tradier 0.1.0

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Files changed (119) hide show
  1. data/.yardopts +8 -0
  2. data/LICENSE.md +20 -0
  3. data/README.md +114 -0
  4. data/Rakefile +19 -0
  5. data/lib/tradier.rb +31 -0
  6. data/lib/tradier/account.rb +30 -0
  7. data/lib/tradier/api/accounts.rb +122 -0
  8. data/lib/tradier/api/markets.rb +113 -0
  9. data/lib/tradier/api/orders.rb +84 -0
  10. data/lib/tradier/api/utils.rb +47 -0
  11. data/lib/tradier/api/utils/account.rb +15 -0
  12. data/lib/tradier/api/utils/balance.rb +15 -0
  13. data/lib/tradier/api/utils/base.rb +46 -0
  14. data/lib/tradier/api/utils/event.rb +15 -0
  15. data/lib/tradier/api/utils/expiration.rb +19 -0
  16. data/lib/tradier/api/utils/gainloss.rb +15 -0
  17. data/lib/tradier/api/utils/history.rb +15 -0
  18. data/lib/tradier/api/utils/option_quote.rb +15 -0
  19. data/lib/tradier/api/utils/order.rb +15 -0
  20. data/lib/tradier/api/utils/position.rb +15 -0
  21. data/lib/tradier/api/utils/quote.rb +15 -0
  22. data/lib/tradier/api/utils/strike.rb +15 -0
  23. data/lib/tradier/api/utils/timesales.rb +15 -0
  24. data/lib/tradier/api/utils/watchlist.rb +15 -0
  25. data/lib/tradier/api/watchlists.rb +139 -0
  26. data/lib/tradier/balance.rb +17 -0
  27. data/lib/tradier/base.rb +76 -0
  28. data/lib/tradier/calendar.rb +23 -0
  29. data/lib/tradier/client.rb +89 -0
  30. data/lib/tradier/clock.rb +21 -0
  31. data/lib/tradier/configurable.rb +76 -0
  32. data/lib/tradier/core_ext/enumerable.rb +9 -0
  33. data/lib/tradier/default.rb +75 -0
  34. data/lib/tradier/error.rb +34 -0
  35. data/lib/tradier/error/bad_gateway.rb +11 -0
  36. data/lib/tradier/error/bad_request.rb +10 -0
  37. data/lib/tradier/error/client_error.rb +28 -0
  38. data/lib/tradier/error/configuration_error.rb +6 -0
  39. data/lib/tradier/error/decode_error.rb +9 -0
  40. data/lib/tradier/error/forbidden.rb +10 -0
  41. data/lib/tradier/error/gateway_timeout.rb +11 -0
  42. data/lib/tradier/error/internal_server_error.rb +11 -0
  43. data/lib/tradier/error/not_acceptable.rb +10 -0
  44. data/lib/tradier/error/not_found.rb +10 -0
  45. data/lib/tradier/error/raise_error.rb +31 -0
  46. data/lib/tradier/error/server_error.rb +28 -0
  47. data/lib/tradier/error/service_unavailable.rb +11 -0
  48. data/lib/tradier/error/too_many_requests.rb +12 -0
  49. data/lib/tradier/error/unauthorized.rb +10 -0
  50. data/lib/tradier/error/unprocessable_entity.rb +10 -0
  51. data/lib/tradier/event.rb +8 -0
  52. data/lib/tradier/history.rb +20 -0
  53. data/lib/tradier/option_quote.rb +37 -0
  54. data/lib/tradier/order.rb +14 -0
  55. data/lib/tradier/position.rb +7 -0
  56. data/lib/tradier/profile.rb +14 -0
  57. data/lib/tradier/quote.rb +12 -0
  58. data/lib/tradier/response/parse_json.rb +25 -0
  59. data/lib/tradier/response/raise_error.rb +31 -0
  60. data/lib/tradier/symbol.rb +147 -0
  61. data/lib/tradier/timesales.rb +11 -0
  62. data/lib/tradier/version.rb +3 -0
  63. data/lib/tradier/watchlist.rb +16 -0
  64. data/lib/tradier/watchlist_item.rb +17 -0
  65. data/spec/fixtures/account_balances.json +28 -0
  66. data/spec/fixtures/account_gainloss.json +18 -0
  67. data/spec/fixtures/account_history.json +96 -0
  68. data/spec/fixtures/account_orders.json +833 -0
  69. data/spec/fixtures/account_positions.json +22 -0
  70. data/spec/fixtures/calendar.json +400 -0
  71. data/spec/fixtures/chain.json +2972 -0
  72. data/spec/fixtures/clock.json +10 -0
  73. data/spec/fixtures/expirations.json +18 -0
  74. data/spec/fixtures/history.json +2086 -0
  75. data/spec/fixtures/option_quote.json +14 -0
  76. data/spec/fixtures/option_quotes.json +26 -0
  77. data/spec/fixtures/order.json +1 -0
  78. data/spec/fixtures/order_with_warnings.json +17 -0
  79. data/spec/fixtures/placed_order.json +6 -0
  80. data/spec/fixtures/quote.json +45 -0
  81. data/spec/fixtures/quotes.json +88 -0
  82. data/spec/fixtures/session.json +6 -0
  83. data/spec/fixtures/strikes.json +173 -0
  84. data/spec/fixtures/timesales.json +2956 -0
  85. data/spec/fixtures/user_balances.json +118 -0
  86. data/spec/fixtures/user_gainloss.json +6775 -0
  87. data/spec/fixtures/user_history.json +101 -0
  88. data/spec/fixtures/user_orders.json +57 -0
  89. data/spec/fixtures/user_positions.json +50 -0
  90. data/spec/fixtures/user_profile.json +103 -0
  91. data/spec/fixtures/watchlist.json +30 -0
  92. data/spec/fixtures/watchlist_item.json +6 -0
  93. data/spec/fixtures/watchlists.json +18 -0
  94. data/spec/spec_helper.rb +64 -0
  95. data/spec/tradier/account_spec.rb +76 -0
  96. data/spec/tradier/api/accounts_spec.rb +195 -0
  97. data/spec/tradier/api/markets_spec.rb +219 -0
  98. data/spec/tradier/api/orders_spec.rb +94 -0
  99. data/spec/tradier/api/utils/expiration_spec.rb +8 -0
  100. data/spec/tradier/api/watchlists_spec.rb +164 -0
  101. data/spec/tradier/balance_spec.rb +4 -0
  102. data/spec/tradier/base_spec.rb +11 -0
  103. data/spec/tradier/calendar_spec.rb +27 -0
  104. data/spec/tradier/client_spec.rb +125 -0
  105. data/spec/tradier/clock_spec.rb +73 -0
  106. data/spec/tradier/error/client_error_spec.rb +22 -0
  107. data/spec/tradier/error/server_error_spec.rb +22 -0
  108. data/spec/tradier/error_spec.rb +26 -0
  109. data/spec/tradier/option_quote_spec.rb +61 -0
  110. data/spec/tradier/order_spec.rb +43 -0
  111. data/spec/tradier/position_spec.rb +4 -0
  112. data/spec/tradier/profile_spec.rb +28 -0
  113. data/spec/tradier/quote_spec.rb +29 -0
  114. data/spec/tradier/symbol_spec.rb +54 -0
  115. data/spec/tradier/watchlist_item_spec.rb +48 -0
  116. data/spec/tradier/watchlist_spec.rb +35 -0
  117. data/spec/tradier_spec.rb +105 -0
  118. data/tradier.gemspec +30 -0
  119. metadata +302 -0
@@ -0,0 +1,28 @@
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+ require 'tradier/error'
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+
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+ module Tradier
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+ class Error
