cryptum 0.0.324 → 0.0.326

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.
Files changed (12) hide show
  1. checksums.yaml +4 -4
  2. data/bin/cryptum +1 -0
  3. data/lib/cryptum/event.rb +0 -173
  4. data/lib/cryptum/option/choice.rb +1 -0
  5. data/lib/cryptum/option.rb +6 -0
  6. data/lib/cryptum/order_book/generate.rb +10 -0
  7. data/lib/cryptum/order_book/indicator.rb +0 -1
  8. data/lib/cryptum/order_book/market_trend.rb +51 -51
  9. data/lib/cryptum/version.rb +1 -1
  10. data/lib/cryptum/web_sock/event_machine.rb +139 -3
  11. metadata +2 -3
  12. data/lib/cryptum/order_book/weighted_avg.rb +0 -157
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- data.tar.gz: ec3b10b645e5ba30218bff23422c2f5865c348c07f6750c8e70e5d3530051add
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+ data.tar.gz: f1c7da8bcde3d6d379fcb7192041c36f11881d787cd4232c14195b23cb7f2c66970b8c5a093961c979b0d44bd22b5b1041f0b6f1c2f9a6b74c020e18ee35b8d3
data/bin/cryptum CHANGED
@@ -35,6 +35,7 @@ begin
35
35
  option_choice: option_choice,
36
36
  env: env
37
37
  )
38
+ terminal_win.key_press_event.key_w = true if option_choice.reset_session_countdown
38
39
 
39
40
  # Automatically Create Bot Confs if they don't
40
41
  # Exist and Initialize Automated Trading Parameters
data/lib/cryptum/event.rb CHANGED
@@ -17,179 +17,6 @@ module Cryptum
17
17
  autoload :Scroll, 'cryptum/event/scroll'
18
18
  autoload :Sell, 'cryptum/event/sell'
19
19
 
