ig_markets 0.5 → 0.6

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data/CHANGELOG.md

@@ -1,12 +1,22 @@
 # IG Markets Changelog
 
-### 0.6 - Unreleased
+### 0.6 — April 27, 2016
 
--
+- Added `ig_markets prices` command to print historical market prices
+- Added `IGMarkets::DealingPlatform#account_time_zone` to handle the `Time` attributes that come back from the IG
+  Markets API not in UTC and without a specified time zone
+- Added `--account-time-zone` option to the command-line client, defaults to UTC
+- Times reported by the command-line client are now in the local time zone instead of UTC
+- Added `--type` option to `ig_markets search` to only show instruments of specific type(s)
+- Use a default currency of `USD` for `ig_markets orders create` and `ig_markets positions create`
+- Improved command-line client help output for several commands
+- Added `IGMarkets::DealingPlatform::SprintMarketPositionMethods#[]`
+- Fixed `IGMarkets::DealingPlatform::PositionMethods#[]` raising on an unknown deal ID
+- Fixed `IGMarkets::Market#prices_in_date_range`
 
-### 0.5 - April 23, 2016
+### 0.5 — April 23, 2016
 
-- Ouptut from the command-line client is now formatted using ASCII tables and contains a lot more detail
+- Output from the command-line client is now formatted using ASCII tables and contains a lot more detail
 - Added `--aggregate` option to `ig_markets positions list` to aggregate together positions with the same EPIC
 - Added `--instrument` option to `ig_markets transactions` to filter by instrument name
 - Added `--no-interest` option to `ig_markets transactions` to exclude interest transactions
@@ -18,7 +28,7 @@
 - Added `IGMarkets::Position#close_level`
 - Removed `IGMarkets::Position#formatted_size` and `IGMarkets::Transaction#formatted_transaction_type`
 
-### 0.4 - April 18, 2016
+### 0.4 — April 18, 2016
 
 - Added `create`, `update` and `delete` subcommands to `ig_markets orders`
 - Added `create`, `update` and `close` subcommands to `ig_markets positions`
@@ -34,11 +44,11 @@
 - Fixed errors working with a working order's `#good_till_date` attribute
 - Automatically reauthenticate if the client security token has expired
 
-### 0.3 - April 14, 2016
+### 0.3 — April 14, 2016
 
 - Added `--version` and `-v` options to the command-line client
 
-### 0.2 - April 14, 2016
+### 0.2 — April 14, 2016
 
 - Added `ig_markets` command-line client
 - `IGMarkets::Model` now has separate `Date` and `Time` attribute types, and a new `:time_zone` option is used for
@@ -50,6 +60,6 @@
 - Added `#expired?` and `#seconds_till_expiry` to `IGMarkets::SprintMarketPosition`
 - Fixed `IGMarkets::RequestFailedError#message`
 
-### 0.1 - April 8, 2016
+### 0.1 — April 8, 2016
 
 - Initial release

data/README.md

@@ -41,7 +41,7 @@ $ gem install ig_markets
 The general form for invoking the command-line client is:
 
 ```
-$ ig_markets COMMAND [SUBCOMMAND] --username=USERNAME --password=PASSWORD --api-key=API-KEY [--demo] [...]
+$ ig_markets COMMAND [SUBCOMMAND] --username USERNAME --password PASSWORD --api-key API-KEY [--demo] [...]
 ```
 
 #### Config File
@@ -53,9 +53,9 @@ details with every invocation.
 To do this create a config file at `"./.ig_markets"` or `"~/.ig_markets"` with the following contents:
 
 ```shell
---username=USERNAME
---password=PASSWORD
---api-key=API-KEY
+--username USERNAME
+--password PASSWORD
+--api-key API-KEY
 --demo              # Include only if this is a demo account
 ```
 
@@ -67,7 +67,7 @@ Use `ig_markets help` to get details on the options accepted by the commands and
 commands and their subcommands is:
 