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+ # Raised when Tradier returns a 4xx HTTP status code or there's an error in Faraday
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+ class ClientError < Tradier::Error
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+ MESSAGE = "Client Error"
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+
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+ # Create a new error from an HTTP environment
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+ #
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+ # @param response [Hash]
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+ # @return [Tradier::Error]
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+ def self.from_response(response={})
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+ new(response[:body], response[:response_headers])
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+ end
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+
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+ # Initializes a new ServerError object
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+ #
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+ # @param message [String]
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+ # @param response_headers [Hash]
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+ # @return [Tradier::Error::ServerError]
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+ def initialize(message=nil, response_headers={})
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+ super((message || self.class.const_get(:MESSAGE)), response_headers)
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+ end
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+
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+ end
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+ end
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+ end
@@ -0,0 +1,6 @@
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+ module Tradier
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+ class Error
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+ class ConfigurationError < ::ArgumentError
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+ end
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+ end
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+ end
@@ -0,0 +1,9 @@
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+ require 'tradier/error'
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+
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+ module Tradier
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+ class Error
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+ # Raised when JSON parsing fails
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+ class DecodeError < Tradier::Error
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+ end
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+ end
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+ end
@@ -0,0 +1,10 @@
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+ require 'tradier/error/client_error'
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+
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+ module Tradier
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+ class Error
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+ # Raised when Tradier returns the HTTP status code 403
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+ class Forbidden < Tradier::Error::ClientError
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+ HTTP_STATUS_CODE = 403
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+ end
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+ end
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+ end
@@ -0,0 +1,11 @@
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+ require 'tradier/error/server_error'
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+
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+ module Tradier
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+ class Error
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+ # Raised when Tradier returns the HTTP status code 504
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+ class GatewayTimeout < Tradier::Error::ServerError
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+ HTTP_STATUS_CODE = 504
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+ MESSAGE = "The Tradier servers are up, but the request couldn't be serviced due to some failure within our stack. Try again later."
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+ end
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+ end
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+ end
@@ -0,0 +1,11 @@
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+ require 'tradier/error/server_error'
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+
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+ module Tradier
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+ class Error
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+ # Raised when Tradier returns the HTTP status code 500
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+ class InternalServerError < Tradier::Error::ServerError
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+ HTTP_STATUS_CODE = 500
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+ MESSAGE = "Something is technically wrong."
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+ end
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+ end
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+ end
@@ -0,0 +1,10 @@
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+ require 'tradier/error/client_error'
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+
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+ module Tradier
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+ class Error
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+ # Raised when Tradier returns the HTTP status code 406
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+ class NotAcceptable < Tradier::Error::ClientError
