fxStream

Streaming RBS FX Rates for the Deloitte Digital UK GoneHacking Hackathon

We're providing a stream of FX rates from RBS via pusher.com. This repo has a set of client examples to connect to this stream.

This will provide access to our award-winning multi-currency pricing service – FX Micropay. This will enable you to receive highly competitive FX rates quotes. This will provide FX pricing data but should not be seen as a market data provider but the ability to price your domestic currency at a guaranteed rate in a foreign currency. Our team will be using the service for their own hack. The service will be ‘read-only’ during the hack.

More information on the services FX Micropay can provide can be found on the RBS FXMP website

Clients available at present:

• html/javascript
• ruby
• java
• clojure
• python

Instructions

Clone this repo and run an example.

If you have any questions or want to report a feature request or bug, please raise issues on this project. We will be tracking these and responding accordingly.

Message format

An example snippet from the messages received is as follows:

  {
      "expiryDateTime": "2014-11-10T15:53:26.000Z",
      "fx": {
          "EUR/CNY": {
              "buy": "7.5433",
              "sell": "7.7791"
          },
          "EUR/USD": {
              "buy": "1.2255",
              "sell": "1.2633"
          }
          // ...
     }
  }

The fx property is a map of curency pairs to rate quotes. Each pair is defined as base/quote. The rate quote field definitions are as follows:

buy: the amount of the quote currency received by the client in exchange for one unit of the base currency.

sell: the amount of the quote currency given by the client in exchange for one unit of the base currency.

Ruby Client

This uses Logan Koester's https://github.com/pusher/pusher-ruby-client. More examples there.
Note that you need to

gem install pusher-client

...to get this to work.

Java Client

You'll need maven to build the sample code. It uses the offical pusher.com java client and Gson for json parsing.

Clojure Client

An example Clojure client that simply prints out the data on receipt of an event. This code uses the same official java pusher client as the java example above.

Python Client

An example Python client that parses the data to a python objct. This code uses the client library from Erik Kulyk. Instructions for build and use provided in the respective directory.

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