schwab_rb 0.2.0

data/lib/schwab_rb/data_objects/user_preferences.rb

@@ -0,0 +1,129 @@
+# frozen_string_literal: true
+
+module SchwabRb
+  module DataObjects
+    class UserPreferences
+      attr_reader :accounts, :streamer_info, :offers
+
+      class << self
+        def build(data)
+          new(data)
+        end
+      end
+
+      def initialize(data)
+        @accounts = data[:accounts]&.map { |account_data| UserAccount.new(account_data) } || []
+        @streamer_info = data[:streamerInfo]&.map { |streamer_data| StreamerInfo.new(streamer_data) } || []
+        @offers = data[:offers]&.map { |offer_data| Offer.new(offer_data) } || []
+      end
+
+      def to_h
+        {
+          accounts: @accounts.map(&:to_h),
+          streamerInfo: @streamer_info.map(&:to_h),
+          offers: @offers.map(&:to_h)
+        }
+      end
+
+      def primary_account
+        @accounts.find(&:primary_account?)
+      end
+
+      def find_account_by_number(account_number)
+        @accounts.find { |account| account.account_number == account_number }
+      end
+
+      def account_numbers
+        @accounts.map(&:account_number)
+      end
+
+      def brokerage_accounts
+        @accounts.select { |account| account.type == 'BROKERAGE' }
+      end
+
+      def has_level2_permissions?
+        @offers.any?(&:level2_permissions?)
+      end
+
+      class UserAccount
+        attr_reader :account_number, :primary_account, :type, :nick_name, :display_acct_id, 
+                    :auto_position_effect, :account_color, :lot_selection_method
+
+        def initialize(data)
+          @account_number = data[:accountNumber]
+          @primary_account = data[:primaryAccount]
+          @type = data[:type]
+          @nick_name = data[:nickName]
+          @display_acct_id = data[:displayAcctId]
+          @auto_position_effect = data[:autoPositionEffect]
+          @account_color = data[:accountColor]
+          @lot_selection_method = data[:lotSelectionMethod]
+        end
+
+        def primary_account?
+          @primary_account
+        end
+
+        def auto_position_effect?
+          @auto_position_effect
+        end
+
+        def to_h
+          {
+            accountNumber: @account_number,
+            primaryAccount: @primary_account,
+            type: @type,
+            nickName: @nick_name,
+            displayAcctId: @display_acct_id,
+            autoPositionEffect: @auto_position_effect,
+            accountColor: @account_color,
+            lotSelectionMethod: @lot_selection_method
+          }
+        end
+      end
+
+      class StreamerInfo
+        attr_reader :streamer_socket_url, :schwab_client_customer_id, :schwab_client_correl_id, 
+                    :schwab_client_channel, :schwab_client_function_id
+
+        def initialize(data)
+          @streamer_socket_url = data[:streamerSocketUrl]
+          @schwab_client_customer_id = data[:schwabClientCustomerId]
+          @schwab_client_correl_id = data[:schwabClientCorrelId]
+          @schwab_client_channel = data[:schwabClientChannel]
+          @schwab_client_function_id = data[:schwabClientFunctionId]
+        end
+
+        def to_h
+          {
+            streamerSocketUrl: @streamer_socket_url,
+            schwabClientCustomerId: @schwab_client_customer_id,
+            schwabClientCorrelId: @schwab_client_correl_id,
+            schwabClientChannel: @schwab_client_channel,
+            schwabClientFunctionId: @schwab_client_function_id
+          }
+        end
+      end
+
+      class Offer
+        attr_reader :level2_permissions, :mkt_data_permission
+
+        def initialize(data)
+          @level2_permissions = data[:level2Permissions]
+          @mkt_data_permission = data[:mktDataPermission]
+        end
+
+        def level2_permissions?
+          @level2_permissions
+        end
+
+        def to_h
+          {
+            level2Permissions: @level2_permissions,
+            mktDataPermission: @mkt_data_permission
+          }
+        end
+      end
+    end
+  end
+end

