schwab_rb 0.2.0

data/lib/schwab_rb/data_objects/market_hours.rb

@@ -0,0 +1,275 @@
+# frozen_string_literal: true
+
+module SchwabRb
+  module DataObjects
+    class MarketHours
+      attr_reader :markets
+
+      class << self
+        def build(data)
+          new(data)
+        end
+      end
+
+      def initialize(data)
+        @markets = {}
+        data.each do |market_type, market_data|
+          @markets[market_type] = {}
+          market_data.each do |product_key, product_data|
+            @markets[market_type][product_key] = MarketInfo.new(product_data)
+          end
+        end
+      end
+
+      def to_h
+        result = {}
+        @markets.each do |market_type, market_data|
+          result[market_type] = {}
+          market_data.each do |product_key, market_info|
+            result[market_type][product_key] = market_info.to_h
+          end
+        end
+        result
+      end
+
+      def equity
+        @markets['equity'] || {}
+      end
+
+      def option
+        @markets['option'] || {}
+      end
+
+      def future
+        @markets['future'] || {}
+      end
+
+      def forex
+        @markets['forex'] || {}
+      end
+
+      def bond
+        @markets['bond'] || {}
+      end
+
+      def market_types
+        @markets.keys
+      end
+
+      def find_by_market_type(market_type)
+        @markets[market_type.to_s]
+      end
+
+      def find_market_info(market_type, product_key)
+        market_data = find_by_market_type(market_type)
+        return nil unless market_data
+        market_data[product_key.to_s]
+      end
+
+      def open_markets
+        result = {}
+        @markets.each do |market_type, market_data|
+          market_data.each do |product_key, market_info|
+            if market_info.open?
+              result[market_type] ||= {}
+              result[market_type][product_key] = market_info
+            end
+          end
+        end
+        result
+      end
+
+      def closed_markets
+        result = {}
+        @markets.each do |market_type, market_data|
+          market_data.each do |product_key, market_info|
+            unless market_info.open?
+              result[market_type] ||= {}
+              result[market_type][product_key] = market_info
+            end
+          end
+        end
+        result
+      end
+
+      def any_open?
+        @markets.any? do |_, market_data|
+          market_data.any? { |_, market_info| market_info.open? }
+        end
+      end
+
+      def all_closed?
+        !any_open?
+      end
+
+      def each_market(&block)
+        return enum_for(:each_market) unless block_given?
+        @markets.each do |market_type, market_data|
+          market_data.each do |product_key, market_info|
+            yield(market_type, product_key, market_info)
+          end
+        end
+      end
+
+      include Enumerable
+
+      def each(&block)
+        each_market(&block)
+      end
+
+      class MarketInfo
+        attr_reader :date, :market_type, :product, :product_name, :is_open, :session_hours
+
+        def initialize(data)
+          @date = data['date']
+          @market_type = data['marketType']
+          @product = data['product']
+          @product_name = data['productName']
+          @is_open = data['isOpen']
+          @session_hours = data['sessionHours'] ? SessionHours.new(data['sessionHours']) : nil
+        end
+
+        def to_h
+          result = {
+            'date' => @date,
+            'marketType' => @market_type,
+            'product' => @product,
+            'isOpen' => @is_open
+          }
+          result['productName'] = @product_name if @product_name
+          result['sessionHours'] = @session_hours.to_h if @session_hours
+          result
+        end
+
+        def open?
+          @is_open == true
+        end
+
+        def closed?
+          !open?
+        end
+
+        def date_object
+          Date.parse(@date) if @date
+        end
+
+        def has_session_hours?
+          !@session_hours.nil?
+        end
+
+        def regular_market_hours
+          return nil unless @session_hours
+          @session_hours.regular_market
+        end
+
+        def pre_market_hours
+          return nil unless @session_hours
+          @session_hours.pre_market
+        end
+
+        def post_market_hours
+          return nil unless @session_hours
+          @session_hours.post_market
+        end
+
+        def equity?
+          @market_type == 'EQUITY'
+        end
+
+        def option?
+          @market_type == 'OPTION'
+        end
+
+        def future?
