gekko 0.9.5 → 0.10.0
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- checksums.yaml +4 -4
- data/lib/gekko/book.rb +2 -2
- data/lib/gekko/book_side.rb +5 -5
- data/lib/gekko/limit_order.rb +13 -0
- data/lib/gekko/tape.rb +3 -1
- data/lib/gekko/version.rb +1 -1
- metadata +2 -2
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
|
|
1
1
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---
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2
2
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SHA1:
|
3
|
-
metadata.gz:
|
4
|
-
data.tar.gz:
|
3
|
+
metadata.gz: a1b7c4b20f6c578aec5aad59b627a88e872e2574
|
4
|
+
data.tar.gz: 71129f7815fba7b9117ea3cad2e096f1f10f2da3
|
5
5
|
SHA512:
|
6
|
-
metadata.gz:
|
7
|
-
data.tar.gz:
|
6
|
+
metadata.gz: f2f58be1cfe7cd1e0855783def9d495aa973a487512902ab86227f1990b0353bd11793a6494b53af99638c55558f072ce5652b5d65185c917966d1298c83cf35
|
7
|
+
data.tar.gz: bdfdaca149bc21b996bd51d5758870dde8b915f822697985872f1aa18720f0758983fbef5510b07fb8618a32bb18caf6217881254420979b5a17d292411e950d
|
data/lib/gekko/book.rb
CHANGED
@@ -240,8 +240,8 @@ module Gekko
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|
240
240
|
#
|
241
241
|
def self.from_hash(hsh)
|
242
242
|
book = Book.new(hsh[:pair], {
|
243
|
-
bids: BookSide.new(:bid, orders: hsh[:bids].map { |o| symbolize_keys(o) }
|
244
|
-
asks: BookSide.new(:ask, orders: hsh[:asks].map { |o| symbolize_keys(o) }
|
243
|
+
bids: BookSide.new(:bid, orders: hsh[:bids].map { |o| symbolize_keys(o) }),
|
244
|
+
asks: BookSide.new(:ask, orders: hsh[:asks].map { |o| symbolize_keys(o) })
|
245
245
|
})
|
246
246
|
|
247
247
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[:bids, :asks].each { |s| book.send(s).each { |ord| book.received[ord.id.to_s] = ord } }
|
data/lib/gekko/book_side.rb
CHANGED
@@ -5,16 +5,16 @@ module Gekko
|
|
5
5
|
#
|
6
6
|
class BookSide < Array
|
7
7
|
|
8
|
-
# TODO: Insert orders more smartly by using a dichotomy search
|
9
|
-
|
10
8
|
attr_accessor :side
|
11
9
|
|
12
10
|
def initialize(side, opts = {})
|
13
|
-
# TODO "WARNING: Sort orders ?"
|
14
11
|
raise "Incorrect side <#{side}>" unless [:bid, :ask].include?(side)
|
15
12
|
@side = side
|
16
13
|
|
17
|
-
|
14
|
+
if opts[:orders]
|
15
|
+
opts[:orders].each_with_index { |obj, idx| self[idx] = Order.from_hash(obj) }
|
16
|
+
sort!
|
17
|
+
end
|
18
18
|
end
|
19
19
|
|
20
20
|
#
|
@@ -43,7 +43,7 @@ module Gekko
|
|
43
43
|
insert((idx || -1), order)
|
44
44
|
end
|
45
45
|
|
46
|
-
#
|
46
|
+
#
|
47
47
|
# Returns the first order price, or +nil+ if there's no order
|
48
48
|
#
|
49
49
|
def top
|
data/lib/gekko/limit_order.rb
CHANGED
@@ -25,6 +25,19 @@ module Gekko
|
|
25
25
|
filled?
|
26
26
|
end
|
27
27
|
|
28
|
+
#
|
29
|
+
# +LimitOrder+s are sorted by ASC price for asks, DESC price for bids,
|
30
|
+
# if prices are equal then creation timestamp is used, and older orders
|
31
|
+
# get priority.
|
32
|
+
#
|
33
|
+
# @return [Fixnum] 1 if self < other, -1 if not, 0 if equivalent
|
34
|
+
#
|
35
|
+
def <=>(other)
|
36
|
+
cmp = (ask? ? 1 : -1) * (price <=> other.price)
|
37
|
+
cmp = (created_at <=> other.created_at) if cmp.zero?
|
38
|
+
cmp
|
39
|
+
end
|
40
|
+
|
28
41
|
end
|
29
42
|
end
|
30
43
|
|
data/lib/gekko/tape.rb
CHANGED
@@ -11,7 +11,7 @@ module Gekko
|
|
11
11
|
SECONDS_IN_24H = 60 * 60 * 24
|
12
12
|
|
13
13
|
attr_accessor :logger, :last_trade_price
|
14
|
-
attr_reader :volume_24h, :high_24h, :low_24h, :open_24h, :var_24h
|
14
|
+
attr_reader :volume_24h, :high_24h, :low_24h, :open_24h, :var_24h, :cursor
|
15
15
|
|
16
16
|
def initialize(opts = {})
|
17
17
|
@logger = opts[:logger]
|
@@ -179,6 +179,8 @@ module Gekko
|
|
179
179
|
def self.from_hash(hsh)
|
180
180
|
tape = Tape.new
|
181
181
|
|
182
|
+
tape.instance_variable_set(:@cursor, hsh[:cursor])
|
183
|
+
|
182
184
|
hsh[:events].each do |evt|
|
183
185
|
e = symbolize_keys(evt)
|
184
186
|
e[:type] = e[:type].to_sym
|
data/lib/gekko/version.rb
CHANGED
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: gekko
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.
|
4
|
+
version: 0.10.0
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- David FRANCOIS
|
8
8
|
autorequire:
|
9
9
|
bindir: bin
|
10
10
|
cert_chain: []
|
11
|
-
date: 2016-02-
|
11
|
+
date: 2016-02-09 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: uuidtools
|