class Alphapoint::GetQuotes
Public Class Methods
new(ws)
click to toggle source
# File lib/alphapoint/get_quotes.rb, line 5 def initialize(ws) @ws = ws @data = [] @instruments_number = -1 @count = 0 end
Public Instance Methods
execute(payload, &block)
click to toggle source
# 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