bitflyer-cli 0.5.0 → 1.0.1
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +5 -5
- data/.github/dependabot.yml +14 -0
- data/.github/workflows/release.yaml +41 -0
- data/.github/workflows/test.yml +43 -0
- data/.gitignore +57 -0
- data/.rubocop.yml +12 -0
- data/.rubocop_todo.yml +16 -0
- data/.ruby-version +1 -0
- data/Gemfile.lock +91 -32
- data/README.md +4 -2
- data/bitflyer-cli.gemspec +20 -17
- data/exe/bitflyer +1 -1
- data/lib/bitflyer/cli/authorization.rb +3 -1
- data/lib/bitflyer/cli/command/cancel_all_command.rb +2 -0
- data/lib/bitflyer/cli/command/counter_trade_command.rb +10 -8
- data/lib/bitflyer/cli/command/ifdoco_by_range_command.rb +11 -9
- data/lib/bitflyer/cli/command/order_by_best_command.rb +11 -9
- data/lib/bitflyer/cli/command/order_by_twap_command.rb +10 -8
- data/lib/bitflyer/cli/command/stop_by_range_command.rb +16 -14
- data/lib/bitflyer/cli/command/summary_command.rb +18 -14
- data/lib/bitflyer/cli/ext/string.rb +4 -2
- data/lib/bitflyer/cli/has_http_client.rb +3 -1
- data/lib/bitflyer/cli/has_realtime_client.rb +3 -1
- data/lib/bitflyer/cli/model/position.rb +6 -4
- data/lib/bitflyer/cli/version.rb +7 -0
- data/lib/bitflyer/cli.rb +44 -39
- metadata +67 -23
checksums.yaml
CHANGED
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---
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metadata.gz:
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data.tar.gz:
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SHA256:
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metadata.gz: ddca3f608079462d31cb86831e22fe67edfb00fa055bc3bef1ff092c4647ba60
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data.tar.gz: 383c32699f7aa5d8f554b1edcc5a6aa5bd82dd07518edf93cf1069794c9e5d80
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 8d00cc6795858857d1e5165777c0389afb3ed8b355e128349f1b068e6afb31a7da2538697b6132b32a514e804db766560a3cd8159bd9101c96dc621e972b20e2
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data.tar.gz: faf067d80282c993290ff84ae73a3f0880b89fe6193df8489d32ecadb9cc83eab0458d8ea48416216625316f4400210fd336c61c3772ae9a6db5a00e0c6e61a3
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version: 2
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updates:
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- package-ecosystem: bundler
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directory: "/"
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schedule:
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interval: daily
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time: "12:00"
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timezone: Asia/Tokyo
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open-pull-requests-limit: 20
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reviewers:
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- unhappychoice
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allow:
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- dependency-type: direct
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- dependency-type: indirect
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name: release
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on:
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workflow_dispatch:
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inputs:
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version:
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description: Release version
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required: true
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type: choice
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options:
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- major
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- minor
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- patch
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jobs:
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push:
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name: Push gem to RubyGems.org
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runs-on: ubuntu-latest
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environment:
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name: release
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permissions:
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id-token: write
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contents: write
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steps:
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- uses: actions/checkout@v4
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- name: Set up Ruby
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uses: ruby/setup-ruby@v1
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with:
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bundler-cache: true
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ruby-version: .ruby-version
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- name: Setup Git
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run: |
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git config --global user.email "unhappychoice@gmail.com"
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git config --global user.name "unhappychoice"
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- name: Install gem-release
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run: gem install gem-release
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- name: Bump version
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run: |
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gem bump --version ${{inputs.version}} --message ':tada: Bump %{name} to %{version}'
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bundle config set frozen false && bundle install
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git add . && git commit --amend --no-edit
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- uses: rubygems/release-gem@v1
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name: test
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on: [push]
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jobs:
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lint:
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v4
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- name: Set up Ruby
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uses: ruby/setup-ruby@v1
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with:
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ruby-version: '3.4.4'
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rubygems: latest
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- name: Install bundler
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run: gem install bundler
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- name: Install dependencies
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run: bundle install --jobs 4
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- name: Run lint
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run: bundle exec rubocop
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test:
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runs-on: ubuntu-latest
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strategy:
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matrix:
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ruby: ['3.4.4', '3.3.8', '3.2.8', '3.1.7']
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steps:
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- uses: actions/checkout@v4
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- name: Set up Ruby
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uses: ruby/setup-ruby@v1
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with:
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ruby-version: ${{ matrix.ruby }}
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rubygems: latest
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- name: Install bundler
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run: gem install bundler
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- name: Install dependencies
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run: bundle install --jobs 4
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- name: Run test
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env:
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RAILS_ENV: test
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COVERAGE: true
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CODECOV_TOKEN: d9091f65-2e14-4029-86e6-f6ec9c59ecec
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run: bundle exec rspec
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data/.gitignore
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# Created by https://www.gitignore.io/api/ruby
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# Edit at https://www.gitignore.io/?templates=ruby
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### Ruby ###
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*.gem
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*.rbc
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/.config
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/InstalledFiles
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/pkg/
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/spec/reports/
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/spec/examples.txt
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/test/tmp/
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/test/version_tmp/
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/tmp/
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# Used by dotenv library to load environment variables.
