+module IGMarkets
+  module Streaming
+    # Contains details on a position update received via the streaming API. Used by {Streaming::Subscription#on_data}.
+    class PositionUpdate < Model
+      attribute :account_id
+      attribute :channel
+      attribute :deal_id
+      attribute :deal_id_origin
+      attribute :deal_reference
+      attribute :deal_status, Symbol, allowed_values: [:accepted, :rejected]
+      attribute :direction, Symbol, allowed_values: [:buy, :sell]
+      attribute :epic, String, regex: Regex::EPIC
+      attribute :expiry, Date, nil_if: %w(- DFB), format: ['%d-%b-%y', '%b-%y']
+      attribute :guaranteed_stop, Boolean
+      attribute :level, Float
+      attribute :limit_level, Float
+      attribute :size, Float
+      attribute :status, Symbol, allowed_values: [:deleted, :open, :updated]
+      attribute :stop_level, Float
+      attribute :timestamp, Time, format: '%FT%T.%L'
+    end
+  end
+end

data/lib/ig_markets/streaming/subscription.rb

@@ -0,0 +1,122 @@
+module IGMarkets
+  module Streaming
+    # This class manages a single Lightstreamer subscription used to handle streaming data. Subscriptions should always
+    # be managed using the methods provided by {DealingPlatform::StreamingMethods}. Data can be consumed by registering
+    # an asynchronous data callback using {#on_data}.
+    class Subscription
+      # The underlying Lightstreamer subscription instance being managed by this class.
+      #
+      # @return [Lightstreamer::Subscription]
+      attr_reader :lightstreamer_subscription
+
+      # Initializes this subscription with the specified dealing platform and Lightstreamer subscription.
+      #
+      # @param [DealingPlatform] dealing_platform
+      # @param [Lightstreamer::Subscription] lightstreamer_subscription
+      #
+      # @private
+      def initialize(dealing_platform, lightstreamer_subscription)
+        @dealing_platform = dealing_platform
+
+        @lightstreamer_subscription = lightstreamer_subscription
+        @lightstreamer_subscription.on_data(&method(:on_raw_data))
+
+        @on_data_callbacks = []
+      end
+
+      # If this subscription was started with the `silent: true` option then this method can be called to unsilence the
+      # subscription and start receiving its data.
+      def unsilence
+        lightstreamer_subscription.unsilence
+      end
+
+      # Adds the passed block to the list of callbacks that will be run when this subscription receives new data. The
+      # block will be called on a worker thread and so the code that is run by the block must be thread-safe. The
+      # arguments passed to the block are `|data, merged_data|`, and the data will be an instance of {AccountUpdate},
+      # {MarketUpdate}, {DealConfirmation}, {PositionUpdate}, {WorkingOrderUpdate}, {ConsolidatedChartDataUpdate} or
+      # {ChartTickUpdate}, depending on what was subscribed to. The `merged_data` argument will be `nil` for deal
+      # confirmations, position updates, working order updates, and chart tick updates.
+      #
+      # @param [Proc] callback The callback that is to be run.
+      def on_data(&callback)
+        @on_data_callbacks << callback
+      end
+
+      private
+
+      ACCOUNT_DATA_REGEX = /^ACCOUNT:(.*)$/
+      MARKET_DATA_REGEX = /^MARKET:(.*)$/
+      TRADE_DATA_REGEX = /^TRADE:(.*)$/
+      CHART_TICK_DATA_REGEX = /^CHART:(.*):TICK$/
+      CONSOLIDATED_CHART_DATA_REGEX = /^CHART:(.*):(SECOND|1MINUTE|5MINUTE|HOUR)$/
+
+      def on_raw_data(subscription, item_name, item_data, new_data)
+        on_account_data subscription, item_name, item_data, new_data if item_name =~ ACCOUNT_DATA_REGEX
+        on_market_data subscription, item_name, item_data, new_data if item_name =~ MARKET_DATA_REGEX
+        on_trade_data subscription, item_name, item_data, new_data if item_name =~ TRADE_DATA_REGEX
+        on_chart_tick_data subscription, item_name, item_data, new_data if item_name =~ CHART_TICK_DATA_REGEX
+
+        if item_name =~ CONSOLIDATED_CHART_DATA_REGEX
+          on_consolidated_chart_data subscription, item_name, item_data, new_data
+        end
+      end
+
+      def on_account_data(_subscription, item_name, item_data, new_data)
+        item_data = @dealing_platform.instantiate_models AccountUpdate, item_data
+        new_data = @dealing_platform.instantiate_models AccountUpdate, new_data
+
+        item_data.account_id = item_name.match(ACCOUNT_DATA_REGEX).captures.first
+        new_data.account_id = item_data.account_id
+
+        run_callbacks new_data, item_data
+      end
+
+      def on_market_data(_subscription, item_name, item_data, new_data)
+        item_data = @dealing_platform.instantiate_models MarketUpdate, item_data
+        new_data = @dealing_platform.instantiate_models MarketUpdate, new_data
+
+        item_data.epic = item_name.match(MARKET_DATA_REGEX).captures.first
+        new_data.epic = item_data.epic
+
+        run_callbacks new_data, item_data
+      end
+
+      def on_trade_data(_subscription, item_name, _item_data, new_data)
+        account_id = item_name.match(TRADE_DATA_REGEX).captures.first
+
+        { confirms: DealConfirmation, opu: PositionUpdate, wou: WorkingOrderUpdate }.each do |key, model_class|
+          next unless new_data[key]
+
+          data = @dealing_platform.instantiate_models_from_json model_class, new_data[key]
+          data.account_id = account_id
+
+          run_callbacks data
+        end
+      end
+
+      def on_chart_tick_data(_subscription, item_name, _item_data, new_data)
+        new_data = @dealing_platform.instantiate_models ChartTickUpdate, new_data
+
+        new_data.epic = item_name.match(CHART_TICK_DATA_REGEX).captures.first
+
+        run_callbacks new_data
+      end
+
+      def on_consolidated_chart_data(_subscription, item_name, item_data, new_data)
+        item_data = @dealing_platform.instantiate_models ConsolidatedChartDataUpdate, item_data
+        new_data = @dealing_platform.instantiate_models ConsolidatedChartDataUpdate, new_data
+
+        captures = item_name.match(CONSOLIDATED_CHART_DATA_REGEX).captures
+        item_data.epic = new_data.epic = captures[0]
+        item_data.scale = new_data.scale = { 'SECOND' => :one_second, '1MINUTE' => :one_minute,
+                                             '5MINUTE' => :five_minutes, 'HOUR' => :one_hour }.fetch captures[1]
+
+        run_callbacks new_data, item_data
+      end
+
+      def run_callbacks(data, merged_data = nil)
+        @on_data_callbacks.each { |block| block.call data, merged_data }
+      end
+    end
+  end
+end

