schwab_rb 0.2.0

data/lib/schwab_rb/data_objects/price_history.rb

@@ -0,0 +1,187 @@
+# frozen_string_literal: true
+
+module SchwabRb
+  module DataObjects
+    class PriceHistory
+      attr_reader :symbol, :empty, :candles
+
+      class << self
+        def build(data)
+          new(data)
+        end
+      end
+
+      def initialize(data)
+        @symbol = data['symbol']
+        @empty = data['empty']
+        @candles = data['candles']&.map { |candle_data| Candle.new(candle_data) } || []
+      end
+
+      def to_h
+        {
+          'symbol' => @symbol,
+          'empty' => @empty,
+          'candles' => @candles.map(&:to_h)
+        }
+      end
+
+      def empty?
+        @empty == true || @candles.empty?
+      end
+
+      def count
+        @candles.length
+      end
+      alias size count
+      alias length count
+
+      def first_candle
+        @candles.first
+      end
+
+      def last_candle
+        @candles.last
+      end
+
+      def candles_for_date_range(start_date, end_date)
+        start_timestamp = start_date.to_time.to_i * 1000
+        end_timestamp = end_date.to_time.to_i * 1000
+        
+        @candles.select do |candle|
+          candle.datetime >= start_timestamp && candle.datetime <= end_timestamp
+        end
+      end
+
+      def highest_price
+        return nil if @candles.empty?
+        @candles.map(&:high).max
+      end
+
+      def lowest_price
+        return nil if @candles.empty?
+        @candles.map(&:low).min
+      end
+
+      def highest_volume
+        return nil if @candles.empty?
+        @candles.map(&:volume).max
+      end
+
+      def total_volume
+        return 0 if @candles.empty?
+        @candles.map(&:volume).sum
+      end
+
+      def average_price
+        return nil if @candles.empty?
+        total_price = @candles.map(&:close).sum
+        total_price / @candles.length.to_f
+      end
+
+      def price_range
+        return nil if @candles.empty?
+        {
+          high: highest_price,
+          low: lowest_price,
+          range: highest_price - lowest_price
+        }
+      end
+
+      def each(&block)
+        return enum_for(:each) unless block_given?
+        @candles.each(&block)
+      end
+
+      include Enumerable
+
+      class Candle
+        attr_reader :open, :high, :low, :close, :volume, :datetime
+
+        def initialize(data)
+          @open = data['open']
+          @high = data['high']
+          @low = data['low']
+          @close = data['close']
+          @volume = data['volume']
+          @datetime = data['datetime']
+        end
+
+        def to_h
+          {
+            'open' => @open,
+            'high' => @high,
+            'low' => @low,
+            'close' => @close,
+            'volume' => @volume,
+            'datetime' => @datetime
+          }
+        end
+
+        def date_time
+          Time.at(@datetime / 1000.0) if @datetime
+        end
+
+        def date
+          date_time&.to_date
+        end
+
+        def price_change
+          @close - @open
+        end
+
+        def price_change_percent
+          return 0 if @open == 0
+          ((price_change / @open) * 100).round(4)
+        end
+
+        def is_green?
+          @close > @open
+        end
+
+        def is_red?
+          @close < @open
+        end
+
+        def is_doji?
