gekko 0.9.5 → 0.10.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
-  metadata.gz: d1b1e5234724a55544ac1f4bd8e1df4cf6574772
-  data.tar.gz: 434bf684cc8a837c568317340618c2b346f5471c
+  metadata.gz: a1b7c4b20f6c578aec5aad59b627a88e872e2574
+  data.tar.gz: 71129f7815fba7b9117ea3cad2e096f1f10f2da3
 SHA512:
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-  data.tar.gz: fce34e374fd353c296caf2723728b61a45e336d613149d68f983f740641f096cf2f2f8e0f9b69ed734905c664b252b6d7940bc13fcbde4cf2112b601159be3d2
+  metadata.gz: f2f58be1cfe7cd1e0855783def9d495aa973a487512902ab86227f1990b0353bd11793a6494b53af99638c55558f072ce5652b5d65185c917966d1298c83cf35
+  data.tar.gz: bdfdaca149bc21b996bd51d5758870dde8b915f822697985872f1aa18720f0758983fbef5510b07fb8618a32bb18caf6217881254420979b5a17d292411e950d

data/lib/gekko/book.rb

@@ -240,8 +240,8 @@ module Gekko
     #
     def self.from_hash(hsh)
       book = Book.new(hsh[:pair], {
-        bids: BookSide.new(:bid, orders: hsh[:bids].map { |o| symbolize_keys(o) }.sort { |a, b| b[:price] <=> a[:price] }),
-        asks: BookSide.new(:ask, orders: hsh[:asks].map { |o| symbolize_keys(o) }.sort { |a, b| a[:price] <=> b[:price] }),
+        bids: BookSide.new(:bid, orders: hsh[:bids].map { |o| symbolize_keys(o) }),
+        asks: BookSide.new(:ask, orders: hsh[:asks].map { |o| symbolize_keys(o) })
       })
 
       [:bids, :asks].each { |s| book.send(s).each { |ord| book.received[ord.id.to_s] = ord } }

data/lib/gekko/book_side.rb

@@ -5,16 +5,16 @@ module Gekko
   #
   class BookSide < Array
 
-    # TODO: Insert orders more smartly by using a dichotomy search
-
     attr_accessor :side
 
     def initialize(side, opts = {})
-      # TODO "WARNING: Sort orders ?"
       raise "Incorrect side <#{side}>" unless [:bid, :ask].include?(side)
       @side = side
 
-      opts[:orders] && opts[:orders].each_with_index { |obj, idx| self[idx] = Order.from_hash(obj) }
+      if opts[:orders]
+        opts[:orders].each_with_index { |obj, idx| self[idx] = Order.from_hash(obj) }
+        sort!
+      end
     end
 
     #
@@ -43,7 +43,7 @@ module Gekko
       insert((idx || -1), order)
     end
 
-    # 
+    #
     # Returns the first order price, or +nil+ if there's no order
     #
     def top

data/lib/gekko/limit_order.rb

@@ -25,6 +25,19 @@ module Gekko
       filled?
     end
 
+    #
+    # +LimitOrder+s are sorted by ASC price for asks, DESC price for bids,
+    # if prices are equal then creation timestamp is used, and older orders
+    # get priority.
+    #
+    # @return [Fixnum] 1 if self < other, -1 if not, 0 if equivalent
+    #
+    def <=>(other)
+      cmp = (ask? ? 1 : -1) * (price <=> other.price)
+      cmp = (created_at <=> other.created_at) if cmp.zero?
+      cmp
+    end
+
   end
 end
 

data/lib/gekko/tape.rb

@@ -11,7 +11,7 @@ module Gekko
     SECONDS_IN_24H = 60 * 60 * 24
 
     attr_accessor :logger, :last_trade_price
-    attr_reader :volume_24h, :high_24h, :low_24h, :open_24h, :var_24h
+    attr_reader :volume_24h, :high_24h, :low_24h, :open_24h, :var_24h, :cursor
 
     def initialize(opts = {})
       @logger = opts[:logger]
@@ -179,6 +179,8 @@ module Gekko
     def self.from_hash(hsh)
       tape = Tape.new
 
+      tape.instance_variable_set(:@cursor, hsh[:cursor])
+
       hsh[:events].each do |evt|
         e = symbolize_keys(evt)
         e[:type] = e[:type].to_sym

data/lib/gekko/version.rb

@@ -1,6 +1,6 @@
 module Gekko
 
   # The Gekko version string
-  VERSION = '0.9.5'
+  VERSION = '0.10.0'
 
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: gekko
 version: !ruby/object:Gem::Version
-  version: 0.9.5
+  version: 0.10.0
 platform: ruby
 authors:
 - David FRANCOIS
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2016-02-08 00:00:00.000000000 Z
+date: 2016-02-09 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: uuidtools