cryptum 0.0.230

data/lib/cryptum/ui/order_execution.rb

@@ -0,0 +1,478 @@
+# frozen_string_literal: true
+
+require 'logger'
+
+module Cryptum
+  # This plugin is used to Refresh the Cryptum console UI
+  module UI
+    module OrderExecution
+      # Supported Method Parameters::
+      # Cryptum::UI::Candle.refresh(
+      #   order_book: 'required - Order Book Data Structure',
+      #   event: 'required - Event from Coinbase Web Socket'
+      # )
+
+      public_class_method def self.refresh(opts = {})
+        option_choice = opts[:option_choice]
+        order_execute_win = opts[:order_execute_win]
+        env = opts[:env]
+        event_history = opts[:event_history]
+        key_press_event = opts[:key_press_event]
+        indicator_status = opts[:indicator_status]
+        bot_conf = opts[:bot_conf]
+        fiat_portfolio_file = opts[:fiat_portfolio_file]
+
+        event_type = event_history.event_type if option_choice.autotrade
+        event_side = event_history.event[:side].to_s.to_sym if option_choice.autotrade
+        event_reason = event_history.event[:reason].to_s.to_sym if option_choice.autotrade
+
+        ticker_price = event_history.order_book[:ticker_price].to_f
+        open_24h = event_history.order_book[:open_24h].to_f
+        this_product = event_history.order_book[:this_product]
+        base_min_size = this_product[:base_min_size]
+        base_increment = this_product[:base_increment]
+        quote_increment = this_product[:quote_increment]
+        crypto_smallest_size_to_buy = base_min_size.to_s.split('.')[-1].length
+        crypto_smallest_decimal = base_increment.to_s.split('.')[-1].length
+        fiat_smallest_decimal = quote_increment.to_s.split('.')[-1].length
+
+        last_three_prices_arr = []
+        last_ticker_price = event_history.order_book[:ticker_price].to_f
+        second_to_last_ticker_price = event_history.order_book[:ticker_price_second_to_last].to_f
+        third_to_last_ticker_price = event_history.order_book[:ticker_price_third_to_last].to_f
+        last_three_prices_arr.push(last_ticker_price)
+        last_three_prices_arr.push(second_to_last_ticker_price)
+        last_three_prices_arr.push(third_to_last_ticker_price)
+        limit_price = last_three_prices_arr.sort[1]
+        return event_history unless limit_price.positive?
+
+        tpm = bot_conf[:target_profit_margin_percent].to_f
+        tpm_cast_as_decimal = tpm / 100
+
+        order_history_meta = event_history.order_book[:order_history_meta]
+        order_history = event_history.order_book[:order_history] if option_choice.autotrade
+
+        if event_history.order_book[:order_plan].length.positive?
+          if event_history.order_ready
+            event_history.order_book[:last_order_exec] = Time.now.strftime(
+              '%Y-%m-%d %H:%M:%S.%N%z'
+            )
+          end
+
+          # BUY
+          margin_percent_open_24h = (1 - (open_24h / ticker_price)) * 100
+          cast_margin_to_sec = margin_percent_open_24h * 0.1
+
+          # Reset times to max or default depending on
+          # bullish or bearish trend
+          if cast_margin_to_sec.positive?