+          @close == @open
+        end
+
+        def body_size
+          (@close - @open).abs
+        end
+
+        def wick_size
+          upper_wick + lower_wick
+        end
+
+        def upper_wick
+          @high - [@open, @close].max
+        end
+
+        def lower_wick
+          [@open, @close].min - @low
+        end
+
+        def true_range
+          [
+            @high - @low,
+            (@high - @close).abs,
+            (@low - @close).abs
+          ].max
+        end
+
+        def ohlc_average
+          (@open + @high + @low + @close) / 4.0
+        end
+
+        def typical_price
+          (@high + @low + @close) / 3.0
+        end
+
+        def weighted_price
+          (@high + @low + @close + @close) / 4.0
+        end
+      end
+    end
+  end
+end

data/lib/schwab_rb/data_objects/quote.rb

@@ -0,0 +1,276 @@
+# frozen_string_literal: true
+
+module SchwabRb
+  module DataObjects
+    class QuoteFactory
+      def self.build(quote_data)
+        # Extract the data from nested structure (symbol is the key)
+        symbol = quote_data.keys.first
+        data = quote_data[symbol]
+        data[:symbol] ||= symbol
+
+        case data[:assetMainType]
+        when 'OPTION'
+          OptionQuote.new(data)
+        when 'INDEX'
+          IndexQuote.new(data)
+        when 'EQUITY'
+          EquityQuote.new(data)
+        else
+          raise "Unknown assetMainType: #{data[:assetMainType]}"
+        end
+      end
+    end
+
+    class OptionQuote
+      attr_reader :symbol, :asset_main_type, :realtime, :ssid, :quote_52_week_high, :quote_52_week_low, :ask_price,
+                  :ask_size, :bid_price, :bid_size, :close_price, :delta, :gamma, :high_price, :ind_ask_price, :ind_bid_price, :ind_time, :implied_yield, :last_price, :last_size, :low_price, :mark, :mark_change, :mark_percent_change, :money_intrinsic_value, :net_change, :net_percent_change, :open_interest, :open_price, :time, :rho, :security_status, :theoretical_option_value, :theta, :time_value, :total_volume, :trade_time, :underlying_price, :vega, :volatility, :contract_type, :days_to_expiration, :deliverables, :description, :exchange, :exchange_name, :exercise_type, :expiration_day, :expiration_month, :expiration_type, :expiration_year, :is_penny_pilot, :last_trading_day, :multiplier, :settlement_type, :strike_price, :underlying, :underlying_asset_type
+
+      def initialize(data)
+        @symbol = data[:symbol]
+        @asset_main_type = data[:assetMainType]
+        @realtime = data[:realtime]
+        @ssid = data[:ssid]
+        @quote_52_week_high = data.dig(:quote, :"52WeekHigh")
+        @quote_52_week_low = data.dig(:quote, :"52WeekLow")
+        @ask_price = data.dig(:quote, :askPrice)
+        @ask_size = data.dig(:quote, :askSize)
+        @bid_price = data.dig(:quote, :bidPrice)
+        @bid_size = data.dig(:quote, :bidSize)
+        @close_price = data.dig(:quote, :closePrice)
+        @delta = data.dig(:quote, :delta)
+        @gamma = data.dig(:quote, :gamma)
+        @high_price = data.dig(:quote, :highPrice)
+        @ind_ask_price = data.dig(:quote, :indAskPrice)
+        @ind_bid_price = data.dig(:quote, :indBidPrice)
+        @ind_quote_time = data.dig(:quote, :indQuoteTime)
+        @implied_yield = data.dig(:quote, :impliedYield)
+        @last_price = data.dig(:quote, :lastPrice)
+        @last_size = data.dig(:quote, :lastSize)
+        @low_price = data.dig(:quote, :lowPrice)
+        @mark = data.dig(:quote, :mark)
+        @mark_change = data.dig(:quote, :markChange)
+        @mark_percent_change = data.dig(:quote, :markPercentChange)
+        @money_intrinsic_value = data.dig(:quote, :moneyIntrinsicValue)
+        @net_change = data.dig(:quote, :netChange)
+        @net_percent_change = data.dig(:quote, :netPercentChange)