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+ HTTP_STATUS_CODE = 406
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+ end
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+ end
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+ end
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+ require 'tradier/error/client_error'
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+
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+ module Tradier
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+ class Error
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+ # Raised when Tradier returns the HTTP status code 404
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+ class NotFound < Tradier::Error::ClientError
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+ HTTP_STATUS_CODE = 404
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+ end
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+ end
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+ end
@@ -0,0 +1,31 @@
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+ require 'faraday'
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+ require 'tradier/error/bad_gateway'
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+ require 'tradier/error/bad_request'
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+ require 'tradier/error/forbidden'
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+ require 'tradier/error/gateway_timeout'
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+ require 'tradier/error/internal_server_error'
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+ require 'tradier/error/not_acceptable'
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+ require 'tradier/error/not_found'
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+ require 'tradier/error/service_unavailable'
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+ require 'tradier/error/too_many_requests'
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+ require 'tradier/error/unauthorized'
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+ require 'tradier/error/unprocessable_entity'
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+
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+ module Tradier
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+ module Response
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+ class RaiseError < Faraday::Response::Middleware
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+
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+ def on_complete(env)
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+ status_code = env[:status].to_i
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+ error_class = @klass.errors[status_code]
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+ raise error_class.from_response(env) if error_class
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+ end
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+
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+ def initialize(app, klass)
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+ @klass = klass
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+ super(app)
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+ end
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+
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+ end
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+ end
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+ end
@@ -0,0 +1,28 @@
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+ require 'tradier/error'
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+
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+ module Tradier
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+ class Error
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+ # Raised when Tradier returns a 5xx HTTP status code
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+ class ServerError < Tradier::Error
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+ MESSAGE = "Server Error"
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+
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+ # Create a new error from an HTTP environment
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+ #
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+ # @param response [Hash]
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+ # @return [Tradier::Error]
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+ def self.from_response(response={})
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+ new(response[:body], response[:response_headers])
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+ end
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+
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+ # Initializes a new ServerError object
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+ #
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+ # @param message [String]
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+ # @param response_headers [Hash]
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+ # @return [Tradier::Error::ServerError]
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+ def initialize(message=nil, response_headers={})
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+ super((message || self.class.const_get(:MESSAGE)), response_headers)
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+ end
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+
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+ end
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+ end
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+ end
@@ -0,0 +1,11 @@
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+ require 'tradier/error/server_error'
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+
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+ module Tradier
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+ class Error