20
- # Supported Method Parameters::
21
- # Cryptum::Event.parse(
22
- # )
23
-
24
- public_class_method def self.parse(opts = {})
25
- option_choice = opts[:option_choice]
26
- env = opts[:env]
27
- terminal_win = opts[:terminal_win]
28
- event_history = opts[:event_history]
29
- indicator_status = opts[:indicator_status]
30
- # indicator_history = opts[:indicator_history]
31
- bot_conf = opts[:bot_conf]
32
- # ai_enabled = opts[:ai_enabled]
33
-
34
- # candles = event_history.order_book[:candles]
35
- # order_history = event_history.order_book[:order_history]
36
- this_product = event_history.order_book[:this_product]
37
- fiat = this_product[:quote_currency]
38
- fiat_portfolio_file = "#{option_choice.session_root}/order_books/#{fiat}_PORTFOLIO.json"
39
-
40
- # Determine if Summary UI needs updated data
41
- event_history = Cryptum::Portfolio::Balance.refresh(
42
- env: env,
43
- option_choice: option_choice,
44
- terminal_win: terminal_win,
45
- event_history: event_history,
46
- fiat_portfolio_file: fiat_portfolio_file
47
- )
48
-
49
- # If the Terminal Window has been Resized, Resize the UI
50
- if Curses.cols != terminal_win.cols
51
- terminal_win.cols = Curses.cols
52
- terminal_win.ticker_ui_resize = true
53
- terminal_win.market_trend_ui_resize = true
54
- end
55
-
56
- event_history = Cryptum::UI::Portfolio.refresh(
57
- option_choice: option_choice,
58
- portfolio_win: terminal_win.portfolio_section,
59
- event_history: event_history,
60
- key_press_event: terminal_win.key_press_event,
61
- indicator_status: indicator_status,
62
- bot_conf: bot_conf,
63
- fiat_portfolio_file: fiat_portfolio_file
64
- )
65
-
66
- if event_history.event_type == :ticker ||
67
- terminal_win.ticker_ui_resize
68
-
69
- ticker_event = event_history.ticker_event = event_history.event if event_history.event_type == :ticker
70
- ticker_event = event_history.ticker_event if terminal_win.ticker_ui_resize
71
- Cryptum::UI::Ticker.refresh(
72
- option_choice: option_choice,
73
- start_time: event_history.start_time,
74
- ticker_win: terminal_win.ticker_section,
75
- key_press_event: terminal_win.key_press_event,
76
- order_book: event_history.order_book,
77
- event: ticker_event
78
- )
79
- end
80
-
81
- Cryptum::UI::OrderTimer.refresh(
82
- option_choice: option_choice,
83
- event_history: event_history,
84
- order_timer_win: terminal_win.order_timer_section,
85
- indicator_status: indicator_status,
86
- key_press_event: terminal_win.key_press_event
87
- )
88
-
89
- if event_history.event_type == :l2update ||
90
- terminal_win.market_trend_ui_resize
91
-
92
- market_trend_event = event_history.market_trend_event = event_history.event if event_history.event_type == :l2update
93
- market_trend_event = event_history.market_trend_event if terminal_win.market_trend_ui_resize
94
- event_history = Cryptum::UI::MarketTrend.refresh(
95
- option_choice: option_choice,
96
- market_trend_win: terminal_win.market_trend_section,
97
- event_history: event_history,
98
- key_press_event: terminal_win.key_press_event,
99
- event: market_trend_event,
100
- indicator_status: indicator_status,
101
- bot_conf: bot_conf
102
- )
103
- end
104
-
105
- indicator_status = Cryptum::UI::SignalEngine.refresh(
106
- option_choice: option_choice,
107
- signal_engine_win: terminal_win.signal_engine_section,
108
- event_history: event_history,
109
- key_press_event: terminal_win.key_press_event,
110
- indicator_status: indicator_status,
111
- bot_conf: bot_conf,
112
- fiat_portfolio_file: fiat_portfolio_file
113
- )
114
-
115
- unless event_history.order_plan_details_win_active
116
- event_history = Cryptum::UI::OrderPlan.refresh(
117
- option_choice: option_choice,
118
- order_plan_win: terminal_win.order_plan_section,
119
- env: env,
120
- event_history: event_history,
121
- key_press_event: terminal_win.key_press_event,
122
- indicator_status: indicator_status,
123
- bot_conf: bot_conf,
124
- fiat_portfolio_file: fiat_portfolio_file
125
- )
126
- recalc_op = event_history.recalculate_order_plan
127
- order_plan = event_history.order_book[:order_plan]
128
- terminal_win.key_press_event.key_w = true if (recalc_op || order_plan.empty?) &&
129
- !event_history.red_pill
130
- event_history.recalculate_order_plan = false
131
- end
132
-
133
- if event_history.order_plan_details_win_active
134
- event_history = Cryptum::UI::OrderPlanDetails.refresh(
135
- option_choice: option_choice,
136
- order_plan_details_win: terminal_win.order_plan_details_section,
137
- event_history: event_history,
138
- key_press_event: terminal_win.key_press_event
139
- )
140
- end
141
-
142
- unless event_history.order_execute_details_win_active
143
- event_history = Cryptum::UI::OrderExecution.refresh(
144
- option_choice: option_choice,
145
- order_execute_win: terminal_win.order_execute_section,
146
- env: env,
147
- event_history: event_history,
148
- key_press_event: terminal_win.key_press_event,
149
- indicator_status: indicator_status,
150
- bot_conf: bot_conf,
151
- fiat_portfolio_file: fiat_portfolio_file
152
- )
153
- end
154
-
155
- if event_history.order_execute_details_win_active
156
- event_history = Cryptum::UI::OrderExecuteDetails.refresh(
157
- option_choice: option_choice,
158
- order_execute_details_win: terminal_win.order_execute_details_section,
159
- event_history: event_history,
160
- key_press_event: terminal_win.key_press_event
161
- )
162
- end
163
-
164
- # Refresh Command Section for Cryptum Session Usage
165
- Cryptum::UI::Command.refresh(
166
- command_win: terminal_win.command_section,
167
- key_press_event: terminal_win.key_press_event
168
- )
169
-
170
- # last_ticker_price = event_history.order_book[:ticker_price].to_f
171
- # second_to_last_ticker_price = event_history.order_book[:ticker_price_second_to_last].to_f
172
- # third_to_last_ticker_price = event_history.order_book[:ticker_price_third_to_last].to_f
173
-
174
- event_history
175
- rescue LoadError => e
176
- # This happens when autoloading modules fail.
177
- File.open('/tmp/cryptum-errors.txt', 'a') do |f|
178
- f.puts Time.now.strftime('%Y-%m-%d %H:%M:%S.%N %z')
179
- f.puts "Module: #{self}"
180
- f.puts "#{e}\n\n\n"
181
- end
182
-
183
- retry
184
- rescue Interrupt
185
- # Exit Gracefully if CTRL+C is Pressed During Session
186
- Cryptum.exit_gracefully(which_self: self)
187
- rescue StandardError => e
188
- raise e
189
- ensure
190
- $stdout.flush
191
- end
192
-
193
20
  # Display Usage for this Module
194
21
 