+        @open_interest = data.dig(:quote, :openInterest)
+        @open_price = data.dig(:quote, :openPrice)
+        @quote_time = data.dig(:quote, :quoteTime)
+        @rho = data.dig(:quote, :rho)
+        @security_status = data.dig(:quote, :securityStatus)
+        @theoretical_option_value = data.dig(:quote, :theoreticalOptionValue)
+        @theta = data.dig(:quote, :theta)
+        @time_value = data.dig(:quote, :timeValue)
+        @total_volume = data.dig(:quote, :totalVolume)
+        @trade_time = data.dig(:quote, :tradeTime)
+        @underlying_price = data.dig(:quote, :underlyingPrice)
+        @vega = data.dig(:quote, :vega)
+        @volatility = data.dig(:quote, :volatility)
+        @contract_type = data.dig(:reference, :contractType)
+        @days_to_expiration = data.dig(:reference, :daysToExpiration)
+        @deliverables = data.dig(:reference, :deliverables)
+        @description = data.dig(:reference, :description)
+        @exchange = data.dig(:reference, :exchange)
+        @exchange_name = data.dig(:reference, :exchangeName)
+        @exercise_type = data.dig(:reference, :exerciseType)
+        @expiration_day = data.dig(:reference, :expirationDay)
+        @expiration_month = data.dig(:reference, :expirationMonth)
+        @expiration_type = data.dig(:reference, :expirationType)
+        @expiration_year = data.dig(:reference, :expirationYear)
+        @is_penny_pilot = data.dig(:reference, :isPennyPilot)
+        @last_trading_day = data.dig(:reference, :lastTradingDay)
+        @multiplier = data.dig(:reference, :multiplier)
+        @settlement_type = data.dig(:reference, :settlementType)
+        @strike_price = data.dig(:reference, :strikePrice)
+        @underlying = data.dig(:reference, :underlying)
+        @underlying_asset_type = data.dig(:reference, :underlyingAssetType)
+      end
+
+      def zone
+        if quote_delta.abs > 0.3
+          'DANGER'
+        elsif quote_delta.abs > 0.15
+          'AT_RISK'
+        else
+          'SAFE'
+        end
+      end
+    end
+
+    class IndexQuote
+      attr_reader :symbol, :asset_main_type, :realtime, :ssid, :avg_10_days_volume, :avg_1_year_volume, :div_amount,
+                  :div_freq, :div_pay_amount, :div_yield, :eps, :fund_leverage_factor, :pe_ratio, :quote_52_week_high, :quote_52_week_low, :close_price, :high_price, :last_price, :low_price, :net_change, :net_percent_change, :open_price, :security_status, :total_volume, :trade_time, :description, :exchange, :exchange_name
+
+      def initialize(data)
+        @symbol = data[:symbol]
+        @asset_main_type = data[:assetMainType]
+        @realtime = data[:realtime]
+        @ssid = data[:ssid]
+        @avg_10_days_volume = data.dig(:fundamental, :avg10DaysVolume)
+        @avg_1_year_volume = data.dig(:fundamental, :avg1YearVolume)
+        @div_amount = data.dig(:fundamental, :divAmount)
+        @div_freq = data.dig(:fundamental, :divFreq)
+        @div_pay_amount = data.dig(:fundamental, :divPayAmount)
+        @div_yield = data.dig(:fundamental, :divYield)
+        @eps = data.dig(:fundamental, :eps)
+        @fund_leverage_factor = data.dig(:fundamental, :fundLeverageFactor)
+        @pe_ratio = data.dig(:fundamental, :peRatio)
+        @quote_52_week_high = data.dig(:quote, :"52WeekHigh")
+        @quote_52_week_low = data.dig(:quote, :"52WeekLow")
+        @close_price = data.dig(:quote, :closePrice)
+        @high_price = data.dig(:quote, :highPrice)
+        @last_price = data.dig(:quote, :lastPrice)
+        @low_price = data.dig(:quote, :lowPrice)
+        @net_change = data.dig(:quote, :netChange)
+        @net_percent_change = data.dig(:quote, :netPercentChange)
+        @open_price = data.dig(:quote, :openPrice)
+        @security_status = data.dig(:quote, :securityStatus)
+        @total_volume = data.dig(:quote, :totalVolume)