+          @market_type == 'FUTURE'
+        end
+
+        def forex?
+          @market_type == 'FOREX'
+        end
+
+        def bond?
+          @market_type == 'BOND'
+        end
+      end
+
+      class SessionHours
+        attr_reader :regular_market, :pre_market, :post_market
+
+        def initialize(data)
+          @regular_market = parse_session_periods(data['regularMarket'])
+          @pre_market = parse_session_periods(data['preMarket'])
+          @post_market = parse_session_periods(data['postMarket'])
+        end
+
+        def to_h
+          result = {}
+          result['regularMarket'] = @regular_market.map(&:to_h) if @regular_market
+          result['preMarket'] = @pre_market.map(&:to_h) if @pre_market
+          result['postMarket'] = @post_market.map(&:to_h) if @post_market
+          result
+        end
+
+        def has_regular_market?
+          @regular_market && !@regular_market.empty?
+        end
+
+        def has_pre_market?
+          @pre_market && !@pre_market.empty?
+        end
+
+        def has_post_market?
+          @post_market && !@post_market.empty?
+        end
+
+        private
+
+        def parse_session_periods(periods_data)
+          return nil unless periods_data && periods_data.is_a?(Array)
+          periods_data.map { |period_data| SessionPeriod.new(period_data) }
+        end
+      end
+
+      class SessionPeriod
+        attr_reader :start_time, :end_time
+
+        def initialize(data)
+          @start_time = data['start']
+          @end_time = data['end']
+        end
+
+        def to_h
+          {
+            'start' => @start_time,
+            'end' => @end_time
+          }
+        end
+
+        def start_time_object
+          Time.parse(@start_time) if @start_time
+        end
+
+        def end_time_object
+          Time.parse(@end_time) if @end_time
+        end
+
+        def duration_minutes
+          return nil unless @start_time && @end_time
+          start_obj = start_time_object
+          end_obj = end_time_object
+          return nil unless start_obj && end_obj
+          ((end_obj - start_obj) / 60).to_i
+        end
+
+        def active_now?
+          return false unless @start_time && @end_time
+          now = Time.now
+          start_obj = start_time_object
+          end_obj = end_time_object
+          return false unless start_obj && end_obj
+          now >= start_obj && now <= end_obj
+        end
+      end
+    end
+  end
+end

data/lib/schwab_rb/data_objects/option.rb

@@ -0,0 +1,147 @@
+# frozen_string_literal: true
+
+require 'json'
+require 'date'
+
+module SchwabRb
+  module DataObjects
+    class Option
+      class << self
+        def build(underyling_symbol, data)
+          Option.new(
+            symbol: data.fetch(:symbol),
+            underlying_symbol: underyling_symbol,
+            description: data.fetch(:description),
+            strike: data.fetch(:strikePrice),
+            put_call: data.fetch(:putCall),
+            exchange_name: data.fetch(:exchangeName, nil),
+            bid: data.fetch(:bid),
+            ask: data.fetch(:ask),
+            last: data.fetch(:last),
+            mark: data.fetch(:mark),
+            bid_size: data.fetch(:bidSize, nil),
+            ask_size: data.fetch(:askSize, nil),
+            bid_ask_size: data.fetch(:bidAskSize, nil),
+            last_size: data.fetch(:lastSize, nil),
+            high_price: data.fetch(:highPrice, nil),
+            low_price: data.fetch(:lowPrice, nil),
+            open_price: data.fetch(:openPrice, nil),
+            close_price: data.fetch(:closePrice, nil),
+            total_volume: data.fetch(:totalVolume, nil),
+            trade_time_in_long: data.fetch(:tradeTimeInLong, nil),
+            quote_time_in_long: data.fetch(:quoteTimeInLong, nil),
+            net_change: data.fetch(:netChange, nil),
+            volatility: data.fetch(:volatility, nil),
+            delta: data.fetch(:delta, nil),
+            gamma: data.fetch(:gamma, nil),
+            theta: data.fetch(:theta, nil),
+            vega: data.fetch(:vega, nil),
+            rho: data.fetch(:rho, nil),
