Class: ClickClientScrap::FX::FxSession

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

Overview

FX取引のためのセッションクラス

Client#fx_sessionのブロックの引数として渡されます。詳細はClient#fx_sessionを参照ください。

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(client, links, options = {}) ⇒ FxSession

Returns a new instance of FxSession.



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# File 'lib/clickclient_scrap.rb', line 199

def initialize( client, links, options={} )
  @client = client
  @links = links
  @options = options
end

Class Method Details

.convert_rate(str) ⇒ Object

12.34-35 形式の文字列をbidレート、askレートに変換する。



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# File 'lib/clickclient_scrap.rb', line 229

def self.convert_rate( str ) #:nodoc:
  if str =~ /^([\d]+)\.([\d]+)\-([\d]+)$/
       high = $1
       low = $2
       low2 = $3
       bid = high.to_f+(low.to_f/(10**low.length))
       ask_low = (low[0...low.length-low2.length] + low2).to_f
       if low.to_f > ask_low
         ask_low += 10**low2.length
       end
       ask = high.to_f+(ask_low/10**low.length)
       return [bid,ask]
  elsif str =~ /^([\d]+\.[\d]+)\-([\d]+\.[\d]+)$/
       return [$1.to_f,$2.to_f]
  end
end

Instance Method Details

#cancel_order(order_no) ⇒ Object

注文をキャンセルします。

order_no

注文番号

戻り値

なし



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# File 'lib/clickclient_scrap.rb', line 434

def cancel_order( order_no ) 
  
  raise "order_no is nil." unless order_no
  
  # 注文一覧
  result =  link_click( "2" )
  ClickClientScrap::Client.error( result ) if result.forms.empty?
  form = result.forms.first
  form["P002"] = ORDER_CONDITION_ON_ORDER
  result = @client.submit(form)
  
  # 対象となる注文をクリック
  link = nil  
  each_page( result ) {|page|
    link =  page.links.find {|l|
        l.href =~ /[^"]*GKEY=([a-zA-Z0-9]*)[^"]*/ && $1 == order_no
    }
    break if link
  }
  raise "illegal order_no. order_no=#{order_no}" unless link
  result =  @client.click(link)
  ClickClientScrap::Client.error( result ) if result.forms.empty?
  
  # キャンセル
  form = result.forms[1]
  result = @client.submit(form)
  ClickClientScrap::Client.error( result ) if result.forms.empty?
  form = result.forms.first
  result = @client.submit(form)
  ClickClientScrap::Client.error( result ) unless result.body.toutf8 =~ /注文取消受付完了/
end

#each_page(page) ⇒ Object

すべてのページを列挙する。



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# File 'lib/clickclient_scrap.rb', line 607

def each_page( page )
  current_page=1
  while ( page ) 
    yield page
    current_page+=1
    link_to_next = page.links.find{|i| 
      i.text == current_page.to_s
    }
    page = link_to_next ?  @client.click( link_to_next ) : nil
  end
end

#get_margin ⇒ Object

余力情報を取得します。

戻り値

ClickClientScrap::FX::Marginのハッシュ。



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# File 'lib/clickclient_scrap.rb', line 624

def get_margin
  result =  link_click( "7" )
  list = result.body.toutf8.scan( /【([^<]*)[^>]*>[^>]*>([^<]*)</m )
  values = list.inject({}) {|r,i|
    if ( i[0] == "証拠金維持率】" )
      r[i[0]] = i[1]
    else
      r[i[0]] = i[1].gsub(/,/, "").to_i
    end
    r
  }
  return Margin.new(
    values["時価評価総額】"],
    values["建玉評価損益】"],
    values["口座残高】"],
    values["証拠金維持率】"],
    values["余力】"],
    values["拘束証拠金】"],
    values["必要証拠金】"],
    values["注文中必要証拠金】"],
    values["振替可能額】"]
  )
end

#list_open_interests(currency_pair_code = nil) ⇒ Object

建玉一覧を取得します。

currency_pair_code

通貨ペアコード。※未実装

戻り値

建玉IDをキーとするClickClientScrap::FX::OpenInterestのハッシュ。



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# File 'lib/clickclient_scrap.rb', line 582

def  list_open_interests( currency_pair_code=nil ) 
  result =  link_click( "3" )
  ClickClientScrap::Client.error( result ) if result.forms.empty?
  form = result.forms.first
  form["P001"] = "" # TODO currency_pair_codeでの絞り込み
  result = @client.submit(form) 
  
  list = []
  each_page( result ) {|page|
    list += page.body.toutf8.scan( /<a href="[^"]*">([A-Z]{3}\/[A-Z]{3}):([^<]*)<\/a><br>[^;]*;<font[^>]*>([^<]*)<\/font>([\d\.]*)[^\s@]*@([\d\.]*).*?<font[^>]*>([^<]*)<\/font>/m )
  }
  tmp = {}
  list.each {|i|
    open_interest_id = i[1] 
    pair = to_pair( i[0] )
    sell_or_buy = i[2] == "売" ?  ClickClientScrap::FX::SELL : ClickClientScrap::FX::BUY
    count =  i[3].to_i
    rate =  i[4].to_f
    profit_or_loss =  i[5].to_i
    tmp[open_interest_id] = OpenInterest.new(open_interest_id, pair, sell_or_buy, count, rate, profit_or_loss  )
  }
  return tmp
end

