iqfeed 0.0.1 → 0.0.2

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
-  metadata.gz: ab00bbc36a39e1ba9ae4380e9b8350d4efe7f4a2
-  data.tar.gz: 0b21acd28f6586eb632fa9ac4cb7d112d87a0525
+  metadata.gz: d9a5732711acddad58af500f795a22f517a78e4d
+  data.tar.gz: 625324d3a604df18134948be9ebb2c36cc1c2c9a
 SHA512:
-  metadata.gz: 3b71dcce8162cd538433502c2960431863aab7dea2c2aa7920b487f9eacde9bc739822b2eb1d0db06d6d2cb5c865d95d81b144d620eb5303d6215f00eee45389
-  data.tar.gz: 4f3d054e0c6d8facb36bcbad5512109ee5e2f4158d977eaf89407252d10a09631b174fefc66884472da93ae554132d9649cbc3313759ef75693f0e487ca60993
+  metadata.gz: 37c304f5ced067eb423feeced9dbd78c57e60fe4bb00ee3875e8524f4ad1513fe04567c5ae1194b19e37e5aacb00cece12016d81651f74acc2f0bf81461cb878
+  data.tar.gz: a7442421fcf84337ee33176f944f2e174e9e50d05a4296328ad68f7986d0b1c66eeb27c0ee8bcea0caf17980ba82beed59e8dba19d38a11c797d48591ad633dd

data/lib/iqfeed.rb

@@ -1,3 +1,5 @@
+$LOAD_PATH.unshift("#{File.dirname(__FILE__)}")
+
 require 'iqfeed/version'
 require 'iqfeed/level1_client'
 require 'iqfeed/history_client'

data/lib/iqfeed/history_client.rb

@@ -122,9 +122,9 @@ module Iqfeed
 			procs = []
 			exception = nil			
 
-			procs[0] = Proc.new{|line| IQ::Tick.parse(line)}
-			procs[1] = Proc.new{|line| IQ::OHLC.parse(line)}
-			procs[2] = Proc.new{|line| IQ::DWM.parse(line)}
+			procs[0] = Proc.new{|line| Iqfeed::Tick.parse(line)}
+			procs[1] = Proc.new{|line| Iqfeed::OHLC.parse(line)}
+			procs[2] = Proc.new{|line| Iqfeed::DWM.parse(line)}
 
 			while line = @socket.gets
 				fields = line.match(/^([^,]+),(.*)/) 

data/lib/iqfeed/level1_client.rb

@@ -3,39 +3,51 @@ require 'observer'
 
 module Iqfeed
 	class Level1Observer
-		attr_accessor :symbol
+		attr_accessor :symbol, :bid, :ask
 
 		def initialize(symbol)
 			@symbol = symbol
 		end
 
 		def update(tick)
-			puts tick.to_s
+			@bid = tick.bid if @bid.nil? && tick.type =~ /(t|b)/
+			@bid = tick.bid if tick.type =~ /b/
+			@ask = tick.ask if @ask.nil? && tick.type =~ /(t|a)/
+			@ask = tick.ask if tick.type =~ /a/
+			puts tick.to_s(@bid, @ask) if tick.sym == @symbol && tick.type =~ /t/
 		end
 	end
 
 	class Level1Tick
-		attr_accessor :type, :time_stamp, :last_price, :total_volume, :last_size, :bid, :ask
+		attr_accessor :type, :time_stamp, :last_price, :total_volume, :last_size, :bid, :ask, :sym
 		def self.parse(line)
 			fields = line.split(',')
 			tick = Level1Tick.new
 			tick.type = fields[17]
+			tick.sym = fields[1]
 			tick.bid = fields[10]
 			tick.ask = fields[11]
 			tick.last_price = fields[3]
 			tick.last_size = fields[7]
 			tick.total_volume = fields[6]
 			tick.time_stamp = fields[65]
-			tick.type =~ /t/ ? tick : nil
+			tick.type =~ /(t|a|b)/ ? tick : nil
 		end
 
-		def to_s
-#			if (@type =~ /b/)
-#				"Bid: #{@bid_size}@#{@bid}"
-#			elsif (@type =~ /a/)
-#				"Ask: #{@ask_size}@#{@ask}"
+		def to_s(bid, ask)
 			if (@type =~ /t/)
-				"Timestamp:#{@time_stamp} LastPrice:#{@last_price} LastSize:#{@last_size} TotalVolume:#{@total_volume} Bid:#{@bid} Ask:#{@ask}"			
+				if @last_price == @bid
+					operation = 'SELL'
+				elsif @last_price == @ask
+					operation = 'BUY'
+				elsif @last_price == bid
+					operation = 'SELL'
+				elsif @last_price == ask
+					operation = 'BUY'
+				else
+					operation = 'UNKNOWN'
+				end
+				"Symbol: #{@sym} TS:#{@time_stamp} Size:#{@last_size} Price:#{@last_price} Bid:#{@bid} Ask:#{@ask} #{operation}"
 #			elsif (@type =~ /T/)
 #				"extendedTrade"
 #			elsif !@type.nil?