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+ # Raised when Tradier returns the HTTP status code 503
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+ class ServiceUnavailable < Tradier::Error::ServerError
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+ HTTP_STATUS_CODE = 503
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+ MESSAGE = "Tradier is over capacity."
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+ end
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+ end
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+ end
@@ -0,0 +1,12 @@
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+ require 'tradier/error/client_error'
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+
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+ module Tradier
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+ class Error
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+ # Raised when Tradier returns the HTTP status code 429
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+ class TooManyRequests < Tradier::Error::ClientError
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+ HTTP_STATUS_CODE = 429
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+ end
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+ EnhanceYourCalm = TooManyRequests
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+ RateLimited = TooManyRequests
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+ end
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+ end
@@ -0,0 +1,10 @@
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+ require 'tradier/error/client_error'
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+
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+ module Tradier
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+ class Error
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+ # Raised when Tradier returns the HTTP status code 401
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+ class Unauthorized < Tradier::Error::ClientError
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+ HTTP_STATUS_CODE = 401
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+ end
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+ end
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+ end
@@ -0,0 +1,10 @@
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+ require 'tradier/error/client_error'
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+
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+ module Tradier
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+ class Error
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+ # Raised when Tradier returns the HTTP status code 404
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+ class UnprocessableEntity < Tradier::Error::ClientError
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+ HTTP_STATUS_CODE = 422
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+ end
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+ end
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+ end
@@ -0,0 +1,8 @@
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+ require 'tradier/base'
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+
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+ module Tradier
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+ class Event < Tradier::Base
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+
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+ attr_reader :symbol, :meta, :description, :event_type, :amount
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+ end
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+ end
@@ -0,0 +1,20 @@
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+ require 'tradier/base'
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+ require 'date'
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+
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+ module Tradier
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+ class History < Tradier::Base
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+
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+ attr_reader :open , :close, :high, :low, :volume
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+
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+ def date
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+ return unless @date || @attrs[:date]
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+
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+ @date ||= Date.parse(@attrs[:date])
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+ end
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+
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+ def self.from_response(body={})
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+ new(body)
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+ end
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+
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+ end
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+ end
@@ -0,0 +1,37 @@
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+ require 'tradier/base'
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+ require 'tradier/symbol'
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+
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+ module Tradier
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+ class OptionQuote < Tradier::Base
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+
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+ attr_reader :symbol, :strike, :last, :bid, :ask, :change, :open_interest, :bid_size, :ask_size, :volume
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+
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+ def put?
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+ parsed_symbol.put?
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+ end
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+
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+ def call?
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+ parsed_symbol.call?
