market_data 0.4.0 → 0.6.0

checksums.yaml

@@ -1,7 +1,7 @@
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+  metadata.gz: dbc923ec4b12764e6cda0c8ca9fa7e26a0c2b91c01c00d2f43b05bd2bb46f4e3
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+  data.tar.gz: 80b6d551634d4b9136b346b98972ecfd1e357e3b5ecf9860cb47d31e5075c57521c62494e3a3fec6b0b436c38c3fb847eb2f083fa64922989c6d0e3814c45358

data/CHANGELOG.md

@@ -33,4 +33,13 @@
 
 ## [0.4.0] - 2024-10-14
 
-- Add support for Markets status endpoint under the `market_status` method
+- Add support for Markets status endpoint under the `market_status` method
+
+## [0.5.0] - 2024-10-15
+
+- Add support for Indexes endpoints under `index_quote` and `ìndex_candles`
+
+## [0.6.0] - 2024-11-08
+
+- Add support for all Options endpoints: `expirations`, `lookup`, `strikes`, `chain`, `option_quote`
+- Improve mappers coverage

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    market_data (0.1.2)
+    market_data (0.5.0)
 
 GEM
   remote: https://rubygems.org/

data/README.md

@@ -2,7 +2,7 @@
 
 A Ruby wrapper for the [MarketData API](https://www.marketdata.app/docs/api).
 
-![coverage](https://img.shields.io/badge/coverage%3A-87.77%25-yellow.svg)
+![coverage](https://img.shields.io/badge/coverage%3A-96.72%25-green.svg)
 
 ## Installation
 
@@ -139,15 +139,27 @@ From Stocks endpoints:
 - [X] Earnings
 
 From Markets endpoints:
-- [ ] Status
+- [X] Status
 
 From Indices endpoints:
-- [ ] Quotes
+- [X] Quotes
+- [X] Candles
+
+From Options endpoints:
+- [X] Expirations
+- [X] Lookup
+- [X] Strikes
+- [X] Chain
+- [X] Quotes
+
+From Mutual Funds endpoints:
 - [ ] Candles
 
 From Stocks endpoints:
-- [ ] Support for optional parameters for Candles
-- [ ] Support for optional parameters for Bulk Candles
+- [ ] Rewrite Stocks endpoints methods to new validation scheme
+
+Other:
+- [ ] [Cache feed](https://www.marketdata.app/docs/api/universal-parameters/feed#cached-feed) support 
 
 
 ## Tests

data/lib/market_data/conn.rb

@@ -6,6 +6,18 @@ module MarketData
   module Conn
     include MarketData::Errors
 
+    def do_request path, query
+      path_hash = {
+        host: MarketData.base_host,
+        path: path,
+      }
+      path_hash[:query] = URI.encode_www_form(query) unless query.empty?
+        
+      do_connect(
+        get_uri path_hash
+      )
+    end
+
     def do_connect(path)
       begin
         conn = URI.open(path, get_auth_headers) 
@@ -19,6 +31,10 @@ module MarketData
       URI::HTTPS.build(path_hash).to_s
     end
 
+    def encode_uri_component str
+      URI.encode_uri_component str
+    end
+
     def get_auth_headers
       { "authorization" => "Bearer #{get_token}"}
     end

data/lib/market_data/constants.rb

@@ -9,6 +9,14 @@ module MarketData
     MONTH_31 = DAY * 31
     YEAR = DAY * 365
 
