chock_a_block 0.1.0
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- checksums.yaml +7 -0
- data/lib/chock_a_block/algo_trader.rb +87 -0
- data/lib/chock_a_block/broker.rb +85 -0
- data/lib/chock_a_block/errors.rb +23 -0
- data/lib/chock_a_block/stock.rb +50 -0
- data/lib/chock_a_block.rb +47 -0
- data/spec/chock_a_block_spec.rb +11 -0
- data/spec/spec_helper.rb +2 -0
- metadata +164 -0
checksums.yaml
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---
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SHA1:
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metadata.gz: 61eac32feffc31892a866b93630c02d84274154f
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data.tar.gz: 677f850db05f1cb59da016806a43095f0ce4f250
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SHA512:
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metadata.gz: a4877e9e853be54c86325aa1e53e97185c06c0bc0ba5f02f6aa5e678fb0feb1d10a0725d900b8a5d363bc50ff29397c43c9d94362c09dd6a0b3f609a6bcae371
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data.tar.gz: d259a1b9a20153211ab925f07c1b411ed4bbc8e156a7ed16a18d7f6a0dccaa13af506b1c1ae0139088b34177577c41f25cc22577585debe6a67cf4bd4df0d668
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module ChockABlock
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class AlgoTrader
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include Errors
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# The total amount of stocks to buy
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TOTAL_AMOUNT = 100_000
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def initialize(api_key, account, venue, symbol)
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@currntly_bought = 0
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@last_bidding_price = Float::INFINITY
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@stock = Stock.new(venue, symbol)
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@broker = Broker.new(api_key, account, venue, symbol)
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end
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def basic_strategy
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# Use a ticker to reset orders every 5 times
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# to avoid sticking with very low bidding price
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ticker = 0
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success_ticker = 0
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while TOTAL_AMOUNT > @currntly_bought
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begin
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# Get best bidding price/qty from stock orderbook
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bid = @stock.best_bidding
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# reset every 10_000 attempts to avoid stalling for too long
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# NOTE: this is not important and the game can be finished without it
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# NOTE: but it increases the success rate of the algorithm
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ticker += 1
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if ticker > 10_000
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ticker = 0
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orders = @broker.get_orders
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update_status(orders)
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cancel_orders_and_reset_bidding_price(orders)
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end
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# Place order if price market price is reasonable
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# and the current bidding price offered is lower than our last price
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next if @last_bidding_price < bid['price']
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@broker.place_order(bid['price'] + 1, bid['qty'])
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@last_bidding_price = bid['price']
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sleep 2
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# Get Status about current orders count
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orders = @broker.get_orders
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update_status(orders)
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# reset every 10 successful attempts to avoid flooding bidding size
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# NOTE: this is not important and the game can be finished without it
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# NOTE: but it increases the success rate of the algorithm
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success_ticker += 1
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cancel_orders_and_reset_bidding_price(orders) if success_ticker % 10 == 0
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rescue ChockABlock::OrderError => e
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p 'Something went wrong while placing order'
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p e.message
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p 'Retrying'
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retry
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rescue ChockABlock::StockNotFoundError, ChockABlock::VenueNotFoundError => e
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# when the game ends the Venue and Stock are removed so
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# any request done after that return
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p 'Sorry, The game ended before we finish, :('
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p '--------------------------------------------------------'
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return
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end
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end
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p 'Congratulations, We successfully finished :D'
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p '--------------------------------------------------------'
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end
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# calculate the sum of currently bought stocks from orders
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# and print out the current progress
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def update_status(orders)
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@currntly_bought = orders.map{|order| order['totalFilled']}.inject :+
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# print progress
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p "Progress: #{(@currntly_bought.to_f / TOTAL_AMOUNT.to_f * 100.0).round(1)}%"
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end
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# cancel all orders after certain ticks to avoid pushing the market
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# into the higher price.
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# and set the last bidding price high to avoid stucking with a very
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# low bidding price.
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def cancel_orders_and_reset_bidding_price(orders)
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@last_bidding_price = Float::INFINITY
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orders.each{|order| @broker.cancel_order(order['id'])}
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end
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end
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end
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module ChockABlock
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class Broker
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include Errors
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# Initialize a Broker to interact with API
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# placing orders and getting order stats... etc.