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# .env
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.repl_history
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build/
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*.bridgesupport
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build-iPhoneOS/
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build-iPhoneSimulator/
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## Specific to RubyMotion (use of CocoaPods):
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#
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# We recommend against adding the Pods directory to your .gitignore. However
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# you should judge for yourself, the pros and cons are mentioned at:
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# https://guides.cocoapods.org/using/using-cocoapods.html#should-i-check-the-pods-directory-into-source-control
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#
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# vendor/Pods/
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## Documentation cache and generated files:
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/.yardoc/
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/_yardoc/
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/doc/
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/rdoc/
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## Environment normalization:
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/.bundle/
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/vendor/bundle
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/lib/bundler/man/
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vendor/bundle
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# for a library or gem, you might want to ignore these files since the code is
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# intended to run in multiple environments; otherwise, check them in:
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# Gemfile.lock
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# .ruby-version
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# .ruby-gemset
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# unless supporting rvm < 1.11.0 or doing something fancy, ignore this:
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.rvmrc
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# End of https://www.gitignore.io/api/ruby
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data/.rubocop.yml
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data/.rubocop_todo.yml
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# This configuration was generated by
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# `rubocop --auto-gen-config`
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# on 2025-06-28 13:43:17 UTC using RuboCop version 1.77.0.
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# The point is for the user to remove these configuration records
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# one by one as the offenses are removed from the code base.
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# Note that changes in the inspected code, or installation of new
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# versions of RuboCop, may require this file to be generated again.
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# Offense count: 1
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# This cop supports unsafe autocorrection (--autocorrect-all).
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# Configuration parameters: EnforcedStyle.
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# SupportedStyles: always, always_true, never
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Style/FrozenStringLiteralComment:
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Exclude:
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- 'exe/bitflyer'
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data/.ruby-version
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3.4.4
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data/Gemfile.lock
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PATH
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remote: .
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specs:
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bitflyer-cli (0.
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bitflyer-cli (1.0.1)
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bigdecimal
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bitflyer (>= 2.0)
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colorize (>= 0.8.1, < 1.2.0)
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thor (>= 0.20, < 1.6)
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base64 (0.3.0)
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bigdecimal (4.0.1)
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bitflyer (2.0.1)
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faraday (>= 1.0)
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websocket-client-simple (>= 0.9)
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faraday-em_synchrony (1.0.1)
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faraday-excon (1.1.0)
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faraday-httpclient (1.0.1)
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faraday-net_http_persistent (1.2.0)
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faraday-patron (1.0.0)
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faraday-rack (1.0.0)
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racc
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unicode-display_width (>= 2.4.0, < 4.0)
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|
86
|
+
rubocop-ast (1.49.0)
|
|
87
|
+
parser (>= 3.3.7.2)
|
|
88
|
+
prism (~> 1.7)
|
|
89
|
+
ruby-progressbar (1.13.0)
|
|
90
|
+
ruby2_keywords (0.0.5)
|
|
91
|
+
thor (1.5.0)
|
|
92
|
+
unicode-display_width (3.2.0)
|
|
93
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+
unicode-emoji (~> 4.1)
|
|
94
|
+
unicode-emoji (4.2.0)
|
|
95
|
+
websocket (1.2.11)
|
|
96
|
+
websocket-client-simple (0.9.0)
|
|
97
|
+
base64
|
|
41
98
|
event_emitter
|
|
99
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+
mutex_m
|
|
42
100
|
websocket
|
|
43
101
|
|
|
44
102
|
PLATFORMS
|
|
@@ -46,9 +104,10 @@ PLATFORMS
|
|
|
46
104
|
|
|
47
105
|
DEPENDENCIES
|
|
48
106
|
bitflyer-cli!
|
|
49
|
-
bundler (~>
|
|
107
|
+
bundler (~> 2.0)
|
|
50
108
|
rake
|
|
51
109
|
rspec
|
|
110
|
+
rubocop
|
|
52
111
|
|
|
53
112
|
BUNDLED WITH
|
|
54
|
-
|
|
113
|
+
2.6.9
|
data/README.md
CHANGED
|
@@ -1,8 +1,10 @@
|
|
|
1
1
|
# bitflyer-cli
|
|
2
2
|
[](https://badge.fury.io/rb/bitflyer-cli)
|
|
3
|
-
[](https://circleci.com/gh/bitflyer-tools/bitflyer-cli)
|
|
4
|
+
[](https://codeclimate.com/github/bitflyer-tools/bitflyer-cli)
|
|
5
|
+
|
|
5
6
|
|
|
7
|
+
|
|
6
8
|
|
|
7
9
|
bitflyer-cli is a CLI tool for [Bitflyer](https://bitflyer.jp/) FXBTC.
|
|
8
10
|
|
data/bitflyer-cli.gemspec
CHANGED
|
@@ -1,28 +1,31 @@
|
|
|
1
1
|
# coding: utf-8
|
|
2
2
|
lib = File.expand_path('../lib', __FILE__)
|
|
3
3
|
$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
|
|
4
|
+
require 'bitflyer/cli/version'
|
|
4
5
|
|
|
5
6
|
Gem::Specification.new do |spec|
|
|
6
|
-
spec.name
|
|
7
|
-
spec.version
|
|
8
|
-
spec.
|
|
9
|
-
spec.
