trade-o-matic 0.3.0 → 0.3.1

checksums.yaml

@@ -1,7 +1,7 @@
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+  metadata.gz: 2e3ca1570f412bde6d4c5f68a6645e6d9fed6cb3
+  data.tar.gz: 1c070414b51612d93db781c98ffd4d6893de7f7f
 SHA512:
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+  data.tar.gz: d80321f50158a5c28878754b0395ed6eb162cd1c0d867293c5cad64d238107177a497d9785b7d9a7b9ca43ccce99f2619b2ba3a1b13e508bb8c7f726b6ffbffc

data/lib/trade-o-matic/adapters/game_backend/cancel_order.rb

@@ -0,0 +1,46 @@
+module Trader
+  class GameBackend
+    class CancelOrder < Command.new(:state, :account, :order_id)
+      def perform
+        raise ArgumentError, 'order belong to another account' if order['account'] != account
+        raise ArgumentError, 'order already closed' if order['status'] != 'open'
+
+        market['open'].delete order
+        market['closed'] << order
+        order['status'] = 'canceled'
+
+        base_balance = state.balance_for account, market['base']
+        quote_balance = state.balance_for account, market['quote']
+
+        if bid?
+          quote = SFM.quote order['volume'], order['limit']
+          quote_balance['available'] += quote
+          quote_balance['frozen'] -= quote
+        else
+          base_balance['available'] += order['volume']
+          base_balance['frozen'] -= order['volume']
+        end
+
+        GameOrder.new order
+      end
+
+      private
+
+      def bid?
+        order['instruction'] == 'bid'
+      end
+
+      def order
+        result[:order]
+      end
+
+      def market
+        result[:market]
+      end
+
+      def result
+        @result ||= state.find_order_by_id order_id
+      end
+    end
+  end
+end

data/lib/trade-o-matic/adapters/game_backend/configuration.rb

@@ -0,0 +1,15 @@
+module Trader
+  class GameBackend
+    module Configuration
+      extend self
+
+      attr_accessor :db_file
+      attr_reader :markets
+
+      def setup_market(_base, _quote, _options = {})
+        @markets ||= []
+        @markets << CurrencyPair.for_code(_base, _quote)
+      end
+    end
+  end
+end