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#
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# @param api_key [String] API auth key
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# @param account [String] account id for given game
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# @param venue [String] venue name
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# @param symbol [String] stock symbol
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def initialize(api_key, account, venue, symbol)
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@api_key = api_key
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@account = account
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@venue = venue
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@symbol = symbol
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end
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# Place an order
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# API Consumer
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#
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# @param price [Integer] price for buying
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# @param qty [Integer] quantity wanted to buy
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#
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# @return [Hash] representing the placed order
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def place_order(price, qty)
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response = HTTP['X-Starfighter-Authorization' => @api_key].post(
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BASE_URL + "/venues/#{@venue}/stocks/#{@symbol}/orders",
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json: {
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account: @account,
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venue: @venue,
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stock: @symbol,
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price: price,
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qty: qty,
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direction: :buy,
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orderType: :limit
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}
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)
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response_body = JSON.parse response.body
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fail AuthenticationError, @api_key if response.code == 401
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fail OrderError, response_body['error'] unless response_body['ok']
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response_body
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end
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# Get all the orders of a specific stock
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# API Consumer
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#
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# @return [Hash] representing the order in query
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def get_orders
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response = HTTP['X-Starfighter-Authorization' => @api_key].get(
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BASE_URL + "/venues/#{@venue}/accounts/#{@account}/stocks/#{@symbol}/orders"
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)
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fail AuthenticationError, @api_key if response.code == 401
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JSON.parse(response.body)['orders']
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end
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# Get specific order details
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# API Consumer
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#
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# @params id [Integer] representing the order id to query
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#
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# @return [Hash] representing the order in query
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def get_order(id)
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response = HTTP['X-Starfighter-Authorization' => @api_key].get(
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BASE_URL + "/venues/#{@venue}/stocks/#{@symbol}/orders/#{id}"
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)
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fail AuthenticationError, @api_key if response.code == 401
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JSON.parse response.body
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end
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# Cancel specific order details
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# API Consumer
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#
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# @params id [Integer] representing the order id to cancel
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#
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# @return [Hash] representing the order cancelled
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def cancel_order(id)
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response = HTTP['X-Starfighter-Authorization' => @api_key].delete(
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BASE_URL + "/venues/#{@venue}/stocks/#{@symbol}/orders/#{id}"
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)
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fail AuthenticationError, @api_key if response.code == 401
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JSON.parse response.body
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end
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end
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end
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module ChockABlock
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module Errors
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# Base Error
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class ChockABlockError < StandardError
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end
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# 401 error
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class AuthenticationError < ChockABlockError
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end
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# Error when stock symbol is not found
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class VenueNotFoundError < ChockABlockError
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end
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# Error when stock symbol is not found
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class StockNotFoundError < ChockABlockError
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end
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# Error when placing order fails
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class OrderError < ChockABlockError
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end
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end
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end
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module ChockABlock
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class Stock
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include Errors
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# Initialize a Stock resource API consumer
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#
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# @param venue [String] venue name
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# @param symbol [String] stock symbol
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def initialize(venue, symbol)
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@venue = venue
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@symbol = symbol
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end
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# Get the orderbook for specific STOCK_SYMBOL in a specific VENUE
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# API Consumer
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#
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# @return [Hash] representing the response of the stock orderbook
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def get_orderbook
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response = HTTP.get(BASE_URL + "/venues/#{@venue}/stocks/#{@symbol}")
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fail StockNotFoundError, @symbol if response.code == 500
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fail VenueNotFoundError, @venue if response.code == 404
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JSON.parse response.body
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end
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# Get the qoute for a specific STOCK_SYMBOL in a specifc VENUE
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# API Consumer
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#
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# @return [Hash] representing the response of the stock quote
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def get_quote
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response = HTTP.get(BASE_URL + "/venues/#{@venue}/stocks/#{@symbol}/quote")
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fail StockNotFoundError, @symbol if response.code == 404
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JSON.parse response.body
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end
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# Get the best bidding currently available on the orderbook
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#
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# @return [Hash] representing the best current price/qty offered by bots
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# or retry if best_bid is nil
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def best_bidding
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@order_book = get_orderbook
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best_bid = @order_book['bids']&.last
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return best_bid unless best_bid.nil?
