cryptum 0.0.325 → 0.0.326
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- checksums.yaml +4 -4
- data/bin/cryptum +1 -0
- data/lib/cryptum/event.rb +0 -173
- data/lib/cryptum/option/choice.rb +1 -0
- data/lib/cryptum/option.rb +6 -0
- data/lib/cryptum/order_book/generate.rb +10 -0
- data/lib/cryptum/order_book/indicator.rb +0 -1
- data/lib/cryptum/version.rb +1 -1
- data/lib/cryptum/web_sock/event_machine.rb +139 -3
- metadata +2 -3
- data/lib/cryptum/order_book/weighted_avg.rb +0 -157
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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1
1
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---
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2
2
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SHA256:
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3
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-
metadata.gz:
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4
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-
data.tar.gz:
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3
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+
metadata.gz: 8d8c54730d0149d694842e5297e5507aa11fd7c2da04db91a21a1ec0e8c05330
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4
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+
data.tar.gz: 481624b37f1ac33a111bd0feb7f4767f981ed0af5eea741d52a4ca6cb812a803
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5
5
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SHA512:
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6
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-
metadata.gz:
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7
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-
data.tar.gz:
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6
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+
metadata.gz: 331909ca683994e595a9021d3ffcdb5c16b602a3a442bd4f9a922ebc9f6bf2998945795d9ec1e4f45ddc1e8ea8eb12a8084e471a4e803a0d3f8a6656a81557b6
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7
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+
data.tar.gz: f1c7da8bcde3d6d379fcb7192041c36f11881d787cd4232c14195b23cb7f2c66970b8c5a093961c979b0d44bd22b5b1041f0b6f1c2f9a6b74c020e18ee35b8d3
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data/bin/cryptum
CHANGED
data/lib/cryptum/event.rb
CHANGED
@@ -17,179 +17,6 @@ module Cryptum
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|
17
17
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autoload :Scroll, 'cryptum/event/scroll'
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18
18
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autoload :Sell, 'cryptum/event/sell'
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19
19
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20
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-
# Supported Method Parameters::
|
21
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-
# Cryptum::Event.parse(
|
22
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-
# )
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23
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-
|
24
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-
public_class_method def self.parse(opts = {})
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25
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-
option_choice = opts[:option_choice]
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26
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-
env = opts[:env]
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27
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-
terminal_win = opts[:terminal_win]
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28
|
-
event_history = opts[:event_history]
|
29
|
-
indicator_status = opts[:indicator_status]
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30
|
-
# indicator_history = opts[:indicator_history]
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31
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-
bot_conf = opts[:bot_conf]
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32
|
-
# ai_enabled = opts[:ai_enabled]
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33
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-
|
34
|
-
# candles = event_history.order_book[:candles]
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35
|
-
# order_history = event_history.order_book[:order_history]
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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.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',
|
@@ -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/version.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
|
-
|
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
|
-
|
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.
|
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-
|
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
|
@@ -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
|