moex_iss_client 0.1.0

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data/CHANGELOG.md

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+# Changelog
+
+## [Unreleased]
+
+## [0.2.0]
+
+### Added
+
+- `MoexIssClient::Client#history` - support for foreign stocks and DRs, ETFs, MFs, corporate bonds in RUB.
+- `MoexIssClient::Security` - support for parsing any data sample (not only the last one) of sequrity history.
+
+## [0.1.0] - 2023-03-19
+
+### Added
+
+- Class `MoexIssClient::Client` with method `#history` gets data from ISS for specified security and date interval. Currently only supports Russian stocks, DRs and government bonds in RUB.
+- Class `MoexIssClient::HistoryValidator` with method `#validate` validates data of security history.
+- Class `MoexIssClient::Security` describes security history and provides methods for parsing. Currently supports parsing only the latest data sample.
+- Method `MoexIssClient::Security#attribute` gets value of specified attribute if it presents.
+- Method `MoexIssClient::Security#last_price` is alias for `#attribute('CLOSE')`.
+- Method `MoexIssClient::Security#shortname` is alias for `#attribute('SHORTNAME').`
+- Method `MoexIssClient::Security#sec_id` is alias for `#attribute('SEC_ID')`.

data/Gemfile

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+# frozen_string_literal: true
+
+source 'http://rubygems.org'
+
+gemspec
+
+group :development do
+  gem 'rubocop', '~> 1.48', '>= 1.48.1'
+  gem 'rubocop-performance', '~> 1.16'
+  gem 'rubocop-rspec', '~> 2.19'
+end
+
+group :test do
+  gem 'rspec', '~> 3.12'
+  gem 'simplecov', '~> 0.22.0'
+  gem 'webmock', '~> 3.18', '>= 3.18.1'
+end

data/LICENSE

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+MIT License
+
+Copyright (c) 2023 bl1ndy
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

data/README.md

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+# Moscow Exchange ISS Client
+
+This Ruby gem provides a convinient way to get non-real-time securities history from MOEX ISS without authentication.
+
+NOT USED for real-time updating of securities quotes and for algorithmic trading.
+
+- [Getting started](#getting-started)
+- [Usage](#usage)
+- [Changelog](https://github.com/bl1ndy/moex_iss_client/blob/main/CHANGELOG.md)
+
+## Getting started
+
+To install gem, add this line to your application's `Gemfile`:
+
+```
+gem 'moex_iss_client'
+```
+
+Then install as follows:
+
+```
+$ bundle install
+```
+
+Or install it directly using `gem`:
+
+```
+$ gem install moex_iss_client
+```
+
+## Usage
+
+Create an instance of `MoexIssClient::Client`:
+
+```ruby
+client = MoexIssClient::Client.new
+```
+
+To get security history from ISS, call `#history` on client and provide security ID:
+
+```ruby
+history = client.history('MOEX')
+```
+
+Method `#history` provides some options for ISS request:
+
+```ruby
+:market # default value: 'shares'
+
+# To search for security history in shares market (could be omitted)
+history = client.history('MOEX', market: 'shares')
+
+# To search for security history in bonds market
+history = client.history('SU24021RMFS6', market: 'bonds')
+```
+
+```ruby
+:from # default value: 6 days ago, format: 'YYYY-MM-DD'
+
+history = client.history('MOEX', from: '2023-03-01')
+```
+
+```ruby
+:till # default value: today, format: 'YYYY-MM-DD'
+
+history = client.history('MOEX', till: '2023-03-15')
+```
+
+As we get security history, we should provide it to `MoexIssClient::Security` instance:
+
+```ruby
+security = MoexIssClient::Security.new(history)
+```
+
+Now we can execute some usefull information from history:
+
+```ruby
+# Get last close price
+
+security.last_price #> "112.89"
+
+# Get shortname
+
+security.shortname #> "МосБиржа"
+
+# Get security ID
+
+security.sec_id #> "MOEX"
+
+# Get any existing attribute from data sample
+
+security.attribute('tradedate') #> "2023-03-17"
+```

data/lib/moex_iss_client/client.rb

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+# frozen_string_literal: true
+
+require 'faraday'
+
+module MoexIssClient
+  class Client
+    ROOT_ENDPOINT = 'https://iss.moex.com/iss'
+
+    attr_reader :client
+
+    def initialize
+      @client = Faraday.new(
+        url: ROOT_ENDPOINT,
+        headers: { 'Content-Type' => 'application/xml' }
+      )
+    end
+
+    def history(sec_id, options = {})
+      raise ArgumentError, 'Invalid security ID' if sec_id.to_s.empty?
+
+      params = history_params(sec_id, options)
+
+      client.get(params[:path], { from: params[:from], till: params[:till] }).body
+    end
+
+    private
+
+    def history_params(sec_id, options)
+      market = options[:market] == 'bonds' ? 'bonds' : 'shares'
+      board = market == 'bonds' ? 'tqob' : 'tqbr'
+
+      {
+        path: "history/engines/stock/markets/#{market}/boards/#{board}/securities/#{sec_id}",
+        from: options[:from] || Date.today.prev_day(6).to_s,
+        till: options[:till] || Date.today.to_s
+      }
+    end
+  end
+end

