gekko 0.5.0 → 0.5.2

checksums.yaml

@@ -1,7 +1,7 @@
 ---
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-  data.tar.gz: bce631e42323b43fd1864033a8e8bd6f4c97ffea
+  metadata.gz: 486109d7779f0dad9f4295d86f7c4e04a190aaea
+  data.tar.gz: 2b7855c833b96c746d9877145d5df44078cd306e
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data/lib/gekko/book.rb

@@ -4,6 +4,7 @@ Oj.default_options = { mode: :compat }
 require 'gekko/book_side'
 require 'gekko/tape'
 require 'gekko/errors'
+require 'gekko/symbolize_keys'
 
 module Gekko
 
@@ -12,6 +13,8 @@ module Gekko
   #
   class Book
 
+    extend SymbolizeKeys
+
     attr_accessor :pair, :bids, :asks, :tape, :received, :base_precision
 
     def initialize(pair, opts = {})
@@ -222,16 +225,6 @@ module Gekko
       Book.new(hsh[:pair], hsh)
     end
 
-    #
-    # Symbolizes keys of a non-nested +Hash+
-    #
-    # @param hsh [Hash] The +Hash+ for which we want to symbolize the keys
-    # @return [Hash] A copy of the parameter with all first-level keys symbolized
-    #
-    def self.symbolize_keys(hsh)
-      hsh.inject({}) { |mem, obj| mem[obj[0].to_sym] = obj[1]; mem }
-    end
-
   end
 end
 

data/lib/gekko/book_side.rb

@@ -13,7 +13,7 @@ module Gekko
       raise "Incorrect side <#{side}>" unless [:bid, :ask].include?(side)
       @side = side
 
-      opts[:orders] && opts[:orders].each_with_index { |obj, idx| self[idx] = Order.load(obj) }
+      opts[:orders] && opts[:orders].each_with_index { |obj, idx| self[idx] = Order.from_hash(obj) }
     end
 
     #

data/lib/gekko/market_order.rb

@@ -8,10 +8,12 @@ module Gekko
 
     attr_accessor :quote_margin, :remaining_quote_margin
 
-    def initialize(side, id, size, quote_margin, expiration = nil)
-      super(side, id, size, expiration)
+    def initialize(side, id, size, quote_margin)
+      super(side, id, size)
+
       @quote_margin           = quote_margin
       @remaining_quote_margin = @quote_margin
+
       raise 'Quote currency margin must be provided for a market bid'     if quote_margin.nil? && bid?
       raise 'Quote currency margin can not be specified for a market ask' if quote_margin && ask?
     end

data/lib/gekko/order.rb

@@ -1,3 +1,5 @@
+require 'gekko/serialization'
+
 module Gekko
 
   #
@@ -7,6 +9,8 @@ module Gekko
   #
   class Order
 
+    include Gekko::Serialization
+
     attr_accessor :id, :side, :size, :remaining, :price, :expiration, :created_at
 
     def initialize(side, id, size, expiration = nil)
@@ -24,36 +28,6 @@ module Gekko
       raise 'The order creation timestamp can''t be nil'  if !@created_at
     end
 
-
-    #
-    # Loads an +Order+ from a +Hash+. Only limit orders are supported as market
-    # orders should never need to get serialized
-    #
-    # @return [LimitOrder] The unserialized order
-    #
-    def self.load(hsh)
-      order = LimitOrder.new(hsh[:side], UUID.parse(hsh[:id]), hsh[:size], hsh[:price], hsh[:expiration])
-      order.created_at = hsh[:created_at]
-      order
-    end
-
-    #
-    # Returns a +Hash+ representation of this +Order+ instance
-    #
-    # @return [Hash] The serializable representation
-    #
-    def to_hash
-      {
-        id:           @id,
-        side:         @side,
-        size:         @size,
-        price:        @price,
-        remaining:    @remaining,
-        expiration:   @expiration,
-        created_at:   @created_at
-      }
-    end
-
     #
     # Returns +true+ if this order can execute against +limit_order+
     #