+    SIDE_CALL = "Call"
+    SIDE_PUT = "Put"
+
+    RANGE_ALL = "all"
+    RANGE_OTM = "otm"
+    RANGE_ITM = "itm"
+    RANGE_ALLOWED = [RANGE_ALL, RANGE_OTM, RANGE_ITM]
+
     EARNING_FIELD_MAPPING = {
       symbol: "symbol",
       fiscal_year: "fiscalYear",
@@ -44,12 +52,78 @@ module MarketData
       change_pct: "changepct",
       volume: "volume",
       updated: "updated",
-      high52: "high52",
-      low52: "low52",
+      high52: "52weekHigh",
+      low52: "52weekLow",
     }
     MARKET_STATUS_FIELD_MAPPING = {
       date: "date",
       status: "status"
     }
+    INDEX_QUOTE_FIELD_MAPPING = {
+      symbol: "symbol",
+      last: "last",
+      change: "change",
+      change_pct: "changepct",
+      high52: "52weekHigh",
+      low52: "52weekLow",
+      updated: "updated",
+    }
+    INDEX_CANDLE_FIELD_MAPPING = {
+      symbol: "symbol",
+      open: "o",
+      close: "c",
+      low: "l",
+      high: "h",
+      time: "t",
+    }
+    OPTION_CHAIN_FIELD_MAPPING = {
+      option_symbol: "optionSymbol",
+      underlying: "underlying",
+      expiration: "expiration",
+      side: "side",
+      strike: "strike",
+      first_traded: "firstTraded",
+      dte: "dte",
+      ask: "ask",
+      ask_size: "askSize",
+      bid: "bidSize",
+      mid: "mid",
+      last: "last",
+      volume: "volume",
+      open_interest: "openInterest",
+      underlying_price: "underlyingPrice",
+      in_the_money: "inTheMoney",
+      intrinsic_value: "intrinsicValue",
+      extrinsic_value: "extrinsicValue",
+      updated: "updated",
+      iv: "iv",
+      delta: "delta",
+      gamma: "gamma",
+      theta: "theta",
+      vega: "vega",
+      rho: "rho"
+    }
+    OPTION_QUOTE_FIELD_MAPPING = {
+      option_symbol: "optionSymbol",
+      ask: "ask",
+      ask_size: "askSize",
+      bid: "bid",
+      bid_size: "bidSize",
+      mid: "mid",
+      last: "last",
+      volume: "volume",
+      open_interest: "openInterest",
+      underlying_price: "underlyingPrice",
+      in_the_money: "inTheMoney",
+      updated: "updated",
+      iv: "iv",
+      delta: "delta",
+      gamma: "gamma",
+      theta: "theta",
+      vega: "vega",
+      rho: "rho",
+      intrinsic_value: "intrinsicValue",
+      extrinsic_value: "extrinsicValue"
+    }
   end
 end

data/lib/market_data/indexes.rb

@@ -0,0 +1,28 @@
+module MarketData
+  module Indexes
+    include MarketData::Conn
+    include MarketData::Mappers
+    include MarketData::Validations
+
+    # TODO use delayed interpolation when building path
+    @@quotes = "/v1/indices/quotes/"
+    @@candles = "/v1/indices/candles/"
+
+    def index_quote(symbol, opts = {w52: nil})
+      query = validate_index_quote_input!(**opts)
+
+      map_index_quote(
+        do_request(@@quotes + symbol, query)
+      )
+    end
+
+    def index_candles(symbol, opts = {resolution: nil, from: nil, to: nil, countback: nil})
+      query = validate_index_candles_input!(**opts)
+
+      map_index_candles(
+        do_request("#{@@candles}#{opts[:resolution]}/#{symbol}", query),
+        symbol
+      )
+    end
+  end
+end

data/lib/market_data/mappers.rb

@@ -5,6 +5,8 @@ module MarketData
     include MarketData::Models
     SYMBOL_RESPONSE_KEY = "symbol"
     STATUS_RESPONSE_KEY = "s"
+    OPEN_RESPONSE_KEY = "o"
+    OPTION_SYMBOL_RESPONSE_KEY = "optionSymbol"
 
     def map_quote response, i=0
       Quote.new(**map_fields_for(response, :quote, i))
@@ -21,7 +23,7 @@ module MarketData
 
     def map_candles response, symbol
       ar = []
-      (0..(response["o"].size - 1)).each do |i|
+      (0..(response[OPEN_RESPONSE_KEY].size - 1)).each do |i|
         args = map_fields_for(response, :candle, i)
         args[:symbol] = symbol
         ar << Candle.new(**args)
@@ -39,7 +41,7 @@ module MarketData
       h
     end
 
