polygon-i 0.1.0

checksums.yaml

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+SHA256:
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+  data.tar.gz: 527f49c742dafb1df16ba162ef277df758b87819842ecd8b44bb2b741b175378
+SHA512:
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data/.gitignore

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+/.bundle/
+/.yardoc
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/
+/test/secrets.json

data/Gemfile

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+source "https://rubygems.org"
+
+gem 'redis'
+gem 'faye-websocket'
+gem 'pry'
+
+# Specify your gem's dependencies in polygon.gemspec
+gemspec

data/Gemfile.lock

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+PATH
+  remote: .
+  specs:
+    polygon (0.1.0)
+      faye-websocket
+      redis
+
+GEM
+  remote: https://rubygems.org/
+  specs:
+    coderay (1.1.3)
+    eventmachine (1.2.7)
+    faye-websocket (0.10.9)
+      eventmachine (>= 0.12.0)
+      websocket-driver (>= 0.5.1)
+    method_source (1.0.0)
+    pry (0.13.1)
+      coderay (~> 1.1)
+      method_source (~> 1.0)
+    rake (10.5.0)
+    redis (4.1.4)
+    websocket-driver (0.7.2)
+      websocket-extensions (>= 0.1.0)
+    websocket-extensions (0.1.5)
+
+PLATFORMS
+  ruby
+
+DEPENDENCIES
+  bundler (~> 2.0)
+  faye-websocket
+  polygon!
+  pry
+  rake (~> 10.0)
+  redis
+
+BUNDLED WITH
+   2.0.2

data/README.md

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+# Polygon
+
+Welcome to your new gem! In this directory, you'll find the files you need to be able to package up your Ruby library into a gem. Put your Ruby code in the file `lib/polygon`. To experiment with that code, run `bin/console` for an interactive prompt.
+
+TODO: Delete this and the text above, and describe your gem
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'polygon'
+```
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install polygon
+
+## Usage
+
+TODO: Write usage instructions here
+
+## Development
+
+After checking out the repo, run `bin/setup` to install dependencies. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
+
+To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
+
+## Contributing
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/[USERNAME]/polygon.

data/Rakefile

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+require "bundler/gem_tasks"
+task :default => :spec

data/bin/console

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+#!/usr/bin/env ruby
+
+require "bundler/setup"
+require "polygon"
+
+# You can add fixtures and/or initialization code here to make experimenting
+# with your gem easier. You can also use a different console, if you like.
+
+# (If you use this, don't forget to add pry to your Gemfile!)
+# require "pry"
+# Pry.start
+
+require "irb"
+IRB.start(__FILE__)

data/bin/setup

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+#!/usr/bin/env bash
+set -euo pipefail
+IFS=$'\n\t'
+set -vx
+
+bundle install
+
+# Do any other automated setup that you need to do here

data/lib/polygon.rb

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+require "polygon/version"
+require 'net/http'
+require 'pry'
+
+module Polygon
+  Dir[__dir__ + '/polygon/*.rb'].each do |f|
+    #puts f
+    eval File.read(f)
+  end
+
+  class<<self
+    def config
+      Config
+    end
+  end
+
+  class Error < StandardError; end
+  # Your code goes here...
+
+  class Stream
+    DEFAULT_WATCH = "MSFT TSLA AAPL AMZN GOOGL BRK.A FB BABA TCEHY JPM JNJ V XOM IDCBF".split(' ')
+
+    def initialize auth, stream='stocks'
+      @pi = PolygonInterface.new auth, stream
+    end
+
+    def listen
+      @pi.run
+      @pi.sub DEFAULT_WATCH
+      @pi.thread.join
+    end
+  end
+end
+
+
+Polygon.config.setKey 'POLYGON', '123'
+
+r = Polygon::Ticker.last_trade 'AAPL'
+puts r

data/lib/polygon/cache.rb

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+require "redis"
+require 'time'
+require 'polygon/pub_sub'
+
+class Cache
+  TTL = 60 # seconds
+
+  @@redis = Redis.new
+
+  def initialize name_map
+
+    $ps.sub 'on_trade', ->(data) {
+      key = "T_#{data['sym']}"
+      t = data['t']
+
+      if expired? t
+
+      else
+        hmset key, data.to_a
+      end
+    }
+  end
+
+  def refresh
+    # grab and set
+  end
+
+  def expired? timestamp # ms
+    ts = Time.strptime(timestamp, '%Q')
+
+    Time.now.to_i - ts.to_i >= TTL
+  end
+
+  def hmset name, key_vals 
+    @@redis.hmset name, *key_vals 
+  end
+
+  def hmget name, keys
+    @@redis.hmget name, *keys
+  end
+
+  def delete names
+    @@redis.del *names
+  end
+
+end

