ig_markets 0.4 → 0.5

data/lib/ig_markets/cli/tables/market_overviews_table.rb

@@ -0,0 +1,47 @@
+module IGMarkets
+  module CLI
+    # Helper class that prints out an array of {IGMarkets::MarketOverview} instances in a table.
+    class MarketOverviewsTable < Table
+      private
+
+      def default_title
+        'Markets'
+      end
+
+      def headings
+        ['Type', 'EPIC', 'Instrument', 'Status', 'Expiry', 'Bid', 'Offer', 'High', 'Low', 'Change (net)', 'Change (%)']
+      end
+
+      def right_aligned_columns
+        [5, 6, 7, 8, 9, 10]
+      end
+
+      def row(market_overview)
+        [market_overview.instrument_type, market_overview.epic, market_overview.instrument_name,
+         market_status(market_overview), market_overview.expiry, levels(market_overview)]
+      end
+
+      def cell_color(value, _model, _row_index, column_index)
+        return unless headings[column_index] =~ /Change/
+
+        if value =~ /-/
+          :red
+        else
+          :green
+        end
+      end
+
+      def levels(market_overview)
+        [:bid, :offer, :high, :low, :net_change, :percentage_change].map do |attribute|
+          Format.level market_overview.send(attribute)
+        end
+      end
+
+      def market_status(market_overview)
+        { closed: 'Closed', edits_only: 'Edits only', offline: 'Offline', on_auction: 'On auction',
+          on_auction_no_edits: 'On auction no edits', suspended: 'Suspended', tradeable: 'Tradeable'
+        }.fetch market_overview.market_status
+      end
+    end
+  end
+end

data/lib/ig_markets/cli/tables/positions_table.rb

@@ -0,0 +1,83 @@
+module IGMarkets
+  module CLI
+    # Helper class that prints out an array of {IGMarkets::Position} instances in a table. Positions that share an EPIC
+    # can be aggregated into one row in the table if desired.
+    class PositionsTable < Table
+      def initialize(models, options = {})
+        models = aggregated_positions(models) if options[:aggregate]
+
+        super models, options
+      end
+
+      private
+
+      def default_title
+        'Positions'
+      end
+
+      def headings
+        ['Date', 'EPIC', 'Type', 'Direction', 'Size', 'Level', 'Current', 'Limit', 'Stop', 'Profit/loss', 'Deal IDs']
+      end
+
+      def right_aligned_columns
+        [4, 5, 6, 7, 8, 9]
+      end
+
+      def row(position)
+        [position.created_date_utc, position.market.epic, position.market.instrument_type, position.direction,
+         position.size, position_prices(position), profit_loss(position), position.deal_id]
+      end
+
+      def cell_color(value, _model, _row_index, column_index)
+        return unless headings[column_index] == 'Profit/loss'
+
+        if value =~ /-/
+          :red
+        else
+          :green
+        end
+      end
+
+      def position_prices(position)
+        [:level, :close_level, :limit_level, :stop_level].map do |attribute|
+          Format.level position.send(attribute)
+        end
+      end
+
+      def profit_loss(position)
+        Format.currency position.profit_loss, position.currency
+      end
+
+      def aggregated_positions(positions)
+        grouped = positions.group_by do |position|
+          position.market.epic
+        end
+
+        grouped.map do |_, group|
+          group.size > 1 ? combine_positions(group) : group.first
+        end
+      end
+
+      def combine_positions(positions)
+        first = positions.first
+
+        Position.new(contract_size: first.contract_size, currency: first.currency,
+                     deal_id: combine_position_deal_ids(positions), direction: first.direction,
+                     level: combine_position_levels(positions), market: first.market,
+                     size: positions.map(&:size).reduce(:+)).tap do |combined|
+          combined.level /= combined.size
+        end
+      end
+
+      def combine_position_levels(positions)
+        positions.map do |position|
+          position.level * position.size
+        end.reduce :+
+      end
+
+      def combine_position_deal_ids(positions)
+        positions.map(&:deal_id).join ', '
+      end
+    end
+  end
+end