 - `ig_markets account`
-- `ig_markets activities --days=N [--start-date=YYYY-MM-DD]`
+- `ig_markets activities --days N [--start-date YYYY-MM-DD]`
 - `ig_markets confirmation DEAL-REFERENCE`
 - `ig_markets help [COMMAND]`
 - `ig_markets orders [list]`
@@ -78,11 +78,12 @@ commands and their subcommands is:
 - `ig_markets positions create ...`
 - `ig_markets positions update DEAL-ID ...`
 - `ig_markets positions close DEAL-ID [...]`
-- `ig_markets search QUERY`
+- `ig_markets prices --epic EPIC --resolution RESOLUTION [...]`
+- `ig_markets search QUERY [--type TYPE]`
 - `ig_markets sentiment MARKET`
 - `ig_markets sprints [list]`
 - `ig_markets sprints create ...`
-- `ig_markets transactions --days=N [--start-date=YYYY-MM-DD] [--instrument=INSTRUMENT] [--no-interest]`
+- `ig_markets transactions --days N [--start-date YYYY-MM-DD] [--instrument INSTRUMENT] [--no-interest]`
 - `ig_markets watchlists [list]`
 - `ig_markets watchlists create NAME [EPIC EPIC ...]`
 - `ig_markets watchlists add-markets WATCHLIST-ID [EPIC EPIC ...]`
@@ -96,13 +97,16 @@ commands and their subcommands is:
 ig_markets account
 
 # Print EUR/USD transactions from the last week, excluding interest transactions
-ig_markets transactions --days=7 --instrument EUR/USD --no-interest
+ig_markets transactions --days 7 --instrument EUR/USD --no-interest
+
+# Search for EURUSD currency markets
+ig_markets search EURUSD --type currencies
 
 # Print current positions in aggregate
 ig_markets positions --aggregate
 
 # Create a EURUSD long position of size 2
-ig_markets positions create --currency-code USD --direction buy --epic CS.D.EURUSD.CFD.IP --size 2
+ig_markets positions create --direction buy --epic CS.D.EURUSD.CFD.IP --size 2
 
 # Change the limit and stop levels for an existing position
 ig_markets positions update DEAL-ID --limit-level 1.15 --stop-level 1.10
@@ -117,7 +121,28 @@ ig_markets positions close DEAL-ID --size 1
 ig_markets sprints create --direction sell --epic FM.D.EURUSD24.EURUSD24.IP --expiry-period 20 --size 100
 
