tiernacity / effex-rb

A small FX storage, retrieval library

Effex

My notes on the implementation (and remaining steps to "production ready") are in NOTES.md

Installation

Add this line to your application's Gemfile:

gem 'effex'

And then execute:

$ bundle

Or install it yourself as:

$ gem install effex

Run tests

bundle
bundle exec rake test

Usage

Via the APIs

1. Register a repository under the :rate key. For example:

db_connection_string = "postgres://postgres:postgres@localhost:5432/postgres"
repo = Effex::Repository::SQL.new(db_connection_string)
Effex::Repository.register(:rate, repo)

2. Create and load a data source. For example:

source = Effex::Source::EcbXml.new("http://www.ecb.europa.eu/stats/eurofxref/eurofxref-hist-90d.xml")
Effex::ExchangeRate.load(source)

3. Query for stored rates. For example:

Effex::ExchangeRate.all_at(Date.yesterday, "USD", "JPY") # rates from all sources
Effex::ExchangeRate.at(Date.yesterday, "USD", "JPY")     # only one rate

Via the rake tasks

Include the Rakefile in your own if you wish, to gain three tasks:

• rake effex:migrate to migrate your chosen data store (required)
• rake effex:fetch to fetch and store from your chosen data sources. Fetch regularly on a suitable schedule.
• rake effex:rate YYYY-MM-DD BASE COUNTER to query rates (or cross rates) from your store

Example, rake effex:rate 2018-10-10 USB GBP

To use the above you must set two environment variables:

• EFFEX_DB_URL is a sequel-compatible database connection URL. See here
• EFFEX_ECB_URLS is a comma-separated list of URLs supplying ECB rates encoded in XML. See "Time Series" here

Via this repo

A short script is provided at ./example to illustrate use of the rake tasks. To use:

bundle
bundle exec bash example

Use with postgres

The ./example script uses sqlite3 stored in a local ./rates.db file. To test using postgres, the following should work

1. Start postgres locally. For example:

docker run --name pg -e POSTGRES_PASSWORD=postgres -p 5432:5432 -d postgres

2. Use the correct sequel connection string:

export EFFEX_DB_URL="postgres://postgres:postgres@localhost:5432/postgres"
export EFFEX_ECB_URLS="http://www.ecb.europa.eu/stats/eurofxref/eurofxref-hist-90d.xml"

3. Migrate

rake effex:migrate

4. Fetch and query

rake effex:fetch
rake effex:rate 2018-11-08 USD JPY