Class: XRBP::Model::Parsers::Quote

Inherits:
PluginBase show all
Defined in:
lib/xrbp/model/parsers/quote.rb

Overview

Market quotes data parser

Instance Attribute Summary

Attributes inherited from PluginBase

#connection

Instance Method Summary collapse

Methods inherited from PluginBase

#initialize

Constructor Details

This class inherits a constructor from XRBP::PluginBase

Instance Method Details

#parse_result(res, req) ⇒ Object 



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# File 'lib/xrbp/model/parsers/quote.rb', line 13

def parse_result(res, req)
  return [] unless res && res != ''

  j = JSON.parse(res)
  return [] unless j["result"]

  j["result"].collect { |p, quotes|
    next nil unless quotes
    quotes.collect { |q|
      t   = q[0]
      o   = q[1]
      h   = q[2]
      l   = q[3]
      c   = q[4]
      vol = q[5]

      # discard invalid data
      # (some exchanges periodically
      #  return '0's for some timestamps,
      #  perhaps for periods with no trades?)
      next nil if o.zero? || h.zero? || l.zero? || c.zero? || vol.zero?

      {:timestamp => Time.at(t).to_datetime,
       :open      => o,
       :high      => h,
       :low       => l,
       :close     => c,
       :volume    => vol}
    }
  }.flatten.compact
end

#parser_priority ⇒ Object 



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# File 'lib/xrbp/model/parsers/quote.rb', line 9

def parser_priority
  0
end