+        @trade_time = data.dig(:quote, :tradeTime)
+        @description = data.dig(:reference, :description)
+        @exchange = data.dig(:reference, :exchange)
+        @exchange_name = data.dig(:reference, :exchangeName)
+      end
+
+      def mark
+        (@high_price + @low_price) / 2.0
+      end
+    end
+
+    class EquityQuote
+      attr_reader :symbol, :asset_main_type, :asset_sub_type, :quote_type, :realtime, :ssid, :extended_ask_price,
+                  :extended_ask_size, :extended_bid_price, :extended_bid_size, :extended_last_price, :extended_last_size, :extended_mark, :extended_quote_time, :extended_total_volume, :extended_trade_time, :avg_10_days_volume, :avg_1_year_volume, :declaration_date, :div_amount, :div_ex_date, :div_freq, :div_pay_amount, :div_pay_date, :div_yield, :eps, :fund_leverage_factor, :last_earnings_date, :next_div_ex_date, :next_div_pay_date, :pe_ratio, :quote_52_week_high, :quote_52_week_low, :ask_mic_id, :ask_price, :ask_size, :ask_time, :bid_mic_id, :bid_price, :bid_size, :bid_time, :close_price, :high_price, :last_mic_id, :last_price, :last_size, :low_price, :mark, :mark_change, :mark_percent_change, :net_change, :net_percent_change, :open_price, :post_market_change, :post_market_percent_change, :time, :security_status, :total_volume, :trade_time, :cusip, :description, :exchange, :exchange_name, :is_hard_to_borrow, :is_shortable, :htb_rate, :market_last_price, :market_last_size, :market_net_change, :market_percent_change, :market_trade_time
+
+      def initialize(data)
+        @symbol = data[:symbol]
+        @asset_main_type = data[:assetMainType]
+        @asset_sub_type = data[:assetSubType]
+        @quote_type = data[:quoteType]
+        @realtime = data[:realtime]
+        @ssid = data[:ssid]
+        @extended_ask_price = data.dig(:extended, :askPrice)
+        @extended_ask_size = data.dig(:extended, :askSize)
+        @extended_bid_price = data.dig(:extended, :bidPrice)
+        @extended_bid_size = data.dig(:extended, :bidSize)
+        @extended_last_price = data.dig(:extended, :lastPrice)
+        @extended_last_size = data.dig(:extended, :lastSize)
+        @extended_mark = data.dig(:extended, :mark)
+        @extended_quote_time = data.dig(:extended, :quoteTime)
+        @extended_total_volume = data.dig(:extended, :totalVolume)
+        @extended_trade_time = data.dig(:extended, :tradeTime)
+        @avg_10_days_volume = data.dig(:fundamental, :avg10DaysVolume)
+        @avg_1_year_volume = data.dig(:fundamental, :avg1YearVolume)
+        @declaration_date = data.dig(:fundamental, :declarationDate)
+        @div_amount = data.dig(:fundamental, :divAmount)
+        @div_ex_date = data.dig(:fundamental, :divExDate)
+        @div_freq = data.dig(:fundamental, :divFreq)
+        @div_pay_amount = data.dig(:fundamental, :divPayAmount)
+        @div_pay_date = data.dig(:fundamental, :divPayDate)
+        @div_yield = data.dig(:fundamental, :divYield)
+        @eps = data.dig(:fundamental, :eps)
+        @fund_leverage_factor = data.dig(:fundamental, :fundLeverageFactor)
+        @last_earnings_date = data.dig(:fundamental, :lastEarningsDate)
+        @next_div_ex_date = data.dig(:fundamental, :nextDivExDate)
+        @next_div_pay_date = data.dig(:fundamental, :nextDivPayDate)
+        @pe_ratio = data.dig(:fundamental, :peRatio)
+        @quote_52_week_high = data.dig(:quote, :"52WeekHigh")
+        @quote_52_week_low = data.dig(:quote, :"52WeekLow")
+        @ask_mic_id = data.dig(:quote, :askMICId)
+        @ask_price = data.dig(:quote, :askPrice)
+        @ask_size = data.dig(:quote, :askSize)
+        @ask_time = data.dig(:quote, :askTime)
+        @bid_mic_id = data.dig(:quote, :bidMICId)
+        @bid_price = data.dig(:quote, :bidPrice)
+        @bid_size = data.dig(:quote, :bidSize)
+        @bid_time = data.dig(:quote, :bidTime)