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+ end
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+
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+ def underlier
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+ parsed_symbol.underlier
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+ end
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+
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+ def expiration_date
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+ return unless @expiration_date || @attrs[:expiration_date]
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+
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+ @expiration_date ||= Date.parse(@attrs[:expiration_date])
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+ end
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+
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+ def ==(option_quote)
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+ self.symbol == option_quote.symbol
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+ end
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+
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+ private
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+
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+ def parsed_symbol
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+ @parsed ||= Tradier::Symbol.parse(@attrs[:symbol])
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+ end
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+ end
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+ end
@@ -0,0 +1,14 @@
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+ require 'tradier/base'
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+
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+ module Tradier
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+ class Order < Tradier::Base
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+ attr_reader :id, :order_id, :type, :price, :symbol, :side, :quantity, \
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+ :status, :time_in_force, :option_type, :exec_inst, :exec_status, :extended_hours, \
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+ :trailing_limit_type, :trailing_stop_type, :request_date, :response_date, :num_legs, \
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+ :errors, :result
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+
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+ def self.from_response(body={})
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+ new(body[:order] || body)
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+ end
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+ end
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+ end
@@ -0,0 +1,7 @@
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+ require 'tradier/base'
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+
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+ module Tradier
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+ class Position < Tradier::Base
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+ attr_reader :costbasis, :date_acquired, :quantity, :symbol
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+ end
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+ end
@@ -0,0 +1,14 @@
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+ require 'tradier/base'
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+
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+ module Tradier
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+ class Profile < Tradier::Base
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+
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+ def name
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+ @name ||= @attrs[:profile] && @attrs[:profile][:name]
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+ end
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+
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+ def accounts
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+ @accounts ||= @attrs[:profile] && [@attrs[:profile][:account]].flatten.map { |a| Tradier::Account.new(a); }
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+ end
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+ end
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+ end
@@ -0,0 +1,12 @@
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+ require 'tradier/base'
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+
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+ module Tradier
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+ class Quote < Tradier::Base
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+ attr_reader :symbol
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+
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+ def ==(quote)
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+ self.symbol == quote.symbol
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+ end
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+
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+ end
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+ end
@@ -0,0 +1,25 @@
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+ require 'faraday'
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+ require 'multi_json'
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+
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+ module Tradier
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+ module Response
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+ class ParseJson < Faraday::Response::Middleware
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+
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+ def parse(body)
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+ case body
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+ when /\A^\s*$\z/, nil
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+ nil
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+ else
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+ MultiJson.decode(body, :symbolize_keys => true)
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+ end
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+ end
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+
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+ def on_complete(env)
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+ if respond_to?(:parse)
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+ env[:body] = parse(env[:body]) unless [204, 301, 302, 304].include?(env[:status])
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+ end
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+ end
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+
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+ end
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+ end
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+ end
@@ -0,0 +1,31 @@
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+ require 'faraday'
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+ require 'tradier/error/bad_gateway'
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+ require 'tradier/error/bad_request'
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+ require 'tradier/error/forbidden'
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+ require 'tradier/error/gateway_timeout'
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+ require 'tradier/error/internal_server_error'
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+ require 'tradier/error/not_acceptable'
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+ require 'tradier/error/not_found'
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+ require 'tradier/error/service_unavailable'
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+ require 'tradier/error/too_many_requests'
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+ require 'tradier/error/unauthorized'
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+ require 'tradier/error/unprocessable_entity'
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+
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+ module Tradier
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+ module Response
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+ class RaiseError < Faraday::Response::Middleware
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+
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+ def on_complete(env)
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+ status_code = env[:status].to_i
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+ error_class = @klass.errors[status_code]
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+ raise error_class.from_response(env) if error_class
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+ end
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+
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+ def initialize(app, klass)
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+ @klass = klass
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+ super(app)
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+ end
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+
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+ end
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+ end
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+ end
@@ -0,0 +1,147 @@
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+ module Tradier
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+ class Symbol
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+
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+ OPTION_SYMBOL_REGEXP = /([a-z]+)(\d?)(\d{2})(\d{2})(\d{2})(C|P)(\d{5})(\d{3})/ix
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+
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+ MONTHS = {
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+ 1 => 'Jan',
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+ 2 => 'Feb',
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+ 3 => 'Mar',
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+ 4 => 'Apr',
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+ 5 => 'May',
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+ 6 => 'Jun',
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+ 7 => 'Jul',
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+ 8 => 'Aug',
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+ 9 => 'Sep',
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+ 10 => 'Oct',
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+ 11 => 'Nov',
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+ 12 => 'Dec'
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+ }
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+
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+ attr_accessor :symbol, :adjustment, :month, :day, :year, :option_type, :dollars, :cents
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+
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+ def initialize(symbol)
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+ @symbol = symbol
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+ end
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+
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+ def self.parse(symbol)
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+ symbol.strip!