#list_orders(order_condition_code = ClickClientScrap::FX::ORDER_CONDITION_ALL, currency_pair_code = nil) ⇒ Object

注文一覧を取得します。

order_condition_code

注文状況コード(必須)

currency_pair_code

通貨ペアコード ※未実装

戻り値

注文番号をキーとするClickClientScrap::FX::Orderのハッシュ。



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# File 'lib/clickclient_scrap.rb', line 544

def list_orders(  order_condition_code=ClickClientScrap::FX::ORDER_CONDITION_ALL, currency_pair_code=nil )
  result =  link_click( "2" )
  ClickClientScrap::Client.error( result ) if result.forms.empty?
  form = result.forms.first
  form["P001"] = "" # TODO currency_pair_codeでの絞り込み
  form["P002"] = order_condition_code
  result = @client.submit(form) 
  
  list = []
  each_page( result ) {|page|
    list += page.body.toutf8.scan( /<a href="[^"]*GKEY=([a-zA-Z0-9]*)">([A-Z]{3}\/[A-Z]{3}) ([^<]*)<\/a><br>[^;]*;([^<]*)<font[^>]*>([^<]*)<\/font>([^@]*)@([\d\.]*)([^\s]*) ([^<]*)<br>([^;]*;([^<]*)<font[^>]*>([^<]*)<\/font>([^@]*)@([\d\.]*)([^\s]*) ([^<]*)<br>)?/m )
  }
  tmp = {}
  list.each {|i|
    order_no = i[0] 
    order_type = to_order_type_code(i[2])
    trade_type = i[3] == "新" ? ClickClientScrap::FX::TRADE_TYPE_NEW \
                                           : ClickClientScrap::FX::TRADE_TYPE_SETTLEMENT
    pair = to_pair( i[1] )
    sell_or_buy = i[4] == "売" ?  ClickClientScrap::FX::SELL : ClickClientScrap::FX::BUY
    count =  pair == :ZARJPY ?  i[5].to_i/10 : i[5].to_i
    rate =  i[6].to_f
    execution_expression = to_execution_expression(i[7])
    stop_order_rate =  i[13] ?  i[13].to_f : nil
    stop_order_execution_expression = i[14] ? to_execution_expression(i[14]) : nil
   
    tmp[order_no] = Order.new( order_no, trade_type, order_type, execution_expression, \
      sell_or_buy, pair, count, rate, i[8], stop_order_rate, stop_order_execution_expression)
  }
  return tmp
end

#list_rates ⇒ Object

レート一覧を取得します。

戻り値

通貨ペアをキーとするClickClientScrap::FX::Rateのハッシュ。



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# File 'lib/clickclient_scrap.rb', line 208

def list_rates
  result =  link_click( "1" )
  if !@last_update_time_of_swaps \
     || Time.now.to_i - @last_update_time_of_swaps  > (@options[:swap_update_interval] || 60*60)
    @swaps  = list_swaps
    @last_update_time_of_swaps = Time.now.to_i
  end
  reg = />([A-Z]+\/[A-Z]+)<\/a>[^\-\.\d]*?([\d]+\.[\d]+)\-[^\-\.\d]*([\d\.]+)/
  tokens = result.body.toutf8.scan( reg )
  ClickClientScrap::Client.error( result ) if !tokens || tokens.empty?
  return tokens.inject({}) {|r,l|
       pair = to_pair( l[0] )
       swap = @swaps[pair]
       rate = FxSession.convert_rate "#{l[1]}-#{l[2]}"
       if ( rate && swap )
         r[pair]  = Rate.new( pair, rate[0], rate[1], swap.sell_swap, swap.buy_swap ) 
       end
       r
  }
end

#list_swaps ⇒ Object

スワップの一覧を取得します。

戻り値

通貨ペアをキーとするClickClientScrap::FX::Swapのハッシュ。



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# File 'lib/clickclient_scrap.rb', line 249

def list_swaps
  result =  link_click( "8" )
  reg = /<dd>([A-Z]+\/[A-Z]+) <font[^>]*>売<\/font>[^\-\d]*?([\-\d,]+)[^\-\d]*<font[^>]*>買<\/font>[^\-\d]*([\-\d,]+)[^\-\d]*<\/dd>/
  return  result.body.toutf8.scan( reg ).inject({}) {|r,l|
       pair = to_pair( l[0] )
       r[pair]  = Swap.new( pair, l[1].sub(/,/,"").to_i, l[2].sub(/,/,"").to_i ); r
  }
end

