Class: Alphapoint::GetQuotes

Inherits:
Object
  • Object
show all
Defined in:
lib/alphapoint/get_quotes.rb

Instance Method Summary collapse

Constructor Details

#initialize(ws) ⇒ GetQuotes

Returns a new instance of GetQuotes.



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# File 'lib/alphapoint/get_quotes.rb', line 5

def initialize(ws)
	@ws = ws

	@data = []
	@instruments_number = -1
	@count = 0
end

Instance Method Details

#execute(payload, &block) ⇒ Object 



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# File 'lib/alphapoint/get_quotes.rb', line 13

def execute(payload, &block)
	@ws.get_instruments(payload) do |res|
		res.each do |inst|
			payloadSub = payload.merge({ InstrumentId: inst['InstrumentId'] })
			@ws.subscribe_level1(payloadSub) do |ticker|
				@data << ticker.merge(inst)
				@count += 1
				block.call(@data) if res.size == @count
			end
		end
	end
end