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# retryl few seconds later
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sleep 2
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best_bidding
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end
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end
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end
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# Require 3rd party dependencies
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require 'json'
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require 'http'
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# Require relative core classes (dependencies)
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require_relative 'chock_a_block/errors'
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require_relative 'chock_a_block/stock'
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require_relative 'chock_a_block/broker'
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require_relative 'chock_a_block/algo_trader'
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# The Base Module to solve chock_a_block challange on stockerfighter.io
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# Provide easy way of consuming the api to start level
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# and configure the correct venue, stock and account
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module ChockABlock
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include Errors
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BASE_URL = 'https://api.stockfighter.io/ob/api'
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GAME_URL = 'https://www.stockfighter.io/gm/'
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# Provide an easy way to start the game consuming the api
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# instead of copying and pasting the account/venue/symbol of each game
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def self.start_level(api_key)
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response = HTTP['X-Starfighter-Authorization' => api_key].post(
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GAME_URL + 'levels/chock_a_block'
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)
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response_body = JSON.parse response.body
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fail AuthenticationError, api_key unless response_body['ok']
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# Get the level data using the undocumented API here
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# https://discuss.starfighters.io/t/the-gm-api-how-to-start-stop-restart-resume-trading-levels-automagically/143
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@accout = response_body['account']
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@venue = response_body['venues'].first
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@symbol = response_body['tickers'].first
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@instance = response_body['instanceId']
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p 'Game Started'
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p 'Please Navigate to:'
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p ' https://www.stockfighter.io/ui/play/blotter#chock_a_block'
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p 'to see the game in action'
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p '--------------------------------------------------------'
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# Start the AlgoTrader
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AlgoTrader.new(api_key, @accout, @venue, @symbol).basic_strategy
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rescue AuthenticationError => e
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p "Invalid API_KEY #{e.message}"
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p 'Please use a correct API_KEY to start the level'
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end
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end
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data/spec/spec_helper.rb
ADDED
metadata
ADDED
@@ -0,0 +1,164 @@
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1
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--- !ruby/object:Gem::Specification
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2
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name: chock_a_block
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version: !ruby/object:Gem::Version
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version: 0.1.0
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platform: ruby
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authors:
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- Ahmed Abdel-Razzak
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autorequire:
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bindir: bin
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cert_chain: []
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date: 2016-02-21 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: bundler
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requirement: !ruby/object:Gem::Requirement
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requirements:
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- - ">="
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- !ruby/object:Gem::Version
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version: '0'
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type: :development
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prerelease: false
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version_requirements: !ruby/object:Gem::Requirement
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requirements:
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- - ">="
