massiveclient 0.3.0

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (29) hide show
  1. checksums.yaml +7 -0
  2. data/.gitignore +2 -0
  3. data/.rubocop.yml +49 -0
  4. data/CHANGELOG.md +34 -0
  5. data/Gemfile +6 -0
  6. data/Gemfile.lock +197 -0
  7. data/README.md +59 -0
  8. data/Rakefile +12 -0
  9. data/bin/console +15 -0
  10. data/lib/massiveclient/rest/api/crypto.rb +199 -0
  11. data/lib/massiveclient/rest/api/forex.rb +129 -0
  12. data/lib/massiveclient/rest/api/reference/locales.rb +22 -0
  13. data/lib/massiveclient/rest/api/reference/markets.rb +55 -0
  14. data/lib/massiveclient/rest/api/reference/stocks.rb +70 -0
  15. data/lib/massiveclient/rest/api/reference/tickers.rb +136 -0
  16. data/lib/massiveclient/rest/api/stocks.rb +329 -0
  17. data/lib/massiveclient/rest/api.rb +34 -0
  18. data/lib/massiveclient/rest/client.rb +71 -0
  19. data/lib/massiveclient/rest/errors.rb +43 -0
  20. data/lib/massiveclient/rest.rb +5 -0
  21. data/lib/massiveclient/types.rb +7 -0
  22. data/lib/massiveclient/version.rb +5 -0
  23. data/lib/massiveclient/websocket/client.rb +140 -0
  24. data/lib/massiveclient/websocket/errors.rb +21 -0
  25. data/lib/massiveclient/websocket/events.rb +101 -0
  26. data/lib/massiveclient/websocket.rb +5 -0
  27. data/lib/massiveclient.rb +15 -0
  28. data/massiveclient.gemspec +54 -0
  29. metadata +311 -0
data/lib/massiveclient/websocket/events.rb ADDED
@@ -0,0 +1,101 @@
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+ # frozen_string_literal: true
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+
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+ module MassiveClient
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+ module Websocket
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+ class WebsocketEvent < Dry::Struct
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+ Statuses = Types::String.enum("connected", "successful", "auth_timeout", "auth_success", "success")
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+
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+ attribute :ev, Types::String
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+ attribute :status, Statuses
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+ attribute :message, Types::String
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+ end
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+
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+ class ForexQuoteEvent < Dry::Struct
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+ attribute :ev, Types::String.enum("C")
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+ attribute :p, Types::String # Currency pair
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+ attribute :x, Types::Integer # FX Exchange ID
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+ attribute :a, Types::JSON::Decimal # Ask Price
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+ attribute :b, Types::JSON::Decimal # Bid Price
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+ attribute :t, Types::Integer # Quote Timestamp ( Unix MS )
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+ end
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+
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+ class ForexAggregateEvent < Dry::Struct
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+ attribute :ev, Types::String.enum("CA")
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+ attribute :pair, Types::String
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+ attribute :o, Types::JSON::Decimal # Open Price
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+ attribute :c, Types::JSON::Decimal # Close Price
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+ attribute :h, Types::JSON::Decimal # High Price
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+ attribute :l, Types::JSON::Decimal # Low Price
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+ attribute :v, Types::Integer # Volume ( Quotes during this duration )
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+ attribute :s, Types::Integer # Tick Start Timestamp
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+ end
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+
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+ class CryptoQuoteEvent < Dry::Struct
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+ attribute :ev, Types::String.enum("XQ")
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+ attribute :pair, Types::String
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+ attribute :lp, Types::JSON::Decimal # Last Trade Price
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+ attribute :ls, Types::JSON::Decimal # Last Trade Size
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+ attribute :bp, Types::JSON::Decimal # Bid Price
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+ attribute :bs, Types::JSON::Decimal # Bid Size
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+ attribute :ap, Types::JSON::Decimal # Ask Price
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+ attribute :as, Types::JSON::Decimal # Ask Size
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+ attribute :t, Types::Integer # Exchange Timestamp Unix ( ms )
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+ attribute :x, Types::Integer # Exchange ID
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+ attribute :r, Types::Integer # Received @ Polygon Timestamp
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+ end
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+
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+ class CryptoTradeEvent < Dry::Struct
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+ attribute :ev, Types::String.enum("XT")
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+ attribute :pair, Types::String
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+ attribute :p, Types::JSON::Decimal # Price
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+ attribute :t, Types::Integer # Timestamp Unix ( ms )
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+ attribute :s, Types::JSON::Decimal # Size
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+ attribute :c, Types::Array.of(Types::Integer) # Condition
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+ attribute :i, Types::String # Trade ID ( Optional )
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+ attribute :x, Types::Integer # Exchange ID
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+ attribute :r, Types::Integer # Received @ Polygon Timestamp
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+ end
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+
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+ class CryptoAggregateEvent < Dry::Struct
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+ attribute :ev, Types::String.enum("XA")
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+ attribute :pair, Types::String
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+ attribute :o, Types::JSON::Decimal # Open Price
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+ attribute? :ox, Types::Integer # Open Exchange
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+ attribute :h, Types::JSON::Decimal # High Price
