trade-o-matic 0.1.0 → 0.2.0

data/lib/trade-o-matic/structs/currency.rb

@@ -1,21 +1,63 @@
 module Trader
   class Currency
-
-    def self.register_conversion(_to, _from, _converter=nil, &_block)
-      _to = _to.code if _to.is_a? Currency
-      _from = _from.code if _from.is_a? Currency
-
+    def self.register_conversion(_from, _to, _converter=nil, &_block)
       if !_block.nil?
-        _converter = SyncConverter.new(300, &_block)
+        _converter = SyncConverter.new(60, &_block)
       elsif _converter.is_a? Integer or _converter.is_a? Float
         _converter = FixedConverter.new(_converter)
       end
 
-      converters["#{_to}-#{_from}"] = _converter
+      converters[_from.to_sym][_to.to_sym] = _converter
+      reset_comp_cache
+    end
+
+    def self.register_resolution(*_chain)
+      converters[_chain.first][_chain.last] = build_compound_converter _chain
+    end
+
+    def self.reset_converters
+      converters.clear
+      reset_comp_cache
+    end
+
+    def self.isolate_conversions
+      old_converters = @@converters
+      old_cache = @@comp_cache
+
+      begin
+        @@converters = clone_converter_hash @@converters
+        @@comp_cache = clone_converter_hash @@comp_cache
+        yield
+      ensure
+        @@converters = old_converters
+        @@comp_cache = old_cache
+      end
+    end
+
+    def self.converter_for(_from, _to)
+      converter_for!(_from, _to) rescue nil
+    end
+
+    def self.converter_for!(_from, _to)
+      _from = _from.code if _from.is_a? Currency
+      _to = _to.code if _to.is_a? Currency
+
+      cv = converters[_from][_to] || comp_cache[_from][_to]
+
+      if cv.nil?
+        chains = []
+        resolve_converter(_from, _to, [_from], chains)
+        raise ArgumentError, "No converter registered for #{_from}/#{_to}" if chains.count == 0
+        raise ArgumentError, "Ambiguous conversion path for #{_from}/#{_to}" if chains.count > 1
+        comp_cache[_from][_to] = cv = build_compound_converter chains.first
+      end
+
+      cv
     end
 
     def self.for_code(_code)
-      registry[_code]
+      return _code if _code.is_a? Currency
+      registry[_code.to_sym]
     end
 
     attr_reader :code
@@ -24,40 +66,103 @@ module Trader
       @code = _code
     end
 
-    def convert(_value, _currency)
-      _currency = _currency.code if _currency.is_a? Currency
-      converter_for(code, _currency).convert(_value, code, _currency)
+    def convertible_to?(_currency)
+      _currency = klass.for_code _currency
+      return true if self == _currency
+      !klass.converter_for(code, _currency.to_sym).nil?
+    end
+
+    def compatible_with?(_currency)
+      _currency = klass.for_code _currency
+      convertible_to? _currency and _currency.convertible_to? self
+    end
+
+    def convert(_value, _to)
+      klass.converter_for!(code, _to.to_sym).rate * _value
+    end
+
+    def pack(_value)
+      if _value.is_a? Price
+        raise StandardError, "Invalid value currency" if _value.currency != self
+        return _value
+      end
+
+      Price.new self, _value
     end
 
     def unpack(_value, _options={})
       _options = { default: _options } unless _options.is_a? Hash
 
       if _value.is_a? Price
-        raise StandardError, "Expected value currency to be #{code} (was #{_value.currency.code})" if _value.currency != self
-        _value.amount
+        if _value.currency != self
+          _value.currency.convert _value.amount, self
+        else
+          _value.amount
+        end
       elsif _value.nil?
         _options[:default]
       elsif _options.fetch(:strict, true)
-        raise StandardError, "Must provide a currency bound price"
+        raise ArgumentError, "Must provide a currency bound price"
       else
         _value
       end
     end
 