+        @close_price = data.dig(:quote, :closePrice)
+        @high_price = data.dig(:quote, :highPrice)
+        @last_mic_id = data.dig(:quote, :lastMICId)
+        @last_price = data.dig(:quote, :lastPrice)
+        @last_size = data.dig(:quote, :lastSize)
+        @low_price = data.dig(:quote, :lowPrice)
+        @mark = data.dig(:quote, :mark)
+        @mark_change = data.dig(:quote, :markChange)
+        @mark_percent_change = data.dig(:quote, :markPercentChange)
+        @net_change = data.dig(:quote, :netChange)
+        @net_percent_change = data.dig(:quote, :netPercentChange)
+        @open_price = data.dig(:quote, :openPrice)
+        @post_market_change = data.dig(:quote, :postMarketChange)
+        @post_market_percent_change = data.dig(:quote, :postMarketPercentChange)
+        @quote_time = data.dig(:quote, :quoteTime)
+        @security_status = data.dig(:quote, :securityStatus)
+        @total_volume = data.dig(:quote, :totalVolume)
+        @trade_time = data.dig(:quote, :tradeTime)
+        @cusip = data.dig(:reference, :cusip)
+        @description = data.dig(:reference, :description)
+        @exchange = data.dig(:reference, :exchange)
+        @exchange_name = data.dig(:reference, :exchangeName)
+        @is_hard_to_borrow = data.dig(:reference, :isHardToBorrow)
+        @is_shortable = data.dig(:reference, :isShortable)
+        @htb_rate = data.dig(:reference, :htbRate)
+        @market_last_price = data.dig(:regular, :regularMarketLastPrice)
+        @market_last_size = data.dig(:regular, :regularMarketLastSize)
+        @market_net_change = data.dig(:regular, :regularMarketNetChange)
+        @market_percent_change = data.dig(:regular, :regularMarketPercentChange)
+        @market_trade_time = data.dig(:regular, :regularMarketTradeTime)
+      end
+
+      def to_h
+        {
+          symbol: @symbol,
+          asset_main_type: @asset_main_type,
+          asset_sub_type: @asset_sub_type,
+          quote_type: @quote_type,
+          realtime: @realtime,
+          ssid: @ssid,
+          extended_ask_price: @extended_ask_price,
+          extended_ask_size: @extended_ask_size,
+          extended_bid_price: @extended_bid_price,
+          extended_bid_size: @extended_bid_size,
+          extended_last_price: @extended_last_price,
+          extended_last_size: @extended_last_size,
+          extended_mark: @extended_mark,
+          extended_quote_time: @extended_quote_time,
+          extended_total_volume: @extended_total_volume,
+          extended_trade_time: @extended_trade_time,
+          avg_10_days_volume: @avg_10_days_volume,
+          avg_1_year_volume: @avg_1_year_volume,
+          declaration_date: @declaration_date,
+          div_amount: @div_amount,
+          div_ex_date: @div_ex_date,
+          div_freq: @div_freq,
+          div_pay_amount: @div_pay_amount,
+          div_pay_date: @div_pay_date,
+          div_yield: @div_yield,
+          eps: @eps,
+          fund_leverage_factor: @fund_leverage_factor,
+          last_earnings_date: @last_earnings_date,
+          next_div_ex_date: @next_div_ex_date,
+          next_div_pay_date: @next_div_pay_date,
+          pe_ratio: @pe_ratio,
+          quote_52_week_high: @quote_52_week_high,
+          quote_52_week_low: @quote_52_week_low,
+          ask_mic_id: @ask_mic_id,
+          ask_price: @ask_price,
+          ask_size: @ask_size,
+          ask_time: @ask_time,
+          bid_mic_id: @bid_mic_id,
+          bid_price: @bid_price,
+          bid_size: @bid_size,
+          bid_time: @bid_time,
+          close_price: @close_price,
+          high_price: @high_price,
+          last_mic_id: @last_mic_id,
+          last_price: @last_price,
+          last_size: @last_size,
+          low_price: @low_price
+        }
+      end
+
+      def to_s