+            open_interest: data.fetch(:openInterest, nil),
+            time_value: data.fetch(:timeValue, nil),
+            theoretical_option_value: data.fetch(:theoreticalOptionValue, nil),
+            theoretical_volatility: data.fetch(:theoreticalVolatility, nil),
+            option_deliverables_list: data.fetch(:optionDeliverablesList, nil),
+            strike_price: data.fetch(:strikePrice, nil),
+            expiration_date: Date.parse(data.fetch(:expirationDate)),
+            days_to_expiration: data.fetch(:daysToExpiration, nil),
+            expiration_type: data.fetch(:expirationType, nil),
+            last_trading_day: data.fetch(:lastTradingDay, nil),
+            multiplier: data.fetch(:multiplier, nil),
+            settlement_type: data.fetch(:settlementType, nil),
+            deliverable_note: data.fetch(:deliverableNote, nil),
+            percent_change: data.fetch(:percentChange, nil),
+            mark_change: data.fetch(:markChange, nil),
+            mark_percent_change: data.fetch(:markPercentChange, nil),
+            intrinsic_value: data.fetch(:intrinsicValue, nil),
+            extrinsic_value: data.fetch(:extrinsicValue, nil),
+            option_root: data.fetch(:optionRoot, nil),
+            exercise_type: data.fetch(:exerciseType, nil),
+            high_52_week: data.fetch(:high52Week, nil),
+            low_52_week: data.fetch(:low52Week, nil),
+            non_standard: data.fetch(:nonStandard, nil),
+            in_the_money: data.fetch(:inTheMoney, nil)
+          )
+        end
+      end
+
+      def initialize(
+        symbol:, underlying_symbol:, description:, strike:, put_call:,
+        exchange_name:, bid:, ask:, last:, mark:, bid_size:, ask_size:,
+        bid_ask_size:, last_size:, high_price:, low_price:, open_price:,
+        close_price:, total_volume:, trade_time_in_long:,
+        quote_time_in_long:, net_change:, volatility:, delta:,
+        gamma:, theta:, vega:, rho:, open_interest:, time_value:,
+        theoretical_option_value:, theoretical_volatility:, option_deliverables_list:, strike_price:,
+        expiration_date:, days_to_expiration:, expiration_type:, last_trading_day:, multiplier:,
+        settlement_type:, deliverable_note:, percent_change:, mark_change:, mark_percent_change:, intrinsic_value:, extrinsic_value:, option_root:, exercise_type:, high_52_week:, low_52_week:, non_standard:, in_the_money:
+      )
+        @symbol = symbol
+        @underlying_symbol = underlying_symbol
+        @description = description
+        @strike = strike
+        @put_call = put_call
+        @exchange_name = exchange_name
+        @bid = bid
+        @ask = ask
+        @last = last
+        @mark = mark
+        @bid_size = bid_size
+        @ask_size = ask_size
+        @bid_ask_size = bid_ask_size
+        @last_size = last_size
+        @high_price = high_price
+        @low_price = low_price
+        @open_price = open_price
+        @close_price = close_price
+        @total_volume = total_volume
+        @trade_time_in_long = trade_time_in_long
+        @quote_time_in_long = quote_time_in_long
+        @net_change = net_change
+        @volatility = volatility
+        @delta = delta
+        @gamma = gamma
+        @theta = theta
+        @vega = vega
+        @rho = rho
+        @open_interest = open_interest
+        @time_value = time_value
+        @theoretical_option_value = theoretical_option_value
+        @theoretical_volatility = theoretical_volatility
+        @option_deliverables_list = option_deliverables_list
+        @strike_price = strike_price
+        @expiration_date = expiration_date
+        @days_to_expiration = days_to_expiration
+        @expiration_type = expiration_type
+        @last_trading_day = last_trading_day
+        @multiplier = multiplier
+        @settlement_type = settlement_type
+        @deliverable_note = deliverable_note
+        @percent_change = percent_change
+        @mark_change = mark_change
+        @mark_percent_change = mark_percent_change
+        @intrinsic_value = intrinsic_value
+        @extrinsic_value = extrinsic_value
+        @option_root = option_root