-  private
+    def to_s
+      code.to_s
+    end
+
+    def to_sym
+      code
+    end
+
+    private
+
+    def self.clone_converter_hash(_hash)
+      return nil if _hash.nil?
+      h = Hash[_hash.map { |k,v| [k, v.clone] }]
+      h.default_proc = proc { |h,k| h[k] = {} }
+      h
+    end
 
     def self.registry
-      @@registry ||= Hash.new { |h,k| h[k] = self.new(k.to_sym) }
+      @@registry ||= Hash.new { |h,k| h[k] = self.new(k) }
     end
 
     def self.converters
-      @@converters ||= Hash.new
+      @@converters ||= Hash.new { |h,k| h[k] = {} }
     end
 
-    def converter_for(_from, _to)
-      cv = self.class.converters["#{_from}-#{_to}"]
-      raise StandardError, "No converter registered for #{_from}/#{_to}" if cv.nil?
-      cv
+    def self.comp_cache
+      @@comp_cache ||= Hash.new { |h,k| h[k] = {} }
+    end
+
+    def self.reset_comp_cache
+      @@comp_cache = nil
+    end
+
+    def self.resolve_converter(_from, _to, _path, _result)
+      converters[_from].keys.each do |key|
+        next if _path.include? key
+        child_path = _path + [key]
+        if key == _to
+          _result << child_path
+        else
+          resolve_converter(key, _to, child_path, _result)
+        end
+      end
+    end
+
+    def self.build_compound_converter(_chain)
+      CompoundConverter.new((_chain.count-1).times.map do |i|
+        conv = converters[_chain[i]][_chain[i+1]]
+        raise ArgumentError, "No converter registered for #{_chain[i]}/#{_chain[i+1]}" if conv.nil?
+        conv
+      end)
+    end
+
+    def klass
+      self.class
     end
   end
 end

data/lib/trade-o-matic/structs/currency_pair.rb

@@ -1,14 +1,40 @@
 module Trader
   class CurrencyPair
-
     attr_reader :base, :quote
 
+    def self.for_code(_pair, _quote=nil)
+      return _pair if _pair.is_a? self
+      self.new _pair, _quote
+    end
+
     def initialize(_base, _quote)
-      _base = Currency.for_code _base unless _base.is_a? Currency
-      _quote = Currency.for_code _quote unless _quote.is_a? Currency
+      @base = Currency.for_code _base
+      @quote = Currency.for_code _quote
+    end
+
+    def ==(_other)
+      return false unless _other.is_a? CurrencyPair
+      base == _other.base and quote == _other.quote
+    end
+
+    def convertible_to?(_pair, _quote=nil)
+      _pair = for_code _pair, _quote
+      base.convertible_to?(_pair.base) and quote.convertible_to?(_pair.quote)
+    end
+
+    def compatible_with?(_pair, _quote=nil)
+      _pair = for_code _pair, _quote
+      base.compatible_with?(_pair.base) and quote.compatible_with?(_pair.quote)
+    end
+
+    def to_s
+      "#{base}/#{quote}"
+    end
+
+    private
 
-      @base = _base
-      @quote = _quote
+    def for_code(_pair, _quote=nil)
+      self.class.for_code _pair, _quote
     end
   end
 end

data/lib/trade-o-matic/structs/order.rb

@@ -1,3 +1,55 @@
 module Trader
-  class Order < Struct.new(:price, :volume); end
+  class Order
+    BID = :bid
+    ASK = :ask
+
+    def self.new_bid(_pair, _volume, _price = nil)
+      new _pair, BID, _volume, _price
+    end
+
+    def self.new_ask(_pair, _volume, _price = nil)
+      new _pair, ASK, _volume, _price
+    end
+
+    attr_accessor :pair, :instruction
+
+    def initialize(_pair, _instruction, _volume, _price)
+      @pair = _pair
+      @instruction = _instruction
+      self.volume = _volume
+      self.price = _price
+    end
+
+    def limit?
+      !@price.nil?
+    end
+
+    def market?
+      !limit?
+    end
+
+    def volume
+      pair.base.pack @volume
+    end
+
+    def volume=(_value)
+      @volume = pair.base.unpack(_value, strict: false)
+    end
+
+    def price
+      limit? ? pair.quote.pack(@price) : nil
+    end
+
+    def price=(_value)
+      @price = _value.nil? ? nil : pair.quote.unpack(_value, strict: false)
+    end
+
+    def convert_to(_pair, _quote = nil)
+      _pair = CurrencyPair.for_code _pair, _quote
+
+      return self if _pair == pair
+
+      self.class.new(_pair, instruction, volume, price)
+    end
+  end
 end

