market_data_faker 0.1.9

checksums.yaml

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+---
+SHA256:
+  metadata.gz: ce1b60d2eae55493edf5218671ed9f2c7044df995244cbf715b82619bfcef1e7
+  data.tar.gz: e1863c400e0e02da74f4af42553d3a22101455029d6ac2054f70304a1fd8d311
+SHA512:
+  metadata.gz: 27a9c8d079c6dc5cc86653bcdc12de054bf1bf53660b3fecd8c1f476927c293ec969e88dc820d57cd5d8262c9e37feeae19963eb0923233c14af3b415a30f432
+  data.tar.gz: d6c28c71041cd2d9d1d76f54d2bec57e51d0f04f9502b975673d4707da45b463e901cad0b61d52c48ede35ad9aee12f1d296e187ddc46458d2c425ecd36dbf38

data/lib/market_data_faker.rb

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+require "market_data_faker/version"
+require "market_data_faker/random_symbol"
+require "market_data_faker/quote"
+require "market_data_faker/stock_exchange"
+require "json"
+require "iex-ruby-client"
+require 'active_support/core_ext/time/zones'
+
+Time.zone = 'UTC'
+

data/lib/market_data_faker/quote.rb

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+module MarketDataFaker
+  class Quote
+    def self.get(symbol=nil, fake_it=true)
+      if fake_it
+        symbol = MarketDataFaker::RandomSymbol.get
+        puts "fake!"
+      end
+      IEX::Resources::Quote.get(symbol)
+    end
+
+    def self.batch(array, fake_it=true)
+      batch = {}
+      array.each do |symbol|
+        batch[symbol] = MarketDataFaker::StockExchange.exchange(symbol, fake_it)
+      end
+      return batch
+    end
+  end
+end

data/lib/market_data_faker/random_symbol.rb

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+module MarketDataFaker
+  class RandomSymbol
+    ETF_SYMBOLS = ["SPY","EEM","XLF","QQQ","GDX","VXX","EWZ","UVXY","EFA","FXI","XOP","SQQQ","XLU","XLE","XLP",
+                        "AMLP","IAU","VWO","HYG","XLK","TQQQ","XLI","IEMG","JNK","SVXY","GDXJ","DWT","JNUG","SLV",
+                        "IYR","XLV","VEA","RSX","TZA","TLT","EWJ","TVIX","OIH","GLD","EZU","NUGT","KRE","IEFA","SMH",
+                        "DRIP","XLB","DGAZ","LQD","FEZ","SDOW","UCO","UWT","AGG","SPXU","XHB","EWY","TBT","ITB","DBC",
+                        "TNA","UNG","IBB","XLRE","EWC","PFF","SHY","VOO","XME","ERX"]
+    def self.get(type="etf")
+      const_name = "#{type}_symbols".upcase
+      RandomSymbol.const_get(const_name).sample
+    end
+  end  
+end

data/lib/market_data_faker/stock_exchange.rb

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+module MarketDataFaker
+  class StockExchange
+
+    XETRA     = ["7:00", "19:00"]
+    FRANKFURT = ["7:00", "19:00"]
+    LSE       = ["8:00", "16:30"]
+    EURONEXT  = ["8:00", "16:30"]
+    NYSE      = ["14:30", "21:00"]
+    NASDAQ    = ["14:30", "21:00"]
+
+    def self.is_open(stock_exchange)
+      opening_hours = StockExchange.const_get(stock_exchange.upcase)
+      opening = Time.zone.parse(opening_hours[0])
+      closing = Time.zone.parse(opening_hours[1])
+      t       = Time.zone.now
+      weekday = t.strftime("%A")
+
+      if weekday == "Saturday" || weekday == "Sunday"
+        return false
+      elsif t.between?(opening, closing)
+        return true
+      else
+        return false
+      end
+    end
+
+    def self.fake_realtime(latest_price)
+      ask_size   = rand(50..250)
+      bid_size   = ask_size
+      ask_price  = latest_price * (1 - Random.new.rand(0.0005))
+      bid_price  = latest_price * (1 - Random.new.rand(0.02))
+      collection = {
+        ask_size: ask_size,
+        ask_price: ask_price,
+        bid_size: bid_size,
+        bid_price: bid_price
+      }
+      return collection
+    end
+
+    def self.exchange(symbol, fake_it=true)
+      collection = []
+      stock_exchanges = StockExchange.constants.map(&:downcase)
+      quote           = MarketDataFaker::Quote.get(symbol, fake_it)
+      stock_exchanges.each do |ex|
+        random             = 1 + (Random.new.rand(0.0035) * ([-1,1].sample))
+        is_open            = is_open(ex.to_s)
+        exchange           = ex.to_s
+        avg_volume         = quote.avg_total_volume   * random
+        latest_price       = quote.latest_price       * random
+        construct_realtime = fake_realtime(latest_price)
+        ask_size           = (quote.iex_ask_size == 0  || quote.iex_ask_size.nil? ) ? construct_realtime[:ask_size]  : quote.iex_ask_size * random
+        ask_price          = (quote.iex_ask_price == 0 || quote.iex_ask_price.nil?) ? construct_realtime[:ask_price] : quote.iex_ask_price * random
+        bid_size           = (quote.iex_bid_size == 0  || quote.iex_bid_size.nil?)  ? construct_realtime[:bid_size]  : quote.iex_bid_size * random
+        bid_prize          = (quote.iex_bid_price == 0 || quote.iex_bid_price.nil?) ? construct_realtime[:bid_price] : quote.iex_bid_price * random
+        last_update        = quote.iex_last_updated_t
+        
+        collection << {
+          symbol: symbol,
+          exchange: exchange,
+          avg_volume: avg_volume,
+          latest_price: latest_price,
+          ask_size: ask_size,
+          ask_price: ask_price,
+          bid_size: bid_size,
+          bid_prize: bid_prize,
+          last_update: last_update,
+          is_open: is_open
+        }
+      end
+      return collection
+    end
+
+  end  
+end

data/lib/market_data_faker/version.rb

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+module MarketDataFaker
+  VERSION = "0.1.9"
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: market_data_faker
+version: !ruby/object:Gem::Version
+  version: 0.1.9
+platform: ruby
+authors:
+- luke-hawk
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2018-08-17 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.16'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.16'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+- !ruby/object:Gem::Dependency
+  name: iex-ruby-client
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: activesupport
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+description: 
+email:
+- market.data.gem@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- lib/market_data_faker.rb
+- lib/market_data_faker/quote.rb
+- lib/market_data_faker/random_symbol.rb
+- lib/market_data_faker/stock_exchange.rb
+- lib/market_data_faker/version.rb
+homepage: 
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.7.3
+signing_key: 
+specification_version: 4
+summary: A simple library to fake market data for a set of stock exchanges
+test_files: []