195
22
  public_class_method def self.help
data/lib/cryptum/option/choice.rb CHANGED
@@ -9,6 +9,7 @@ module Cryptum
9
9
  :driver_name,
10
10
  :list_products,
11
11
  :proxy,
12
+ :reset_session_countdown,
12
13
  :session_root,
13
14
  :sandbox,
14
15
  :symbol,
data/lib/cryptum/option.rb CHANGED
@@ -41,6 +41,12 @@ module Cryptum
41
41
  '<Optional - HTTP Proxy e.g. "http://127.0.0.1:8080">'
42
42
  ) { |p| option_choice.proxy = p }
43
43
 
44
+ options.on(
45
+ '-R',
46
+ '--[no-]reset-session-countdown',
47
+ '<Optional - Reset Timers / Market Trend Stats at Session Init (Defaults to false)>'
48
+ ) { |t| option_choice.reset_session_countdown = t }
49
+
44
50
  options.on(
45
51
  '-rPATH',
46
52
  '--session-root=PATH',
data/lib/cryptum/order_book/generate.rb CHANGED
@@ -82,6 +82,16 @@ module Cryptum
82
82
  end
83
83
 
84
84
  event_history.order_book = order_book
85
+ if option_choice.reset_session_countdown
86
+ event_history.order_book[:market_trend][:buy] = 0
87
+ event_history.order_book[:market_trend][:sell] = 0
88
+ event_history.order_book[:last_trend_reset] = Time.now.strftime(
89
+ '%Y-%m-%d %H:%M:%S.%N%z'
90
+ )
91
+ event_history.order_book[:last_order_exec] = Time.now.strftime(
92
+ '%Y-%m-%d %H:%M:%S.%N%z'
93
+ )
94
+ end
85
95
 
86
96
  event_history
87
97
  rescue StandardError => e
data/lib/cryptum/order_book/indicator.rb CHANGED
@@ -8,7 +8,6 @@ module Cryptum
8
8
  class Indicator
9
9
  attr_accessor :market_trend,
10
10
  :profit_margin,
11
- :weighted_avg,
12
11
  :action_signal,
13
12
  :last_action_signal
14
13
  end
data/lib/cryptum/order_book/market_trend.rb CHANGED
@@ -62,57 +62,57 @@ module Cryptum
62
62
  raise e
63
63
  end
64
64
 