data/lib/trade-o-matic/structs/price.rb

@@ -1,17 +1,18 @@
 module Trader
   class Price
-
     attr_reader :currency, :amount
 
     def initialize(_currency, _amount)
-      _currency = Currency.for_code(_currency) unless _currency.is_a? Currency
-
-      @currency = _currency
+      @currency = Currency.for_code _currency
       @amount = _amount
     end
 
-    def convert(_other_currency)
-      _other_currency = Currency.for _other_currency unless _other_currency.is_a? Currency
+    def pack(_amount)
+      currency.pack _amount
+    end
+
+    def convert_to(_other_currency)
+      _other_currency = Currency.for_code _other_currency
 
       return self if _other_currency == currency
 
@@ -25,14 +26,14 @@ module Trader
 
     [:<, :<=, :>=, :>, :==, '<=>'].each do |op|
       define_method(op) do |_other|
-        _other = currency.unpack(_other)
+        _other = currency.unpack(_other, strict: false)
         amount.public_send(op, _other)
       end
     end
 
     [:+, :-, :*, :/].each do |op|
       define_method(op) do |_other|
-        _other = currency.unpack(_other)
+        _other = currency.unpack(_other, strict: false)
         Price.new currency, amount.public_send(op, _other)
       end
     end

data/lib/trade-o-matic/structs/slope.rb

@@ -1,47 +1,23 @@
 module Trader
   class Slope
-
     attr_reader :pair
 
-    def initialize(_pair, _ref_time=nil)
+    def initialize(_pair)
       @pair = _pair
+      reset
+    end
+
+    def reset
       @orders = []
-      @transactions = []
       @orders_sorted = false
-      @ref_time = _ref_time || Time.now
     end
 
     def add_order(_price, _volume)
       @orders_sorted = false
-      @orders << Order.new(
-        Price.new(pair.quote, _price),
-        Price.new(pair.base, _volume),
-      )
+      @orders << Order.new(pair, instruction, _volume, _price)
       nil
     end
 
-    def add_transaction(_price, _volume, _time)
-      @transactions << Transaction.new(
-        Price.new(pair.quote, _price),
-        Price.new(pair.base, _volume),
-        _time
-      )
-      nil
-    end
-
-    def volume(_period_seconds)
-      ref_time = @ref_time - _period_seconds
-      amount = @transactions.inject(0.0) do |r, trx|
-        if trx.time >= ref_time
-          r + trx.volume.amount
-        else
-          r
-        end
-      end
-
-      Price.new pair.base, amount
-    end
-
     def price(_skip_volume=nil)
       _skip_volume = pair.base.unpack _skip_volume, 0.0
 
@@ -101,9 +77,7 @@ module Trader
       Price.new pair.base, total_volume
     end
 
-  private
-
-    attr_reader :transactions
+    private
 
     def orders
       unless @orders_sorted
@@ -139,9 +113,12 @@ module Trader
       _orders.sort! { |a, b| compare a.price.amount, b.price.amount }
     end
 
-    def compare(_price_a, _price_b)
+    def order_type
       # abstract
     end
 