data/lib/schwab_rb/market_hours.rb

@@ -0,0 +1,13 @@
+# frozen_string_literal: true
+
+module SchwabRb
+  class MarketHours
+    module Markets
+      EQUITY = 'equity'
+      OPTION = 'option'
+      BOND = 'bond'
+      FUTURE = 'future'
+      FOREX = 'forex'
+    end
+  end
+end

data/lib/schwab_rb/movers.rb

@@ -0,0 +1,35 @@
+# frozen_string_literal: true
+
+module SchwabRb
+  class Movers
+    module Indexes
+      DJI = '$DJI'
+      COMPX = '$COMPX'
+      SPX = '$SPX'
+      NYSE = 'NYSE'
+      NASDAQ = 'NASDAQ'
+      OTCBB = 'OTCBB'
+      INDEX_ALL = 'INDEX_ALL'
+      EQUITY_ALL = 'EQUITY_ALL'
+      OPTION_ALL = 'OPTION_ALL'
+      OPTION_PUT = 'OPTION_PUT'
+      OPTION_CALL = 'OPTION_CALL'
+    end
+
+    module SortOrders
+      VOLUME = 'VOLUME'
+      TRADES = 'TRADES'
+      PERCENT_CHANGE_UP = 'PERCENT_CHANGE_UP'
+      PERCENT_CHANGE_DOWN = 'PERCENT_CHANGE_DOWN'
+    end
+
+    module Frequencies
+      ZERO = 0
+      ONE = 1
+      FIVE = 5
+      TEN = 10
+      THIRTY = 30
+      SIXTY = 60
+    end
+  end
+end

data/lib/schwab_rb/option.rb

@@ -0,0 +1,64 @@
+# frozen_string_literal: true
+
+module SchwabRb
+  class Option
+    module ContractTypes
+      CALL = "CALL"
+      PUT = "PUT"
+      ALL = "ALL"
+    end
+
+    module Strategies
+      SINGLE = "SINGLE"
+      ANALYTICAL = "ANALYTICAL"
+      COVERED = "COVERED"
+      VERTICAL = "VERTICAL"
+      CALENDAR = "CALENDAR"
+      STRANGLE = "STRANGLE"
+      STRADDLE = "STRADDLE"
+      BUTTERFLY = "BUTTERFLY"
+      CONDOR = "CONDOR"
+      DIAGONAL = "DIAGONAL"
+      COLLAR = "COLLAR"
+      ROLL = "ROLL"
+    end
+
+    module StrikeRanges
+      IN_THE_MONEY = "ITM"
+      NEAR_THE_MONEY = "NTM"
+      OUT_OF_THE_MONEY = "OTM"
+      STRIKES_ABOVE_MARKET = "SAK"
+      STRIKES_BELOW_MARKET = "SBK"
+      STRIKES_NEAR_MARKET = "SNK"
+      ALL = "ALL"
+    end
+
+    module Types
+      STANDARD = "S"
+      NON_STANDARD = "NS"
+      ALL = "ALL"
+    end
+
+    module ExpirationMonths
+      JANUARY = "JAN"
+      FEBRUARY = "FEB"
+      MARCH = "MAR"
+      APRIL = "APR"
+      MAY = "MAY"
+      JUNE = "JUN"
+      JULY = "JUL"
+      AUGUST = "AUG"
+      SEPTEMBER = "SEP"
+      OCTOBER = "OCT"
+      NOVEMBER = "NOV"
+      DECEMBER = "DEC"
+      ALL = "ALL"
+    end
+
+    module Entitlements
+      PAYING_PRO = "PP"
+      NON_PRO = "NP"
+      NON_PAYING_PRO = "PN"
+    end
+  end
+end