-    def map_earning response
+    def map_earnings response
       ar = []
       (0..(response[SYMBOL_RESPONSE_KEY].size - 1)).each do |i|
         ar << Earning.new(**map_fields_for(response, :earning, i))
@@ -53,16 +55,70 @@ module MarketData
         status: response["status"][0],
       )
     end
+    
+    def map_index_quote response
+      IndexQuote.new(**map_fields_for(response, :index_quote))
+    end
+
+    def map_index_candles response, symbol
+      ar = []
+      (0..(response[OPEN_RESPONSE_KEY].size - 1)).each do |i|
+        args = map_fields_for(response, :index_candle, i)
+        args[:symbol] = symbol
+        ar << Models::IndexCandle.new(**args)
+      end
+      ar
+    end
+
+    def map_expirations response
+      Models::OptExpirations.new(
+        expirations: response["expirations"],
+        updated: response["updated"]
+      )
+    end
+
+    def map_lookup response
+      response["optionSymbol"]
+    end
+
+    def map_strike response
+      date_map = response.reject { |el| !el.match(/\d{4}-\d{2}-\d{2}/) }
+      Models::OptStrike.new(
+        updated: response["updated"],
+        strikes: date_map,
+      )
+    end
+
+    def map_option_chain response
+      ar = []
+      (0..(response[OPTION_SYMBOL_RESPONSE_KEY].size - 1)).each do |i|
+        args = map_fields_for(response, :option_chain, i)
+        ar << Models::OptChain.new(**args)
+      end
+      ar
+    end
+
+    def map_option_quote response
+      args = map_fields_for(response, :option_quote)
+      Models::OptQuote.new(**args)
+    end
 
     def map_fields_for(response, kind, i=0)
-      mapping = {}
-      case kind
+      mapping = case kind
       when :candle
-        mapping = Constants::CANDLE_FIELD_MAPPING
+        Constants::CANDLE_FIELD_MAPPING
       when :earning
-        mapping = Constants::EARNING_FIELD_MAPPING
+        Constants::EARNING_FIELD_MAPPING
+      when :index_candle
+        Constants::INDEX_CANDLE_FIELD_MAPPING
+      when :index_quote
+        Constants::INDEX_QUOTE_FIELD_MAPPING
+      when :option_chain
+        Constants::OPTION_CHAIN_FIELD_MAPPING
+      when :option_quote
+        Constants::OPTION_QUOTE_FIELD_MAPPING
       when :quote
-        mapping = Constants::QUOTE_FIELD_MAPPING
+        Constants::QUOTE_FIELD_MAPPING
       else
         raise BadParameterError.new("unrecognized model for mapping: #{kind}")
       end

data/lib/market_data/models.rb

@@ -15,6 +15,19 @@ module MarketData
     end
 
     Earning = Struct.new(*Constants::EARNING_FIELD_MAPPING.keys)
+    
     MarketStatus = Struct.new(*Constants::MARKET_STATUS_FIELD_MAPPING.keys)
+    
+    IndexQuote = Struct.new(*Constants::INDEX_QUOTE_FIELD_MAPPING.keys)
+
+    IndexCandle = Struct.new(*Constants::INDEX_CANDLE_FIELD_MAPPING.keys)
+
+    OptExpirations = Struct.new(:expirations, :updated)
+
+    OptStrike = Struct.new(:updated, :strikes)
+
+    OptChain = Struct.new(*Constants::OPTION_CHAIN_FIELD_MAPPING.keys)
+
+    OptQuote = Struct.new(*Constants::OPTION_QUOTE_FIELD_MAPPING.keys)
   end
 end