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+ attribute? :hx, Types::Integer # High Exchange
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+ attribute :l, Types::JSON::Decimal # Low Price
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+ attribute? :lx, Types::Integer # Low Exchange
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+ attribute :c, Types::JSON::Decimal # Close Price
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+ attribute? :cx, Types::Integer # Close Exchange
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+ attribute :v, Types::JSON::Decimal # Volume of Trades in Tick
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+ attribute :s, Types::Integer # Tick Start Timestamp
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+ attribute :e, Types::Integer # Tick End Timestamp
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+ end
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+
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+ class CryptoSipEvent < Dry::Struct
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+ attribute :ev, Types::String.enum("XS")
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+ attribute :pair, Types::String
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+ attribute :as, Types::JSON::Decimal # Ask Size
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+ attribute :ap, Types::JSON::Decimal # Ask Price
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+ attribute :ax, Types::Integer # Ask Exchange
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+ attribute :bs, Types::JSON::Decimal # Bid Size
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+ attribute :bp, Types::JSON::Decimal # Bid Price
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+ attribute :bx, Types::Integer # Bid Exchange
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+ attribute :t, Types::Integer # Tick Start Timestamp
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+ end
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+
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+ class CryptoLevel2Event < Dry::Struct
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+ attribute :ev, Types::String.enum("XL2")
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+ attribute :pair, Types::String
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+ attribute :b, Types::Array.of(Types::Array.of(Types::JSON::Decimal))
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+ # Bid Prices ( 100 depth cap )
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+ # [ Price, Size ]
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+ attribute :a, Types::Array.of(Types::Array.of(Types::JSON::Decimal))
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+ # Ask Prices ( 100 depth cap )
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+ # [ Price, Size ]
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+ attribute :t, Types::Integer # Timestamp Unix ( ms )
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+ attribute :x, Types::Integer # Exchange ID
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+ attribute :r, Types::Integer # Tick Received @ Polygon Timestamp
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+ end
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+ end
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+ end
data/lib/massiveclient/websocket.rb ADDED
@@ -0,0 +1,5 @@
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+ # frozen_string_literal: true
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+
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+ require_relative "websocket/client"
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+ require_relative "websocket/errors"
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+ require_relative "websocket/events"
data/lib/massiveclient.rb ADDED
@@ -0,0 +1,15 @@
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+ # frozen_string_literal: true
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+
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+ require "massiveclient/version"
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+
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+ require "eventmachine"
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+ require "faraday"
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+ require "faraday/retry"
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+ require "dry-struct"
9
+ require "dry-types"
10
+ require "permessage_deflate"
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+ require "websocket/driver"
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+
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+ require "massiveclient/types"
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+ require "massiveclient/rest"
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+ require "massiveclient/websocket"
data/massiveclient.gemspec ADDED
@@ -0,0 +1,54 @@
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+ # frozen_string_literal: true
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+
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+ lib = File.expand_path("lib", __dir__)
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+ $LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
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+ require "massiveclient/version"
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+
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+ Gem::Specification.new do |spec|
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+ spec.name = "massiveclient"
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+ spec.version = MassiveClient::VERSION
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+ spec.authors = ["Lance Carlson"]
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+ spec.email = ["lancecarlson@gmail.com"]
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+
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+ spec.license = "MIT"
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+ spec.homepage = "https://github.com/lancecarlson/massive-rb"
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+
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+ spec.summary = "Client library for Massive.com (formerly Polygon.io). Massive is an API for real-time and historical market data."
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+ spec.description = "Client library for Massive.com's REST and Websocket API's. Massive (formerly Polygon.io) is an API for real-time and historical market data for stocks, crypto, and forex."
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+
19
+ spec.metadata = {
20
+ "source_code_uri" => "https://github.com/lancecarlson/massive-rb",
21
+ "bug_tracker_uri" => "https://github.com/lancecarlson/massive-rb/issues",
22
+ "changelog_uri" => "https://github.com/lancecarlson/massive-rb/blob/main/CHANGELOG.md"
23
+ }
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+
25
+ spec.required_ruby_version = ">= 3.0"
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+
27
+ # Specify which files should be added to the gem when it is released.