+            event_history.bullish_trend = true
+            event_history.time_between_orders = event_history.time_between_orders_max
+          end
+
+          if cast_margin_to_sec.negative? &&
+             event_history.bullish_trend
+
+            event_history.bullish_trend = false
+            event_history.time_between_orders = event_history.time_between_orders_reset
+          end
+
+          if event_history.order_ready &&
+             indicator_status.action_signal == :buy &&
+             !event_history.red_pill
+
+            if option_choice.autotrade
+              this_order = event_history.order_book[:order_plan].first
+
+              price = format(
+                "%0.#{fiat_smallest_decimal}f",
+                limit_price
+              )
+
+              size = format(
+                "%0.#{crypto_smallest_size_to_buy}f",
+                this_order[:invest].to_f / limit_price
+              )
+
+              size = size.to_i.floor if base_increment.to_i >= 1
+
+              size = base_min_size if size.to_f < base_min_size.to_f
+
+              fiat_invested_this_order = size.to_f * price.to_f
+
+              fiat_portfolio = event_history.order_book[:fiat_portfolio]
+              fiat_balance = format('%0.2f', fiat_portfolio.first[:balance])
+              fiat_avail_for_trade = format('%0.2f', fiat_portfolio.first[:available])
+
+              event_history.red_pill = true if fiat_invested_this_order > fiat_avail_for_trade.to_f
+                                               
+
+              unless event_history.red_pill
+                event_history = Cryptum::API.submit_limit_order(
+                  option_choice: option_choice,
+                  env: env,
+                  price: price,
+                  size: size,
+                  buy_or_sell: :buy,
+                  event_history: event_history,
+                  bot_conf: bot_conf
+                )
+              end
+            else
+              this_order = event_history.order_book[:order_plan].shift
+              # Mock Order ID
+              this_order[:buy_order_id] = format(
+                '%0.6i',
+                Random.rand(0..999999)
+              )
+
+              this_order[:price] = limit_price.to_s
+              this_order[:size] = format(
+              "%0.#{crypto_smallest_size_to_buy}f",
+                this_order[:invest].to_f / limit_price
+              )
+
+              targ_price = limit_price + (limit_price * tpm_cast_as_decimal)
+              this_order[:tpm] = format(
+                '%0.2f',
+                tpm
+              )
+              this_order[:target_price] = format(
+                "%0.#{fiat_smallest_decimal}f",
+                targ_price
+              )
+              this_order[:color] = :cyan
+              order_history_meta.push(this_order)
+            end
+            # Increment n Seconds between buys to
+            # account for bearish and bullish trends
+            dynamic_time_increment = cast_margin_to_sec * -1
+
+            # Lets also take balance into play
+            balance_as_arbitrary_float = fiat_avail_for_trade.to_f / 1_000_000
+            tbo = dynamic_time_increment - balance_as_arbitrary_float
+
+            event_history.time_between_orders += tbo
+
+            # Time between orders should never
+            # be less than event_history.time_between_orders_min
+            event_history.time_between_orders = event_history.time_between_orders_min if event_history.time_between_orders < event_history.time_between_orders_min
+            # Time between orders should never
+            # be more than event_history.time_between_orders_max
+            event_history.time_between_orders = event_history.time_between_orders_max if event_history.time_between_orders > event_history.time_between_orders_max
+          end
+
+          # SELL
+          # Once buy arders are fulfilled submit a
+          # limit sell order for fulfillment
+          unless option_choice.autotrade
+            # Testing logic via Mock
+            event_type_arr = [:received, :open, :done]
+            last_et_index = event_type_arr.length - 1
+            rand_et_index = Random.rand(0..last_et_index)
+            event_type = event_type_arr[rand_et_index]
+
+            event_side_arr = [:buy, :sell]
+            last_es_index = event_side_arr.length - 1
+            rand_es_index = Random.rand(0..last_es_index)
+            event_side = event_type_arr[rand_es_index].to_s.to_sym
+            event_reason = 'mock'
+          end
+        end
+
+        # Update Completed Sell Orders w/ Green
+        if event_type == :open &&
+           event_side == :buy
+
+          buy_order_id = event_history.event[:order_id]
+          order_history_meta.each do |meta|
+            meta[:color] = :red if meta[:buy_order_id] == buy_order_id
+          end
+        end
+          
+        if event_type == :done &&
+           event_side == :buy &&
+           event_reason == :canceled
+
+          buy_order_id = event_history.event[:order_id]
+          order_history_meta.each do |meta|
+            next unless meta[:buy_order_id] == buy_order_id
+            buy_done_at_hash_arr = order_history.select do |oh|
+              oh[:id] == meta[:buy_order_id]
+            end
+            meta[:done_at] = Time.now.strftime('%Y-%m-%d %H:%M:%S.%N%z')
+            meta[:color] = :black
+          end
+        end
+
+        if event_type == :done &&
+           event_side == :buy &&
+           event_reason != :canceled
+
+          if option_choice.autotrade
+            order_ready_to_sell_arr = order_history_meta.select do |meta|
+              meta[:buy_order_id] == event_history.event[:order_id]
+            end
+          else
+            last_index = order_history_meta.length - 1
+            rand_index = Random.rand(0..last_index)
+            order_ready_to_sell_arr = [
+              order_history_meta[rand_index]
+            ]
+          end
+
+          if order_ready_to_sell_arr.length.positive?
