Class: Alphapoint::GetQuotes

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

Instance Method Summary collapse

Constructor Details

#initialize(ws) ⇒ 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