data/lib/market_data/options.rb

@@ -0,0 +1,64 @@
+require 'market_data/conn'
+require 'market_data/mappers'
+require 'market_data/validations'
+
+module MarketData
+  module Options
+    include MarketData::Conn
+    include MarketData::Mappers
+    include MarketData::Validations
+
+    @@expirations = "/v1/options/expirations/%{symbol}/" 
+    @@lookup = "/v1/options/lookup/" 
+    @@strike = "/v1/options/strikes/%{symbol}/"
+    @@chain = "/v1/options/chain/%{symbol}/"
+    @@quotes = "/v1/options/quotes/%{symbol}/"
+
+    def expirations(symbol, opts = options_for_expirations)
+      query = validate_expirations_input!(symbol: symbol, **opts)
+      
+      map_expirations(
+        do_request(
+          @@expirations % {symbol: symbol},
+          query
+        )
+      )
+    end
+
+    def lookup(required = required_for_lookup)
+      query = validate_lookup_input!(**required)
+      s_query = "#{query[:symbol]} #{query[:expiration]} #{query[:strike]} #{query[:side]}"
+      
+      map_lookup(
+        do_request @@lookup + encode_uri_component(s_query), {}
+      )
+    end
+
+    def strikes(symbol, opts = options_for_strikes)
+      query = validate_strikes_input!(symbol: symbol, **opts)
+      query = query.except(:symbol)
+
+      map_strike(
+        do_request @@strike % {symbol: symbol}, query
+      )
+    end
+
+    def chain(symbol, opts = options_for_option_chains)
+      query = validate_option_chain_input!(symbol: symbol, **opts)
+      query = query.except(:symbol)
+
+      map_option_chain(
+        do_request @@chain % {symbol: symbol}, query
+      )
+    end
+
+    def option_quote(symbol, opts = options_for_option_quote)
+      query = validate_option_quote_input!(symbol: symbol, **opts)
+      query = query.except(:symbol)
+
+      map_option_quote(
+        do_request @@quotes % {symbol: symbol}, query
+      )
+    end
+  end
+end

data/lib/market_data/quotes.rb

@@ -6,10 +6,11 @@ require 'market_data/validations'
 module MarketData
   module Quotes
     include MarketData::Mappers
-    include MarketData::Errors
+    include MarketData::Errors # <- TODO: remove this
     include MarketData::Conn
     include MarketData::Validations
 
+    # TODO use delayed interpolation when building path
     @@single = "/v1/stocks/quotes/"
     @@bulk = "/v1/stocks/bulkquotes/"
     @@candles = "/v1/stocks/candles/"
@@ -18,24 +19,18 @@ module MarketData
 
     def quote(symbol, w52 = false, extended = false)
       query = validate_quotes_input!(symbol: symbol, w52: w52, extended: extended)
-      
-      path_hash = { host: MarketData.base_host, path: @@single + symbol }
-      if !query.empty?
-        path_hash[:query] = URI.encode_www_form(query)
-      end
-      
-      res = do_connect(get_uri path_hash)
-      map_quote(res)
+
+      map_quote(
+        do_request @@single + symbol, query
+      )
     end
 
     def bulk_quotes(symbols, snapshot = false, extended = false)
       query = validate_bulk_quotes_input!(symbols: symbols, snapshot: snapshot, extended: extended)
       
-      path_hash = { host: MarketData.base_host, path: @@bulk  }
-      path_hash[:query] = URI.encode_www_form(query)
-
-      res = do_connect(get_uri path_hash)
-      map_bulk_quotes res
+      map_bulk_quotes(
+        do_request @@bulk, query
+      )
     end
   
     def candles(symbol, opts = {})
@@ -43,31 +38,28 @@ module MarketData
       opts = defaults.merge(opts)
       query =  validate_candles_input!(**opts)
       
-      path_hash = { host: MarketData.base_host, path: @@candles + opts[:resolution] + "/" + symbol }
-      path_hash[:query] = URI.encode_www_form(query)
-      
-      res = do_connect(get_uri path_hash)
-      map_candles res, symbol
+      map_candles(
+        do_request(@@candles + opts[:resolution] + "/" + symbol, query),
+        symbol
+      )
     end
 
     def bulk_candles(symbols, resolution = "D")
       query = validate_bulk_candles_input!(symbols: symbols, resolution: resolution)
       query = query.except(:resolution)
       
-      path_hash = { host: MarketData.base_host, path: @@bulk_candles + resolution + "/" }
-      path_hash[:query] = URI.encode_www_form(query)
-      
-      res = do_connect(get_uri path_hash)
-      map_bulk_candles res
+      map_bulk_candles(
+        do_request @@bulk_candles + resolution + "/", query
+      )
     end
 