|
|
7
|
+
spec.name = 'bitflyer-cli'
|
|
8
|
+
spec.version = Bitflyer::Cli::VERSION
|
|
9
|
+
spec.required_ruby_version = '>= 3.1'
|
|
10
|
+
spec.authors = ['Yuji Ueki']
|
|
11
|
+
spec.email = ['unhappychoice@gmail.com']
|
|
12
|
+
spec.summary = 'CLI tool for Bitflyer'
|
|
13
|
+
spec.description = 'CLI tool for Bitflyer'
|
|
14
|
+
spec.homepage = 'https://github.com/bitflyer-tools/bitflyer-cli'
|
|
15
|
+
spec.license = 'MIT'
|
|
16
|
+
spec.files = `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
|
|
17
|
+
spec.bindir = 'exe'
|
|
18
|
+
spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
|
|
19
|
+
spec.require_paths = ['lib']
|
|
10
20
|
|
|
11
|
-
spec.summary = 'CLI tool for Bitflyer'
|
|
12
|
-
spec.description = 'CLI tool for Bitflyer'
|
|
13
|
-
spec.homepage = 'https://github.com/unhappychoice/bitflyer-cli'
|
|
14
|
-
spec.license = 'MIT'
|
|
15
21
|
|
|
16
|
-
spec.
|
|
17
|
-
spec.
|
|
18
|
-
spec.
|
|
19
|
-
spec.
|
|
22
|
+
spec.add_dependency 'bitflyer', '>= 2.0'
|
|
23
|
+
spec.add_dependency 'bigdecimal'
|
|
24
|
+
spec.add_dependency 'colorize', '>= 0.8.1', '< 1.2.0'
|
|
25
|
+
spec.add_dependency 'thor', '>= 0.20', '< 1.6'
|
|
20
26
|
|
|
21
|
-
spec.
|
|
22
|
-
spec.add_dependency 'bitflyer', '~> 0.2.2'
|
|
23
|
-
spec.add_dependency 'colorize', '~> 0.8.1'
|
|
24
|
-
|
|
25
|
-
spec.add_development_dependency 'bundler', '~> 1.12'
|
|
27
|
+
spec.add_development_dependency 'bundler', '~> 2.0'
|
|
26
28
|
spec.add_development_dependency 'rake'
|
|
27
29
|
spec.add_development_dependency 'rspec'
|
|
30
|
+
spec.add_development_dependency 'rubocop'
|
|
28
31
|
end
|
data/exe/bitflyer
CHANGED
|
@@ -1,3 +1,5 @@
|
|
|
1
|
+
# frozen_string_literal: true
|
|
2
|
+
|
|
1
3
|
module Authorization
|
|
2
4
|
def api_key
|
|
3
5
|
ENV['BITFLYER_API_KEY'] || puts('environment variable BITFLYER_API_KEY is not set')
|
|
@@ -6,4 +8,4 @@ module Authorization
|
|
|
6
8
|
def api_secret
|
|
7
9
|
ENV['BITFLYER_API_SECRET'] || puts('environment variable BITFLYER_API_SECRET is not set')
|
|
8
10
|
end
|
|
9
|
-
end
|
|
11
|
+
end
|
|
@@ -1,22 +1,24 @@
|
|
|
1
|
+
# frozen_string_literal: true
|
|
2
|
+
|
|
1
3
|
require 'bitflyer/cli/has_http_client'
|
|
2
4
|
|
|
3
5
|
class CounterTradeCommand
|
|
4
6
|
include HasHTTPClient
|
|
5
7
|
|
|
6
|
-
def run
|
|
8
|
+
def run # rubocop:disable Metrics/MethodLength
|
|
7
9
|
position = Position.new(http_private_client.positions)
|
|
8
10
|
size = position.size.abs.to_f
|
|
9
|
-
type = position.size
|
|
11
|
+
type = position.size.positive? ? 'SELL' : 'BUY'
|
|
10
12
|
response = http_private_client.send_child_order(
|
|
11
|
-
|
|
12
|
-
|
|
13
|
-
|
|
14
|
-
|
|
13
|
+
product_code: 'FX_BTC_JPY',
|
|
14
|
+
child_order_type: 'MARKET',
|
|
15
|
+
side: type,
|
|
16
|
+
size: size
|
|
15
17
|
)
|
|
16
18
|
if response['child_order_acceptance_id'].nil?
|
|
17
|
-
puts
|
|
19
|
+
puts "An error has occurred#{response}"
|
|
18
20
|
else
|
|
19
21
|
puts "Clear position #{type} / #{size}"
|
|
20
22
|
end
|
|
21
23
|
end
|
|
22
|
-
end
|
|
24
|
+
end
|
|
@@ -1,23 +1,25 @@
|
|
|
1
|
+
# frozen_string_literal: true
|
|
2
|
+
|
|
1
3
|
require 'bitflyer/cli/has_http_client'
|
|
2
4
|
require 'bitflyer/cli/model/position'
|
|
3
5
|
|
|
4
6
|
class IFDOCOByRangeCommand
|
|
5
7
|
include HasHTTPClient
|
|
6
8
|
|
|
7
|
-
def run(options)
|
|
9
|
+
def run(options) # rubocop:disable Metrics/AbcSize, Metrics/MethodLength
|
|
8
10
|
side = options.type.upcase
|
|
9
11
|
size = options.amount.abs
|
|
10
12
|
ratio = options.percentage.to_f
|
|
11
13
|
range = options.range.to_f
|
|
12
14
|
|
|
13
|
-
current_price = http_public_client.ticker('FX_BTC_JPY')['ltp'].to_i
|
|
15
|
+
current_price = http_public_client.ticker(product_code: 'FX_BTC_JPY')['ltp'].to_i
|
|
14
16
|
profit_price = profit_line(side: side, current_price: current_price, range: range, ratio: ratio).to_i
|
|
15
17
|
loss_price = loss_line(side: side, current_price: current_price, range: range, ratio: ratio).to_i
|
|
16
18
|
request = request(side: side, size: size, profit_price: profit_price, loss_price: loss_price)
|
|
17
19
|
response = http_private_client.send_parent_order(request)
|
|
18
20
|
|
|
19
21
|
if response['parent_order_acceptance_id'].nil?