#logout ⇒ Object

ログアウトします。



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# File 'lib/clickclient_scrap.rb', line 649

def logout
  begin
    @client.click( @links.find {|i|
      i.text == "\303\233\302\270\303\236\302\261\302\263\303\204" \
      || i.text == "ﾛｸﾞｱｳﾄ"
    })
  rescue
  end
end

#order(currency_pair_code, sell_or_buy, unit, options = {}) ⇒ Object

注文を行います。

currency_pair_code

通貨ペアコード(必須)

sell_or_buy

売買区分。ClickClientScrap::FX::BUY,ClickClientScrap::FX::SELLのいずれかを指定します。(必須)

unit

取引数量(必須)

options

注文のオプション。注文方法に応じて以下の情報を設定できます。

- <b>
戻り値

ClickClientScrap::FX::OrderResult



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# File 'lib/clickclient_scrap.rb', line 303

def order ( currency_pair_code, sell_or_buy, unit, options={} )
  
  # 取り引き種別の判別とパラメータチェック
  type = ORDER_TYPE_MARKET_ORDER
  if ( options && options[:settle] != nil  )
    if ( options[:settle][:stop_order_rate] != nil)
       # 逆指値レートと決済取引の指定があればIFD-OCO取引
       raise "options[:settle][:rate] is required." if options[:settle][:rate] == nil
       type = ORDER_TYPE_IFD_OCO
    else
       # 決済取引の指定のみがあればIFD取引
       raise "options[:settle][:rate] is required." if options[:settle][:rate] == nil
       raise "options[:settle][:execution_expression] is required." if options[:settle][:execution_expression] == nil
       type = ORDER_TYPE_IFD
    end
    raise "options[:rate] is required." if options[:rate] == nil
    raise "options[:execution_expression] is required." if options[:execution_expression] == nil
    raise "options[:expiration_type] is required." if options[:expiration_type] == nil
    raise "options[:settle][:rate] is required." if options[:settle][:rate] == nil
    raise "options[:settle][:sell_or_buy] is required." if options[:settle][:sell_or_buy] == nil
    raise "options[:settle][:unit] is required." if options[:settle][:unit] == nil
    raise "options[:settle][:expiration_type] is required." if options[:expiration_type] == nil
  elsif ( options && options[:rate] != nil )
    if ( options[:stop_order_rate] != nil )
      # 逆指値レートが指定されていればOCO取引
      type = ORDER_TYPE_OCO
    else
      # そうでなければ通常取引
      raise "options[:execution_expression] is required." if options[:execution_expression] == nil
      type = ORDER_TYPE_NORMAL
    end
    raise "options[:expiration_type] is required." if options[:expiration_type] == nil
  else
    # 成り行き
    type = ORDER_TYPE_MARKET_ORDER
  end
  
  #注文前の注文一覧
  before = list_orders( ORDER_CONDITION_ON_ORDER ).inject(Set.new) {|s,o| s << o[0]; s }
  
  # レート一覧
  result =  link_click( "1" )

  ClickClientScrap::Client.error( result ) if result.forms.empty?
  form = result.forms.first
  
  # 通貨ペア
  option = form.fields.find{|f| f.name == "P001" }.options.find {|o|
     to_pair( o.text.strip ) == currency_pair_code
  }
  raise "illegal currency_pair_code. currency_pair_code=#{currency_pair_code.to_s}" unless option
  option.select
  
  #注文方式
  form["P100"] = type
  
  # 詳細設定画面へ
  result = @client.submit(form) 
  ClickClientScrap::Client.error( result ) if result.forms.empty?
  form = result.forms.first
  case type
    when ORDER_TYPE_MARKET_ORDER
      # 成り行き
      form["P003"] = unit.to_s # 取り引き数量
      set_sell_or_buy( form, sell_or_buy )
      form["P005"] = options[:slippage].to_s if ( options && options[:slippage] != nil ) # スリッページ
    when ORDER_TYPE_NORMAL
      # 指値
      form["P003"] = options[:rate].to_s # レート
      form["P005"] = unit.to_s # 取り引き数量
      set_sell_or_buy( form, sell_or_buy )
      exp = options[:execution_expression] == ClickClientScrap::FX::EXECUTION_EXPRESSION_REVERSE_LIMIT_ORDER ? "2" : "1"
      form.radiobuttons_with(:name => 'P004.0', :value => exp )[0].check
      set_expiration( form,  options, "P008", "P009" ) # 有効期限
    when ORDER_TYPE_OCO
      # OCO
      form["P003"] = options[:rate].to_s # レート
      form["P005"] = options[:stop_order_rate].to_s # 逆指値レート
      form["P007"] = unit.to_s # 取り引き数量
      set_sell_or_buy( form, sell_or_buy )
      set_expiration( form,  options, "P010", "P011" ) # 有効期限
    else
      raise "not supported yet."
  end
  