+    
     def earnings(symbol, opts = {from: nil, to: nil, countback: nil, date: nil, report: nil})
-      path_hash = { host: MarketData.base_host(), path: @@earnings + symbol}
       query = validate_earnings_input!(**opts)
-      path_hash[:query] = URI.encode_www_form(query)
 
-      res = do_connect(get_uri path_hash)
-      map_earning res
+      map_earnings(
+        do_request @@earnings + symbol, query
+      )
     end
   end
 end

data/lib/market_data/validations.rb

@@ -12,6 +12,36 @@ module MarketData
       'yearly', 'Y', '1Y', '2Y', '3Y', '4Y', '5Y',
     ]
 
+    def options_for_expirations
+      {strike: nil, date: nil}
+    end
+
+    def required_for_lookup
+      {symbol: nil, expiration: nil, strike: nil, side: nil}
+    end
+
+    def options_for_strikes
+      {
+        date: nil, expiration: nil
+      }
+    end
+    
+    def options_for_option_chains
+      {
+        date: nil,
+        expiration: nil, dte: nil, from: nil, to: nil, month: nil, year: nil, weekly: nil, monthly: nil, quarterly: nil,
+        strike: nil, delta: nil, strike_limit: nil, range: nil,
+        min_bid: nil, max_bid: nil, min_ask: nil, max_ask: nil, max_bid_ask_spread: nil, max_bid_ask_spread_pct: nil, min_open_interest: nil, min_volume: nil,
+        non_standard: nil, side: nil, am: nil, pm: nil
+      }
+    end
+
+    def options_for_option_quote
+      {
+        date: nil, to: nil, from: nil
+      }
+    end
+
     def validate_quotes_input!(symbol: nil, w52: nil, extended: nil)
       result = {}
     
@@ -109,11 +139,114 @@ module MarketData
         if state == :invalid
           raise BadParameterError.new(response)
         end
+
+        return result.merge(response)
+      end
+    end
+    
+    def validate_index_quote_input!(w52: nil)
+      if w52.nil? || !w52
+        return {}
+      end
+      {"52week" => w52}
+    end
+
+    def validate_index_candles_input!(resolution: nil, from: nil, to: nil, countback: nil)
+      validate_candles_input!(resolution: resolution, from: from, to: to, countback: countback)
+    end
+
+    def validate_expirations_input!(symbol: nil, strike: nil, date: nil)
+      result = {}
+      if !symbol.kind_of? String
+        raise BadParameterError.new("symbol must be a string: found #{symbol}")
+      end
+      if symbol.empty?
+        raise BadParameterError.new("symbol must be present: found empty string")
+      end
+
+      if !date.nil? && !time_valid?(date)
+        raise BadParameterError.new("date is not valid")
+      end
+      result.merge!({date: date}) unless date.nil?
+      
+      if !strike.nil? && !strike.kind_of?(Numeric)
+        raise BadParameterError.new("strike must be number, found: #{strike}")
+      end
+      result.merge!({strike: strike}) unless strike.nil?
+
+      return result
+    end
+
+    def validate_lookup_input!(symbol: nil, expiration: nil, strike: nil, side: nil)
+      raise BadParameterError.new("symbol must be present. Found :#{symbol}") if symbol.nil? || symbol.empty?
+      raise BadParameterError.new("expiration must be present. Found :#{expiration}") if expiration.nil? || expiration.empty?
+      raise BadParameterError.new("strike must be present. Found :#{symbol}") if strike.nil?
+      if side.nil? || ![Constants::SIDE_CALL, Constants::SIDE_PUT].include?(side)
+        raise BadParameterError.new("side must be either '#{Constants::SIDE_PUT}' or '#{Constants::SIDE_CALL}'. Found: '#{symbol}'")
+      end
+      return {symbol: symbol, expiration: expiration, strike: strike, side: side}
+    end
+
+    def validate_strikes_input!(symbol: nil, date: nil, expiration: nil)
+      if symbol.nil? || symbol.empty?
+        raise BadParameterError.new("symbol must be present. Found: #{symbol}")
+      end
+      result = {symbol: symbol}
+
+      if !date.nil?
+        raise BadParameterError.new("invalid date: #{date}") if !time_valid?(date)
+        return result.merge({date: date})
+      end
+
+      if !expiration.nil?
+        raise BadParameterError.new("invalid date: #{expiration}") if !time_valid?(expiration)
+        result.merge!({expiration: expiration})
       end
 
