iqfeed 0.0.1 → 0.0.2
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- checksums.yaml +4 -4
- data/lib/iqfeed.rb +2 -0
- data/lib/iqfeed/history_client.rb +3 -3
- data/lib/iqfeed/level1_client.rb +22 -10
- data/lib/iqfeed/version.rb +1 -1
- data/{sample → lib/sample}/history_daily_range.rb +3 -3
- data/{sample → lib/sample}/history_ohlc_range.rb +3 -3
- data/lib/sample/history_tick_range.rb +8 -0
- data/lib/sample/level1_online.rb +18 -0
- data/{tools → lib/tools}/history.rb +0 -0
- metadata +7 -10
- data/sample/fileclient.rb +0 -8
- data/sample/history_tick_range.rb +0 -8
- data/sample/level1_online.rb +0 -8
- data/sample/range_bar.rb +0 -8
- data/sample/volume_bar.rb +0 -8
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
|
|
1
1
|
---
|
2
2
|
SHA1:
|
3
|
-
metadata.gz:
|
4
|
-
data.tar.gz:
|
3
|
+
metadata.gz: d9a5732711acddad58af500f795a22f517a78e4d
|
4
|
+
data.tar.gz: 625324d3a604df18134948be9ebb2c36cc1c2c9a
|
5
5
|
SHA512:
|
6
|
-
metadata.gz:
|
7
|
-
data.tar.gz:
|
6
|
+
metadata.gz: 37c304f5ced067eb423feeced9dbd78c57e60fe4bb00ee3875e8524f4ad1513fe04567c5ae1194b19e37e5aacb00cece12016d81651f74acc2f0bf81461cb878
|
7
|
+
data.tar.gz: a7442421fcf84337ee33176f944f2e174e9e50d05a4296328ad68f7986d0b1c66eeb27c0ee8bcea0caf17980ba82beed59e8dba19d38a11c797d48591ad633dd
|
data/lib/iqfeed.rb
CHANGED
@@ -122,9 +122,9 @@ module Iqfeed
|
|
122
122
|
procs = []
|
123
123
|
exception = nil
|
124
124
|
|
125
|
-
procs[0] = Proc.new{|line|
|
126
|
-
procs[1] = Proc.new{|line|
|
127
|
-
procs[2] = Proc.new{|line|
|
125
|
+
procs[0] = Proc.new{|line| Iqfeed::Tick.parse(line)}
|
126
|
+
procs[1] = Proc.new{|line| Iqfeed::OHLC.parse(line)}
|
127
|
+
procs[2] = Proc.new{|line| Iqfeed::DWM.parse(line)}
|
128
128
|
|
129
129
|
while line = @socket.gets
|
130
130
|
fields = line.match(/^([^,]+),(.*)/)
|
data/lib/iqfeed/level1_client.rb
CHANGED
@@ -3,39 +3,51 @@ require 'observer'
|
|
3
3
|
|
4
4
|
module Iqfeed
|
5
5
|
class Level1Observer
|
6
|
-
attr_accessor :symbol
|
6
|
+
attr_accessor :symbol, :bid, :ask
|
7
7
|
|
8
8
|
def initialize(symbol)
|
9
9
|
@symbol = symbol
|
10
10
|
end
|
11
11
|
|
12
12
|
def update(tick)
|
13
|
-
|
13
|
+
@bid = tick.bid if @bid.nil? && tick.type =~ /(t|b)/
|
14
|
+
@bid = tick.bid if tick.type =~ /b/
|
15
|
+
@ask = tick.ask if @ask.nil? && tick.type =~ /(t|a)/
|
16
|
+
@ask = tick.ask if tick.type =~ /a/
|
17
|
+
puts tick.to_s(@bid, @ask) if tick.sym == @symbol && tick.type =~ /t/
|
14
18
|
end
|
15
19
|
end
|
16
20
|
|
17
21
|
class Level1Tick
|
18
|
-
attr_accessor :type, :time_stamp, :last_price, :total_volume, :last_size, :bid, :ask
|
22
|
+
attr_accessor :type, :time_stamp, :last_price, :total_volume, :last_size, :bid, :ask, :sym
|
19
23
|
def self.parse(line)
|
20
24
|
fields = line.split(',')
|
21
25
|
tick = Level1Tick.new
|
22
26
|
tick.type = fields[17]
|
27
|
+
tick.sym = fields[1]
|
23
28
|
tick.bid = fields[10]
|
24
29
|
tick.ask = fields[11]
|
25
30
|
tick.last_price = fields[3]
|
26
31
|
tick.last_size = fields[7]
|
27
32
|
tick.total_volume = fields[6]
|
28
33
|
tick.time_stamp = fields[65]
|
29
|
-
tick.type =~ /t/ ? tick : nil
|
34
|
+
tick.type =~ /(t|a|b)/ ? tick : nil
|
30
35
|
end
|
31
36
|
|
32
|
-
def to_s
|
33
|
-
# if (@type =~ /b/)
|
34
|
-
# "Bid: #{@bid_size}@#{@bid}"
|
35
|
-
# elsif (@type =~ /a/)
|
36
|
-
# "Ask: #{@ask_size}@#{@ask}"
|
37
|
+
def to_s(bid, ask)
|
37
38
|
if (@type =~ /t/)
|
38
|
-
|
39
|
+
if @last_price == @bid
|
40
|
+
operation = 'SELL'
|
41
|
+
elsif @last_price == @ask
|
42
|
+
operation = 'BUY'
|
43
|
+
elsif @last_price == bid
|
44
|
+
operation = 'SELL'
|
45
|
+
elsif @last_price == ask
|
46
|
+
operation = 'BUY'
|
47
|
+
else
|
48
|
+
operation = 'UNKNOWN'
|
49
|
+
end
|
50
|
+
"Symbol: #{@sym} TS:#{@time_stamp} Size:#{@last_size} Price:#{@last_price} Bid:#{@bid} Ask:#{@ask} #{operation}"