|
|
20
|
-
puts
|
|
22
|
+
puts "An error has occurred#{response}"
|
|
21
23
|
else
|
|
22
24
|
puts "Send market order #{side} / #{size.to_f}"
|
|
23
25
|
puts "Set limit order #{side} / #{profit_price} / #{size.to_f}"
|
|
@@ -27,7 +29,7 @@ class IFDOCOByRangeCommand
|
|
|
27
29
|
|
|
28
30
|
private
|
|
29
31
|
|
|
30
|
-
def request(side:, size:, profit_price:, loss_price:)
|
|
32
|
+
def request(side:, size:, profit_price:, loss_price:) # rubocop:disable Metrics/MethodLength
|
|
31
33
|
{
|
|
32
34
|
order_method: 'IFDOCO',
|
|
33
35
|
time_in_force: 'GTC',
|
|
@@ -58,9 +60,9 @@ class IFDOCOByRangeCommand
|
|
|
58
60
|
|
|
59
61
|
def profit_line(side:, current_price:, range:, ratio:)
|
|
60
62
|
if side == 'BUY'
|
|
61
|
-
current_price + range * ratio / 100.0
|
|
63
|
+
current_price + (range * ratio / 100.0)
|
|
62
64
|
elsif side == 'SELL'
|
|
63
|
-
current_price - range * ratio / 100.0
|
|
65
|
+
current_price - (range * ratio / 100.0)
|
|
64
66
|
else
|
|
65
67
|
0
|
|
66
68
|
end
|
|
@@ -68,11 +70,11 @@ class IFDOCOByRangeCommand
|
|
|
68
70
|
|
|
69
71
|
def loss_line(side:, current_price:, range:, ratio:)
|
|
70
72
|
if side == 'BUY'
|
|
71
|
-
current_price - range * (100.0 - ratio) / 100.0
|
|
73
|
+
current_price - (range * (100.0 - ratio) / 100.0)
|
|
72
74
|
elsif side == 'SELL'
|
|
73
|
-
current_price + range * (100.0 - ratio) / 100.0
|
|
75
|
+
current_price + (range * (100.0 - ratio) / 100.0)
|
|
74
76
|
else
|
|
75
77
|
0
|
|
76
78
|
end
|
|
77
79
|
end
|
|
78
|
-
end
|
|
80
|
+
end
|
|
@@ -1,27 +1,29 @@
|
|
|
1
|
+
# frozen_string_literal: true
|
|
2
|
+
|
|
1
3
|
require 'bitflyer/cli/has_http_client'
|
|
2
4
|
|
|
3
5
|
class OrderByBestCommand
|
|
4
6
|
include HasHTTPClient
|
|
5
7
|
|
|
6
|
-
def run(options)
|
|
8
|
+
def run(options) # rubocop:disable Metrics/MethodLength
|
|
7
9
|
amount = options.amount
|
|
8
10
|
type = options.type
|
|
9
11
|
|
|
10
|
-
ticker = http_public_client.ticker('FX_BTC_JPY')
|
|
12
|
+
ticker = http_public_client.ticker(product_code: 'FX_BTC_JPY')
|
|
11
13
|
price = type == 'buy' ? ticker['best_bid'] : ticker['best_ask']
|
|
12
14
|
|
|
13
15
|
response = http_private_client.send_child_order(
|
|
14
|
-
|
|
15
|
-
|
|
16
|
-
|
|
17
|
-
|
|
18
|
-
|
|
16
|
+
product_code: 'FX_BTC_JPY',
|
|
17
|
+
child_order_type: 'LIMIT',
|
|
18
|
+
side: type.upcase,
|
|
19
|
+
price: price,
|
|
20
|
+
size: amount
|
|
19
21
|
)
|
|
20
22
|
|
|
21
23
|
if response['child_order_acceptance_id'].nil?
|
|
22
|
-
puts
|
|
24
|
+
puts "An error has occurred#{response}"
|
|
23
25
|
else
|
|
24
26
|
puts "An order is created #{type} / #{price} / #{amount}"
|
|
25
27
|
end
|
|
26
28
|
end
|
|
27
|
-
end
|
|
29
|
+
end
|
|
@@ -1,3 +1,5 @@
|
|
|
1
|
+
# frozen_string_literal: true
|
|
2
|
+
|
|
1
3
|
require 'bitflyer/cli/has_http_client'
|
|
2
4
|
|
|
3
5
|
class OrderByTWAPCommand
|
|
@@ -17,18 +19,18 @@ class OrderByTWAPCommand
|
|
|
17
19
|
|
|
18
20
|
private
|
|
19
21
|
|
|
20
|
-
def order(type, amount)
|
|
22
|
+
def order(type, amount) # rubocop:disable Metrics/MethodLength
|
|
21
23
|
response = http_private_client.send_child_order(
|
|
22
|
-
|
|
23
|
-
|
|
24
|
-
|
|
25
|
-
|
|
24
|
+
product_code: 'FX_BTC_JPY',
|
|
25
|
+
child_order_type: 'MARKET',
|
|
26
|
+
side: type.upcase,
|
|
27
|
+
size: amount
|
|
26
28
|
)
|
|
27
29
|
|
|
28
30
|
if response['child_order_acceptance_id'].nil?
