lib/dtn/messages/bar/base.rb
# frozen_string_literal: true
module Dtn
module Messages
module Bar
# Streaming Bars data.
class Base < MessageWithSimpleParser
class << self
# rubocop:disable Metrics/MethodLength
def fields
@fields ||= {
request_id: :to_i,
_skip: nil,
symbol: :to_s,
timestamp: :to_datetime,
open: :to_f,
high: :to_f,
low: :to_f,
close: :to_f,
total_volume: :to_i,
volume: :to_i,
number_of_trades: :to_i
}
end
# rubocop:enable Metrics/MethodLength
end
end
end
end
end