data/lib/moex_iss_client/exceptions.rb

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+# frozen_string_literal: true
+
+module MoexIssClient
+  class NoHistoryError < StandardError; end
+end

data/lib/moex_iss_client/history_validator.rb

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+# frozen_string_literal: true
+
+require 'rexml'
+
+module MoexIssClient
+  class HistoryValidator
+    def validate(history)
+      parsed_history = REXML::Document.new(history)
+
+      raise NoHistoryError, 'Invalid or empty security history' if valid?(parsed_history)
+
+      parsed_history
+    end
+
+    private
+
+    def valid?(history)
+      history.get_elements('//data/rows/row').empty?
+    end
+  end
+end

data/lib/moex_iss_client/security.rb

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+# frozen_string_literal: true
+
+require 'rexml'
+
+module MoexIssClient
+  class Security
+    attr_reader :history
+
+    def initialize(history)
+      @history = HistoryValidator.new.validate(history)
+    end
+
+    def last_price
+      last_data_sample['CLOSE']
+    end
+
+    def shortname
+      last_data_sample['SHORTNAME']
+    end
+
+    def sec_id
+      last_data_sample['SECID']
+    end
+
+    def attribute(attr)
+      last_data_sample[attr.to_s.upcase]
+    end
+
+    private
+
+    def last_data_sample
+      history.get_elements('//data/rows/row[last()]').first
+    end
+  end
+end

data/lib/moex_iss_client/version.rb

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+# frozen_string_literal: true
+
+module MoexIssClient
+  VERSION = '0.1.0'
+end

data/lib/moex_iss_client.rb

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+# frozen_string_literal: true
+
+require_relative 'moex_iss_client/client'
+require_relative 'moex_iss_client/history_validator'
+require_relative 'moex_iss_client/security'
+require_relative 'moex_iss_client/exceptions'
+
+module MoexIssClient
+end

data/moex_iss_client.gemspec

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+# frozen_string_literal: true
+
+require File.expand_path('lib/moex_iss_client/version', __dir__)
+
+Gem::Specification.new do |spec|
+  spec.name                  = 'moex_iss_client'
+  spec.version               = MoexIssClient::VERSION
+  spec.authors               = ['bl1ndy']
+  spec.email                 = ['ayoblindstone@gmail.com']
+
+  spec.summary               = 'Ruby client for Moscow Exchange ISS API'
+  spec.description           = 'This gem allows to interact with Moscow Exchange ISS API'
+  spec.homepage              = 'https://github.com/bl1ndy/moex_iss_client'
+  spec.license               = 'MIT'
+  spec.platform              = Gem::Platform::RUBY
+  spec.required_ruby_version = '>= 3.0.0'
+
+  spec.files = Dir[
+    'lib/**/*.rb',
+    'moex_iss_client.gemspec',
+    'LICENSE',
+    'CHANGELOG.md',
+    'README.md',
+    'Gemfile'
+  ]
+  spec.extra_rdoc_files = ['README.md']
+
+  spec.add_dependency 'faraday', '~> 2.7', '>= 2.7.4'
+  spec.add_dependency 'rexml', '~> 3.2', '>= 3.2.5'
+
+  spec.metadata['rubygems_mfa_required'] = 'false'
+  spec.metadata['allowed_push_host'] = 'https://rubygems.org/'
+  spec.metadata['homepage_uri'] = spec.homepage
+  spec.metadata['source_code_uri'] = spec.homepage
+  spec.metadata['changelog_uri'] = 'https://github.com/bl1ndy/moex_iss_client/blob/main/CHANGELOG.md'
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: moex_iss_client
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- bl1ndy
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2023-03-19 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: faraday
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.7'
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: 2.7.4
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.7'
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: 2.7.4
+- !ruby/object:Gem::Dependency
+  name: rexml
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.2'
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: 3.2.5
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.2'
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: 3.2.5
+description: This gem allows to interact with Moscow Exchange ISS API
+email:
+- ayoblindstone@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files:
+- README.md
+files:
+- CHANGELOG.md
+- Gemfile
+- LICENSE
+- README.md
+- lib/moex_iss_client.rb
+- lib/moex_iss_client/client.rb
+- lib/moex_iss_client/exceptions.rb
+- lib/moex_iss_client/history_validator.rb
+- lib/moex_iss_client/security.rb
+- lib/moex_iss_client/version.rb
+- moex_iss_client.gemspec
+homepage: https://github.com/bl1ndy/moex_iss_client
+licenses:
+- MIT
+metadata:
+  rubygems_mfa_required: 'false'
+  allowed_push_host: https://rubygems.org/
+  homepage_uri: https://github.com/bl1ndy/moex_iss_client
+  source_code_uri: https://github.com/bl1ndy/moex_iss_client
+  changelog_uri: https://github.com/bl1ndy/moex_iss_client/blob/main/CHANGELOG.md
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: 3.0.0
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.4.8
+signing_key: 
+specification_version: 4
+summary: Ruby client for Moscow Exchange ISS API
+test_files: []