|
|
29
|
-
puts "An error has occurred\n"
|
|
31
|
+
puts "An error has occurred\n#{response}"
|
|
30
32
|
else
|
|
31
|
-
puts response
|
|
33
|
+
puts response
|
|
32
34
|
end
|
|
33
35
|
end
|
|
34
|
-
end
|
|
36
|
+
end
|
|
@@ -1,31 +1,33 @@
|
|
|
1
|
+
# frozen_string_literal: true
|
|
2
|
+
|
|
1
3
|
require 'bitflyer/cli/has_http_client'
|
|
2
4
|
require 'bitflyer/cli/model/position'
|
|
3
5
|
|
|
4
6
|
class StopByRangeCommand
|
|
5
7
|
include HasHTTPClient
|
|
6
8
|
|
|
7
|
-
def run(options)
|
|
9
|
+
def run(options) # rubocop:disable Metrics/AbcSize, Metrics/MethodLength
|
|
8
10
|
position = Position.new(http_private_client.positions)
|
|
9
|
-
return puts "You don't have any position now." if position.
|
|
11
|
+
return puts "You don't have any position now." if position.empty?
|
|
10
12
|
|
|
11
|
-
side = position.average
|
|
12
|
-
price = position.average.abs + options.range * (side == 'BUY' ? 1.0 : -1.0)
|
|
13
|
+
side = position.average.positive? ? 'SELL' : 'BUY'
|
|
14
|
+
price = position.average.abs + (options.range * (side == 'BUY' ? 1.0 : -1.0))
|
|
13
15
|
|
|
14
16
|
response = http_private_client.send_parent_order(
|
|
15
|
-
|
|
16
|
-
|
|
17
|
-
|
|
18
|
-
|
|
19
|
-
|
|
20
|
-
|
|
21
|
-
|
|
22
|
-
|
|
17
|
+
order_method: 'SIMPLE',
|
|
18
|
+
parameters: [{
|
|
19
|
+
product_code: 'FX_BTC_JPY',
|
|
20
|
+
condition_type: 'STOP',
|
|
21
|
+
side: side,
|
|
22
|
+
trigger_price: price,
|
|
23
|
+
size: position.size.to_f
|
|
24
|
+
}]
|
|
23
25
|
)
|
|
24
26
|
|
|
25
27
|
if response['parent_order_acceptance_id'].nil?
|
|
26
|
-
puts
|
|
28
|
+
puts "An error has occurred#{response}"
|
|
27
29
|
else
|
|
28
30
|
puts "Set limit order #{side} / #{price} / #{position.size.to_f}"
|
|
29
31
|
end
|
|
30
32
|
end
|
|
31
|
-
end
|
|
33
|
+
end
|
|
@@ -1,3 +1,5 @@
|
|
|
1
|
+
# frozen_string_literal: true
|
|
2
|
+
|
|
1
3
|
require 'bitflyer/cli/has_http_client'
|
|
2
4
|
require 'bitflyer/cli/has_realtime_client'
|
|
3
5
|
require 'bitflyer/cli/ext/string'
|
|
@@ -7,34 +9,34 @@ class SummaryCommand
|
|
|
7
9
|
include HasHTTPClient
|
|
8
10
|
include HasRealtimeClient
|
|
9
11
|
|
|
10
|
-
BUFFER_SIZE = 30
|
|
12
|
+
BUFFER_SIZE = 30
|
|
11
13
|
|
|
12
14
|
def initialize
|
|
13
15
|
@current_price = 0.0
|
|
14
16
|
|
|
15
|
-
realtime_client.executions_fx_btc_jpy =
|
|
17
|
+
realtime_client.executions_fx_btc_jpy = lambda { |message|
|
|
16
18
|
message.each { |m| @current_price = m['price'].to_f }
|
|
17
19
|
}
|
|
18
20
|
|
|
19
21
|
update_balance
|
|
20
22
|
end
|
|
21
23
|
|
|
22
|
-
def run
|
|
24
|
+
def run # rubocop:disable Metrics/AbcSize, Metrics/MethodLength
|
|
23
25
|
$stdout.sync = true
|
|
24
26
|
|
|
25
27
|
Thread.new do
|
|
26
|
-
|
|
28
|
+
loop do
|
|
27
29
|
update_balance
|
|
28
30
|
sleep 5
|
|
29
31
|
end
|
|
30
32
|
end
|
|
31
33
|
|
|
32
|
-
|
|
33
|
-
print
|
|
34
|
-
\e[4F\e[0JCurrent: #{@current_price.to_i.to_s.split_by_comma}
|
|
35
|
-
Position: #{@position.average.to_s.split_by_comma} * #{@position.size.to_f}
|
|
36
|
-
Spread: #{spread.to_s.split_by_comma.color_with_number(spread)}
|
|
37
|
-
Balance: #{(@balance + profit).to_s.split_by_comma.ljust(15, ' ')} (#{profit.to_s.split_by_comma.color_with_number(profit)})
|
|
34
|
+
loop do
|
|
35
|
+
print <<~EOS
|
|
36
|
+
\e[4F\e[0JCurrent: #{@current_price.to_i.to_s.split_by_comma}
|
|
37
|
+
Position: #{@position.average.to_s.split_by_comma} * #{@position.size.to_f}
|
|
38
|
+
Spread: #{spread.to_s.split_by_comma.color_with_number(spread)}
|
|
39
|
+
Balance: #{(@balance + profit).to_s.split_by_comma.ljust(15, ' ')} (#{profit.to_s.split_by_comma.color_with_number(profit)})
|
|
38
40
|
EOS
|
|
39
41
|
sleep 0.1
|
|
40
42
|
end
|
|
@@ -48,13 +50,15 @@ Balance: #{(@balance + profit).to_s.split_by_comma.ljust(15, ' ')} (#{profit.to
|
|
|
48
50
|
end
|
|
49
51
|
|
|
50
52
|
def profit
|
|
51
|
-
return 0 if @current_price
|
|
53
|
+
return 0 if @current_price.zero?