data/lib/polygon/config.rb

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+module Config
+  @@keys = {}
+
+  def self.keys
+    @@keys
+  end
+
+  def self.setKey key, val
+    @@keys[key] = val
+  end
+
+  def self.getKey key
+    @@keys[key]
+  end
+end

data/lib/polygon/pub_sub.rb

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+class PubSub
+
+  def initialize
+    @subs = {}
+  end
+
+  def sub chan, clbk
+    @subs[chan] ||= []
+    @subs[chan] << clbk
+  end
+
+  def pub chan, data
+    @subs[chan] ||= []
+
+    @subs[chan].each do |ch|
+      ch.call(data)
+    end
+  end
+
+end
+
+$ps = PubSub.new

data/lib/polygon/socket.rb

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+require 'faye/websocket'
+require 'eventmachine'
+require 'json'
+require 'set'
+
+require 'polygon/pub_sub'
+
+class PolygonInterface
+  attr_accessor :thread
+
+  def initialize auth, stream
+    @auth = auth
+    @stream = stream
+    @ws = nil
+    @subs = Set.new
+    @ready = false
+    @thread = nil
+  end
+
+  def subs
+    @subs
+  end
+
+  def run
+    @thread = Thread.new do
+      EM.run {
+        @ws = Faye::WebSocket::Client.new("wss://socket.polygon.io/#{@stream}")
+
+        @ws.on :open do |event|
+          p [:open]
+          @ws.send('{"action":"auth","params":"' + @auth + '"}')
+        end
+
+        @ws.on :message do |event|
+          p [:message, event.data]
+
+          msgs = JSON.parse event.data
+          msgs.each do |msg|
+            case msg['ev']
+            when 'T'
+              on_T(msg)
+            when 'status'
+              on_connected if msg['status'] == 'connected'
+              on_auth if msg['status'] == 'auth_success'
+
+              ms = msg['message'].split(': ')
+              on_subscribed(ms.last.strip) if ms.first == 'subscribed to'
+              on_unsubscribed(ms.last.strip) if ms.first == 'unsubscribed to'
+            end
+          end
+        end
+
+        @ws.on :close do |event|
+          p [:close, event.code, event.reason]
+          @ws = nil
+        end
+     }
+    end
+
+    nil until @ready 
+  end
+
+  def sub tickers
+    tp = tickers.map {|t| "T.#{t}"}.join ','
+
+    @ws.send('{"action":"subscribe","params": "' + tp + '"}')
+  end
+
+  def unsub tickers
+    tp = tickers.map {|t| "T.#{t}"}.join ','
+
+    @ws.send('{"action":"unsubscribe","params": "' + tp + '"}')
+  end
+
+  private
+  def on_connected
+    #@ws.send('{"action":"auth","params":"' + @auth + '"}')
+  end
+
+  def on_auth
+    @ready = true
+    #@ws.send('{"action":"subscribe","params": "T.MSFT"}')
+  end
+
+  def on_subscribed ticker 
+    puts "watching #{ticker}"
+    # add ticker
+    @subs.add(ticker)
+  end
+
+  def on_unsubscribed ticker
+    puts "unwatching #{ticker}"
+    @subs.delete ticker
+  end
+
+  def on_T data
+    puts data.inspect
+    $ps.pub 'on_trade', data
+  end
+
+end
+
+#pi.run
+
+# pi.sub ['MSFT', 'TSLA']
+# sleep 2
+# pi.unsub ['MSFT', 'TSLA']
+# sleep 2
+
+# puts pi.subs
+#nil until false 
+
+
+
+=begin
+{
+    "ev": "T",              // Event Type
+    "sym": "MSFT",          // Symbol Ticker
+    "x": 4,                 // Exchange ID
+    "i": "12345",           // Trade ID
+    "z": 3,                 // Tape ( 1=A 2=B 3=C)
+    "p": 114.125,           // Price
+    "s": 100,               // Trade Size
+    "c": [0, 12],           // Trade Conditions
+    "t": 1536036818784      // Trade Timestamp ( Unix MS )
+}
+=end