65
- public_class_method def self.reset(opts = {})
66
- # IT IS ABSOLUTELY CRITICAL THIS METHOD IS AS FAST AS POSSIBLE
67
- # TO AVOID TICKER PRICE SYNCING ISSUES.
68
- event_history = opts[:event_history]
69
-
70
- # order_history = event_history.order_book[:order_history]
71
- # order_history_meta = event_history.order_book[:order_history_meta]
72
-
73
- # Only retain past 24 hours of
74
- # order history meta for bought, sold, and expired
75
- # keep open limit sell orders indefintely
76
- # before_twenty_four_hrs_ago = Time.now - 86_400
77
- # order_history_meta.delete_if do |ohm|
78
- # order_history.find do |oh|
79
- # next unless oh[:done_at]
80
-
81
- # Time.parse(oh[:done_at]) < before_twenty_four_hrs_ago && (
82
- # oh[:id] == ohm[:buy_order_id] ||
83
- # oh[:id] == ohm[:sell_order_id]
84
- # ) && (
85
- # ohm[:color].to_sym == :white ||
86
- # ohm[:color].to_sym == :green ||
87
- # ohm[:color].to_sym == :cyan ||
88
- # ohm[:color].to_sym == :red
89
- # )
90
- # end
91
- # end
92
-
93
- # Only keep order history meta for those
94
- # hashes that exist in the last order history
95
- # response
96
- # order_history_meta.keep_if do |ohm|
97
- # order_history.find do |oh|
98
- # (oh[:id] == ohm[:buy_order_id] || oh[:id] == ohm[:sell_order_id]) && (
99
- # ohm[:color].to_sym == :white ||
100
- # ohm[:color].to_sym == :green ||
101
- # ohm[:color].to_sym == :yellow
102
- # )
103
- # end
104
- # end
105
- # event_history.order_book[:order_history_meta] = order_history_meta
106
-
107
- # Reset Market Trend Counter
108
- event_history.order_book[:market_trend][:buy] = 0
109
- event_history.order_book[:market_trend][:sell] = 0
110
- event_history.order_book[:last_trend_reset] = Time.now.strftime(
111
- '%Y-%m-%d %H:%M:%S.%N%z'
112
- )
113
- rescue StandardError => e
114
- raise e
115
- end
65
+ # public_class_method def self.reset(opts = {})
66
+ # # IT IS ABSOLUTELY CRITICAL THIS METHOD IS AS FAST AS POSSIBLE
67
+ # # TO AVOID TICKER PRICE SYNCING ISSUES.
68
+ # event_history = opts[:event_history]
69
+
70
+ # # order_history = event_history.order_book[:order_history]
71
+ # # order_history_meta = event_history.order_book[:order_history_meta]
72
+
73
+ # # Only retain past 24 hours of
74
+ # # order history meta for bought, sold, and expired
75
+ # # keep open limit sell orders indefintely
76
+ # # before_twenty_four_hrs_ago = Time.now - 86_400
77
+ # # order_history_meta.delete_if do |ohm|
78
+ # # order_history.find do |oh|
79
+ # # next unless oh[:done_at]
80
+
81
+ # # Time.parse(oh[:done_at]) < before_twenty_four_hrs_ago && (
82
+ # # oh[:id] == ohm[:buy_order_id] ||
83
+ # # oh[:id] == ohm[:sell_order_id]
84
+ # # ) && (
85
+ # # ohm[:color].to_sym == :white ||
86
+ # # ohm[:color].to_sym == :green ||
87
+ # # ohm[:color].to_sym == :cyan ||
88
+ # # ohm[:color].to_sym == :red
89
+ # # )
90
+ # # end
91
+ # # end
92
+
93
+ # # Only keep order history meta for those
94
+ # # hashes that exist in the last order history
95
+ # # response
96
+ # # order_history_meta.keep_if do |ohm|
97
+ # # order_history.find do |oh|
98
+ # # (oh[:id] == ohm[:buy_order_id] || oh[:id] == ohm[:sell_order_id]) && (
99
+ # # ohm[:color].to_sym == :white ||
100
+ # # ohm[:color].to_sym == :green ||
101
+ # # ohm[:color].to_sym == :yellow
102
+ # # )
103
+ # # end
104
+ # # end
105
+ # # event_history.order_book[:order_history_meta] = order_history_meta
106
+
107
+ # # Reset Market Trend Counter
108
+ # event_history.order_book[:market_trend][:buy] = 0
109
+ # event_history.order_book[:market_trend][:sell] = 0
110
+ # event_history.order_book[:last_trend_reset] = Time.now.strftime(
111
+ # '%Y-%m-%d %H:%M:%S.%N%z'
112
+ # )
113
+ # rescue StandardError => e
114
+ # raise e
115
+ # end
116
116
 