  # 確認画面へ
  result = @client.submit(form) 
  ClickClientScrap::Client.error( result ) if result.forms.empty?
  result = @client.submit(result.forms.first)
  ClickClientScrap::Client.error( result ) unless result.body.toutf8 =~ /注文受付完了/
  
  #注文前の一覧と注文後の一覧を比較して注文を割り出す。
  #成り行き注文の場合、即座に約定するのでnilになる(タイミングによっては取得できるかも)
  tmp = list_orders( ORDER_CONDITION_ON_ORDER ).find {|o| !before.include?(o[0]) }
  return OrderResult.new( tmp ? tmp[1].order_no : nil )
end

#set_expiration(form, options, input_type, input_date) ⇒ Object

有効期限を設定する

form

フォーム

options

パラメータ

input_type

有効期限の種別を入力するinput要素名

input_date

有効期限が日付指定の場合に、日付を入力するinput要素名



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# File 'lib/clickclient_scrap.rb', line 405

def set_expiration( form,  options, input_type, input_date )
  case options[:expiration_type]
    when ClickClientScrap::FX::EXPIRATION_TYPE_TODAY
        form[input_type] = "0"
    when ClickClientScrap::FX::EXPIRATION_TYPE_WEEK_END
        form[input_type] = "1"
    when ClickClientScrap::FX::EXPIRATION_TYPE_SPECIFIED
        form[input_type] = "3"
        raise "options[:expiration_date] is required." unless options[:expiration_date]
        form["#{input_date}.Y"] = options[:expiration_date].year
        form["#{input_date}.M"] = options[:expiration_date].month
        form["#{input_date}.D"] = options[:expiration_date].day
        form["#{input_date}.h"] = options[:expiration_date].respond_to?(:hour) ? options[:expiration_date].hour : "0"
    else
        form[input_type] = "2"
  end
end

#set_sell_or_buy(form, sell_or_buy) ⇒ Object 



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# File 'lib/clickclient_scrap.rb', line 423

def set_sell_or_buy( form, sell_or_buy )
  value = sell_or_buy == ClickClientScrap::FX::SELL ? "1" : "0" #売り/買い
  form.radiobuttons_with(:name => 'P002.0', :value => value )[0].check
end

#settle(open_interest_id, unit, options = {}) ⇒ Object

決済注文を行います。

open_interest_id

決済する建玉番号

unit

取引数量

options

決済注文のオプション。注文方法に応じて以下の情報を設定できます。

- <b>
戻り値

なし



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# File 'lib/clickclient_scrap.rb', line 488

def settle ( open_interest_id, unit, options={} )
  if ( options[:rate] != nil && options[:stop_order_rate] != nil )
    # レートと逆指値レートが指定されていればOCO取引
    raise "options[:expiration_type] is required." if options[:expiration_type] == nil
  elsif ( options[:rate] != nil )
    # レートが指定されていれば通常取引
    raise "options[:execution_expression] is required." if options[:execution_expression] == nil
    raise "options[:expiration_type] is required." if options[:expiration_type] == nil
  else
    # 成り行き
    if ( options[:slippage] != nil )
      raise "if you use a slippage,  options[:slippage_base_rate] is required." if options[:slippage_base_rate] == nil
    end
  end
  
  # 建玉一覧
  result =  link_click( "3" )
  
  # 対象となる建玉をクリック 
  link =  nil
  each_page( result ) {|page|
    link =  page.links.find {|l|
        l.href =~ /[^"]*ORDERNO=([a-zA-Z0-9]*)[^"]*/ && $1 == open_interest_id
    }
    break if link
  }
  raise "illegal open_interest_id. open_interest_id=#{open_interest_id}" unless link
  result =  @client.click(link)
  
  # 決済
  form = result.forms.first
  form["P100"] = "00" # 成り行き TODO 通常(01),OCO取引(21)対応
  result = @client.submit(form)
  ClickClientScrap::Client.error( result ) if result.forms.empty?
  
  # 設定
  form = result.forms.first
  form["P003"] = unit.to_s
  form["P005"] = options[:slippage].to_s if options[:slippage]
  result = @client.submit(form)
  ClickClientScrap::Client.error( result ) if result.forms.empty?
  
  # 確認
  form = result.forms.first
  result = @client.submit(form)
  ClickClientScrap::Client.error( result ) unless result.body.toutf8 =~ /完了/
end