+    def compare(_price_a, _price_b)
+      # abstract
+    end
   end
 end

data/lib/trade-o-matic/support/converter_configurator.rb

@@ -0,0 +1,35 @@
+module Trader
+  module ConverterConfigurator
+    extend self
+
+    def from_yaml(_yaml)
+      _yaml.each do |conv|
+        type = conv['type'] || detect_type(conv)
+        converter = send "configure_yaml_#{type}", conv
+
+        Currency.register_conversion conv['from'], conv['to'], converter
+        Currency.register_conversion conv['to'], conv['from'], invert(converter) if conv['symetric']
+      end
+    end
+
+    private
+
+    def configure_yaml_fixed(_params)
+      FixedConverter.new _params['rate']
+    end
+
+    def configure_yaml_json_api(_params)
+      require 'trade-o-matic/converters/json_api_converter'
+      JsonApiConverter.new(_params['url'], _params['path'].split('.'), _params['ttl'] || 30)
+    end
+
+    def invert(_converter)
+      InverseConverter.new _converter
+    end
+
+    def detect_type(_params)
+      return 'json_api' if _params['url']
+      return 'fixed'
+    end
+  end
+end

data/lib/trade-o-matic/version.rb

@@ -1,3 +1,3 @@
 module Trader
-  VERSION = "0.1.0"
+  VERSION = "0.2.0"
 end

data/lib/trade-o-matic.rb

@@ -6,14 +6,42 @@ require 'trade-o-matic/structs/converter'
 require 'trade-o-matic/structs/price'
 require 'trade-o-matic/structs/order'
 require 'trade-o-matic/structs/transaction'
-require 'trade-o-matic/structs/market'
 require 'trade-o-matic/structs/slope'
 require 'trade-o-matic/structs/ask_slope'
 require 'trade-o-matic/structs/bid_slope'
+require 'trade-o-matic/structs/book'
+
+require 'trade-o-matic/services/backend_factory'
+
+require 'trade-o-matic/core/market_loader'
+require 'trade-o-matic/core/exchange'
+require 'trade-o-matic/core/market'
+require 'trade-o-matic/core/account'
+require 'trade-o-matic/core/account_proxy'
+require 'trade-o-matic/core/account_order'
+require 'trade-o-matic/core/balance'
 
 require 'trade-o-matic/converters/fixed_converter'
 require 'trade-o-matic/converters/sync_converter'
+require 'trade-o-matic/converters/inverse_converter'
+require 'trade-o-matic/converters/compound_converter'
 
 module Trader
 
+  # Default conversions
+  Currency.register_conversion :BTC, :SATOSHI, 100_000_000
+  Currency.register_conversion :SATOSHI, :BTC, 0.00000001
+
+  def self.exchange(_backend)
+    Exchange.new BackendFactory.build(_backend)
+  end
+
+  def self.market(_backend, _pair, _quote=nil)
+    exchange(_backend).market_for(_pair, _quote)
+  end
+
+  def self.account(_backend, _credentials)
+    exchange(_backend).login(_credentials)
+  end
+
 end