data/lib/gekko/serialization.rb

@@ -0,0 +1,89 @@
+require 'gekko/symbolize_keys'
+
+module Gekko
+
+  #
+  # Handles JSON serialization and deserialization of trade orders
+  #
+  module Serialization
+
+    #
+    # Make our class methods available directly on +Gekko::Order+
+    #
+    def self.included(base)
+      base.extend(ClassMethods)
+    end
+
+    #
+    # De-serialization methods to be made available directly on +Gekko::Order+
+    #
+    module ClassMethods
+
+      include SymbolizeKeys
+
+      #
+      # Deserializes a +Gekko::Order+ subclass from JSON
+      #
+      # @param serialized [String] The JSON string
+      # @return [Gekko::Order] The deserialized trade order
+      #
+      def deserialize(serialized)
+        from_hash(symbolize_keys(Oj.load(serialized)))
+      end
+
+      #
+      # Initializes a +Gekko::Order+ subclass from a +Hash+ instance
+      #
+      # @param hsh [Hash] The order data
+      # @return [Gekko::Order] A trade order
+      #
+      def from_hash(hsh)
+        order = if hsh[:price]
+                  LimitOrder.new(hsh[:side], UUID.parse(hsh[:id]), hsh[:size], hsh[:price], hsh[:expiration])
+                else
+                  MarketOrder.new(hsh[:side], UUID.parse(hsh[:id]), hsh[:size], hsh[:quote_margin])
+                end
+
+        order.created_at = hsh[:created_at] if hsh[:created_at]
+        order
+      end
+    end
+
+    #
+    # Serializes a +Gekko::Order+ as JSON
+    #
+    # @param order [Gekko::Order] The order to serialize
+    # @return [String] The JSON string
+    #
+    def serialize
+      Oj.dump(to_hash)
+    end
+
+    #
+    # Returns a +Hash+ representation of this +Order+ instance
+    #
+    # @return [Hash] The serializable representation
+    #
+    def to_hash
+      hsh = {
+        id:           id.to_s,
+        side:         side,
+        size:         size,
+        price:        price,
+        remaining:    remaining,
+        expiration:   expiration,
+        created_at:   created_at
+      }
+
+      if is_a?(Gekko::MarketOrder)
+        hsh.delete(:price)
+        hsh[:quote_margin] = quote_margin
+        hsh[:remaining_quote_margin] = remaining_quote_margin
+      end
+
+      hsh
+    end
+
+  end
+end
+

data/lib/gekko/symbolize_keys.rb

@@ -0,0 +1,20 @@
+module Gekko
+
+  #
+  # Utility module to avoid monkey-patching +Hash+
+  #
+  module SymbolizeKeys
+
+    #
+    # Symbolizes keys of a non-nested +Hash+
+    #
+    # @param hsh [Hash] The +Hash+ for which we want to symbolize the keys
+    # @return [Hash] A copy of the parameter with all first-level keys symbolized
+    #
+    def symbolize_keys(hsh)
+      hsh.inject({}) { |mem, obj| mem[obj[0].to_sym] = obj[1]; mem }
+    end
+
+  end
+end
+

data/lib/gekko/version.rb

@@ -1,6 +1,6 @@
 module Gekko
-  
+
   # The Gekko version string
-  VERSION = '0.5.0'
+  VERSION = '0.5.2'
 
 end

metadata

@@ -1,153 +1,153 @@
 --- !ruby/object:Gem::Specification
 name: gekko
 version: !ruby/object:Gem::Version
-  version: 0.5.0
+  version: 0.5.2
 platform: ruby
 authors:
 - David FRANCOIS
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2015-03-19 00:00:00.000000000 Z
+date: 2016-01-14 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: uuidtools
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '2.1'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '2.1'
 - !ruby/object:Gem::Dependency
   name: oj
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '2.0'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '2.0'
 - !ruby/object:Gem::Dependency
   name: pry
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '0.10'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '0.10'
 - !ruby/object:Gem::Dependency
   name: rspec
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '3.1'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '3.1'
 - !ruby/object:Gem::Dependency
   name: rake
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '10.3'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '10.3'
 - !ruby/object:Gem::Dependency
   name: yard
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '0.8'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '0.8'
 - !ruby/object:Gem::Dependency
   name: timecop
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '0.7'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '0.7'
 - !ruby/object:Gem::Dependency
   name: redcarpet
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '3.1'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '3.1'
 - !ruby/object:Gem::Dependency
   name: simplecov
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '0.9'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '0.9'
 - !ruby/object:Gem::Dependency
   name: coveralls
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '0.7'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - "~>"
       - !ruby/object:Gem::Version
         version: '0.7'
 description: Gekko is a bare-bones order matcher whose task is to accept orders and
@@ -167,6 +167,8 @@ files:
 - lib/gekko/limit_order.rb
 - lib/gekko/market_order.rb
 - lib/gekko/order.rb
+- lib/gekko/serialization.rb
+- lib/gekko/symbolize_keys.rb
 - lib/gekko/tape.rb
 - lib/gekko/version.rb
 homepage: https://paymium.com
@@ -179,17 +181,17 @@ require_paths:
 - lib
 required_ruby_version: !ruby/object:Gem::Requirement
   requirements:
-  - - '>='
+  - - ">="
     - !ruby/object:Gem::Version
       version: '0'
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
-  - - '>='
+  - - ">="
     - !ruby/object:Gem::Version
       version: 1.3.6
 requirements: []
 rubyforge_project: 
-rubygems_version: 2.4.2
+rubygems_version: 2.5.1
 signing_key: 
 specification_version: 4
 summary: An in-memory order matching engine.