-      return result.merge(response)
+      result
     end
 
+    def validate_option_chain_input!(
+      symbol: nil, date: nil, 
+      expiration: nil, dte: nil, from: nil, to: nil, month: nil, year: nil, weekly: nil, monthly: nil, quarterly: nil,
+      strike: nil, delta: nil, strike_limit: nil, range: nil,
+      min_bid: nil, max_bid: nil, min_ask: nil, max_ask: nil, max_bid_ask_spread: nil, max_bid_ask_spread_pct: nil, min_open_interest: nil, min_volume: nil,
+      non_standard: nil, side: nil, am: nil, pm: nil
+    )
+      result = {}
+      
+      if symbol.nil? || !symbol.kind_of?(String) || symbol.empty?
+        raise BadParameterError.new("symbol must be present. Found: #{symbol}")
+      end
+      
+      if !date.nil?
+        raise BadParameterError.new("invalid date for `date`: #{date}") if !time_valid?(date)
+        result.merge!({date: date})
+      end
+      
+      # handle expiration filters
+      e_filters = {expiration: expiration, dte: dte, from: from, to: to, month: month, year: year, weekly: weekly, monthly: monthly, quarterly: quarterly}
+      expiration_filters_validated_query = validate_expiration_filters!(**e_filters)
+      result.merge!(expiration_filters_validated_query)
+
+      # handle strike filters
+      s_filters = {strike: strike, delta: delta, strike_limit: strike_limit, range: range}
+      strike_filters_validated_query = validate_option_chain_strike_filters!(**s_filters)
+      result.merge!(strike_filters_validated_query)
+
+      # handle liquidity filters
+      l_filters = {min_bid: min_bid, max_bid: max_bid, min_ask: min_ask, max_ask: max_ask, max_bid_ask_spread: max_bid_ask_spread,
+        max_bid_ask_spread_pct: max_bid_ask_spread_pct, min_open_interest: min_open_interest, min_volume: min_volume}
+      liquidity_filters_validated_query = validate_option_chain_liquidity_filters!(**l_filters)
+      result.merge!(liquidity_filters_validated_query)
+
+      # handle other filters
+      o_filters = {non_standard: non_standard, side: side, am: am, pm: pm}
+      other_filters_validated_query = validate_option_chain_other_filters!(**o_filters)
+      result.merge!(other_filters_validated_query)
+    end
+
+    # private methods
     def validate_from_to_countback_strategy(
       from: nil, to: nil, countback: nil
     )
@@ -146,6 +279,185 @@ module MarketData
       if t.kind_of?(Integer)
         return t > 0
       end
+      false
+    end
+
+    def validate_expiration_filters!(
+      expiration: nil, dte: nil, from: nil, to: nil, month: nil, year: nil, weekly: nil, monthly: nil, quarterly: nil
+    )
+      result = {}
+
+      if !expiration.nil?
+        raise BadParameterError.new("invalid date for `expiration`: #{expiration}") if expiration != "all" && !time_valid?(expiration)
+        result.merge!({expiration: expiration})
+      end
+
+      # dte is exclusive with from & to
+      if [dte, to, from].count(nil) == 0
+        raise BadParameterError.new("either `dte` or (`from` and `to`) must be present")
+      end
+
+      if !dte.nil?
+        raise BadParameterError.new("invalid value for `dte`: should be an integer") if !dte.kind_of? Integer
+        result.merge!({dte: dte})
+      end
+
+      to_from_present = [from, to].count(nil)
+      if to_from_present == 1
+        raise BadParameterError.new("either none or both `from` and `to` must be included")
+      end
+      if to_from_present == 0
+        raise BadParameterError.new("invalid date `from`: #{from}") if !time_valid?(from)
+        raise BadParameterError.new("invalid date `to`: #{to}") if !time_valid?(to)
+        result.merge!({from: from, to: to})
+      end
+
+      if !month.nil?
+        if !month.kind_of?(Integer) || month > 12 || month < 1
+          raise BadParameterError.new("`month` must be a number between 1 and 12 both inclusive") 
+        end
+        result.merge!({month: month})
+      end
+
+      if !year.nil?
+        if !year.kind_of?(Integer) || year < 1920
+          raise BadParameterError.new("`year` must be a number greater or equal than 1920") 
+        end
+        result.merge!({year: year})
+      end
+
+      timely_present = [weekly, monthly, quarterly].reject { |x| x.nil? }
+      
+      # check boolean-ness
+      all_boolean = timely_present.all? { |x| x.kind_of?(FalseClass) || x.kind_of?(TrueClass)}
+      raise BadParameterError.new("`weekly`, `monthly` and `quarterly` must be either true or false or nil") if !all_boolean
+      
+      # check all are the same
+      all_true = timely_present.all? { |x| x.kind_of?(TrueClass)}
+      all_false = timely_present.all? { |x| x.kind_of?(FalseClass)}
+      raise BadParameterError.new("if two or more of `weekly`, `monthly` and `quarterly` are supplied, they must all have the same value") if !all_true && !all_false
+      result.merge!({weekly: weekly}) if !weekly.nil?