117
117
  # Display Usage for this Module
118
118
 
data/lib/cryptum/version.rb CHANGED
@@ -1,5 +1,5 @@
1
1
  # frozen_string_literal: true
2
2
 
3
3
  module Cryptum
4
- VERSION = '0.0.324'
4
+ VERSION = '0.0.326'
5
5
  end
data/lib/cryptum/web_sock/event_machine.rb CHANGED
@@ -55,23 +55,157 @@ module Cryptum
55
55
  # Explore another way to decouple required events
56
56
  # (such as keypresses) from only being triggered
57
57
  # when messages come through.
58
- ai_enabled = bot_conf[:artifical_intelligence]
59
58
 
60
59
  event_history.event = JSON.parse(
61
60
  event.data,
62
61
  symbolize_names: true
63
62
  )
64
63
  event_history.event_type = event_history.event[:type].to_s.to_sym
65
- event_history = Cryptum::Event.parse(
64
+
65
+ this_product = event_history.order_book[:this_product]
66
+ fiat = this_product[:quote_currency]
67
+ fiat_portfolio_file = "#{option_choice.session_root}/order_books/#{fiat}_PORTFOLIO.json"
68
+
69
+ # Determine if Summary UI needs updated data
70
+ event_history = Cryptum::Portfolio::Balance.refresh(
66
71
  env: env,
72
+ option_choice: option_choice,
67
73
  terminal_win: terminal_win,
74
+ event_history: event_history,
75
+ fiat_portfolio_file: fiat_portfolio_file
76
+ )
77
+
78
+ # If the Terminal Window has been Resized, Resize the UI
79
+ if Curses.cols != terminal_win.cols
80
+ terminal_win.cols = Curses.cols
81
+ terminal_win.ticker_ui_resize = true
82
+ terminal_win.market_trend_ui_resize = true
83
+ end
84
+
85
+ event_history = Cryptum::UI::Portfolio.refresh(
68
86
  option_choice: option_choice,
87
+ portfolio_win: terminal_win.portfolio_section,
69
88
  event_history: event_history,
89
+ key_press_event: terminal_win.key_press_event,
70
90
  indicator_status: indicator_status,
71
91
  bot_conf: bot_conf,
72
- ai_enabled: ai_enabled
92
+ fiat_portfolio_file: fiat_portfolio_file
93
+ )
94
+
95
+ if event_history.event_type == :ticker ||
96
+ terminal_win.ticker_ui_resize
97
+
98
+ ticker_event = event_history.ticker_event = event_history.event if event_history.event_type == :ticker
99
+ ticker_event = event_history.ticker_event if terminal_win.ticker_ui_resize
100
+ Cryptum::UI::Ticker.refresh(
101
+ option_choice: option_choice,
102
+ start_time: event_history.start_time,
103
+ ticker_win: terminal_win.ticker_section,
104
+ key_press_event: terminal_win.key_press_event,
105
+ order_book: event_history.order_book,
106
+ event: ticker_event
107
+ )
108
+ end
109
+
110
+ Cryptum::UI::OrderTimer.refresh(
111
+ option_choice: option_choice,
112
+ event_history: event_history,
113
+ order_timer_win: terminal_win.order_timer_section,
114
+ indicator_status: indicator_status,
115
+ key_press_event: terminal_win.key_press_event
73
116
  )
74
117
 
