Skip to content

deriv-com/perl-Finance-Exchange

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

48 Commits
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

NAME

Finance::Exchange - represents a financial stock exchange object.

VERSION

version 0.01

SYNOPSIS

use Finance::Exchange;

my $exchange_symbol = 'LSE'; # London Stocks Exchange
my $exchange = Finance::Exchange->create_exchange($exchange_symbol);

DESCRIPTION

This is a generic representation of a financial stock exchange.

USAGE

my $exchange = Finance::Exchange->create_exchange('LSE');
is $exchange->symbol, 'LSE';
is $exchange->display_name, 'London Stock Exchange';
is $exchange->trading_days, 'weekdays';
is $exchange->trading_timezone, 'Europe/London';
# The list of days starts on Sunday and is a set of flags indicating whether
# we trade on that day or not
is $exchange->trading_days_list, [ 0, 1, 1, 1, 1, 1, 0 ];
is $exchange->market_times, { ... };
is $exchange->delay_amount, 15, 'LSE minimum delay is 15 minutes';
is $exchange->currency, 'GBP', 'LSE is traded in pound sterling';
is $exchange->trading_date_can_differ, 0, 'only applies to AU/NZ';
...

create_exchange

Exchange object constructor.

ATTRIBUTES

display_name

Exchange display name, e.g. London Stock Exchange.

symbol

Exchange symbol, e.g. LSE to represent London Stocks Exchange.

trading_days

An exchange's trading day category.

For example, an exchange that trades from Monday to Friday is given a trading days category of 'weekdays'.

The list is enumerated in the exchanges_trading_days_aliases.yml file.

trading_timezone

The timezone in which the exchange conducts business.

This should be a string which will allow the standard DateTime module to find the proper information.

trading_days_list

List the trading day index which is defined in exchanges_trading_days_aliases.yml.

An example of a 'weekdays' trading days list is as follow: - 0 # Sun - 1 # Mon - 1 # Tues - 1 # Wed - 1 # Thurs - 1 # Fri - 0 # Sat

market_times

A hash reference of human-readable exchange trading times in Greenwich Mean Time (GMT).

The trading times are broken into three categories:

1. standard - which represents the trading times in non Day Light Saving (DST) period. 2. dst - which represents the trading time in DST period. 3. partial_trading - which represents the trading breaks (e.g. lunch break) in a trading day

delay_amount

The acceptable delay amount of feed on this exchange, in minutes. Default is 60 minutes.

currency

The currency in which the exchange is traded in.

trading_date_can_differ

A boolean flag to indicate if an exchange would open on the previous GMT date due to DST.

About

No description, website, or topics provided.

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published