+      result.merge!({monthly: monthly}) if !monthly.nil?
+      result.merge!({quarterly: quarterly}) if !quarterly.nil?
+
+      result
+    end
+
+    def validate_option_chain_strike_filters!(
+      strike: nil, delta: nil, strike_limit: nil, range: nil
+    )
+      result = {}
+      if !strike.nil?
+        raise BadParameterError.new("`strike` must be string") if !strike.kind_of?(String)
+        result.merge!({strike: strike})
+      end
+
+      if !delta.nil?
+        raise BadParameterError.new("`delta` must be string") if !delta.kind_of?(String)
+        result.merge!({delta: delta})
+      end
+
+      if !strike_limit.nil?
+        raise BadParameterError.new("`strike_limit` must be a number") if !strike_limit.kind_of?(Numeric)
+        result.merge!({strikeLimit: strike_limit})
+      end
+
+      if !range.nil?
+        if !Constants::RANGE_ALLOWED.include?(range)
+          raise BadParameterError.new("`range` must be either nil or one of: `itm`,`otm`,`all`")
+        else
+          result.merge!({range: range})
+        end
+      end
+      result
+    end
+    
+    def validate_option_chain_liquidity_filters!(
+      min_bid: nil, max_bid: nil, min_ask: nil, max_ask: nil, max_bid_ask_spread: nil,
+      max_bid_ask_spread_pct: nil, min_open_interest: nil, min_volume: nil
+    )
+      result = {}
+      if !min_bid.nil?
+        raise BadParameterError.new("`min_bid` must be a number") if !min_bid.kind_of?(Numeric)
+        result.merge!({minBid: min_bid})
+      end
+      if !max_bid.nil?
+        raise BadParameterError.new("`max_bid` must be a number") if !max_bid.kind_of?(Numeric)
+        result.merge!({maxBid: max_bid})
+      end
+      if !min_ask.nil?
+        raise BadParameterError.new("`min_ask` must be a number") if !min_ask.kind_of?(Numeric)
+        result.merge!({minAsk: min_ask})
+      end
+      if !max_ask.nil?
+        raise BadParameterError.new("`max_ask` must be a number") if !max_ask.kind_of?(Numeric)
+        result.merge!({maxAsk: max_ask})
+      end
+      if !max_bid_ask_spread.nil?
+        raise BadParameterError.new("`max_bid_ask_spread` must be a number") if !max_bid_ask_spread.kind_of?(Numeric)
+        result.merge!({maxBidAskSpread: max_bid_ask_spread})
+      end
+      if !max_bid_ask_spread_pct.nil?
+        raise BadParameterError.new("`max_bid_ask_spread_pct` must be a number") if !max_bid_ask_spread_pct.kind_of?(Numeric)
+        result.merge!({maxBidAskSpreadPct: max_bid_ask_spread_pct})
+      end
+      if !min_open_interest.nil?
+        raise BadParameterError.new("`min_open_interest` must be a number") if !min_open_interest.kind_of?(Numeric)
+        result.merge!({minOpenInterest: min_open_interest})
+      end
+      if !min_volume.nil?
+        raise BadParameterError.new("`min_volume` must be a number") if !min_volume.kind_of?(Numeric)
+        result.merge!({minVolume: min_volume})
+      end
+      result
+    end
+
+    def validate_option_chain_other_filters!(non_standard: nil, side: nil, am: nil, pm: nil)
+      result = {}
+      if !non_standard.nil?
+        raise BadParameterError.new("`non_standard` can be either nil or a boolean") if ![FalseClass, TrueClass].include?(non_standard.class)
+        result.merge!({nonstandard: non_standard}) if non_standard
+        
+      end
+      if !side.nil?
+        if ![Constants::SIDE_CALL.downcase, Constants::SIDE_PUT.downcase].include?(side)
+          raise BadParameterError.new("`side` must be either '#{Constants::SIDE_PUT.downcase}' or '#{Constants::SIDE_CALL.downcase}'. Found: '#{side}'")
+        end
+        result.merge!({side: side})
+      end
+      if !am.nil?
+        raise BadParameterError.new("`non_standard` can be either nil or a boolean") if ![FalseClass, TrueClass].include?(am.class)
+        result.merge!({am: am})
+      end
+      if !pm.nil?
+        raise BadParameterError.new("`non_standard` can be either nil or a boolean") if ![FalseClass, TrueClass].include?(pm.class)
+        result.merge!({pm: pm})
+      end
+      result
+    end
+
+    def validate_option_quote_input!(symbol: nil, date: nil, from: nil, to: nil)
+      result = {}
+      if symbol.nil? || !symbol.kind_of?(String) || symbol.empty?
+        raise BadParameterError.new("symbol must be present. Found: #{symbol}")
+      end
+
+      if !date.nil?
+        raise BadParameterError.new("invalid date: #{date}") if !time_valid?(date)
+        return result.merge!({date: date})
+      end
+
+      if [to, from].count(nil) == 1
+        raise BadParameterError.new("either none or both `to` and `from` must be present")
+      end
+
+      if [to, from].count(nil) == 0
+        raise BadParameterError.new("invalid `to`: #{to}") if !time_valid?(to)
+        raise BadParameterError.new("invalid `from`: #{from}") if !time_valid?(from)
+        result.merge!({from: from, to: to})
+      end
+      
+      result
     end
   end
 end