+        @exercise_type = exercise_type
+        @high_52_week = high_52_week
+        @low_52_week = low_52_week
+        @non_standard = non_standard
+        @in_the_money = in_the_money
+      end
+
+      attr_reader :symbol, :underlying_symbol, :description, :strike, :put_call,
+                  :exchange_name, :bid, :ask, :last, :mark, :bid_size, :ask_size,
+                  :bid_ask_size, :last_size, :high_price, :low_price, :open_price,
+                  :close_price, :total_volume, :trade_time_in_long, :quote_time_in_long,
+                  :net_change, :volatility, :delta, :gamma, :theta, :vega, :rho,
+                  :open_interest, :time_value, :theoretical_option_value,
+                  :theoretical_volatility, :option_deliverables_list, :strike_price,
+                  :expiration_date, :days_to_expiration, :expiration_type, :last_trading_day,
+                  :multiplier, :settlement_type, :deliverable_note, :percent_change,
+                  :mark_change, :mark_percent_change, :intrinsic_value, :extrinsic_value,
+                  :option_root, :exercise_type, :high_52_week, :low_52_week, :non_standard,
+                  :in_the_money
+    end
+  end
+end

data/lib/schwab_rb/data_objects/option_chain.rb

@@ -0,0 +1,95 @@
+# frozen_string_literal: true
+
+require 'json'
+require 'date'
+require_relative 'option'
+
+module SchwabRb
+  module DataObjects
+    class OptionChain
+      class << self
+        def build(data)
+          underlying_symbol = data.fetch(:symbol)
+
+          call_dates = []
+          call_opts = []
+          data.fetch(:callExpDateMap).each do |exp_date, options|
+            call_dates << Date.strptime(exp_date.to_s.split(':').first, '%Y-%m-%d')
+            options.each_value do |opts|
+              opts.each do |option_data|
+                call_opts << Option.build(underlying_symbol, option_data)
+              end
+            end
+          end
+
+          put_dates = []
+          put_opts = []
+          data.fetch(:putExpDateMap).each do |exp_date, options|
+            put_dates << Date.strptime(exp_date.to_s.split(':').first, '%Y-%m-%d')
+
+            options.each_value do |opts|
+              opts.each do |option_data|
+                put_opts << Option.build(underlying_symbol, option_data)
+              end
+            end
+          end
+
+          new(
+            symbol: data.fetch(:symbol),
+            status: data.fetch(:status),
+            strategy: data.fetch(:strategy),
+            interval: data.fetch(:interval, nil),
+            is_delayed: data.fetch(:isDelayed, nil),
+            is_index: data.fetch(:isIndex, nil),
+            interest_rate: data.fetch(:interestRate, nil),
+            underlying_price: data.fetch(:underlyingPrice),
+            volatility: data.fetch(:volatility, nil),
+            days_to_expiration: data.fetch(:daysToExpiration),
+            asset_main_type: data.fetch(:assetMainType, nil),
+            asset_sub_type: data.fetch(:assetSubType, nil),
+            is_chain_truncated: data.fetch(:isChainTruncated, false),
+            call_dates: call_dates,
+            call_opts: call_opts,
+            put_dates: put_dates,
+            put_opts: put_opts
+          )
+        end
+      end
+
+      def initialize(
+        symbol:, status:, strategy:, interval:, is_delayed:, is_index:, interest_rate:, underlying_price:, volatility:, days_to_expiration:, asset_main_type:, asset_sub_type:, is_chain_truncated:, call_dates: [], call_opts: [], put_dates: [], put_opts: []
+      )
+        @symbol = symbol
+        @status = status
+        @strategy = strategy
+        @interval = interval
+        @is_delayed = is_delayed
+        @is_index = is_index
+        @interest_rate = interest_rate
+        @underlying_price = underlying_price
+        @volatility = volatility
+        @days_to_expiration = days_to_expiration
+        @asset_main_type = asset_main_type
+        @asset_sub_type = asset_sub_type
+        @is_chain_truncated = is_chain_truncated
+        @call_dates = call_dates
+        @call_opts = call_opts
+        @put_dates = put_dates
+        @put_opts = put_opts