|
39
51
|
# elsif (@type =~ /T/)
|
40
52
|
# "extendedTrade"
|
41
53
|
# elsif !@type.nil?
|
data/lib/iqfeed/version.rb
CHANGED
@@ -1,7 +1,7 @@
|
|
1
|
-
require '../
|
1
|
+
require '../iqfeed'
|
2
2
|
|
3
|
-
o =
|
4
|
-
c =
|
3
|
+
o = Iqfeed::HistoryObserver.new
|
4
|
+
c = Iqfeed::HistoryClient.new
|
5
5
|
c.open
|
6
6
|
# 2 hours of tick history
|
7
7
|
c.get_daily_range({:symbol => '@EU#', :from => Time.now - 3600*24, :to => Time.now}, o)
|
@@ -1,7 +1,7 @@
|
|
1
|
-
require '../
|
1
|
+
require '../iqfeed'
|
2
2
|
|
3
|
-
o =
|
4
|
-
c =
|
3
|
+
o = Iqfeed::HistoryObserver.new
|
4
|
+
c = Iqfeed::HistoryClient.new
|
5
5
|
c.open
|
6
6
|
c.get_ohlc_range({:symbol => '@EU#', :duration => 300, :from => Time.now - 200 * 3600, :to => Time.now}, o)
|
7
7
|
c.run
|
@@ -0,0 +1,18 @@
|
|
1
|
+
require '../iqfeed'
|
2
|
+
|
3
|
+
o1 = Iqfeed::Level1Observer.new("@EU#")
|
4
|
+
o2 = Iqfeed::Level1Observer.new("@BP#")
|
5
|
+
o3 = Iqfeed::Level1Observer.new("@CD#")
|
6
|
+
o4 = Iqfeed::Level1Observer.new("@AD#")
|
7
|
+
o5 = Iqfeed::Level1Observer.new("@JY#")
|
8
|
+
o6 = Iqfeed::Level1Observer.new("@SF#")
|
9
|
+
c = Iqfeed::Level1Client.new
|
10
|
+
|
11
|
+
c.open
|
12
|
+
c.add(o1)
|
13
|
+
c.add(o2)
|
14
|
+
c.add(o3)
|
15
|
+
c.add(o4)
|
16
|
+
c.add(o5)
|
17
|
+
c.add(o6)
|
18
|
+
c.run
|
File without changes
|
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: iqfeed
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.0.
|
4
|
+
version: 0.0.2
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Tim
|
8
8
|
autorequire:
|
9
9
|
bindir: bin
|
10
10
|
cert_chain: []
|
11
|
-
date: 2014-11-
|
11
|
+
date: 2014-11-18 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: bundler
|
@@ -56,14 +56,11 @@ files:
|
|
56
56
|
- lib/iqfeed/history_client.rb
|
57
57
|
- lib/iqfeed/level1_client.rb
|
58
58
|
- lib/iqfeed/version.rb
|
59
|
-
- sample/
|
60
|
-
- sample/
|
61
|
-
- sample/
|
62
|
-
- sample/
|
63
|
-
-
|
64
|
-
- sample/range_bar.rb
|
65
|
-
- sample/volume_bar.rb
|
66
|
-
- tools/history.rb
|
59
|
+
- lib/sample/history_daily_range.rb
|
60
|
+
- lib/sample/history_ohlc_range.rb
|
61
|
+
- lib/sample/history_tick_range.rb
|
62
|
+
- lib/sample/level1_online.rb
|
63
|
+
- lib/tools/history.rb
|
67
64
|
homepage: ''
|
68
65
|
licenses:
|
69
66
|
- MIT
|
data/sample/fileclient.rb
DELETED
data/sample/level1_online.rb
DELETED
data/sample/range_bar.rb
DELETED