data/lib/schwab_rb/orders/builder.rb

@@ -0,0 +1,202 @@
+require_relative '../utils/enum_enforcer'
+
+module SchwabRb::Orders
+  class Builder
+    # Helper class to create arbitrarily complex orders. Note this class simply
+    # implements the order schema defined in the `documentation
+    # <https://developer.schwabmeritrade.com/account-access/apis/post/accounts/
+    # %7BaccountId%7D/orders-0>`__, with no attempts to validate the result.
+    # Orders created using this class may be rejected or may never fill. Use at
+    # your own risk.
+
+    include EnumEnforcer
+
+    class << self
+      def build(obj)
+        case obj
+        when String, Integer, Float
+          obj
+        when Hash
+          obj.each_with_object({}) do |(key, val), acc|
+            acc[camel_case(key)] = build(val)
+          end
+        when Array
+          obj.map { |i| build(i) }
+        else
+          ret = {}
+          obj.instance_variables.each do |var|
+            value = obj.instance_variable_get(var)
+            next if value.nil?
+
+            name = var.to_s[1..-1]
+            ret[camel_case(name)] = build(value)
+          end
+          ret
+        end
+      end
+
+      def camel_case(snake_str)
+        camel_case_str = snake_str.split('_').map(&:capitalize).join
+        camel_case_str[0].downcase + camel_case_str[1..]
+      end
+    end
+
+    def initialize(enforce_enums: true)
+      @session = nil
+      @account_number = nil
+      @duration = nil
+      @order_type = nil
+      @complex_order_strategy_type = nil
+      @quantity = nil
+      @destination_link_name = nil
+      @stop_price = nil
+      @stop_price_link_basis = nil
+      @stop_price_link_type = nil
+      @stop_price_offset = nil
+      @stop_type = nil
+      @price_link_basis = nil
+      @price_link_type = nil
+      @price = nil
+      @order_leg_collection = nil
+      @activation_price = nil
+      @special_instruction = nil
+      @order_strategy_type = nil
+      @child_order_strategies = nil
+    end
+
+    def set_session(session)
+      @session = convert_enum(session, SchwabRb::Orders::Session)
+    end
+
+    def clear_session
+      @session = nil
+    end
+
+    def set_account_number(account_number)
+      @account_number = account_number
+    end
+
+    def clear_account_number
+      @account_number = nil
+    end
+
+    def set_duration(duration)
+      @duration = convert_enum(duration, SchwabRb::Orders::Duration)
+    end
+
+    def clear_duration
+      @duration = nil
+    end
+
+    def set_order_type(order_type)
+      @order_type = convert_enum(order_type, SchwabRb::Order::Types)
+    end
+
+    def clear_order_type
+      @order_type = nil
+    end
+
+    def set_quantity(quantity)
+      raise "quantity must be positive" if quantity <= 0
+
+      @quantity = quantity
+    end
+
+    def clear_quantity
+      @quantity = nil
+    end
+
+    def set_price(price)
+      @price = price
+    end
+
+    def clear_price
+      @price = nil
+    end
+
+    def set_stop_price(stop_price)
+      @stop_price = stop_price.is_a?(String) ? stop_price : truncate_float(stop_price)
+    end
+
+    def copy_stop_price(stop_price)
+      @stop_price = stop_price
+    end
+
+    def clear_stop_price
+      @stop_price = nil
+    end
+
+    def set_order_strategy_type(order_strategy_type = "SINGLE")
+      @order_strategy_type = order_strategy_type
+    end
+
+    def clear_order_strategy_type
+      @order_strategy_type = nil
+    end
+
+    def set_complex_order_strategy_type(complex_order_strategy_type)
+      @complex_order_strategy_type = convert_enum(
+        complex_order_strategy_type,
+        SchwabRb::Order::ComplexOrderStrategyTypes
+      )
+    end
+
+    def clear_complex_order_strategy_type
+      @complex_order_strategy_type = nil
+    end
+
+    def add_child_order_strategy(child_order_strategy)
+      raise "child order must be OrderBuilder or Hash" unless [Builder, Hash].any? do |type|
+        child_order_strategy.is_a? type
+      end
+
+      @child_order_strategies ||= []
+      @child_order_strategies << child_order_strategy
+    end
+
+    def clear_child_order_strategies
+      @child_order_strategies = nil
+    end
+
+    def add_option_leg(instruction, symbol, quantity)
+      raise "quantity must be positive" if quantity <= 0
+
+      @order_leg_collection ||= []
+      @order_leg_collection << {
+        "instruction" => convert_enum(instruction, SchwabRb::Orders::OptionInstructions),
+        "instrument" => SchwabRb::Orders::OptionInstrument.new(symbol),
+        "quantity" => quantity,
+      }
+    end
+
+    def add_equity_leg(instruction, symbol, quantity)
+      raise "quantity must be positive" if quantity <= 0
+
+      @order_leg_collection ||= []
+      @order_leg_collection << {
+        "instruction" => convert_enum(instruction, SchwabRb::Orders::EquityInstructions),
+        "instrument" => SchwabRb::Orders::EquityInstrument.new(symbol),
+        "quantity" => quantity
+      }
+    end
+
+    def clear_order_legs
+      @order_leg_collection = nil
+      self
+    end
+
+    def build
+      Builder.build(self)
+    end
+
+    private
+
+    def truncate_float(flt)
+      if flt.abs < 1 && flt != 0.0
+        format('%.4f', (flt * 10000).to_i / 10000.0)
+      else
+        format('%.2f', (flt * 100).to_i / 100.0)
+      end
+    end
+  end
+end