data/lib/ig_markets/cli/tables/sprint_market_positions_table.rb

@@ -0,0 +1,55 @@
+module IGMarkets
+  module CLI
+    # Helper class that prints out an array of {IGMarkets::SprintMarketPosition} instances in a table.
+    class SprintMarketPositionsTable < Table
+      def initialize(sprints, options = {})
+        super
+
+        @markets = options.fetch :markets
+      end
+
+      private
+
+      def default_title
+        'Sprint market positions'
+      end
+
+      def headings
+        ['EPIC', 'Direction', 'Size', 'Strike level', 'Current', 'Expires in (m:ss)', 'Payout', 'Deal ID']
+      end
+
+      def right_aligned_columns
+        [2, 3, 4, 5]
+      end
+
+      def row(sprint)
+        [sprint.epic, sprint.direction, Format.currency(sprint.size, sprint.currency), levels(sprint),
+         Format.seconds(sprint.seconds_till_expiry), Format.currency(sprint.payout_amount, sprint.currency),
+         sprint.deal_id]
+      end
+
+      def cell_color(_value, sprint, _row_index, column_index)
+        return unless headings[column_index] == 'Payout'
+
+        if current_level(sprint) > sprint.strike_level && sprint.direction == :buy ||
+           current_level(sprint) < sprint.strike_level && sprint.direction == :sell
+          :green
+        else
+          :red
+        end
+      end
+
+      def levels(sprint)
+        [Format.level(sprint.strike_level), Format.level(current_level(sprint))]
+      end
+
+      def current_level(sprint)
+        snapshot = @markets.detect do |market|
+          market.instrument.epic == sprint.epic
+        end.snapshot
+
+        (snapshot.bid + snapshot.offer) / 2.0
+      end
+    end
+  end
+end

data/lib/ig_markets/cli/tables/table.rb

@@ -0,0 +1,103 @@
+module IGMarkets
+  module CLI
+    # Base class with shared table setup and display methods. Used to print output tables in the command-line client.
+    class Table
+      # Initializer that takes the array of models to display in this table.
+      #
+      # @param [Array] models The array of models.
+      # @param [Hash] options The options hash.
+      # @option options [String] :title The title for this table.
+      def initialize(models, options = {})
+        @models = models
+        @title = options[:title] || default_title
+      end
+
+      # Converts this table into a formatted string.
+      def to_s
+        table.to_s
+      end
+
+      private
+
+      def default_title
+      end
+
+      def headings
+      end
+
+      def right_aligned_columns
+      end
+
+      def row(_model)
+      end
+
+      def cell_color(_value, _model, _row_index, _column_index)
+      end
+
+      def table
+        Terminal::Table.new(title: @title, headings: headings, rows: rows).tap do |t|
+          Array(right_aligned_columns).each do |column|
+            t.align_column column, :right
+          end
+        end
+      end
+
+      def rows
+        @models.flatten.each_with_index.map do |model, row_index|
+          if model == :separator
+            :separator
+          else
+            row(model).flatten.each_with_index.map do |value, column_index|
+              cell_content value, model, row_index, column_index
+            end
+          end
+        end
+      end
+
+      def cell_content(value, model, row_index, column_index)
+        color = cell_color value, model, row_index, column_index
+
+        content = format_cell_value(value).strip
+
+        color ? content.colorize(color) : content
+      end
+
+      def format_cell_value(value)
+        return format_boolean(value) if value.is_a?(TrueClass) || value.is_a?(FalseClass)
+        return format_float(value) if value.is_a? Float
+        return format_time(value) if value.is_a? Time
+        return format_date(value) if value.is_a? Date
+
+        format_string value
+      end
+
+      def format_boolean(value)
+        { true => 'Yes', false => 'No' }.fetch value
+      end
+
+      def format_float(value)
+        format '%g', value
+      end
+
+      def format_time(value)
+        value.utc.strftime '%F %T %Z'
+      end
+
+      def format_date(value)
+        value.strftime '%F'
+      end
+
+      def format_string(value)
+        value = if value.is_a? Symbol
+                  value.to_s.tr '_', ' '
+                else
+                  value.to_s
+                end
+
+        return '' if value.empty?
+
+        value[0].upcase + value[1..-1]
+      end
+    end
+  end
+end