data/lib/polygon/tickers.rb

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+# Indices, Crypto, FX, and Stocks/Equities
+class Ticker
+  DOMAIN = 'https://api.polygon.io'
+  BASE_URL = 'https://api.polygon.io/v1'
+
+  class<<self
+    def get base, path
+      uri = URI(base + path)
+
+      req = Net::HTTP::Get.new(uri)
+
+      res = Net::HTTP.start(uri.hostname, uri.port, use_ssl: true) {|http|
+        http.request(req)
+      }
+
+        JSON.parse res.body
+    end
+
+    def last_trade symbol
+      r = get BASE_URL, "/last/stocks/#{symbol}?apiKey=#{Config.keys['POLYGON']}"
+      r['status'] == 'success' ? r : nil
+    end
+
+    def last_quote symbol
+      r = get BASE_URL, "/last_quote/stocks/#{symbol}?apiKey=#{Config.keys['POLYGON']}"
+      r['status'] == 'success' ? r : nil
+    end
+
+    def prev_close symbol
+      r = get DOMAIN, "/v2/aggs/ticker/#{symbol}/prev?apiKey=#{Config.keys['POLYGON']}"
+      #binding.pry
+      r['status'] == 'OK' ? r : nil
+    end
+
+    def aggregate_bars ticker, multiplier, timespan, from, to
+      r = get DOMAIN, "/v2/aggs/ticker/#{ticker}/range/#{multiplier}/#{timespan}/#{from}/#{to}?apiKey=#{Config.keys['POLYGON']}"
+      #binding.pry
+      r['status'] == 'OK' ? r : nil
+    end
+
+  end
+
+end

data/lib/polygon/version.rb

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+VERSION = "0.1.0"

data/polygon.gemspec

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+lib = File.expand_path("lib", __dir__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require "polygon/version"
+
+Gem::Specification.new do |spec|
+  spec.name          = "polygon-i"
+  spec.version       = VERSION
+  spec.authors       = ["iodevel"]
+  spec.email         = ["cbrandt92@gmail.com"]
+
+  spec.summary       = 'polygon.io interface'
+  #spec.description   = %q{TODO: Write a longer description or delete this line.}
+  #spec.homepage      = "TODO: Put your gem's website or public repo URL here."
+
+  #spec.metadata["allowed_push_host"] = "TODO: Set to 'http://mygemserver.com'"
+
+  #pec.metadata["homepage_uri"] = spec.homepage
+  #spec.metadata["source_code_uri"] = "TODO: Put your gem's public repo URL here."
+  #spec.metadata["changelog_uri"] = "TODO: Put your gem's CHANGELOG.md URL here."
+
+  # Specify which files should be added to the gem when it is released.
+  # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
+  spec.files         = Dir.chdir(File.expand_path('..', __FILE__)) do
+    `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
+  end
+  spec.bindir        = "exe"
+  spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
+  spec.require_paths = ["lib"]
+
+  spec.add_development_dependency "bundler", "~> 2.0"
+  spec.add_development_dependency "rake", "~> 10.0"
+  spec.add_runtime_dependency "redis"
+  spec.add_runtime_dependency "faye-websocket"
+end

data/todo

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+remove fucking key from main.rb file in test

metadata

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+--- !ruby/object:Gem::Specification
+name: polygon-i
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- iodevel
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2020-06-11 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.0'
+- !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: redis
+  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: faye-websocket
+  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:
+- cbrandt92@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- Gemfile
+- Gemfile.lock
+- README.md
+- Rakefile
+- bin/console
+- bin/setup
+- lib/polygon.rb
+- lib/polygon/cache.rb
+- lib/polygon/config.rb
+- lib/polygon/pub_sub.rb
+- lib/polygon/socket.rb
+- lib/polygon/tickers.rb
+- lib/polygon/version.rb
+- polygon.gemspec
+- todo
+homepage: 
+licenses: []
+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: []
+rubygems_version: 3.0.3
+signing_key: 
+specification_version: 4
+summary: polygon.io interface
+test_files: []