data/lib/schwab_rb/orders/destination.rb

@@ -0,0 +1,19 @@
+module SchwabRb
+  module Orders
+    module Destination
+      # Destinations for when you want to request a specific destination for your order.
+      INET = 'INET'
+      ECN_ARCA = 'ECN_ARCA'
+      CBOE = 'CBOE'
+      AMEX = 'AMEX'
+      PHLX = 'PHLX'
+      ISE = 'ISE'
+      BOX = 'BOX'
+      NYSE = 'NYSE'
+      NASDAQ = 'NASDAQ'
+      BATS = 'BATS'
+      C2 = 'C2'
+      AUTO = 'AUTO'
+    end
+  end
+end

data/lib/schwab_rb/orders/duration.rb

@@ -0,0 +1,9 @@
+module SchwabRb::Orders::Duration
+  DAY = 'DAY'
+  GOOD_TILL_CANCEL = 'GOOD_TILL_CANCEL'
+  FILL_OR_KILL = 'FILL_OR_KILL'
+  IMMEDIATE_OR_CANCEL = 'IMMEDIATE_OR_CANCEL'
+  END_OF_WEEK = 'END_OF_WEEK'
+  END_OF_MONTH = 'END_OF_MONTH'
+  NEXT_END_OF_MONTH = 'NEXT_END_OF_MONTH'
+end

data/lib/schwab_rb/orders/equity_instructions.rb

@@ -0,0 +1,10 @@
+module SchwabRb
+  module Orders
+    module EquityInstructions
+      BUY = 'BUY'
+      SELL = 'SELL'
+      SELL_SHORT = 'SELL_SHORT'
+      BUY_TO_COVER = 'BUY_TO_COVER'
+    end
+  end
+end

data/lib/schwab_rb/orders/errors.rb

@@ -0,0 +1,5 @@
+module SchwabRb
+  module Orders
+    class InvalidOrder < StandardError; end
+  end
+end

data/lib/schwab_rb/orders/instruments.rb

@@ -0,0 +1,35 @@
+module SchwabRb
+  module Orders
+    class Instrument
+      module Projections
+        SYMBOL_SEARCH = 'symbol-search'
+        SYMBOL_REGEX = 'symbol-regex'
+        DESCRIPTION_SEARCH = 'desc-search'
+        DESCRIPTION_REGEX = 'desc-regex'
+        SEARCH = 'search'
+        FUNDAMENTAL = 'fundamental'
+      end
+    end
+
+    class BaseInstrument
+      def initialize(asset_type, symbol)
+        @asset_type = asset_type
+        @symbol = symbol
+      end
+
+      attr_reader :asset_type, :symbol
+    end
+
+    class EquityInstrument < BaseInstrument
+      def initialize(symbol)
+        super('EQUITY', symbol)
+      end
+    end
+
+    class OptionInstrument < BaseInstrument
+      def initialize(symbol)
+        super('OPTION', symbol)
+      end
+    end
+  end
+end