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+ # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
29
+ spec.files = Dir.chdir(File.expand_path(__dir__)) do
30
+ `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
31
+ end
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+ spec.bindir = "exe"
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+ spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
34
+ spec.require_paths = ["lib"]
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+
36
+ spec.add_runtime_dependency "activesupport", "~> 8.0"
37
+ spec.add_runtime_dependency "dry-struct", "~> 1.2"
38
+ spec.add_runtime_dependency "dry-types", "~> 1.2"
39
+ spec.add_runtime_dependency "eventmachine", "~> 1.2"
40
+ spec.add_runtime_dependency "faraday", "~> 2.0"
41
+ spec.add_runtime_dependency "faraday-retry", "~> 2.0"
42
+ spec.add_runtime_dependency "oj", "~> 3.10"
43
+ spec.add_runtime_dependency "permessage_deflate", "~> 0.1"
44
+ spec.add_runtime_dependency "websocket-driver", "~> 0.7"
45
+
46
+ spec.add_development_dependency "bundler", "~> 2.3"
47
+ spec.add_development_dependency "dotenv", "~> 3.0"
48
+ spec.add_development_dependency "faker", "~> 3.0"
49
+ spec.add_development_dependency "minitest", "~> 5.0"
50
+ spec.add_development_dependency "rake", "~> 13.0"
51
+ spec.add_development_dependency "rubocop", "~> 1.50"
52
+ spec.add_development_dependency "rubocop-performance", "~> 1.11"
53
+ spec.add_development_dependency "vcr", "~> 6.0"
54
+ end
metadata ADDED
@@ -0,0 +1,311 @@
1
+ --- !ruby/object:Gem::Specification
2
+ name: massiveclient
3
+ version: !ruby/object:Gem::Version
4
+ version: 0.3.0
5
+ platform: ruby
6
+ authors:
7
+ - Lance Carlson
8
+ bindir: exe
9
+ cert_chain: []
10
+ date: 1980-01-02 00:00:00.000000000 Z
11
+ dependencies:
12
+ - !ruby/object:Gem::Dependency
13
+ name: activesupport
14
+ requirement: !ruby/object:Gem::Requirement
15
+ requirements:
16
+ - - "~>"
17
+ - !ruby/object:Gem::Version
18
+ version: '8.0'
19
+ type: :runtime
20
+ prerelease: false
21
+ version_requirements: !ruby/object:Gem::Requirement
22
+ requirements:
23
+ - - "~>"
24
+ - !ruby/object:Gem::Version
25
+ version: '8.0'
26
+ - !ruby/object:Gem::Dependency
27
+ name: dry-struct
28
+ requirement: !ruby/object:Gem::Requirement
29
+ requirements:
30
+ - - "~>"
31
+ - !ruby/object:Gem::Version
32
+ version: '1.2'
33
+ type: :runtime
34
+ prerelease: false
35
+ version_requirements: !ruby/object:Gem::Requirement
36
+ requirements:
37
+ - - "~>"
38
+ - !ruby/object:Gem::Version
39
+ version: '1.2'
40
+ - !ruby/object:Gem::Dependency
41
+ name: dry-types
42
+ requirement: !ruby/object:Gem::Requirement
43
+ requirements:
44
+ - - "~>"
45
+ - !ruby/object:Gem::Version
46
+ version: '1.2'
47
+ type: :runtime
48
+ prerelease: false
49
+ version_requirements: !ruby/object:Gem::Requirement
50
+ requirements:
51
+ - - "~>"
52
+ - !ruby/object:Gem::Version
53
+ version: '1.2'
54
+ - !ruby/object:Gem::Dependency
55
+ name: eventmachine
56
+ requirement: !ruby/object:Gem::Requirement
57
+ requirements:
58
+ - - "~>"
59
+ - !ruby/object:Gem::Version
60
+ version: '1.2'
61
+ type: :runtime
62
+ prerelease: false
63
+ version_requirements: !ruby/object:Gem::Requirement
64
+ requirements:
65
+ - - "~>"
66
+ - !ruby/object:Gem::Version
67
+ version: '1.2'
68
+ - !ruby/object:Gem::Dependency
69
+ name: faraday
70
+ requirement: !ruby/object:Gem::Requirement
71
+ requirements:
72
+ - - "~>"
73
+ - !ruby/object:Gem::Version
74
+ version: '2.0'
75
+ type: :runtime
76
+ prerelease: false