|
|
54
|
+
|
|
52
55
|
@position.profit(@current_price).to_i
|
|
53
56
|
end
|
|
54
57
|
|
|
55
58
|
def spread
|
|
56
|
-
return 0 if @current_price
|
|
57
|
-
return 0 if @position.average.to_i
|
|
59
|
+
return 0 if @current_price.zero?
|
|
60
|
+
return 0 if @position.average.to_i.zero?
|
|
61
|
+
|
|
58
62
|
@current_price.to_i - @position.average.to_i
|
|
59
63
|
end
|
|
60
|
-
end
|
|
64
|
+
end
|
|
@@ -1,3 +1,5 @@
|
|
|
1
|
+
# frozen_string_literal: true
|
|
2
|
+
|
|
1
3
|
require 'bigdecimal'
|
|
2
4
|
require 'bigdecimal/util'
|
|
3
5
|
|
|
@@ -8,20 +10,20 @@ class Position
|
|
|
8
10
|
|
|
9
11
|
def profit(current_price)
|
|
10
12
|
@positions.inject('0'.to_d) do |sum, position|
|
|
11
|
-
sum + (current_price - position['price'].to_s.to_d) * position['size'].to_s.to_d * coefficient(position)
|
|
13
|
+
sum + ((current_price - position['price'].to_s.to_d) * position['size'].to_s.to_d * coefficient(position))
|
|
12
14
|
end
|
|
13
15
|
end
|
|
14
16
|
|
|
15
17
|
def average
|
|
16
|
-
@positions.size
|
|
18
|
+
@positions.size.positive? ? (sum / size.abs).to_i : 0
|
|
17
19
|
end
|
|
18
20
|
|
|
19
21
|
def sum
|
|
20
|
-
@positions.inject('0'.to_d) { |sum, position| sum + position['price'].to_s.to_d * position['size'].to_s.to_d }
|
|
22
|
+
@positions.inject('0'.to_d) { |sum, position| sum + (position['price'].to_s.to_d * position['size'].to_s.to_d) }
|
|
21
23
|
end
|
|
22
24
|
|
|
23
25
|
def size
|
|
24
|
-
@positions.inject('0'.to_d) { |sum, position| sum + position['size'].to_s.to_d * coefficient(position) }
|
|
26
|
+
@positions.inject('0'.to_d) { |sum, position| sum + (position['size'].to_s.to_d * coefficient(position)) }
|
|
25
27
|
end
|
|
26
28
|
|
|
27
29
|
private
|
data/lib/bitflyer/cli.rb
CHANGED
|
@@ -1,3 +1,5 @@
|
|
|
1
|
+
# frozen_string_literal: true
|
|
2
|
+
|
|
1
3
|
require 'thor'
|
|
2
4
|
require 'bitflyer/cli/command/cancel_all_command'
|
|
3
5
|
require 'bitflyer/cli/command/counter_trade_command'
|
|
@@ -6,53 +8,56 @@ require 'bitflyer/cli/command/order_by_best_command'
|
|
|
6
8
|
require 'bitflyer/cli/command/order_by_twap_command'
|
|
7
9
|
require 'bitflyer/cli/command/stop_by_range_command'
|
|
8
10
|
require 'bitflyer/cli/command/summary_command'
|
|
11
|
+
require 'bitflyer/cli/version'
|
|
9
12
|
|
|
10
13
|
module Bitflyer
|
|
11
|
-
|
|
12
|
-
|
|
13
|
-
|
|
14
|
-
|
|
15
|
-
|
|
14
|
+
module Cli
|
|
15
|
+
class Runner < Thor
|
|
16
|
+
desc 'cancel_all', 'cancel all of orders'
|
|
17
|
+
def cancel_all
|
|
18
|
+
CancelAllCommand.new.run
|
|
19
|
+
end
|
|
16
20
|
|
|
17
|
-
|
|
18
|
-
|
|
19
|
-
|
|
20
|
-
|
|
21
|
+
desc 'counter_trade', 'clear all positions'
|
|
22
|
+
def counter_trade
|
|
23
|
+
CounterTradeCommand.new.run
|
|
24
|
+
end
|
|
21
25
|
|
|
22
|
-
|
|
23
|
-
|
|
24
|
-
|
|
25
|
-
|
|
26
|
-
|
|
27
|
-
|
|
26
|
+
desc 'order_by_best', 'create limit order by best price in the board'
|
|
27
|
+
method_option :amount, aliases: 'a', type: :numeric, banner: 'amount', required: true
|
|
28
|
+
method_option :type, aliases: 't', type: :string, banner: 'buy/sell', required: true
|
|
29
|
+
def order_by_best
|
|
30
|
+
OrderByBestCommand.new.run(options)
|
|
31
|
+
end
|
|
28
32
|
|
|
29
|
-
|
|
30
|
-
|
|
31
|
-
|
|
32
|
-
|
|
33
|
-
|
|
34
|
-
|
|
35
|
-
|
|
36
|
-
|
|
33
|
+
desc 'order_by_twap', 'order by using TWAP algorithm'
|
|
34
|
+
method_option :amount, aliases: 'a', type: :numeric, banner: 'amount', required: true
|
|
35
|
+
method_option :type, aliases: 't', type: :string, banner: 'buy/sell', required: true
|
|
36
|
+
method_option :number_of_times, aliases: 'n', type: :numeric, banner: 'N', required: true
|