 # Create a working order to buy 1 unit of EURUSD at the level 1.1
-ig_markets orders create --currency-code USD --direction buy --epic CS.D.EURUSD.CFD.IP --level 1.1 --size 1 --type limit
+ig_markets orders create --direction buy --epic CS.D.EURUSD.CFD.IP --level 1.1 --size 1 --type limit
+
+# Print daily prices for EURUSD from the last two weeks
+ig_markets prices --epic CS.D.EURUSD.CFD.IP --resolution day --number 14
+```
+
+#### Account Time Zone
+
+Some timestamps returned by the IG Markets API are in an unspecified time zone, which can result in some times
+displayed by the command-line client being incorrect. By default the unknown time zone is assumed to be UTC, but if this
+is incorrect then use the `--account-time-zone` argument to specify the actual time zone these times are in.
+
+For example, an IG Markets Australia account requires `--account-time-zone +1000`.
+
+The `--account-time-zone` argument should be put into an `.ig_markets` config file to avoid specifying it on every
+invocation.
+
+To check that the account time zone is correct run the following command and verify that the date and time reported for
+the price is the current date/time in your local time zone.
+
+```
+ig_markets prices --epic CS.D.EURUSD.CFD.IP --resolution minute --number 1
 ```
 
 ## Usage — Library
@@ -137,6 +162,10 @@ ig = IGMarkets::DealingPlatform.new
 ig.sign_in 'username', 'password', 'api_key', :demo
 ig.sign_out
 
+# Set the time zone for the account, this is applied to time attributes returned from the IG Markets API that are not
+# in a known time zone such as UTC
+ig.account_time_zone = '+0000'
+
 # Account
 ig.account.all
 ig.account.recent_activities 365
@@ -157,6 +186,7 @@ ig.positions['deal_id'].close
 
 # Sprint market positions
 ig.sprint_market_positions.all
+ig.sprint_market_positions['deal_id']
 ig.sprint_market_positions.create direction: :buy, epic: 'FM.D.EURUSD24.EURUSD24.IP',
                                   expiry_period: :twenty_minutes, size: 100
 

data/lib/ig_markets.rb

@@ -52,6 +52,7 @@ require 'ig_markets/cli/config_file'
 require 'ig_markets/cli/commands/account_command'
 require 'ig_markets/cli/commands/activities_command'
 require 'ig_markets/cli/commands/confirmation_command'
+require 'ig_markets/cli/commands/prices_command'
 require 'ig_markets/cli/commands/search_command'
 require 'ig_markets/cli/commands/sentiment_command'
 require 'ig_markets/cli/commands/transactions_command'
@@ -59,11 +60,12 @@ require 'ig_markets/cli/tables/table'
 require 'ig_markets/cli/tables/accounts_table'
 require 'ig_markets/cli/tables/activities_table'
 require 'ig_markets/cli/tables/client_sentiments_table'
+require 'ig_markets/cli/tables/historical_price_result_snapshots_table'
 require 'ig_markets/cli/tables/market_overviews_table'
-require 'ig_markets/cli/tables/working_orders_table'
 require 'ig_markets/cli/tables/positions_table'
 require 'ig_markets/cli/tables/sprint_market_positions_table'
 require 'ig_markets/cli/tables/transactions_table'
+require 'ig_markets/cli/tables/working_orders_table'
 
 # This module contains all the code for the IG Markets gem. See `README.md` and the {DealingPlatform} class to get
 # started with using this gem.

data/lib/ig_markets/cli/commands/activities_command.rb

@@ -23,14 +23,16 @@ module IGMarkets
         days = options[:days]
         start_date = options[:start_date]
 
-        if start_date
-          start_date = Date.strptime start_date, '%F'
-          end_date = start_date + days.to_i
+        send_args = if start_date
+                      start_date = Date.strptime start_date, '%F'
+                      end_date = start_date + days.to_i
 
-          Main.dealing_platform.account.send "#{type}_in_date_range", start_date, end_date
-        else
-          Main.dealing_platform.account.send "recent_#{type}", days
-        end
+                      ["#{type}_in_date_range", start_date, end_date]
+                    else
+                      ["recent_#{type}", days]
+                    end
+
+        Main.dealing_platform.account.send(*send_args)
       end
     end
   end

data/lib/ig_markets/cli/commands/orders_command.rb

@@ -18,21 +18,19 @@ module IGMarkets
 
       desc 'create', 'Creates a new working order'
 
-      option :currency_code, required: true, desc: 'The 3 character currency code, must be one of the instrument\'s ' \
+      option :currency_code, default: 'USD', desc: 'The 3 character currency code, must be one of the instrument\'s ' \
                                                    'currencies'
-      option :direction, required: true, desc: 'The trade direction, must be \'buy\' or \'sell\''
+      option :direction, enum: %w(buy sell), required: true, desc: 'The trade direction'
       option :epic, required: true, desc: 'The EPIC of the market to trade'
       option :expiry, desc: 'The expiry date of the instrument (if applicable), format: yyyy-mm-dd'
-      option :force_open, type: :boolean, default: false, desc: 'Whether a force open is required, default: false'
-      option :good_till_date, desc: 'The date that the order will live till, if not specified then the order will ' \
-                                    'remain until it is deleted, format: yyyy-mm-ddThh:mm(+|-)zz:zz'
-      option :guaranteed_stop, type: :boolean, default: false, desc: 'Whether a guaranteed stop is required, ' \
-                                                                     'default: false'