metadata

@@ -1,43 +1,43 @@
 --- !ruby/object:Gem::Specification
 name: trade-o-matic
 version: !ruby/object:Gem::Version
-  version: 0.1.0
+  version: 0.2.0
 platform: ruby
 authors:
 - Ignacio Baixas
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2015-12-23 00:00:00.000000000 Z
+date: 2016-03-10 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
-  name: gli
+  name: rest-client
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - '>='
       - !ruby/object:Gem::Version
-        version: '2.12'
+        version: '0'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - ~>
+    - - '>='
       - !ruby/object:Gem::Version
-        version: '2.12'
+        version: '0'
 - !ruby/object:Gem::Dependency
-  name: inquirer
+  name: gli
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ~>
       - !ruby/object:Gem::Version
-        version: '0.2'
+        version: '2.12'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - ~>
       - !ruby/object:Gem::Version
-        version: '0.2'
+        version: '2.12'
 - !ruby/object:Gem::Dependency
   name: rainbow
   requirement: !ruby/object:Gem::Requirement
@@ -52,34 +52,6 @@ dependencies:
     - - ~>
       - !ruby/object:Gem::Version
         version: '2.0'
-- !ruby/object:Gem::Dependency
-  name: pry-byebug
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ~>
-      - !ruby/object:Gem::Version
-        version: '3.2'
-  type: :runtime
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - ~>
-      - !ruby/object:Gem::Version
-        version: '3.2'
-- !ruby/object:Gem::Dependency
-  name: rest-client
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - '>='
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :runtime
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - '>='
-      - !ruby/object:Gem::Version
-        version: '0'
 - !ruby/object:Gem::Dependency
   name: bundler
   requirement: !ruby/object:Gem::Requirement
@@ -212,6 +184,20 @@ dependencies:
     - - ~>
       - !ruby/object:Gem::Version
         version: '0.1'
+- !ruby/object:Gem::Dependency
+  name: pry-byebug
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '3.2'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '3.2'
 - !ruby/object:Gem::Dependency
   name: pry-nav
   requirement: !ruby/object:Gem::Requirement
@@ -226,6 +212,20 @@ dependencies:
     - - ~>
       - !ruby/object:Gem::Version
         version: '0.2'
+- !ruby/object:Gem::Dependency
+  name: webmock
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.22'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.22'
 description: Yep
 email:
 - ignacio@platan.us
@@ -236,22 +236,38 @@ extra_rdoc_files: []
 files:
 - bin/trader
 - lib/trade-o-matic.rb
-- lib/trade-o-matic/adapters/bitstamp_account.rb
+- lib/trade-o-matic/adapters/base/raw_account_order.rb
+- lib/trade-o-matic/adapters/base/raw_balance.rb
+- lib/trade-o-matic/adapters/base/raw_resource.rb
+- lib/trade-o-matic/adapters/bitstamp_backend.rb
+- lib/trade-o-matic/adapters/fake_backend.rb
+- lib/trade-o-matic/adapters/itbit_backend.rb
+- lib/trade-o-matic/adapters/surbtc_backend.rb
 - lib/trade-o-matic/cli.rb
+- lib/trade-o-matic/converters/compound_converter.rb
 - lib/trade-o-matic/converters/fixed_converter.rb
+- lib/trade-o-matic/converters/inverse_converter.rb
+- lib/trade-o-matic/converters/json_api_converter.rb
 - lib/trade-o-matic/converters/sync_converter.rb
-- lib/trade-o-matic/flows/ask_replicator_flow.rb
-- lib/trade-o-matic/generators/linear_generator.rb
+- lib/trade-o-matic/core/account.rb
+- lib/trade-o-matic/core/account_order.rb
+- lib/trade-o-matic/core/account_proxy.rb
+- lib/trade-o-matic/core/balance.rb
+- lib/trade-o-matic/core/exchange.rb
+- lib/trade-o-matic/core/market.rb
+- lib/trade-o-matic/core/market_loader.rb
+- lib/trade-o-matic/services/backend_factory.rb
 - lib/trade-o-matic/structs/ask_slope.rb
 - lib/trade-o-matic/structs/bid_slope.rb
+- lib/trade-o-matic/structs/book.rb
 - lib/trade-o-matic/structs/converter.rb
 - lib/trade-o-matic/structs/currency.rb
 - lib/trade-o-matic/structs/currency_pair.rb
-- lib/trade-o-matic/structs/market.rb
 - lib/trade-o-matic/structs/order.rb
 - lib/trade-o-matic/structs/price.rb
 - lib/trade-o-matic/structs/slope.rb
 - lib/trade-o-matic/structs/transaction.rb
+- lib/trade-o-matic/support/converter_configurator.rb
 - lib/trade-o-matic/version.rb
 homepage: https://github.com/surbtc/trade-o-matic
 licenses:
@@ -273,7 +289,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
       version: '0'
 requirements: []
 rubyforge_project: 
-rubygems_version: 2.4.8
+rubygems_version: 2.6.1
 signing_key: 
 specification_version: 4
 summary: Trade-O-Matic is a trade automation framework