|
37
|
+
method_option :interval, aliases: 'i', type: :numeric, banner: 'second', required: true
|
|
38
|
+
def order_by_twap
|
|
39
|
+
OrderByTWAPCommand.new.run(options)
|
|
40
|
+
end
|
|
37
41
|
|
|
38
|
-
|
|
39
|
-
|
|
40
|
-
|
|
41
|
-
|
|
42
|
-
|
|
42
|
+
desc 'stop_by_range', 'create stop order by range based on current position'
|
|
43
|
+
method_option :range, aliases: 'r', type: :numeric, banner: 'price range', required: true
|
|
44
|
+
def stop_by_range
|
|
45
|
+
StopByRangeCommand.new.run(options)
|
|
46
|
+
end
|
|
43
47
|
|
|
44
|
-
|
|
45
|
-
|
|
46
|
-
|
|
47
|
-
|
|
48
|
-
|
|
49
|
-
|
|
50
|
-
|
|
51
|
-
|
|
48
|
+
desc 'ifdoco_by_range', 'create IFDOCO order by range based on current price'
|
|
49
|
+
method_option :amount, aliases: 'a', type: :numeric, banner: 'amount', required: true
|
|
50
|
+
method_option :type, aliases: 't', type: :string, banner: 'buy/sell', required: true
|
|
51
|
+
method_option :range, aliases: 'r', type: :numeric, banner: 'price range', required: true
|
|
52
|
+
method_option :percentage, aliases: 'p', type: :numeric, banner: 'price ratio percentage', required: true
|
|
53
|
+
def ifdoco_by_range
|
|
54
|
+
IFDOCOByRangeCommand.new.run(options)
|
|
55
|
+
end
|
|
52
56
|
|
|
53
|
-
|
|
54
|
-
|
|
55
|
-
|
|
57
|
+
desc 'summary', 'show current balance information'
|
|
58
|
+
def summary
|
|
59
|
+
SummaryCommand.new.run
|
|
60
|
+
end
|
|
56
61
|
end
|
|
57
62
|
end
|
|
58
63
|
end
|
metadata
CHANGED
|
@@ -1,71 +1,96 @@
|
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
|
2
2
|
name: bitflyer-cli
|
|
3
3
|
version: !ruby/object:Gem::Version
|
|
4
|
-
version: 0.
|
|
4
|
+
version: 1.0.1
|
|
5
5
|
platform: ruby
|
|
6
6
|
authors:
|
|
7
7
|
- Yuji Ueki
|
|
8
|
-
autorequire:
|
|
9
8
|
bindir: exe
|
|
10
9
|
cert_chain: []
|
|
11
|
-
date:
|
|
10
|
+
date: 1980-01-02 00:00:00.000000000 Z
|
|
12
11
|
dependencies:
|
|
13
12
|
- !ruby/object:Gem::Dependency
|
|
14
|
-
name:
|
|
13
|
+
name: bitflyer
|
|
15
14
|
requirement: !ruby/object:Gem::Requirement
|
|
16
15
|
requirements:
|
|
17
|
-
- - "
|
|
16
|
+
- - ">="
|
|
18
17
|
- !ruby/object:Gem::Version
|
|
19
|
-
version:
|
|
18
|
+
version: '2.0'
|
|
20
19
|
type: :runtime
|
|
21
20
|
prerelease: false
|
|
22
21
|
version_requirements: !ruby/object:Gem::Requirement
|
|
23
22
|
requirements:
|
|
24
|
-
- - "
|
|
23
|
+
- - ">="
|
|
25
24
|
- !ruby/object:Gem::Version
|
|
26
|
-
version:
|
|
25
|
+
version: '2.0'
|
|
27
26
|
- !ruby/object:Gem::Dependency
|
|
28
|
-
name:
|
|
27
|
+
name: bigdecimal
|
|
29
28
|
requirement: !ruby/object:Gem::Requirement
|
|
30
29
|
requirements:
|
|
31
|
-
- - "
|
|
30
|
+
- - ">="
|
|
32
31
|
- !ruby/object:Gem::Version
|
|
33
|
-
version: 0
|
|
32
|
+
version: '0'
|
|
34
33
|
type: :runtime
|
|
35
34
|
prerelease: false
|
|
36
35
|
version_requirements: !ruby/object:Gem::Requirement
|
|
37
36
|
requirements:
|
|
38
|
-
- - "
|
|
37
|
+
- - ">="
|
|
39
38
|
- !ruby/object:Gem::Version
|
|
40
|
-
version: 0
|
|
39
|
+
version: '0'
|
|
41
40
|
- !ruby/object:Gem::Dependency
|
|
42
41
|
name: colorize
|
|
43
42
|
requirement: !ruby/object:Gem::Requirement
|
|
44
43
|
requirements:
|
|
45
|
-
- - "
|
|
44
|
+
- - ">="
|
|
46
45
|
- !ruby/object:Gem::Version
|
|
47
46
|
version: 0.8.1
|
|
47
|
+
- - "<"
|
|
48
|
+
- !ruby/object:Gem::Version
|
|
49
|
+
version: 1.2.0
|
|
48
50
|
type: :runtime
|
|
49
51
|
prerelease: false
|
|
50
52
|
version_requirements: !ruby/object:Gem::Requirement
|
|
51
53
|
requirements:
|
|
52
|
-
- - "
|
|
54
|
+
- - ">="
|
|
53
55
|
- !ruby/object:Gem::Version
|
|
54
56
|
version: 0.8.1
|
|
57
|
+
- - "<"
|
|
58
|
+