+      end
+
+      attr_reader :symbol, :status, :strategy, :interval, :is_delayed, :is_index, :interest_rate, :underlying_price,
+                  :volatility, :days_to_expiration, :asset_main_type, :asset_sub_type, :is_chain_truncated, :call_dates, :call_opts, :put_dates, :put_opts
+
+      def to_a(_date = nil)
+        call_opts.map do |copt|
+          [copt.expiration_date.strftime('%Y-%m-%d'), copt.put_call, copt.strike, copt.delta, copt.bid, copt.ask,
+           copt.mark]
+        end + put_opts.map do |popt|
+          [popt.expiration_date.strftime('%Y-%m-%d'), popt.put_call, popt.strike, popt.delta, popt.bid, popt.ask,
+           popt.mark]
+        end
+      end
+    end
+  end
+end

data/lib/schwab_rb/data_objects/option_expiration_chain.rb

@@ -0,0 +1,134 @@
+# frozen_string_literal: true
+
+module SchwabRb
+  module DataObjects
+    class OptionExpirationChain
+      attr_reader :expiration_list, :status
+
+      class << self
+        def build(data)
+          new(data)
+        end
+      end
+
+      def initialize(data)
+        @expiration_list = data['expirationList']&.map { |expiration_data| Expiration.new(expiration_data) } || []
+        @status = data['status']
+      end
+
+      def to_h
+        {
+          'expirationList' => @expiration_list.map(&:to_h),
+          'status' => @status
+        }
+      end
+
+      def find_by_date(date)
+        date_str = date.is_a?(Date) ? date.strftime('%Y-%m-%d') : date.to_s
+        @expiration_list.find { |exp| exp.expiration_date == date_str }
+      end
+
+      def find_by_days_to_expiration(days)
+        @expiration_list.select { |exp| exp.days_to_expiration == days }
+      end
+
+      def weekly_expirations
+        @expiration_list.select { |exp| exp.expiration_type == 'W' }
+      end
+
+      def monthly_expirations
+        @expiration_list.select { |exp| exp.expiration_type == 'M' }
+      end
+
+      def quarterly_expirations
+        @expiration_list.select { |exp| exp.expiration_type == 'Q' }
+      end
+
+      def standard_expirations
+        @expiration_list.select(&:standard?)
+      end
+
+      def non_standard_expirations
+        @expiration_list.reject(&:standard?)
+      end
+
+      def count
+        @expiration_list.length
+      end
+      alias size count
+      alias length count
+
+      def empty?
+        @expiration_list.empty?
+      end
+
+      def each(&block)
+        return enum_for(:each) unless block_given?
+        @expiration_list.each(&block)
+      end
+
+      include Enumerable
+
+      class Expiration
+        attr_reader :expiration_date, :days_to_expiration, :expiration_type, 
+                    :settlement_type, :option_roots, :standard
+
+        def initialize(data)
+          @expiration_date = data['expirationDate']
+          @days_to_expiration = data['daysToExpiration']
+          @expiration_type = data['expirationType']
+          @settlement_type = data['settlementType']
+          @option_roots = data['optionRoots']
+          @standard = data['standard']
+        end
+
+        def to_h
+          {
+            'expirationDate' => @expiration_date,
+            'daysToExpiration' => @days_to_expiration,
+            'expirationType' => @expiration_type,
+            'settlementType' => @settlement_type,
+            'optionRoots' => @option_roots,
+            'standard' => @standard
+          }
+        end
+
+        def standard?
+          @standard == true
+        end
+
+        def weekly?
+          @expiration_type == 'W'
+        end
+
+        def monthly?
+          @expiration_type == 'M'
+        end
+
+        def quarterly?
+          @expiration_type == 'Q'
+        end
+
+        def special?
+          @expiration_type == 'S'
+        end
+
+        def date_object
+          Date.parse(@expiration_date) if @expiration_date
+        end
+
+        def expires_in_days?(days)
+          @days_to_expiration == days
+        end
+
+        def expires_today?
+          @days_to_expiration == 0
+        end
+
+        def expires_tomorrow?
+          @days_to_expiration == 1
+        end
+      end
+    end
+  end
+end