118
+ if event_history.event_type == :l2update ||
119
+ terminal_win.market_trend_ui_resize
120
+
121
+ market_trend_event = event_history.market_trend_event = event_history.event if event_history.event_type == :l2update
122
+ market_trend_event = event_history.market_trend_event if terminal_win.market_trend_ui_resize
123
+ event_history = Cryptum::UI::MarketTrend.refresh(
124
+ option_choice: option_choice,
125
+ market_trend_win: terminal_win.market_trend_section,
126
+ event_history: event_history,
127
+ key_press_event: terminal_win.key_press_event,
128
+ event: market_trend_event,
129
+ indicator_status: indicator_status,
130
+ bot_conf: bot_conf
131
+ )
132
+ end
133
+
134
+ indicator_status = Cryptum::UI::SignalEngine.refresh(
135
+ option_choice: option_choice,
136
+ signal_engine_win: terminal_win.signal_engine_section,
137
+ event_history: event_history,
138
+ key_press_event: terminal_win.key_press_event,
139
+ indicator_status: indicator_status,
140
+ bot_conf: bot_conf,
141
+ fiat_portfolio_file: fiat_portfolio_file
142
+ )
143
+
144
+ unless event_history.order_plan_details_win_active
145
+ event_history = Cryptum::UI::OrderPlan.refresh(
146
+ option_choice: option_choice,
147
+ order_plan_win: terminal_win.order_plan_section,
148
+ env: env,
149
+ event_history: event_history,
150
+ key_press_event: terminal_win.key_press_event,
151
+ indicator_status: indicator_status,
152
+ bot_conf: bot_conf,
153
+ fiat_portfolio_file: fiat_portfolio_file
154
+ )
155
+ recalc_op = event_history.recalculate_order_plan
156
+ order_plan = event_history.order_book[:order_plan]
157
+ terminal_win.key_press_event.key_w = true if (recalc_op || order_plan.empty?) &&
158
+ !event_history.red_pill
159
+ event_history.recalculate_order_plan = false
160
+ end
161
+
162
+ if event_history.order_plan_details_win_active
163
+ event_history = Cryptum::UI::OrderPlanDetails.refresh(
164
+ option_choice: option_choice,
165
+ order_plan_details_win: terminal_win.order_plan_details_section,
166
+ event_history: event_history,
167
+ key_press_event: terminal_win.key_press_event
168
+ )
169
+ end
170
+
171
+ unless event_history.order_execute_details_win_active
172
+ event_history = Cryptum::UI::OrderExecution.refresh(
173
+ option_choice: option_choice,
174
+ order_execute_win: terminal_win.order_execute_section,
175
+ env: env,
176
+ event_history: event_history,
177
+ key_press_event: terminal_win.key_press_event,
178
+ indicator_status: indicator_status,
179
+ bot_conf: bot_conf,
180
+ fiat_portfolio_file: fiat_portfolio_file
181
+ )
182
+ end
183
+
184
+ if event_history.order_execute_details_win_active
185
+ event_history = Cryptum::UI::OrderExecuteDetails.refresh(
186
+ option_choice: option_choice,
187
+ order_execute_details_win: terminal_win.order_execute_details_section,
188
+ event_history: event_history,
189
+ key_press_event: terminal_win.key_press_event
190
+ )
191
+ end
192
+
193
+ # Refresh Command Section for Cryptum Session Usage
194
+ Cryptum::UI::Command.refresh(
195
+ command_win: terminal_win.command_section,
196
+ key_press_event: terminal_win.key_press_event
197
+ )
198
+
199
+ # event_history = Cryptum::Event.parse(
200
+ # env: env,
201
+ # terminal_win: terminal_win,
202
+ # option_choice: option_choice,
203
+ # event_history: event_history,
204
+ # indicator_status: indicator_status,
205
+ # bot_conf: bot_conf,
206
+ # ai_enabled: ai_enabled
207
+ # )
208
+
75
209
  # Detect Key Press Events
76
210
  Cryptum::Event::KeyPress.detect(terminal_win: terminal_win)
77
211
 