data/lib/schwab_rb/orders/option_instructions.rb

@@ -0,0 +1,10 @@
+module SchwabRb
+  module Orders
+    module OptionInstructions
+      BUY_TO_OPEN = "BUY_TO_OPEN"
+      SELL_TO_CLOSE = "SELL_TO_CLOSE"
+      SELL_TO_OPEN = "SELL_TO_OPEN"
+      BUY_TO_CLOSE = "BUY_TO_CLOSE"
+    end
+  end
+end

data/lib/schwab_rb/orders/order.rb

@@ -0,0 +1,77 @@
+module SchwabRb
+  class Order
+    module Statuses
+      AWAITING_PARENT_ORDER = "AWAITING_PARENT_ORDER"
+      AWAITING_CONDITION = "AWAITING_CONDITION"
+      AWAITING_STOP_CONDITION = "AWAITING_STOP_CONDITION"
+      AWAITING_MANUAL_REVIEW = "AWAITING_MANUAL_REVIEW"
+      ACCEPTED = "ACCEPTED"
+      AWAITING_UR_OUT = "AWAITING_UR_OUT"
+      PENDING_ACTIVATION = "PENDING_ACTIVATION"
+      QUEUED = "QUEUED"
+      WORKING = "WORKING"
+      REJECTED = "REJECTED"
+      PENDING_CANCEL = "PENDING_CANCEL"
+      CANCELED = "CANCELED"
+      PENDING_REPLACE = "PENDING_REPLACE"
+      REPLACED = "REPLACED"
+      FILLED = "FILLED"
+      EXPIRED = "EXPIRED"
+      NEW = "NEW"
+      AWAITING_RELEASE_TIME = "AWAITING_RELEASE_TIME"
+      PENDING_ACKNOWLEDGEMENT = "PENDING_ACKNOWLEDGEMENT"
+      PENDING_RECALL = "PENDING_RECALL"
+      UNKNOWN = "UNKNOWN"
+    end
+
+    module Types
+      # Execute the order immediately at the best-available price.
+      # More Info <https://www.investopedia.com/terms/m/marketorder.asp>
+      MARKET = "MARKET"
+      LIMIT = "LIMIT"
+      STOP = "STOP"
+      STOP_LIMIT = "STOP_LIMIT"
+      TRAILING_STOP = "TRAILING_STOP"
+      CABINET = "CABINET"
+      NON_MARKETABLE = "NON_MARKETABLE"
+      MARKET_ON_CLOSE = "MARKET_ON_CLOSE"
+      EXERCISE = "EXERCISE"
+      TRAILING_STOP_LIMIT = "TRAILING_STOP_LIMIT"
+      NET_DEBIT = "NET_DEBIT"
+      NET_CREDIT = "NET_CREDIT"
+      NET_ZERO = "NET_ZERO"
+      LIMIT_ON_CLOSE = "LIMIT_ON_CLOSE"
+    end
+
+    module ComplexOrderStrategyTypes
+      # Explicit order strategies for executing multi-leg options orders.
+
+      # No complex order strategy. This is the default.
+      NONE = "NONE"
+      COVERED = "COVERED"
+      VERTICAL = "VERTICAL"
+      BACK_RATIO = "BACK_RATIO"
+      CALENDAR = "CALENDAR"
+      DIAGONAL = "DIAGONAL"
+      STRADDLE = "STRADDLE"
+      STRANGLE = "STRANGLE"
+      COLLAR_SYNTHETIC = "COLLAR_SYNTHETIC"
+      BUTTERFLY = "BUTTERFLY"
+      CONDOR = "CONDOR"
+      IRON_CONDOR = "IRON_CONDOR"
+      VERTICAL_ROLL = "VERTICAL_ROLL"
+      COLLAR_WITH_STOCK = "COLLAR_WITH_STOCK"
+      DOUBLE_DIAGONAL = "DOUBLE_DIAGONAL"
+      UNBALANCED_BUTTERFLY = "UNBALANCED_BUTTERFLY"
+      UNBALANCED_CONDOR = "UNBALANCED_CONDOR"
+      UNBALANCED_IRON_CONDOR = "UNBALANCED_IRON_CONDOR"
+      UNBALANCED_VERTICAL_ROLL = "UNBALANCED_VERTICAL_ROLL"
+
+      # Mutual fund swap
+      MUTUAL_FUND_SWAP = "MUTUAL_FUND_SWAP"
+
+      # A custom multi-leg order strategy.
+      CUSTOM = "CUSTOM"
+    end
+  end
+end

