trade-o-matic 0.1.0 → 0.2.0

data/lib/trade-o-matic/adapters/bitstamp_account.rb

@@ -1,63 +0,0 @@
-require 'rest-client'
-require 'json'
-
-module Trader
-
-  # TODO: separate market information from account
-
-  class BitstampAccount
-
-    def initialize
-    end
-
-    def market_snapshot
-      market = Market.new :BTC, :Bitstamp_USD
-      unpack_order_book market, fetch_raw_order_book
-      unpack_transactions market, fetch_raw_transactions
-      market
-    end
-
-    def refresh
-    end
-
-    def base_balance # XBT in an XBT/USD pair
-      Price.new :BTC, 0.0
-    end
-
-    def quote_balance # USD in an XBT/USD pair
-      Price.new :Bitstamp_USD, 20000.0
-    end
-
-    def create_order
-    end
-
-    def cancel_order
-    end
-
-    def orders
-    end
-
-  private
-
-    def fetch_raw_order_book
-      JSON.parse(RestClient.get "https://www.bitstamp.net/api/order_book/")
-    end
-
-    def fetch_raw_transactions
-      JSON.parse(RestClient.get "https://www.bitstamp.net/api/transactions/")
-    end
-
-    def unpack_order_book(_market, _ob)
-      _ob['bids'].each { |o| _market.add_bid(o[0].to_f, o[1].to_f) }
-      _ob['asks'].each { |o| _market.add_ask(o[0].to_f, o[1].to_f) }
-    end
-
-    def unpack_transactions(_market, _tx)
-      _tx.each do |t|
-        time = Time.at(t['date'].to_i)
-        market.add_buy(t['price'].to_f, t['amount'].to_f, time) if ['type'] == 0
-        market.add_sell(t['price'].to_f, t['amount'].to_f, time) if ['type'] == 1
-      end
-    end
-  end
-end

data/lib/trade-o-matic/flows/ask_replicator_flow.rb

@@ -1,50 +0,0 @@
-module Trader
-
-  class AskReplicatorFlow
-
-    def initialize(_source, _target, _generator)
-      @source = _source
-      @target = _target
-      @generator = _generator
-    end
-
-    def run(_dry)
-
-      # TODO: assert that both source and target base currencies are the same.
-
-      market = source.market_snapshot
-
-      skip_volume = market.ask_slope.volume 60
-
-      start_price = market.ask_slope.price skip_volume
-
-      available_volume = market.ask_slope.assess source.quote_balance, skip_volume # TODO: check
-
-      # available_volume = target.base_balance if target.base_balance < available_volume
-
-      orders = generator.ask start_price, available_volume
-
-      orders = adjust_orders_to_slope orders, market.ask_slope
-
-      # orders.each { |o| o.price.convert(target.quote_currency) }
-
-      # executed = target_position.sync orders
-      # executed.each do |order|
-
-      # end
-
-      # TODO: transform orders price to target currency
-
-      # TODO: sync orders
-
-    end
-
-  private
-
-    attr_reader :source, :target, :generator
-
-    def adjust_orders_to_slope(_orders, _slope)
-      _orders
-    end
-  end
-end

data/lib/trade-o-matic/generators/linear_generator.rb

@@ -1,37 +0,0 @@
-module Trader
-  class LinearGenerator
-
-    def initialize(_options)
-      @price_spread = _options[:spread]
-      @price_step = _options[:step]
-    end
-
-    def bid(_start_price, _volume)
-      generate _start_price, _volume, -1
-    end
-
-    def ask(_start_price, _volume)
-      generate _start_price, _volume, 1
-    end
-
-  private
-
-    def generate(_start_price, _volume, _mult)
-      buckets = (@price_spread.amount / @price_step.amount).floor
-
-      # make sure price step is using the same currency as generated prices
-      conv_price_step = @price_step.convert(_start_price.currency).amount
-
-      buckets.floor.times.map do |i|
-        price = _start_price.amount + _mult * conv_price_step * i
-        volume = _volume.amount / buckets
-
-        Order.new(
-          Price.new(_start_price.currency, price),
-          Price.new(_volume.currency, volume)
-        )
-      end
-    end
-
-  end
-end

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

@@ -1,28 +0,0 @@
-module Trader
-  class Market
-
-    attr_reader :pair, :ask_slope, :bid_slope
-
-    def initialize(_base, _quote)
-      @pair = CurrencyPair.new _base, _quote
-      @ask_slope = AskSlope.new @pair
-      @bid_slope = BidSlope.new @pair
-    end
-
-    def add_bid(_price, _volume)
-      @bid_slope.add_order(_price, _volume)
-    end
-
-    def add_ask(_price, _volume)
-      @ask_slope.add_order(_price, _volume)
-    end
-
-    def add_sell(_price, _volume, _time)
-      @bid_slope.add_transaction(_price, _volume, _time)
-    end
-
-    def add_buy(_price, _volume, _time)
-      @bid_slope.add_transaction(_price, _volume, _time)
-    end
-  end
-end