data/lib/iqfeed/version.rb

@@ -1,3 +1,3 @@
 module Iqfeed
-  VERSION = "0.0.1"
+  VERSION = "0.0.2"
 end

data/{sample → lib/sample}/history_daily_range.rb

@@ -1,7 +1,7 @@
-require '../lib/history_client'
+require '../iqfeed'
 
-o = IQ::HistoryObserver.new
-c = IQ::HistoryClient.new
+o = Iqfeed::HistoryObserver.new
+c = Iqfeed::HistoryClient.new
 c.open
 # 2 hours of tick history
 c.get_daily_range({:symbol => '@EU#', :from => Time.now - 3600*24, :to => Time.now}, o)

data/{sample → lib/sample}/history_ohlc_range.rb

@@ -1,7 +1,7 @@
-require '../lib/history_client'
+require '../iqfeed'
 
-o = IQ::HistoryObserver.new
-c = IQ::HistoryClient.new
+o = Iqfeed::HistoryObserver.new
+c = Iqfeed::HistoryClient.new
 c.open
 c.get_ohlc_range({:symbol => '@EU#', :duration => 300, :from => Time.now - 200 * 3600, :to => Time.now}, o) 
 c.run

data/lib/sample/history_tick_range.rb

@@ -0,0 +1,8 @@
+require '../iqfeed'
+
+o = Iqfeed::HistoryObserver.new
+c = Iqfeed::HistoryClient.new
+c.open
+
+c.get_tick_range({:symbol => '@EU#', :from => Time.now - 10 * 3600, :to => Time.now}, o)
+c.run

data/lib/sample/level1_online.rb

@@ -0,0 +1,18 @@
+require '../iqfeed'
+
+o1 = Iqfeed::Level1Observer.new("@EU#")
+o2 = Iqfeed::Level1Observer.new("@BP#")
+o3 = Iqfeed::Level1Observer.new("@CD#")
+o4 = Iqfeed::Level1Observer.new("@AD#")
+o5 = Iqfeed::Level1Observer.new("@JY#")
+o6 = Iqfeed::Level1Observer.new("@SF#")
+c = Iqfeed::Level1Client.new
+
+c.open
+c.add(o1)
+c.add(o2)
+c.add(o3)
+c.add(o4)
+c.add(o5)
+c.add(o6)
+c.run

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: iqfeed
 version: !ruby/object:Gem::Version
-  version: 0.0.1
+  version: 0.0.2
 platform: ruby
 authors:
 - Tim
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2014-11-15 00:00:00.000000000 Z
+date: 2014-11-18 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -56,14 +56,11 @@ files:
 - lib/iqfeed/history_client.rb
 - lib/iqfeed/level1_client.rb
 - lib/iqfeed/version.rb
-- sample/fileclient.rb
-- sample/history_daily_range.rb
-- sample/history_ohlc_range.rb
-- sample/history_tick_range.rb
-- sample/level1_online.rb
-- sample/range_bar.rb
-- sample/volume_bar.rb
-- tools/history.rb
+- lib/sample/history_daily_range.rb
+- lib/sample/history_ohlc_range.rb
+- lib/sample/history_tick_range.rb
+- lib/sample/level1_online.rb
+- lib/tools/history.rb
 homepage: ''
 licenses:
 - MIT

data/sample/fileclient.rb

@@ -1,8 +0,0 @@
-require '../lib/file_client'
-
-o = IQ::FileObserver.new("")
-c = IQ::FileClient.new
-
-c.open
-c.add(o)
-c.run

data/sample/history_tick_range.rb

@@ -1,8 +0,0 @@
-require '../lib/history_client'
-
-o = IQ::HistoryObserver.new
-c = IQ::HistoryClient.new
-c.open
-# 2 hours of tick history
-c.get_tick_range({:symbol => '@EU#', :from => Time.now - 10 * 3600, :to => Time.now}, o)
-c.run

data/sample/level1_online.rb

@@ -1,8 +0,0 @@
-require '../lib/level1_client'
-
-o = IQ::Level1Observer.new("@EU#")
-c = IQ::Level1Client.new
-
-c.open
-c.add(o)
-c.run

data/sample/range_bar.rb

@@ -1,8 +0,0 @@
-require '../lib/file_client'
-require '../lib/range_bar'
-
-o = IQ::RangeBarObserver.new(0.0010)
-c = IQ::FileClient.new
-c.open
-c.add(o)
-c.run

data/sample/volume_bar.rb

@@ -1,8 +0,0 @@
-require '../lib/file_client'
-require '../lib/volume_bar'
-
-o = IQ::VolumeBarObserver.new(10)
-c = IQ::FileClient.new
-c.open
-c.add(o)
-c.run