77
+ version_requirements: !ruby/object:Gem::Requirement
78
+ requirements:
79
+ - - "~>"
80
+ - !ruby/object:Gem::Version
81
+ version: '2.0'
82
+ - !ruby/object:Gem::Dependency
83
+ name: faraday-retry
84
+ requirement: !ruby/object:Gem::Requirement
85
+ requirements:
86
+ - - "~>"
87
+ - !ruby/object:Gem::Version
88
+ version: '2.0'
89
+ type: :runtime
90
+ prerelease: false
91
+ version_requirements: !ruby/object:Gem::Requirement
92
+ requirements:
93
+ - - "~>"
94
+ - !ruby/object:Gem::Version
95
+ version: '2.0'
96
+ - !ruby/object:Gem::Dependency
97
+ name: oj
98
+ requirement: !ruby/object:Gem::Requirement
99
+ requirements:
100
+ - - "~>"
101
+ - !ruby/object:Gem::Version
102
+ version: '3.10'
103
+ type: :runtime
104
+ prerelease: false
105
+ version_requirements: !ruby/object:Gem::Requirement
106
+ requirements:
107
+ - - "~>"
108
+ - !ruby/object:Gem::Version
109
+ version: '3.10'
110
+ - !ruby/object:Gem::Dependency
111
+ name: permessage_deflate
112
+ requirement: !ruby/object:Gem::Requirement
113
+ requirements:
114
+ - - "~>"
115
+ - !ruby/object:Gem::Version
116
+ version: '0.1'
117
+ type: :runtime
118
+ prerelease: false
119
+ version_requirements: !ruby/object:Gem::Requirement
120
+ requirements:
121
+ - - "~>"
122
+ - !ruby/object:Gem::Version
123
+ version: '0.1'
124
+ - !ruby/object:Gem::Dependency
125
+ name: websocket-driver
126
+ requirement: !ruby/object:Gem::Requirement
127
+ requirements:
128
+ - - "~>"
129
+ - !ruby/object:Gem::Version
130
+ version: '0.7'
131
+ type: :runtime
132
+ prerelease: false
133
+ version_requirements: !ruby/object:Gem::Requirement
134
+ requirements:
135
+ - - "~>"
136
+ - !ruby/object:Gem::Version
137
+ version: '0.7'
138
+ - !ruby/object:Gem::Dependency
139
+ name: bundler
140
+ requirement: !ruby/object:Gem::Requirement
141
+ requirements:
142
+ - - "~>"
143
+ - !ruby/object:Gem::Version
144
+ version: '2.3'
145
+ type: :development
146
+ prerelease: false
147
+ version_requirements: !ruby/object:Gem::Requirement
148
+ requirements:
149
+ - - "~>"
150
+ - !ruby/object:Gem::Version
151
+ version: '2.3'
152
+ - !ruby/object:Gem::Dependency
153
+ name: dotenv
154
+ requirement: !ruby/object:Gem::Requirement
155
+ requirements:
156
+ - - "~>"
157
+ - !ruby/object:Gem::Version
158
+ version: '3.0'
159
+ type: :development
160
+ prerelease: false
161
+ version_requirements: !ruby/object:Gem::Requirement
162
+ requirements:
163
+ - - "~>"
164
+ - !ruby/object:Gem::Version
165
+ version: '3.0'
166
+ - !ruby/object:Gem::Dependency
167
+ name: faker
168
+ requirement: !ruby/object:Gem::Requirement
169
+ requirements:
170
+ - - "~>"
171
+ - !ruby/object:Gem::Version
172
+ version: '3.0'
173
+ type: :development
174
+ prerelease: false
175
+ version_requirements: !ruby/object:Gem::Requirement
176
+ requirements:
177
+ - - "~>"
178
+ - !ruby/object:Gem::Version
179
+ version: '3.0'
180
+ - !ruby/object:Gem::Dependency
181
+ name: minitest
182
+ requirement: !ruby/object:Gem::Requirement
183
+ requirements:
184
+ - - "~>"
185
+ - !ruby/object:Gem::Version
186
+ version: '5.0'
187
+ type: :development
188
+ prerelease: false
189
+ version_requirements: !ruby/object:Gem::Requirement
190
+ requirements:
191
+ - - "~>"
192
+ - !ruby/object:Gem::Version
193
+ version: '5.0'
194
+ - !ruby/object:Gem::Dependency
195
+ name: rake
196
+ requirement: !ruby/object:Gem::Requirement
197
+ requirements:
198
+ - - "~>"
199
+ - !ruby/object:Gem::Version
200
+ version: '13.0'
201
+ type: :development
202
+ prerelease: false
203