data/lib/ig_markets/streaming/working_order_update.rb

@@ -0,0 +1,23 @@
+module IGMarkets
+  module Streaming
+    # Contains details on a working order update received via the streaming API. Used by
+    # {Streaming::Subscription#on_data}.
+    class WorkingOrderUpdate < Model
+      attribute :account_id
+      attribute :channel
+      attribute :deal_id
+      attribute :deal_reference
+      attribute :deal_status, Symbol, allowed_values: [:accepted, :rejected]
+      attribute :direction, Symbol, allowed_values: [:buy, :sell]
+      attribute :epic, String, regex: Regex::EPIC
+      attribute :expiry, Date, nil_if: %w(- DFB), format: ['%d-%b-%y', '%b-%y']
+      attribute :guaranteed_stop, Boolean
+      attribute :level, Float
+      attribute :limit_distance, Fixnum
+      attribute :size, Float
+      attribute :status, Symbol, allowed_values: [:deleted, :open, :updated]
+      attribute :stop_distance, Fixnum
+      attribute :timestamp, Time, format: '%FT%T.%L'
+    end
+  end
+end

data/lib/ig_markets/version.rb

@@ -1,4 +1,4 @@
 module IGMarkets
   # The version of this gem.
-  VERSION = '0.19'.freeze
+  VERSION = '0.20'.freeze
 end

data/lib/ig_markets/watchlist.rb

@@ -10,7 +10,7 @@ module IGMarkets
 
     # Returns the markets for this watchlist.
     #
-    # @return [Array<Market>]
+    # @return [Array<MarketOverview>]
     def markets
       result = @dealing_platform.session.get("watchlists/#{id}").fetch :markets
 

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: ig_markets
 version: !ruby/object:Gem::Version
-  version: '0.19'
+  version: '0.20'
 platform: ruby
 authors:
 - Richard Viney
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2016-08-05 00:00:00.000000000 Z
+date: 2016-08-20 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: colorize
@@ -24,6 +24,20 @@ dependencies:
     - - "~>"
       - !ruby/object:Gem::Version
         version: '0.8'
+- !ruby/object:Gem::Dependency
+  name: curses
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.0'
 - !ruby/object:Gem::Dependency
   name: excon
   requirement: !ruby/object:Gem::Requirement
@@ -44,14 +58,14 @@ dependencies:
     requirements:
     - - '='
       - !ruby/object:Gem::Version
-        version: '0.10'
+        version: '0.12'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - '='
       - !ruby/object:Gem::Version
-        version: '0.10'
+        version: '0.12'
 - !ruby/object:Gem::Dependency
   name: pry
   requirement: !ruby/object:Gem::Requirement
@@ -254,6 +268,7 @@ files:
 - lib/ig_markets/cli/commands/transactions_command.rb
 - lib/ig_markets/cli/commands/watchlists_command.rb
 - lib/ig_markets/cli/config_file.rb
+- lib/ig_markets/cli/curses_window.rb
 - lib/ig_markets/cli/main.rb
 - lib/ig_markets/cli/tables/accounts_table.rb
 - lib/ig_markets/cli/tables/activities_table.rb
@@ -276,6 +291,7 @@ files:
 - lib/ig_markets/dealing_platform/market_methods.rb
 - lib/ig_markets/dealing_platform/position_methods.rb
 - lib/ig_markets/dealing_platform/sprint_market_position_methods.rb
+- lib/ig_markets/dealing_platform/streaming_methods.rb
 - lib/ig_markets/dealing_platform/watchlist_methods.rb
 - lib/ig_markets/dealing_platform/working_order_methods.rb
 - lib/ig_markets/errors.rb
@@ -295,6 +311,15 @@ files:
 - lib/ig_markets/response_parser.rb
 - lib/ig_markets/session.rb
 - lib/ig_markets/sprint_market_position.rb
+- lib/ig_markets/streaming/account_state.rb
+- lib/ig_markets/streaming/account_update.rb
+- lib/ig_markets/streaming/chart_tick_update.rb
+- lib/ig_markets/streaming/consolidated_chart_data_update.rb
+- lib/ig_markets/streaming/market_subscription_manager.rb
+- lib/ig_markets/streaming/market_update.rb
+- lib/ig_markets/streaming/position_update.rb
+- lib/ig_markets/streaming/subscription.rb
+- lib/ig_markets/streaming/working_order_update.rb
 - lib/ig_markets/transaction.rb
 - lib/ig_markets/version.rb
 - lib/ig_markets/watchlist.rb