data/lib/ig_markets/cli/tables/transactions_table.rb

@@ -0,0 +1,41 @@
+module IGMarkets
+  module CLI
+    # Helper class that prints out an array of {IGMarkets::Transaction} instances in a table.
+    class TransactionsTable < Table
+      private
+
+      def default_title
+        'Transactions'
+      end
+
+      def headings
+        ['Date', 'Reference', 'Type', 'Instrument', 'Size', 'Open', 'Close', 'Profit/loss']
+      end
+
+      def right_aligned_columns
+        [4, 5, 6, 7]
+      end
+
+      def row(transaction)
+        [transaction.date, transaction.reference, formatted_type(transaction.transaction_type),
+         transaction.instrument_name, transaction.size, Format.level(transaction.open_level),
+         Format.level(transaction.close_level),
+         Format.currency(transaction.profit_and_loss_amount, transaction.currency)]
+      end
+
+      def cell_color(value, _transaction, _row_index, column_index)
+        return unless headings[column_index] == 'Profit/loss'
+
+        if value =~ /-/
+          :red
+        else
+          :green
+        end
+      end
+
+      def formatted_type(type)
+        { deal: 'Deal', depo: 'Deposit', dividend: 'Dividend', exchange: 'Exchange', with: 'Withdrawal' }.fetch type
+      end
+    end
+  end
+end

data/lib/ig_markets/cli/tables/working_orders_table.rb

@@ -0,0 +1,27 @@
+module IGMarkets
+  module CLI
+    # Helper class that prints out an array of {IGMarkets::WorkingOrder} instances in a table.
+    class WorkingOrdersTable < Table
+      private
+
+      def default_title
+        'Working orders'
+      end
+
+      def headings
+        ['Created date', 'EPIC', 'Currency', 'Type', 'Direction', 'Size', 'Level', 'Limit distance', 'Stop distance',
+         'Good till date', 'Deal ID']
+      end
+
+      def right_aligned_columns
+        [5, 6, 7, 8]
+      end
+
+      def row(working_order)
+        [working_order.created_date_utc, working_order.epic, working_order.currency_code, working_order.order_type,
+         working_order.direction, working_order.order_size, Format.level(working_order.order_level),
+         working_order.limit_distance, working_order.stop_distance, working_order.good_till_date, working_order.deal_id]
+      end
+    end
+  end
+end

data/lib/ig_markets/dealing_platform/account_methods.rb

@@ -21,21 +21,21 @@ module IGMarkets
       # @param [Date] from_date The start date of the desired date range.
       # @param [Date] to_date The end date of the desired date range.
       #
-      # @return [Array<AccountActivity>]
+      # @return [Array<Activity>]
       def activities_in_date_range(from_date, to_date)
         from_date = format_date from_date
         to_date = format_date to_date
 
-        @dealing_platform.gather "history/activity/#{from_date}/#{to_date}", :activities, AccountActivity
+        @dealing_platform.gather "history/activity/#{from_date}/#{to_date}", :activities, Activity
       end
 
       # Returns all account activities that occurred in the most recent specified number of days.
       #
       # @param [Fixnum, Float] days The number of days to return recent activities for.
       #
-      # @return [Array<AccountActivity>]
+      # @return [Array<Activity>]
       def recent_activities(days)
-        @dealing_platform.gather "history/activity/#{milliseconds(days)}", :activities, AccountActivity
+        @dealing_platform.gather "history/activity/#{milliseconds(days)}", :activities, Activity
       end
 
