ruby-trade 0.3 → 0.4

data/examples/slammer.rb

@@ -19,7 +19,8 @@ class Slammer
   end
 
   def self.setup_next_shot
-    time_gap = MinTime + rand(TimeVariance)
+    #time_gap = MinTime + rand(TimeVariance)
+    time_gap = 10
     puts "Firing in #{time_gap} seconds..."
 
     this = self

data/ruby-trade.gemspec

@@ -1,6 +1,6 @@
 Gem::Specification.new do |s|
   s.name = "ruby-trade"
-  s.version = "0.3"
+  s.version = "0.4"
   s.date = "2013-11-09"
   s.summary = "A stock market simulation game."
   s.description = ""
@@ -9,4 +9,6 @@ Gem::Specification.new do |s|
   s.files = `git ls-files`.split("\n")
   s.require_paths = ["lib"]
   s.license = "MIT"
+
+  s.add_runtime_dependency "em-zeromq"
 end

data/server/account.rb

@@ -28,13 +28,15 @@ class Account
     end
   end
 
-  def on_trade order, amount
-    if order.side == :buy
+  def on_trade order, price, amount
+    if order.side == "buy"
+      puts "#{@name}: got trade: #{amount} @ #{price}"
       @stock += amount
-      @cash -= order.price * amount
+      @cash -= price * amount
     else
+      puts "#{@name}: got trade: #{-amount} @ #{price}"
       @stock -= amount
-      @cash += order.price * amount
+      @cash += price * amount
     end
   end
 

data/server/order-book.rb

@@ -66,15 +66,18 @@ private
       # buy order is at least equal to the ask, at least one trade will trigger
       if order.size > next_order.size
         # Took out the entire order, keep going
-        next_order.fill! next_order.price, next_order.size
-        order.fill! next_order.price, next_order.size
+        price, size = next_order.price, next_order.size
+        next_order.fill! price, size
+        order.fill! price, size
         @sell_orders.pop
         @last = next_order.price
       else
         # This one is enough to fill the sent one, no need to add it
-        next_order.fill! next_order.price, order.size
-        order.fill! next_order.price, order.size
-        @sell_orders.pop if next_order.size == order.size
+        orig_size = next_order.size
+        price, size = next_order.price, order.size
+        next_order.fill! price, size
+        order.fill! price, size
+        @sell_orders.pop if size == orig_size
         @last = next_order.price
         break
       end
@@ -90,17 +93,20 @@ private
     while not @buy_orders.empty? and order.price <= (next_order = @buy_orders.next).price
       if order.size > next_order.size
         # Took out the entire order, keep going
-        next_order.fill! next_order.price, next_order.size
-        order.fill! next_order.price, next_order.size
+        price, size = next_order.price, next_order.size
+        next_order.fill! price, size
+        order.fill! price, size
         @buy_orders.pop
         @last = next_order.price
       else
         # This one is enough to fill the sent one, no need to add it
-        next_order.fill! next_order.price, order.size
-        order.fill! next_order.price, order.size
+        orig_size = next_order.size
+        price, size = next_order.price, order.size
+        next_order.fill! price, size
+        order.fill! price, size
 
         @last = next_order.price
-        @buy_orders.pop if next_order.size == order.size
+        @buy_orders.pop if orig_size == size
         break
       end
     end

data/server/public/app.js

@@ -1,7 +1,7 @@
 /*jslint browser: true, indent: 2, nomen: true, plusplus: true, newcap: true, regexp: true, sloppy: true */
 /*global $, SockJS, console, WebSocket*/
-$(function () {
-  var plot,
+function connect() {
+  var plot, refreshTimer, connectTimer,
     NumPeriods = 300,
     UpdateInterval = 100,
     sock = new WebSocket("ws://" + window.location.host + "/ws"),
@@ -15,6 +15,7 @@ $(function () {
 
   sock.onopen = function () {
     console.log("Connected to WS server.");
+    clearTimeout(connectTimer);
   };
 
   sock.onmessage = function (data) {
@@ -29,6 +30,8 @@ $(function () {
     case "accounts":
       $("#leaderboard tbody").html(
         $.map(data.accounts, function (obj) {
+          obj[1] = obj[1].toFixed(2);
+          obj[3] = obj[3].toFixed(2);
           return "<tr><td>" + obj.join("</td><td>") + "</td></tr>";
         }).join("")
       );
@@ -38,6 +41,9 @@ $(function () {
 
   sock.onclose = function () {
     console.log("Disconnected from WS server.");
+    // reconnect in 10 seconds
+    clearInterval(refreshTimer);
+    connectTimer = setTimeout(connect, 10000);
   };
 
   function getData() {
@@ -67,7 +73,7 @@ $(function () {
   });
 
   // Push last, update graph
-  setInterval(function () {
+  refreshTimer = setInterval(function () {
     time++;
     ticks.bids.push([time, level1.bid > 0 ? level1.bid : null]);
     ticks.asks.push([time, level1.ask > 0 ? level1.ask : null]);
@@ -88,4 +94,8 @@ $(function () {
     plot.setupGrid();
     plot.draw();
   }, UpdateInterval);
+}
+
+$(function () {
+  connect();
 });

data/server/public/index.html

@@ -44,8 +44,8 @@
               <tr>
                 <th>Name</th>
                 <th>Value</th>
-                <th>Cash</th>
                 <th>Stock</th>
+                <th>Cash</th>
               </tr>
             </thead>
             <tbody></tbody>

data/server/server.rb

@@ -5,7 +5,7 @@ require_relative 'exchange'
 require_relative 'web_server'
 require_relative 'common'
 
-AccountUpdateFrequency = 30
+AccountUpdateFrequency = 5
 
 class OrderServer < EM::Connection
   include LineCleaner
@@ -26,7 +26,7 @@ class OrderServer < EM::Connection
       }.map { |account|
         [account.name, account.net_value(level1[:last]), account.stock, account.cash]
       }.sort_by { |row|
-        row[3]
+        -row[1]
       })
     end
   end
@@ -50,6 +50,7 @@ class OrderServer < EM::Connection
     when :fill
       order, price, amount = args
       @my_orders.delete order.id
+      @account.on_trade order, price, amount
       send_data_f({
         action: "order_fill",
         amount: amount,
@@ -59,6 +60,7 @@ class OrderServer < EM::Connection
       @@parent.tick @@exchange
     when :partial_fill
       order, price, amount = args
+      @account.on_trade order, price, amount
       send_data_f({
         action: "order_partial_fill",
         amount: amount,

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: ruby-trade
 version: !ruby/object:Gem::Version
-  version: '0.3'
+  version: '0.4'
   prerelease: 
 platform: ruby
 authors:
@@ -10,7 +10,23 @@ autorequire:
 bindir: bin
 cert_chain: []
 date: 2013-11-09 00:00:00.000000000 Z
-dependencies: []
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: em-zeromq
+  requirement: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    none: false
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
 description: ''
 email: rob@robbritton.com
 executables: []
@@ -185,7 +201,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 1.8.23
+rubygems_version: 1.8.19
 signing_key: 
 specification_version: 3
 summary: A stock market simulation game.