data/lib/schwab_rb/orders/price_link_basis.rb

@@ -0,0 +1,15 @@
+module SchwabRb
+  module Orders
+    module PriceLinkBasis
+      MANUAL = 'MANUAL'
+      BASE = 'BASE'
+      TRIGGER = 'TRIGGER'
+      LAST = 'LAST'
+      BID = 'BID'
+      ASK = 'ASK'
+      ASK_BID = 'ASK_BID'
+      MARK = 'MARK'
+      AVERAGE = 'AVERAGE'
+    end
+  end
+end

data/lib/schwab_rb/orders/price_link_type.rb

@@ -0,0 +1,9 @@
+module SchwabRb
+  module Orders
+    module PriceLinkType
+      VALUE = 'VALUE'
+      PERCENT = 'PERCENT'
+      TICK = 'TICK'
+    end
+  end
+end

data/lib/schwab_rb/orders/session.rb

@@ -0,0 +1,14 @@
+module SchwabRb::Orders::Session
+  # Normal market hours, from 9:30am to 4:00pm Eastern.
+  NORMAL = 'NORMAL'
+
+  # Premarket session, from 8:00am to 9:30am Eastern.
+  AM = 'AM'
+
+  # After-market session, from 4:00pm to 8:00pm Eastern.
+  PM = 'PM'
+
+  # Orders are active during all trading sessions except the overnight
+  # session. This is the union of ``NORMAL``, ``AM``, and ``PM``.
+  SEAMLESS = 'SEAMLESS'
+end

data/lib/schwab_rb/orders/special_instruction.rb

@@ -0,0 +1,10 @@
+module SchwabRb
+  module Orders
+    module SpecialInstruction
+      # Special instruction for trades.
+      ALL_OR_NONE = 'ALL_OR_NONE'
+      DO_NOT_REDUCE = 'DO_NOT_REDUCE'
+      ALL_OR_NONE_DO_NOT_REDUCE = 'ALL_OR_NONE_DO_NOT_REDUCE'
+    end
+  end
+end

data/lib/schwab_rb/orders/stop_price_link_basis.rb

@@ -0,0 +1,15 @@
+module SchwabRb
+  module Orders
+    module StopPriceLinkBasis
+      MANUAL = 'MANUAL'
+      BASE = 'BASE'
+      TRIGGER = 'TRIGGER'
+      LAST = 'LAST'
+      BID = 'BID'
+      ASK = 'ASK'
+      ASK_BID = 'ASK_BID'
+      MARK = 'MARK'
+      AVERAGE = 'AVERAGE'
+    end
+  end
+end

data/lib/schwab_rb/orders/stop_price_link_type.rb

@@ -0,0 +1,9 @@
+module SchwabRb
+  module Orders
+    module StopPriceLinkType
+      VALUE = 'VALUE'
+      PERCENT = 'PERCENT'
+      TICK = 'TICK'
+    end
+  end
+end