- !ruby/object:Gem::Version
|
|
59
|
+
version: 1.2.0
|
|
60
|
+
- !ruby/object:Gem::Dependency
|
|
61
|
+
name: thor
|
|
62
|
+
requirement: !ruby/object:Gem::Requirement
|
|
63
|
+
requirements:
|
|
64
|
+
- - ">="
|
|
65
|
+
- !ruby/object:Gem::Version
|
|
66
|
+
version: '0.20'
|
|
67
|
+
- - "<"
|
|
68
|
+
- !ruby/object:Gem::Version
|
|
69
|
+
version: '1.6'
|
|
70
|
+
type: :runtime
|
|
71
|
+
prerelease: false
|
|
72
|
+
version_requirements: !ruby/object:Gem::Requirement
|
|
73
|
+
requirements:
|
|
74
|
+
- - ">="
|
|
75
|
+
- !ruby/object:Gem::Version
|
|
76
|
+
version: '0.20'
|
|
77
|
+
- - "<"
|
|
78
|
+
- !ruby/object:Gem::Version
|
|
79
|
+
version: '1.6'
|
|
55
80
|
- !ruby/object:Gem::Dependency
|
|
56
81
|
name: bundler
|
|
57
82
|
requirement: !ruby/object:Gem::Requirement
|
|
58
83
|
requirements:
|
|
59
84
|
- - "~>"
|
|
60
85
|
- !ruby/object:Gem::Version
|
|
61
|
-
version: '
|
|
86
|
+
version: '2.0'
|
|
62
87
|
type: :development
|
|
63
88
|
prerelease: false
|
|
64
89
|
version_requirements: !ruby/object:Gem::Requirement
|
|
65
90
|
requirements:
|
|
66
91
|
- - "~>"
|
|
67
92
|
- !ruby/object:Gem::Version
|
|
68
|
-
version: '
|
|
93
|
+
version: '2.0'
|
|
69
94
|
- !ruby/object:Gem::Dependency
|
|
70
95
|
name: rake
|
|
71
96
|
requirement: !ruby/object:Gem::Requirement
|
|
@@ -94,6 +119,20 @@ dependencies:
|
|
|
94
119
|
- - ">="
|
|
95
120
|
- !ruby/object:Gem::Version
|
|
96
121
|
version: '0'
|
|
122
|
+
- !ruby/object:Gem::Dependency
|
|
123
|
+
name: rubocop
|
|
124
|
+
requirement: !ruby/object:Gem::Requirement
|
|
125
|
+
requirements:
|
|
126
|
+
- - ">="
|
|
127
|
+
- !ruby/object:Gem::Version
|
|
128
|
+
version: '0'
|
|
129
|
+
type: :development
|
|
130
|
+
prerelease: false
|
|
131
|
+
version_requirements: !ruby/object:Gem::Requirement
|
|
132
|
+
requirements:
|
|
133
|
+
- - ">="
|
|
134
|
+
- !ruby/object:Gem::Version
|
|
135
|
+
version: '0'
|
|
97
136
|
description: CLI tool for Bitflyer
|
|
98
137
|
email:
|
|
99
138
|
- unhappychoice@gmail.com
|
|
@@ -102,6 +141,13 @@ executables:
|
|
|
102
141
|
extensions: []
|
|
103
142
|
extra_rdoc_files: []
|
|
104
143
|
files:
|
|
144
|
+
- ".github/dependabot.yml"
|
|
145
|
+
- ".github/workflows/release.yaml"
|
|
146
|
+
- ".github/workflows/test.yml"
|
|
147
|
+
- ".gitignore"
|
|
148
|
+
- ".rubocop.yml"
|
|
149
|
+
- ".rubocop_todo.yml"
|
|
150
|
+
- ".ruby-version"
|
|
105
151
|
- CODE_OF_CONDUCT.md
|
|
106
152
|
- Gemfile
|
|
107
153
|
- Gemfile.lock
|
|
@@ -123,11 +169,11 @@ files:
|
|
|
123
169
|
- lib/bitflyer/cli/has_http_client.rb
|
|
124
170
|
- lib/bitflyer/cli/has_realtime_client.rb
|
|
125
171
|
- lib/bitflyer/cli/model/position.rb
|
|
126
|
-
|
|
172
|
+
- lib/bitflyer/cli/version.rb
|
|
173
|
+
homepage: https://github.com/bitflyer-tools/bitflyer-cli
|
|
127
174
|
licenses:
|
|
128
175
|
- MIT
|
|
129
176
|
metadata: {}
|
|
130
|
-
post_install_message:
|
|
131
177
|
rdoc_options: []
|
|
132
178
|
require_paths:
|
|
133
179
|
- lib
|
|
@@ -135,16 +181,14 @@ required_ruby_version: !ruby/object:Gem::Requirement
|
|
|
135
181
|
requirements:
|
|
136
182
|
- - ">="
|
|
137
183
|
- !ruby/object:Gem::Version
|
|
138
|
-
version: '
|
|
184
|
+
version: '3.1'
|
|
139
185
|
required_rubygems_version: !ruby/object:Gem::Requirement
|
|
140
186
|
requirements:
|
|
141
187
|
- - ">="
|
|
142
188
|
- !ruby/object:Gem::Version
|
|
143
189
|
version: '0'
|
|
144
190
|
requirements: []
|
|
145
|
-
|
|
146
|
-
rubygems_version: 2.6.14
|
|
147
|
-
signing_key:
|
|
191
|
+
rubygems_version: 3.6.7
|
|
148
192
|
specification_version: 4
|
|
149
193
|
summary: CLI tool for Bitflyer
|
|
150
194
|
test_files: []
|