       # Returns all transactions that occurred in the specified date range.
@@ -44,7 +44,7 @@ module IGMarkets
       # @param [Date] to_date The end date of the desired date range.
       # @param [:all, :all_deal, :deposit, :withdrawal] transaction_type The type of transactions to return.
       #
-      # @return [Array<AccountTransaction>]
+      # @return [Array<Transaction>]
       def transactions_in_date_range(from_date, to_date, transaction_type = :all)
         validate_transaction_type transaction_type
 
@@ -53,7 +53,7 @@ module IGMarkets
 
         url = "history/transactions/#{transaction_type.to_s.upcase}/#{from_date}/#{to_date}"
 
-        @dealing_platform.gather url, :transactions, AccountTransaction
+        @dealing_platform.gather url, :transactions, Transaction
       end
 
       # Returns all transactions that occurred in the last specified number of days.
@@ -61,13 +61,13 @@ module IGMarkets
       # @param [Fixnum, Float] days The number of days to return recent transactions for.
       # @param [:all, :all_deal, :deposit, :withdrawal] transaction_type The type of transactions to return.
       #
-      # @return [Array<AccountTransaction>]
+      # @return [Array<Transaction>]
       def recent_transactions(days, transaction_type = :all)
         validate_transaction_type transaction_type
 
         url = "history/transactions/#{transaction_type.to_s.upcase}/#{milliseconds(days)}"
 
-        @dealing_platform.gather url, :transactions, AccountTransaction
+        @dealing_platform.gather url, :transactions, Transaction
       end
 
       private

data/lib/ig_markets/dealing_platform/client_sentiment_methods.rb

@@ -18,6 +18,10 @@ module IGMarkets
         result = @dealing_platform.session.get "clientsentiment/#{market_id}", API_V1
 
         ClientSentiment.from(result).tap do |client_sentiment|
+          if client_sentiment.long_position_percentage == 0.0 && client_sentiment.short_position_percentage == 0.0
+            raise ArgumentError, "unknown market '#{market_id}'"
+          end
+
           client_sentiment.instance_variable_set :@dealing_platform, @dealing_platform
         end
       end

data/lib/ig_markets/dealing_platform/market_methods.rb

@@ -29,7 +29,7 @@ module IGMarkets
       def find(*epics)
         raise ArgumentError, 'at least one EPIC must be specified' if epics.empty?
 
-        epics.each do |epic|
+        epics.flatten.each do |epic|
           raise ArgumentError, "invalid EPIC: #{epic}" unless epic.to_s =~ Regex::EPIC
         end
 

data/lib/ig_markets/format.rb

@@ -3,18 +3,31 @@ module IGMarkets
   module Format
     module_function
 
-    # Returns a formatted string for the specified currency amount and currency symbol. Two decimal places are used for
-    # all currencies except the Japanese Yen.
+    # Returns a formatted string for the specified level. At most four decimal places are used to format levels.
+    #
+    # @param [Float] value The level to format.
+    #
+    # @return [String] The formatted level, e.g. `"-130.4055"`
+    def level(value)
+      return '' unless value
+
+      Float(format('%.4f', value.to_f)).to_s
+    end
+
+    # Returns a formatted string for the specified currency amount and currency. Two decimal places are used for all
+    # currencies except the Japanese Yen.
     #
     # @param [Float, Fixnum] amount The currency amount to format.
-    # @param [String] symbol The currency symbol.
+    # @param [String] currency The currency.
     #
     # @return [String] The formatted currency amount, e.g. `"USD -130.40"`, `"AUD 539.10"`, `"JPY 3560"`.
-    def currency(amount, symbol)
-      if ['JPY', '¥'].include? symbol
-        "#{symbol} #{format '%i', amount.to_i}"
+    def currency(amount, currency)
+      return '' unless amount
+
+      if ['JPY', '¥'].include? currency
+        "#{currency} #{format '%i', amount.to_i}"
       else
-        "#{symbol} #{format '%.2f', amount.to_f}"
+        "#{currency} #{format '%.2f', amount.to_f}"
       end
     end