@@ -249,6 +383,8 @@ module Cryptum
249
383
 
250
384
  sleep 1
251
385
  retry
386
+ ensure
387
+ $stdout.flush
252
388
  end
253
389
  rescue Interrupt
254
390
  # Exit Gracefully if CTRL+C is Pressed During Session
metadata CHANGED
@@ -1,14 +1,14 @@
1
1
  --- !ruby/object:Gem::Specification
2
2
  name: cryptum
3
3
  version: !ruby/object:Gem::Version
4
- version: 0.0.324
4
+ version: 0.0.326
5
5
  platform: ruby
6
6
  authors:
7
7
  - 0day Inc.
8
8
  autorequire:
9
9
  bindir: bin
10
10
  cert_chain: []
11
- date: 2022-12-14 00:00:00.000000000 Z
11
+ date: 2022-12-15 00:00:00.000000000 Z
12
12
  dependencies:
13
13
  - !ruby/object:Gem::Dependency
14
14
  name: addressable
@@ -401,7 +401,6 @@ files:
401
401
  - lib/cryptum/order_book/indicator.rb
402
402
  - lib/cryptum/order_book/market_trend.rb
403
403
  - lib/cryptum/order_book/profit_margin.rb
404
- - lib/cryptum/order_book/weighted_avg.rb
405
404
  - lib/cryptum/portfolio.rb
406
405
  - lib/cryptum/portfolio/balance.rb
407
406
  - lib/cryptum/ui.rb
data/lib/cryptum/order_book/weighted_avg.rb DELETED
@@ -1,157 +0,0 @@
1
- # frozen_string_literal: true
2
-
3
- module Cryptum
4
- # This plugin is used to indicate if the Weighted Executed Buy Orders are less than the Weighted Excuted Sell Orders
5
-
6
- module OrderBook
7
- module WeightedAvg
8
- # Supported Method Parameters::
9
- # Cryptum::OrderBook::WeightedAvg.status(
10
- # order_book: 'required - order_book data structure'
11
- # )
12
-
13
- public_class_method def self.status(opts = {})
14
- order_book = opts[:order_book]
15
- order_history = order_book[:order_history]
16
- indicator_status = opts[:indicator_status]
17
- invested = opts[:invested]
18
-
19
- indicator_hash = {}
20
- indicator_hash[:invested] = invested
21
-
22
- buy_orders_done = order_history.select do |orders|
23
- orders[:side] == 'buy' &&
24
- orders[:status] == 'done' &&
25
- orders[:done_reason] == 'filled'
26
- end
27
-
28
- total_buy_orders_done = buy_orders_done.length
29
- avg_buy_exec = format('%0.7f', 0.00).to_f
30
- # total_buy_executed = 0.00
31
- # total_invested = 0.00
32
- # buy_fees = 0.00
33
- if total_buy_orders_done.positive?
34
- # Calculate Weighted Avg. of Completed Buy Orders
35
- weighted_buy_prices_arr = []
36
- buy_orders_done.each do |order|
37
- weighted_hash = {}
38
- executed_value = order[:executed_value].to_f
39
- filled_size = order[:filled_size].to_f
40
- weighted_hash[:price] = (executed_value / filled_size).to_f
41
- weighted_hash[:filled_size] = filled_size
42
- weighted_hash[:price_times_filled_size] = weighted_hash[:price] * filled_size
43
- weighted_buy_prices_arr.push(weighted_hash)
44
- end
45
-
46
- price_times_filled_size = weighted_buy_prices_arr.sum do |orders|
47
- orders[:price_times_filled_size].to_f
48
- end
49
-
50
- this_filled_size = weighted_buy_prices_arr.sum do |orders|
51
- orders[:filled_size]
52
- end
53
-
54
- calc_avg_buy_exec = price_times_filled_size / this_filled_size
55
- avg_buy_exec = format('%0.7f', calc_avg_buy_exec).to_f
56
-
57
- executed_value = buy_orders_done.sum do |orders|
58
- orders[:executed_value].to_f
59
- end
60
-
61
- # total_buy_executed = format('%0.7f', executed_value).to_f