+        "<EquityQuote symbol: #{@symbol}, last_price: #{@last_price}, mark: #{@mark}, market_last_price: #{@market_last_price}, extended_bid_price: #{@extended_bid_price}>"
+      end
+    end
+  end
+end

data/lib/schwab_rb/data_objects/transaction.rb

@@ -0,0 +1,132 @@
+# frozen_string_literal: true
+
+require_relative 'instrument'
+
+module SchwabRb
+  module DataObjects
+    class TransferItem
+      class << self
+        def build(data)
+          TransferItem.new(
+            instrument: Instrument.build(data.fetch(:instrument)),
+            amount: data.fetch(:amount),
+            cost: data.fetch(:cost),
+            fee_type: data.fetch(:feeType, nil),
+            position_effect: data.fetch(:positionEffect, nil)
+          )
+        end
+      end
+
+      attr_reader :instrument, :amount, :cost, :fee_type, :position_effect
+
+      def initialize(instrument:, amount:, cost:, fee_type:, position_effect:)
+        @instrument = instrument
+        @amount = amount
+        @cost = cost
+        @fee_type = fee_type
+        @position_effect = position_effect
+      end
+
+      def symbol
+        option? ? instrument.symbol : ''
+      end
+
+      def underlying_symbol
+        option? ? instrument.underlying_symbol : ''
+      end
+
+      def description
+        option? ? instrument.description : ''
+      end
+
+      def option?
+        instrument.option?
+      end
+
+      def put_call
+        instrument.put_call
+      end
+
+      def fee?
+        %w[OPT_REG_FEE TAF_FEE SEC_FEE].include?(fee_type)
+      end
+
+      def commission?
+        fee_type == 'COMMISSION'
+      end
+
+      def to_h
+        {
+          instrument: instrument.to_h,
+          amount: amount,
+          cost: cost,
+          fee_type: fee_type,
+          position_effect: position_effect
+        }
+      end
+    end
+
+    class Transaction
+      class << self
+        def build(data)
+          Transaction.new(
+            activity_id: data.fetch(:activityId),
+            time: data.fetch(:time),
+            type: data.fetch(:type),
+            status: data.fetch(:status),
+            sub_account: data.fetch(:subAccount),
+            trade_date: data.fetch(:tradeDate),
+            position_id: data.fetch(:positionId, nil),
+            order_id: data.fetch(:orderId, nil),
+            net_amount: data.fetch(:netAmount, nil),
+            transfer_items: data.fetch(:transferItems).map { |ti| TransferItem.build(ti) }
+          )
+        end
+      end
+
+      def initialize(activity_id:, time:, type:, status:, sub_account:, trade_date:, position_id:, order_id:,
+                     net_amount:, transfer_items: [])
+        @activity_id = activity_id
+        @time = time
+        @type = type
+        @status = status
+        @sub_account = sub_account
+        @trade_date = trade_date
+        @position_id = position_id
+        @order_id = order_id
+        @net_amount = net_amount
+        @transfer_items = transfer_items
+      end
+
+      attr_reader :activity_id, :time, :type, :status, :sub_account, :trade_date, :position_id, :order_id, :net_amount,
+                  :transfer_items
+
+      def trade?
+        type == 'TRADE'
+      end
+
+      def symbols
+        transfer_items.map { |ti| ti.instrument.symbol }
+      end
+
+      def option_symbol
+        transfer_items.find { |ti| ti.instrument.option? }.instrument.symbol
+      end
+
+      def to_h
+        {
+          activity_id: @activity_id,
+          time: @time,
+          type: @type,
+          status: @status,
+          sub_account: @sub_account,
+          trade_date: @trade_date,
+          position_id: @position_id,
+          order_id: @order_id,
+          net_amount: @net_amount,
+          transfer_items: @transfer_items.map(&:to_h)
+        }
+      end
+    end
+  end
+end