+      option :force_open, type: :boolean, default: false, desc: 'Whether a force open is required'
+      option :good_till_date, desc: 'The date that the order will live till, format: yyyy-mm-ddThh:mm(+|-)zz:zz'
+      option :guaranteed_stop, type: :boolean, default: false, desc: 'Whether a guaranteed stop is required'
       option :level, type: :numeric, required: true, desc: 'The level at which the order will be triggered'
       option :limit_distance, type: :numeric, desc: 'The distance away in pips to place the limit'
       option :size, type: :numeric, required: true, desc: 'The size of the order'
       option :stop_distance, type: :numeric, desc: 'The distance away in pips to place the stop'
-      option :type, required: true, desc: 'The order type, either \'limit\' or \'stop\''
+      option :type, enum: %w(limit stop), required: true, desc: 'The order type'
 
       def create
         Main.begin_session(options) do |dealing_platform|
@@ -44,12 +42,11 @@ module IGMarkets
 
       desc 'update DEAL-ID', 'Updates an existing working order'
 
-      option :good_till_date, desc: 'The date that the order will live till, if not specified then the order will ' \
-                                    'remain until it is deleted, format: yyyy-mm-ddThh:mm(+|-)zz:zz'
+      option :good_till_date, desc: 'The date that the order will live till, format: yyyy-mm-ddThh:mm(+|-)zz:zz'
       option :level, type: :numeric, desc: 'The level at which the order will be triggered'
       option :limit_distance, desc: 'The distance away in pips to place the limit'
       option :stop_distance, desc: 'The distance away in pips to place the stop'
-      option :type, desc: 'The order type, either \'limit\' or \'stop\''
+      option :type, enum: %w(limit stop), desc: 'The order type'
 
       def update(deal_id)
         Main.begin_session(options) do |dealing_platform|

data/lib/ig_markets/cli/commands/positions_command.rb

@@ -24,9 +24,9 @@ module IGMarkets
 
       desc 'create', 'Creates a new position'
 
-      option :currency_code, required: true, desc: 'The 3 character currency code, must be one of the instrument\'s ' \
+      option :currency_code, default: 'USD', desc: 'The 3 character currency code, must be one of the instrument\'s ' \
                                                    'currencies'
-      option :direction, required: true, desc: 'The trade direction, must be \'buy\' or \'sell\''
+      option :direction, required: true, enum: %w(buy sell), desc: 'The trade direction'
       option :epic, required: true, desc: 'The EPIC of the market to trade'
       option :expiry, desc: 'The expiry date of the instrument (if applicable), format: yyyy-mm-dd'
       option :force_open, type: :boolean, default: false, desc: 'Whether a force open is required'
@@ -35,13 +35,13 @@ module IGMarkets
       option :limit_distance, type: :numeric, desc: 'The distance away in pips to place the limit, if set then ' \
                                                     '--limit-level must not be used'
       option :limit_level, type: :numeric, desc: 'The limit level, if set then --limit-distance must not be used'
-      option :order_type, default: 'market', desc: 'The order type, must be \'limit\', \'market\' or \'quote\''
+      option :order_type, enum: %w(limit market quote), default: 'market', desc: 'The order type'
       option :quote_id, desc: 'The Lightstreamer quote ID, required when using --order-type=quote'
       option :size, type: :numeric, required: true, desc: 'The size of the position'
       option :stop_distance, type: :numeric, desc: 'The distance away in pips to place the stop, if set then ' \
                                                    '--stop-level must not be used'
       option :stop_level, type: :numeric, desc: 'The stop level, if set then --stop-distance must not be used'
-      option :time_in_force, desc: 'The order fill strategy, either \'execute_and_eliminate\' or \'fill_or_kill\''
+      option :time_in_force, enum: %w(execute-and-eliminate fill-or-kill), desc: 'The order fill strategy'
       option :trailing_stop, type: :boolean, desc: 'Whether to use a trailing stop, defaults to false'
       option :trailing_stop_increment, type: :numeric, desc: 'The increment step in pips for the trailing stop, ' \
                                                              'required when --trailing-stop is specified'
@@ -71,11 +71,11 @@ module IGMarkets
       desc 'close DEAL-ID', 'Closes or partially closes a position'
 
       option :level, type: :numeric, desc: 'Required if and only if --order-type is \'limit\' or \'quote\''
-      option :order_type, default: 'market', desc: 'The order type, must be \'limit\', \'market\' or \'quote\''
+      option :order_type, enum: %w(limit market quote), default: 'market', desc: 'The order type'
       option :quote_id, desc: 'The Lightstreamer quote ID, required when using --order-type=quote'
       option :size, type: :numeric, desc: 'The size of the position to close, if not specified then the entire ' \
                                           'position will be closed'
-      option :time_in_force, desc: 'The order fill strategy, either \'execute_and_eliminate\' or \'fill_or_kill\''
+      option :time_in_force, enum: %w(execute-and-eliminate fill-or-kill), desc: 'The order fill strategy'
 
       def close(deal_id)
         with_position(deal_id) do |position|
@@ -92,6 +92,8 @@ module IGMarkets