62
-
63
- # fill_fees = buy_orders_done.sum do |orders|
64
- # orders[:fill_fees].to_f
65
- # end
66
-
67
- # buy_fees = format('%0.7f', fill_fees).to_f
68
-
69
- # calc_total_invested = total_buy_executed.to_f - buy_fees.to_f
70
- # total_invested = format('%0.7f', calc_total_invested).to_f
71
- end
72
- order_book[:avg_buy_exec] = avg_buy_exec
73
-
74
- sell_orders_done = order_history.select do |orders|
75
- orders[:side] == 'sell' &&
76
- orders[:status] == 'done' &&
77
- orders[:done_reason] == 'filled'
78
- end
79
-
80
- total_sell_orders_done = sell_orders_done.length
81
- avg_sell_exec = format('%0.7f', 0.00).to_f
82
- # total_sell_executed = format('%0.7f', 0.00).to_f
83
- # total_return = format('%0.7f', 0.00).to_f
84
- # sell_fees = format('%0.7f', 0.00).to_f
85
- if total_sell_orders_done.positive?
86
- # Calculate Weighted Avg. of Completed Sell Orders
87
- weighted_sell_prices_arr = []
88
- sell_orders_done.each do |order|
89
- weighted_hash = {}
90
- executed_value = order[:executed_value].to_f
91
- filled_size = order[:filled_size].to_f
92
- weighted_hash[:price] = (executed_value / filled_size).to_f
93
- weighted_hash[:filled_size] = filled_size
94
- weighted_hash[:price_times_filled_size] = weighted_hash[:price] * filled_size
95
- weighted_sell_prices_arr.push(weighted_hash)
96
- end
97
-
98
- price_times_filled_size = weighted_sell_prices_arr.sum do |orders|
99
- orders[:price_times_filled_size].to_f
100
- end
101
-
102
- this_filled_size = weighted_sell_prices_arr.sum do |orders|
103
- orders[:filled_size]
104
- end
105
-
106
- calc_avg_sell_exec = price_times_filled_size / this_filled_size
107
- avg_sell_exec = format('%0.7f', calc_avg_sell_exec).to_f
108
-
109
- executed_value = sell_orders_done.sum do |orders|
110
- orders[:executed_value].to_f
111
- end
112
-
113
- # total_sell_executed = format('%0.7f', executed_value).to_f
114
-
115
- # fill_fees = sell_orders_done.sum do |orders|
116
- # orders[:fill_fees].to_f
117
- # end
118
-
119
- # sell_fees = format('%0.7f', fill_fees).to_f
120
- # calc_total_made = total_sell_executed.to_f - sell_fees.to_f
121
- # total_return = format('%0.7f', calc_total_made).to_f
122
- end
123
- order_book[:avg_sell_exec] = avg_sell_exec
124
-
125
- if avg_buy_exec < avg_sell_exec
126
- indicator_hash[:color] = :green
127
- weight_op = '<'
128
- elsif avg_buy_exec > avg_sell_exec
129
- indicator_hash[:color] = :red
130
- weight_op = '>'
131
- else
132
- indicator_hash[:color] = :yellow
133
- weight_op = '=='
134
- end
135
- weighted_avg_status_out = "VWAPB #{weight_op} VWAPS"
136
- order_book[:candles].last[:weighted_avg_status] = weighted_avg_status_out
137
- indicator_hash[:status] = weighted_avg_status_out
138
- # indicator_hash[:order_book] = order_book
139
-
140
- indicator_status.weighted_avg = indicator_hash
141
- # indicator_hash
142
- rescue StandardError => e
143
- raise e
144
- end
145
-
146
- # Display Usage for this Module
147
-
148
- public_class_method def self.help
149
- puts "USAGE:
150
- weighted_avg_indicator_hash = #{self}.status(
151
- order_book: 'required - order_book data structure'
152
- )
153
- "
154
- end
155
- end
156
- end
157
- end