+            order_ready_to_sell = order_ready_to_sell_arr.first
+            buy_order_id = order_ready_to_sell[:buy_order_id]
+
+            if option_choice.autotrade
+              price = format(
+                "%0.#{fiat_smallest_decimal}f",
+                order_ready_to_sell[:target_price]
+              )
+
+              size = order_ready_to_sell[:size]
+
+              Cryptum::API.submit_limit_order(
+                option_choice: option_choice,
+                env: env,
+                price: price,
+                size: size,
+                buy_or_sell: :sell,
+                event_history: event_history,
+                bot_conf: bot_conf,
+                buy_order_id: buy_order_id
+              )
+            else
+              sell_order_id = format(
+                '%0.2i',
+                Random.rand(0..999999)
+              )
+
+              event_history.order_book[:order_history_meta].each do |meta|
+                if meta[:buy_order_id] == buy_order_id
+                  meta[:sell_order_id] = sell_order_id
+                  meta[:color] = :yellow
+                end
+              end
+            end
+          end
+        end
+        
+        # Update Canceled Sell Orders w/ Black &&
+        # Include done_at Timestamp for 24h gain calc
+        if event_type == :done &&
+           event_side == :sell &&
+           event_reason == :canceled
+
+          sell_order_id = event_history.event[:order_id]
+          order_history_meta.each do |meta|
+            next unless meta[:sell_order_id] == sell_order_id
+            sell_done_at_hash_arr = order_history.select do |oh|
+              oh[:id] == meta[:sell_order_id]
+            end
+            meta[:done_at] = Time.now.strftime('%Y-%m-%d %H:%M:%S.%N%z')
+
+            # TODO: Retry sell order if the original sell order expires.
+
+            # Reinitiate GTFO if the previous GTFO Order Expires.
+            terminal_win.key_press_event.key_g = true if meta[:color] == :magenta
+            meta[:color] = :black
+          end
+        end
+
+        # Update Completed Sell Orders w/ Green &&
+        # Include done_at Timestamp for 24h gain calc
+        if event_type == :done &&
+           event_side == :sell &&
+           event_reason != :canceled
+
+          sell_order_id = event_history.event[:order_id]
+          order_history_meta.each do |meta|
+            next unless meta[:sell_order_id] == sell_order_id
+            sell_done_at_hash_arr = order_history.select do |oh|
+              oh[:id] == meta[:sell_order_id]
+            end
+            meta[:done_at] = Time.now.strftime('%Y-%m-%d %H:%M:%S.%N%z')
+            # meta[:done_at] = sell_done_at_hash_arr.first[:done_at] unless sell_done_at_hash_arr.empty?
+            meta[:color] = :green
+          end
+        end
+          
+        # OK, now let's tally up everything...
+        twenty_four_hrs_ago = Time.now - 86400
+
+        # Snag all sold orders
+        oh_meta_sold_arr = order_history_meta.select do |ohm|
+          ohm[:color].to_sym == :green && ohm.key?(:done_at)
+        end
+
+        # Snag all sold orders within past 24 hrs
+        ohm_sold_twenty_four_arr = []
+        unless oh_meta_sold_arr.empty?
+          ohm_sold_twenty_four_arr = oh_meta_sold_arr.select do |o|
+            Time.parse(o[:done_at]) >= twenty_four_hrs_ago
+          end
+        end
+        order_hist_meta_sold = ohm_sold_twenty_four_arr.length
+
+        # Snag all expired orders
+        oh_meta_expired_arr = order_history_meta.select do |ohm|
+          ohm[:color].to_sym == :black && ohm.key?(:done_at)
+        end
+
+        # Snag all expired orders within past 24 hrs
+        ohm_expire_twenty_four_arr = []
+        unless oh_meta_expired_arr.empty?
