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A composable, real time, market data and trade execution toolkit
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Files
lib/tai/commands/markets.ex
defmodule Tai.Commands.Markets do
@moduledoc """
Display the bid/ask for each symbol on all order book feeds
"""
import Tai.Commands.Table, only: [render!: 2]
@header [
"Venue",
"Product",
"Bid Price",
"Ask Price",
"Bid Size",
"Ask Size",
"Bid Processed At",
"Bid Server Changed At",
"Ask Processed At",
"Ask Server Changed At"
]
@spec markets :: no_return
def markets do
Tai.Venues.ProductStore.all()
|> fetch_inside_quotes
|> format_rows
|> sort_rows
|> render!(@header)
end
defp fetch_inside_quotes(products) when is_list(products) do
products
|> Enum.map(fn p -> {p.venue_id, p.symbol} end)
|> Enum.map(fn {venue_id, symbol} ->
{:ok, inside_quote} = Tai.Markets.OrderBook.inside_quote(venue_id, symbol)
{venue_id, symbol, inside_quote}
end)
end
defp format_rows(products_with_inside_quote) do
products_with_inside_quote
|> Enum.map(fn {venue_id, symbol, %Tai.Markets.Quote{bid: bid, ask: ask}} ->
[
venue_id,
symbol,
{bid, :price},
{ask, :price},
{bid, :size},
{ask, :size},
{bid, :processed_at},
{bid, :server_changed_at},
{ask, :processed_at},
{ask, :server_changed_at}
]
|> format_row
end)
end
defp sort_rows(rows), do: rows |> Enum.sort(&(&1 < &2))
defp format_row(row) when is_list(row), do: row |> Enum.map(&format_col/1)
defp format_col({nil, _}), do: format_col(nil)
defp format_col({receiver, message}), do: receiver |> get_in([message]) |> format_col
defp format_col(num) when is_number(num), do: num |> Decimal.cast()
defp format_col(%DateTime{} = date), do: Timex.from_now(date)
defp format_col(nil), do: "~"
defp format_col(pass_through), do: pass_through
end