+ version_requirements: !ruby/object:Gem::Requirement
204
+ requirements:
205
+ - - "~>"
206
+ - !ruby/object:Gem::Version
207
+ version: '13.0'
208
+ - !ruby/object:Gem::Dependency
209
+ name: rubocop
210
+ requirement: !ruby/object:Gem::Requirement
211
+ requirements:
212
+ - - "~>"
213
+ - !ruby/object:Gem::Version
214
+ version: '1.50'
215
+ type: :development
216
+ prerelease: false
217
+ version_requirements: !ruby/object:Gem::Requirement
218
+ requirements:
219
+ - - "~>"
220
+ - !ruby/object:Gem::Version
221
+ version: '1.50'
222
+ - !ruby/object:Gem::Dependency
223
+ name: rubocop-performance
224
+ requirement: !ruby/object:Gem::Requirement
225
+ requirements:
226
+ - - "~>"
227
+ - !ruby/object:Gem::Version
228
+ version: '1.11'
229
+ type: :development
230
+ prerelease: false
231
+ version_requirements: !ruby/object:Gem::Requirement
232
+ requirements:
233
+ - - "~>"
234
+ - !ruby/object:Gem::Version
235
+ version: '1.11'
236
+ - !ruby/object:Gem::Dependency
237
+ name: vcr
238
+ requirement: !ruby/object:Gem::Requirement
239
+ requirements:
240
+ - - "~>"
241
+ - !ruby/object:Gem::Version
242
+ version: '6.0'
243
+ type: :development
244
+ prerelease: false
245
+ version_requirements: !ruby/object:Gem::Requirement
246
+ requirements:
247
+ - - "~>"
248
+ - !ruby/object:Gem::Version
249
+ version: '6.0'
250
+ description: Client library for Massive.com's REST and Websocket API's. Massive (formerly
251
+ Polygon.io) is an API for real-time and historical market data for stocks, crypto,
252
+ and forex.
253
+ email:
254
+ - lancecarlson@gmail.com
255
+ executables: []
256
+ extensions: []
257
+ extra_rdoc_files: []
258
+ files:
259
+ - ".gitignore"
260
+ - ".rubocop.yml"
261
+ - CHANGELOG.md
262
+ - Gemfile
263
+ - Gemfile.lock
264
+ - README.md
265
+ - Rakefile
266
+ - bin/console
267
+ - lib/massiveclient.rb
268
+ - lib/massiveclient/rest.rb
269
+ - lib/massiveclient/rest/api.rb
270
+ - lib/massiveclient/rest/api/crypto.rb
271
+ - lib/massiveclient/rest/api/forex.rb
272
+ - lib/massiveclient/rest/api/reference/locales.rb
273
+ - lib/massiveclient/rest/api/reference/markets.rb
274
+ - lib/massiveclient/rest/api/reference/stocks.rb
275
+ - lib/massiveclient/rest/api/reference/tickers.rb
276
+ - lib/massiveclient/rest/api/stocks.rb
277
+ - lib/massiveclient/rest/client.rb
278
+ - lib/massiveclient/rest/errors.rb
279
+ - lib/massiveclient/types.rb
280
+ - lib/massiveclient/version.rb
281
+ - lib/massiveclient/websocket.rb
282
+ - lib/massiveclient/websocket/client.rb
283
+ - lib/massiveclient/websocket/errors.rb
284
+ - lib/massiveclient/websocket/events.rb
285
+ - massiveclient.gemspec
286
+ homepage: https://github.com/lancecarlson/massive-rb
287
+ licenses:
288
+ - MIT
289
+ metadata:
290
+ source_code_uri: https://github.com/lancecarlson/massive-rb
291
+ bug_tracker_uri: https://github.com/lancecarlson/massive-rb/issues
292
+ changelog_uri: https://github.com/lancecarlson/massive-rb/blob/main/CHANGELOG.md
293
+ rdoc_options: []
294
+ require_paths:
295
+ - lib
296
+ required_ruby_version: !ruby/object:Gem::Requirement
297
+ requirements:
298
+ - - ">="
299
+ - !ruby/object:Gem::Version
300
+ version: '3.0'
301
+ required_rubygems_version: !ruby/object:Gem::Requirement
302
+ requirements:
303
+ - - ">="
304
+ - !ruby/object:Gem::Version
305
+ version: '0'
306
+ requirements: []
307
+ rubygems_version: 3.6.9
308
+ specification_version: 4
309
+ summary: Client library for Massive.com (formerly Polygon.io). Massive is an API for
310
+ real-time and historical market data.
311
+ test_files: []