Class: Dtn::Streaming::Requests::Bar::Watch

Inherits:
Dtn::Streaming::Request show all
Includes:
Concerns::Id, Concerns::Validation
Defined in:
lib/dtn/streaming/requests/bar/watch.rb

Overview

Request live interval (bar) data.

:param symbol: Symbol for which you are requesting data. :param interval: Interval length in interval_type units (can be fractal) :param interval_type: ‘s’ = secs, ‘v’ = volume, ‘t’ = ticks :param begin_filter_time: Earliest time of day for which you want data :param end_filter_time: Latest time of day for which you want data :param update_interval: Update the current bar every update secs. :param begin_datetime: Get back-fill bars starting at begin_datetime :param lookback_days: Get lookback_days of backfill data :param lookback_bars: Get lookback_bars of backfill data

Only one of begin_datetime, lookback_days or lookback_bars should be set.

Requests live interval data. You can also request some backfill data. When you call this function:

1) Client will return HistoricalBar messages with bars
that go back either a) upto begin_datetime, b) upto lookback_days or
c) upto lookback_bars.
2) The callback on observer update_bar is called on every update
to data for the current live bar.
3) The callback current_bar is called every time we cross an
interval boundary with data for the now complete bar.

Constant Summary collapse

TEMPLATE = 
"BW,%<symbol>s,%<interval>d,%<begin_datetime>s,%<lookback_days>s," \
"%<lookback_bars>s,%<begin_filter_time>s,%<end_filter_time>s,%<id>s," \
"%<interval_type>s,'',%<update_interval>d\r\n"
DEFAULT_BEGIN_FILTER_TIME = 
"093000"
DEFAULT_END_FILTER_TIME = 
"160000"
LOOKBACK_OPTIONS = 
%i[begin_datetime lookback_days lookback_bars].freeze

Constants included from Concerns::Validation

Concerns::Validation::DATE_FORMAT, Concerns::Validation::DATE_TIME_FORMAT, Concerns::Validation::DEFAULT_INTERVAL_TYPE, Concerns::Validation::MAX_INT16

Instance Method Summary collapse

Methods included from Concerns::Id

#id

Methods inherited from Dtn::Streaming::Request

#initialize

Constructor Details

This class inherits a constructor from Dtn::Streaming::Request

Instance Method Details

#call(symbol:, interval: 60, update_interval: 5, **options) ⇒ Object

rubocop:disable Metrics/MethodLength, Metrics/AbcSize



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# File 'lib/dtn/streaming/requests/bar/watch.rb', line 45

def call(symbol:, interval: 60, update_interval: 5, **options)
  options.merge!({
                   symbol: symbol.to_s.upcase,
                   interval: validate_int(interval),
                   begin_filter_time: options[:begin_filter_time] || DEFAULT_BEGIN_FILTER_TIME,
                   end_filter_time: options[:end_filter_time] || DEFAULT_END_FILTER_TIME,
                   interval_type: validate_interval_type(options[:interval_type]),
                   update_interval: validate_int(update_interval),
                   id: id,
                   begin_datetime: options[:begin_datetime],
                   lookback_days: options[:lookback_days],
                   lookback_bars: options[:lookback_bars]
                 }).tap { |o| validate_lookback_options(**o) }

  socket.print format(TEMPLATE, options)
end