data/lib/market_data/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module MarketData
-  VERSION = "0.4.0"
+  VERSION = "0.6.0"
 end

data/lib/market_data.rb

@@ -3,6 +3,8 @@
 require_relative "market_data/version"
 require "market_data/quotes"
 require "market_data/markets"
+require "market_data/indexes"
+require "market_data/options"
 
 module MarketData
   @@base_host = "api.marketdata.app"
@@ -10,6 +12,8 @@ module MarketData
   class Client
     include MarketData::Quotes
     include MarketData::Markets
+    include MarketData::Indexes
+    include MarketData::Options
 
     def initialize token
       @access_token = token

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: market_data
 version: !ruby/object:Gem::Version
-  version: 0.4.0
+  version: 0.6.0
 platform: ruby
 authors:
 - Sebastián González
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2024-10-14 00:00:00.000000000 Z
+date: 2024-11-08 00:00:00.000000000 Z
 dependencies: []
 description: A Ruby client for the MarketData API.
 email:
@@ -28,9 +28,11 @@ files:
 - lib/market_data/conn.rb
 - lib/market_data/constants.rb
 - lib/market_data/errors.rb
+- lib/market_data/indexes.rb
 - lib/market_data/mappers.rb
 - lib/market_data/markets.rb
 - lib/market_data/models.rb
+- lib/market_data/options.rb
 - lib/market_data/quotes.rb
 - lib/market_data/validations.rb
 - lib/market_data/version.rb