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+
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+ sym = if match = symbol.match(OPTION_SYMBOL_REGEXP)
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+ match = match.to_a
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+ match.shift
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+
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+ s = Tradier::Symbol.new(match[0])
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+ s.adjustment = match[1]
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+ s.year = match[2]
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+ s.month = match[3]
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+ s.day = match[4]
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+ s.option_type = match[5]
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+ s.dollars = match[6]
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+ s.cents = match[7]
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+ s
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+ elsif symbol =~ /\d/
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+ nil
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+ elsif symbol =~ /[a-zA-Z]+/
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+ Tradier::Symbol.new(symbol)
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+ else
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+ nil
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+ end
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+
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+ raise ArgumentError.new("Invalid symbol: #{symbol}") unless sym && sym.valid?
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+ sym
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+ end
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+
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+ def adjustment?
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+ adjustment && adjustment.to_i >= 1
57
+ end
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+
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+ def put?
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+ return unless option_type
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+ option_type.upcase == 'P'
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+ end
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+
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+ def call?
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+ return unless option_type
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+ option_type.upcase == 'C'
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+ end
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+
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+ def option?
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+ put? || call?
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+ end
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+
73
+ def equity?
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+ !option?
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+ end
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+
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+ def valid?
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+ equity? || (option? && valid_month?)
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+ end
80
+
81
+ def to_s
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+ s = equity? ? underlier : "#{underlier}#{@adjustment if adjustment?}#{@year}#{occ_month}#{occ_day}#{@option_type}#{occ_dollars}#{occ_cents}"
83
+ s.upcase
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+ end
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+
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+ def description
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+ equity? ? underlier : "#{underlier} #{expiration_description} $#{strike_description} #{option_type_description}"
88
+ end
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+
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+ def underlier
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+ @symbol
92
+ end
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+
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+ def occ_month
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+ @month.to_i >= 10 ? @month : "0#{@month.to_i}"
96
+ end
97
+
98
+ def occ_day
99
+ @day.to_i >= 10 ? @day : "0#{@day.to_i}"
100
+ end
101
+
102
+ def occ_cents
103
+ case @cents.size
104
+ when 3 then @cents
105
+ when 2 then "#{@cents}0"
106
+ when 1 then "#{@cents}00"
107
+ when 0 then "000"
108
+ end
109
+ end
110
+
111
+ def occ_dollars
112
+ return @dollars if @dollars.size == 5
113
+ ('0' * (5 - @dollars.size)) + @dollars.to_s
114
+ end
115
+
116
+ def expiration_description
117
+ "#{MONTHS[@month.to_i]} #{@day} #{year_description}"
118
+ end
119
+
120
+ def year_description
121
+ "20#{@year}"
122
+ end
123
+
124
+ def strike_description
125
+ "#{@dollars.to_i}.#{occ_cents[0,2]}"
126
+ end
127
+
128
+ def option_type_description
129
+ put? ? 'PUT' : 'CALL'
130
+ end
131
+
132
+ def expiration
133
+ Date.new(year_description.to_i, @month.to_i, @day.to_i)
134
+ end
135
+
136
+ def strike_price
137
+ "#{@dollars}.#{@cents}".to_f
138
+ end
139
+
140
+ private
141
+
142
+ def valid_month?
143
+ @month.to_i <= 12 && @month.to_i >= 1
144
+ end
145
+
146
+ end
147
+ end