+          ohm_expire_twenty_four_arr = oh_meta_expired_arr.select do |o|
+            Time.parse(o[:done_at]) >= twenty_four_hrs_ago
+          end
+        end
+        order_hist_meta_expired = ohm_expire_twenty_four_arr.length
+
+        # Calculate gains within past 24 hrs
+        gains_24h_sum = ohm_sold_twenty_four_arr.map do |ohms|
+          ohms[:profit].to_f
+        end.sum
+
+        gains_24h_out = Cryptum.beautify_large_number(
+          value: format(
+            '%0.2f',
+            gains_24h_sum
+          )
+        )
+
+        total_to_sell = order_history.select do |oh|
+          oh[:status].to_sym == :open &&
+          oh[:side].to_sym == :sell
+        end.length
+        total_to_sell = "#{total_to_sell}+" if total_to_sell == 1000
+
+        # TODO: Everything Above this Line Needs to be Indicators ^
+
+        # UI
+        col_just1 = (Curses.cols - Cryptum::UI.col_first) - 1
+        col_just3 = (Curses.cols - Cryptum::UI.col_third) - 1
+
+        Cryptum::UI.detect_key_press_in_ui(
+          key_press_event: key_press_event,
+          ui_win: order_execute_win
+        )
+
+        # ROW 1
+        out_line_no = 0
+        Cryptum::UI.line(
+          ui_win: order_execute_win,
+          out_line_no: out_line_no
+        )
+
+        # ROW 2
+        out_line_no += 1
+        order_execute_win.setpos(out_line_no, Cryptum::UI.col_first)
+        order_execute_win.clrtoeol
+        Cryptum::UI.colorize(
+          ui_win: order_execute_win,
+          color: :white,
+          style: :bold,
+          string: 'Open Sell Orders | 24 Hr Stats:'
+        )
+
+        order_execute_win.setpos(out_line_no, Cryptum::UI.col_third)
+        Cryptum::UI.colorize(
+          ui_win: order_execute_win,
+          color: :white,
+          string: "#{total_to_sell} | #{order_hist_meta_expired} Expired | #{order_hist_meta_sold} Sold | $#{gains_24h_out} Gained".rjust(
+            col_just3,
+            '.'
+          )
+        )
+
+        # ROW 3
+        out_line_no += 1
+        Cryptum::UI.line(
+          ui_win: order_execute_win,
+          out_line_no: out_line_no
+        )
+
+
+        # ROWS 4-10
+        order_history_meta.reverse[0..6].each do |meta|
+          out_line_no += 1
+          style = :normal
+          style = :highlight if out_line_no == 1
+          risk_alloc_out = Cryptum.beautify_large_number(
+            value: meta[:risk_alloc]
+          )
+          invest_out = Cryptum.beautify_large_number(
+            value: meta[:invest]
+          )
+          price_out = Cryptum.beautify_large_number(
+            value: meta[:price]
+          )
+          size_out = Cryptum.beautify_large_number(
+            value: meta[:size]
+          )
+          target_price_out = Cryptum.beautify_large_number(
+            value: meta[:target_price]
+          )
+          profit_out = Cryptum.beautify_large_number(
+            value: meta[:profit]
+          )
+          plan_no = "#{meta[:plan_no]}|"
+
+          buy_created_at_hash_arr = order_history.select do |oh|
+            oh[:id] == meta[:buy_order_id]
+          end
+
+          buy_created_at = '__-__ __:__:__'
+          unless buy_created_at_hash_arr.empty?
+            buy_created_at = Time.parse(
+              buy_created_at_hash_arr.first[:created_at]
+            ).strftime('%m-%d %H:%M:%S')
+          end
+
+          invest = "$#{invest_out} @ "
+          tick = "$#{price_out} = "
+          size = "*#{size_out} + "
+          tpm_out = "#{meta[:tpm]}% = "
+          targ_tick = "$#{target_price_out}"
+          profit = "|Profit: $#{meta[:profit]}"
+
+          order_exec_ln = "#{plan_no}#{buy_created_at}|#{invest}#{tick}#{size}#{tpm_out}#{targ_tick}#{profit}"
+
+          order_execute_win.setpos(out_line_no, Cryptum::UI.col_first)
+          order_execute_win.clrtoeol
+          Cryptum::UI.colorize(
+            ui_win: order_execute_win,
+            color: meta[:color],
+            style: style,
+            string: order_exec_ln.ljust(col_just1, '.')
+          )
+        end
+
+        order_execute_win.refresh
+
+        # Reset Order Ready Boolean
+        event_history.order_ready = false
+
+        event_history
+      rescue Interrupt
+        # Exit Gracefully if CTRL+C is Pressed During Session
+        Cryptum.exit_gracefully(which_self: self)
+      rescue StandardError => e
+        raise e
+      end
+
+      # Display Usage for this Module
+
+      public_class_method def self.help
+        puts "USAGE:
+         #{self}.refresh(
+           order_book: 'required - Order Book Data Structure',
+           event: 'required - Event from Coinbase Web Socket'
+         )
+        "
+      end
+    end
+  end
+end