       def position_attributes
         attributes = Main.filter_options options, ATTRIBUTES
 
+        attributes[:time_in_force] = attributes[:time_in_force].tr('-', '_').to_sym if attributes.key? :time_in_force
+
         Main.parse_date_time attributes, :expiry, Date, '%F', 'yyyy-mm-dd'
 
         attributes
@@ -111,7 +113,7 @@ module IGMarkets
 
       def print_position_totals(positions)
         currency_totals = positions.group_by(&:currency).map do |currency, subset|
-          total = subset.map(&:profit_loss).reduce(:+)
+          total = subset.map(&:profit_loss).reduce :+
 
           Format.currency(total, currency).colorize(total < 0 ? :red : :green)
         end

data/lib/ig_markets/cli/commands/prices_command.rb

@@ -0,0 +1,66 @@
+module IGMarkets
+  module CLI
+    # Implements the `ig_markets prices` command.
+    class Main
+      desc 'prices', 'Prints historical prices for a market'
+
+      option :epic, required: true, desc: 'The EPIC of the market to print historical prices for'
+      option :resolution, enum: %w(minute minute-2 minute-3 minute-5 minute-10 minute-15 minute-30 hour hour-2 hour-3
+                                   hour-4 day week month), required: true, desc: 'The price resolution'
+      option :number, type: :numeric, desc: 'The number of historical prices to return, if this is specified then ' \
+                                            '--start-date and --end-date are ignored, otherwise they are required'
+      option :start_date, desc: 'The start of the period to return prices for, required unless --number is specified' \
+                                ', format: yyyy-mm-ddThh:mm(+|-)zz:zz'
+      option :end_date, desc: 'The end of the period to return prices for, required unless --number is specified' \
+                              ', format: yyyy-mm-ddThh:mm(+|-)zz:zz'
+
+      def prices
+        self.class.begin_session(options) do |dealing_platform|
+          result = historical_price_result dealing_platform
+
+          table = HistoricalPriceResultSnapshotsTable.new result.prices, title: "Prices for #{options[:epic]}"
+
+          puts <<-END
+#{table}
+
+Allowance: #{result.allowance.total_allowance}
+Remaining: #{result.allowance.remaining_allowance}
+END
+        end
+      end
+
+      private
+
+      def resolution
+        options[:resolution].to_s.tr('-', '_').to_sym
+      end
+
+      def historical_price_result(dealing_platform)
+        market = dealing_platform.markets[options[:epic]]
+
+        raise ArgumentError, 'invalid epic' unless market
+
+        if options[:number]
+          historical_price_result_from_number market
+        elsif options[:start_date] && options[:end_date]
+          historical_price_result_from_date_range market
+        else
+          raise ArgumentError, 'specify --number or both --start-date and --end-date'
+        end
+      end
+
+      def historical_price_result_from_number(market)
+        market.recent_prices resolution, options[:number]
+      end
+
+      def historical_price_result_from_date_range(market)
+        filtered = self.class.filter_options options, [:start_date, :end_date]
+
+        self.class.parse_date_time filtered, :start_date, Time, '%FT%R%z', 'yyyy-mm-ddThh:mm(+|-)zz:zz'
+        self.class.parse_date_time filtered, :end_date, Time, '%FT%R%z', 'yyyy-mm-ddThh:mm(+|-)zz:zz'
+
+        market.prices_in_date_range resolution, filtered[:start_date], filtered[:end_date]
+      end
+    end
+  end
+end

data/lib/ig_markets/cli/commands/search_command.rb

@@ -2,17 +2,34 @@ module IGMarkets
   module CLI
     # Implements the `ig_markets search` command.
     class Main < Thor
-      desc 'search QUERY', 'Searches markets based on the specified query string'
+      desc 'search QUERY', 'Searches for markets using the specified query'
+
+      option :type, type: :array, enum: Instrument.allowed_values(:type).map(&:to_s),
+                    desc: 'Only match markets of the specified types'
 
       def search(query)
         self.class.begin_session(options) do |dealing_platform|
-          market_overviews = dealing_platform.markets.search query
+          market_overviews = gather_market_overviews dealing_platform, query
 
           table = MarketOverviewsTable.new market_overviews
 
           puts table
         end
       end
+
+      private
+
+      def gather_market_overviews(dealing_platform, query)
+        market_overviews = dealing_platform.markets.search(query)
+
+        if options[:type]
+          market_overviews = market_overviews.select do |market_overview|
+            options[:type].include? market_overview.instrument_type.to_s
+          end
+        end
+
+        market_overviews
+      end
     end
   end
 end

data/lib/ig_markets/cli/commands/sprints_command.rb

@@ -20,9 +20,9 @@ module IGMarkets
 
       desc 'create', 'Creates a new sprint market position'
 
-      option :direction, required: true, desc: 'The trade direction, must be \'buy\' or \'sell\')'
+      option :direction, enum: %w(buy sell), required: true, desc: 'The trade direction'
       option :epic, required: true, desc: 'The EPIC of the market to trade'
-      option :expiry_period, required: true, desc: 'The expiry period in seconds, must be 1, 2, 5, 20 or 60'
+      option :expiry_period, enum: %w(1 2 5 20 60), required: true, desc: 'The expiry period in seconds'
       option :size, required: true, desc: 'The position size'
 
       def create