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- !ruby/object:Gem::Version
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version: '0'
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- !ruby/object:Gem::Dependency
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name: rake
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requirement: !ruby/object:Gem::Requirement
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requirements:
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- - ">="
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- !ruby/object:Gem::Version
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version: '0'
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type: :development
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prerelease: false
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version_requirements: !ruby/object:Gem::Requirement
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requirements:
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- - ">="
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- !ruby/object:Gem::Version
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version: '0'
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- !ruby/object:Gem::Dependency
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name: vcr
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requirement: !ruby/object:Gem::Requirement
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requirements:
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45
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- - ">="
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- !ruby/object:Gem::Version
|
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version: '0'
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type: :development
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49
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prerelease: false
|
50
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version_requirements: !ruby/object:Gem::Requirement
|
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requirements:
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52
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- - ">="
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- !ruby/object:Gem::Version
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version: '0'
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- !ruby/object:Gem::Dependency
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name: webmock
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requirement: !ruby/object:Gem::Requirement
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requirements:
|
59
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- - ">="
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- !ruby/object:Gem::Version
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|
+
version: '0'
|
62
|
+
type: :development
|
63
|
+
prerelease: false
|
64
|
+
version_requirements: !ruby/object:Gem::Requirement
|
65
|
+
requirements:
|
66
|
+
- - ">="
|
67
|
+
- !ruby/object:Gem::Version
|
68
|
+
version: '0'
|
69
|
+
- !ruby/object:Gem::Dependency
|
70
|
+
name: rspec
|
71
|
+
requirement: !ruby/object:Gem::Requirement
|
72
|
+
requirements:
|
73
|
+
- - ">="
|
74
|
+
- !ruby/object:Gem::Version
|
75
|
+
version: '0'
|
76
|
+
type: :development
|
77
|
+
prerelease: false
|
78
|
+
version_requirements: !ruby/object:Gem::Requirement
|
79
|
+
requirements:
|
80
|
+
- - ">="
|
81
|
+
- !ruby/object:Gem::Version
|
82
|
+
version: '0'
|
83
|
+
- !ruby/object:Gem::Dependency
|
84
|
+
name: yard
|
85
|
+
requirement: !ruby/object:Gem::Requirement
|
86
|
+
requirements:
|
87
|
+
- - ">="
|
88
|
+
- !ruby/object:Gem::Version
|
89
|
+
version: '0'
|
90
|
+
type: :development
|
91
|
+
prerelease: false
|
92
|
+
version_requirements: !ruby/object:Gem::Requirement
|
93
|
+
requirements:
|
94
|
+
- - ">="
|
95
|
+
- !ruby/object:Gem::Version
|
96
|
+
version: '0'
|
97
|
+
- !ruby/object:Gem::Dependency
|
98
|
+
name: pry-byebug
|
99
|
+
requirement: !ruby/object:Gem::Requirement
|
100
|
+
requirements:
|
101
|
+
- - ">="
|
102
|
+
- !ruby/object:Gem::Version
|
103
|
+
version: '0'
|
104
|
+
type: :development
|
105
|
+
prerelease: false
|
106
|
+
version_requirements: !ruby/object:Gem::Requirement
|
107
|
+
requirements:
|
108
|
+
- - ">="
|
109
|
+
- !ruby/object:Gem::Version
|
110
|
+
version: '0'
|
111
|
+
- !ruby/object:Gem::Dependency
|
112
|
+
name: http
|
113
|
+
requirement: !ruby/object:Gem::Requirement
|
114
|
+
requirements:
|
115
|
+
- - ">="
|
116
|
+
- !ruby/object:Gem::Version
|
117
|
+
version: '0'
|
118
|
+
type: :runtime
|
119
|
+
prerelease: false
|
120
|
+
version_requirements: !ruby/object:Gem::Requirement
|
121
|
+
requirements:
|
122
|
+
- - ">="
|
123
|
+
- !ruby/object:Gem::Version
|
124
|
+
version: '0'
|
125
|
+
description:
|
126
|
+
email:
|
127
|
+
- abdelrazzak.ahmed@gmail.com
|
128
|
+
executables: []
|
129
|
+
extensions: []
|
130
|
+
extra_rdoc_files: []
|
131
|
+
files:
|
132
|
+
- lib/chock_a_block.rb
|
133
|
+
- lib/chock_a_block/algo_trader.rb
|
134
|
+
- lib/chock_a_block/broker.rb
|
135
|
+
- lib/chock_a_block/errors.rb
|
136
|
+
- lib/chock_a_block/stock.rb
|
137
|
+
- spec/chock_a_block_spec.rb
|
138
|
+
- spec/spec_helper.rb
|
139
|
+
homepage: https://github.com/artmees/chock_a_block
|
140
|
+
licenses:
|
141
|
+
- MIT
|
142
|
+
metadata: {}
|
143
|
+
post_install_message:
|
144
|
+
rdoc_options: []
|
145
|
+
require_paths:
|
146
|
+
- lib
|
147
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
148
|
+
requirements:
|
149
|
+
- - "~>"
|
150
|
+
- !ruby/object:Gem::Version
|
151
|
+
version: 2.3.0
|
152
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
153
|
+
requirements:
|
154
|
+
- - ">="
|
155
|
+
- !ruby/object:Gem::Version
|
156
|
+
version: '0'
|
157
|
+
requirements: []
|
158
|
+
rubyforge_project:
|
159
|
+
rubygems_version: 2.5.1
|
160
|
+
signing_key:
|
161
|
+
specification_version: 4
|
162
|
+
summary: Solution to chock_a_block
|
163
|
+
test_files: []
|
164
|
+
has_rdoc:
|