data/lib/trade-o-matic/adapters/game_backend/execute_order.rb

@@ -0,0 +1,190 @@
+module Trader
+  class GameBackend
+    class ExecuteOrder < Command.new(:state, :account, :pair, :volume, :limit, :instruction)
+      def perform
+        @market = state.market_for pair
+        @base_balance = state.balance_for account, @market['base']
+        @quote_balance = state.balance_for account, @market['quote']
+
+        if bid?
+          raise 'Not enough funds' if limit_order? and !enough_funds_for_bid?
+          load_bid_candidates
+          match_candidates
+          raise 'Not enough funds' if market_order? and !can_execute_market_bid?
+          execute_bid_txs
+          update_balance_on_bid unless order_fully_consumed?
+          store_order 'bid'
+        else
+          raise 'Not enough funds' unless enough_funds_for_ask?
+          load_ask_candidates
+          match_candidates
+          execute_ask_txs
+          update_balance_on_ask unless order_fully_consumed?
+          store_order 'ask'
+        end
+      end
+
+      private
+
+      def bid?
+        instruction == Order::BID
+      end
+
+      def market_order?
+        limit.nil?
+      end
+
+      def limit_order?
+        !limit.nil?
+      end
+
+      def enough_funds_for_bid?
+        @quote_balance['available'] >= safe_quote(volume, limit)
+      end
+
+      def enough_funds_for_ask?
+        @base_balance['available'] >= volume
+      end
+
+      def load_bid_candidates
+        @candidates = @market['open'].select do |order|
+          next false if order['instruction'] != 'ask'
+          next true if limit.nil?
+          order['limit'] <= limit
+        end
+
+        @candidates.sort! do |a, b|
+          r = a['limit'] <=> b['limit']
+          r = a['ts'] <=> b['ts'] if r == 0
+          r
+        end
+      end
+
+      def load_ask_candidates
+        @candidates = @market['open'].select do |order|
+          next false if order['instruction'] != 'bid'
+          next true if limit.nil?
+          order['limit'] >= limit
+        end
+
+        @candidates.sort! do |a, b|
+          r = b['limit'] <=> a['limit']
+          r = a['ts'] <=> b['ts'] if r == 0
+          r
+        end
+      end
+
+      def match_candidates
+        @txs = []
+        @remaining = volume
+        @candidates.each do |other|
+          if @remaining >= other['volume']
+            @remaining -= other['volume']
+            @txs << { order: other, volume: other['volume'] }
+          else
+            @txs << { order: other, volume: @remaining }
+            @remaining = 0.0
+            break
+          end
+        end
+      end
+
+      def can_execute_market_bid?
+        available = @quote_balance['available']
+        @txs.each do |tx|
+          quote = safe_quote(tx[:volume], tx[:order]['limit'])
+          return false if quote > available
+          available -= quote
+        end
+        true
+      end
+
+      def execute_bid_txs
+        process_each_tx do |tx|
+          @base_balance['available'] -= tx[:volume]
+          @quote_balance['available'] += tx_quote(tx)
+          order_base_balance(tx[:order])['available'] += tx[:volume]
+          order_quote_balance(tx[:order])['frozen'] -= tx_quote(tx)
+        end
+      end
+
+      def execute_ask_txs
+        process_each_tx do |tx|
+          @base_balance['available'] -= tx[:volume]
+          @quote_balance['available'] += tx_quote(tx)
+          order_base_balance(tx[:order])['available'] += tx[:volume]
+          order_quote_balance(tx[:order])['frozen'] -= tx_quote(tx)
+        end
+      end
+
+      def store_order(_instruction)
+        order = {
+          'id' => state.unique_id,
+          'account' => account,
+          'pair' => pair.to_s, # just a little denorm to simplify
+          'instruction' => _instruction,
+          'limit' => limit,
+          'volume' => @remaining,
+          'original_volume' => volume
+        }
+
+        if order_fully_consumed?
+          order['status'] = 'closed'
+          @market['closed'] << order
+        else
+          order['status'] = 'open'
+          @market['open'] << order
+        end
+
+        GameOrder.new order
+      end
+
+      def update_balance_on_bid
+        remaining_quote = safe_quote(@remaining, limit)
+        @quote_balance['available'] -= remaining_quote
+        @quote_balance['frozen'] += remaining_quote
+      end
+
+      def update_balance_on_ask
+        @base_balance['available'] -= @remaining
+        @base_balance['frozen'] += @remaining
+      end
+
+      def order_fully_consumed?
+        market_order? or @remaining <= 0
+      end
+
+      def process_each_tx
+        @txs.each do |tx|
+          yield tx
+          tx[:order]['volume'] -= tx[:volume]
+          update_status tx[:order]
+        end
+      end
+
+      def order_base_balance(_order)
+        state.balance_for _order['account'], @market['base']
+      end
+
+      def order_quote_balance(_order)
+        state.balance_for _order['account'], @market['quote']
+      end
+
+      def tx_quote(_tx)
+        safe_quote(_tx[:volume], _tx[:order]['limit'])
+      end
+
+      def update_status(_order)
+        if _order['volume'] == 0
+          _order['status'] = 'closed'
+          @market['open'].delete _order
+          @market['closed'] << _order
+        end
+      end
+
+      def safe_quote(_volume, _price)
+        SFM.quote(_volume, _price)
+      end
+    end
+  end
+end

data/lib/trade-o-matic/adapters/game_backend/sfm.rb

@@ -0,0 +1,23 @@
+module Trader
+  class GameBackend
+    module SFM # Safe Float Multiplier (wtf)
+      extend self
+
+      FACTOR = 1_000_000
+
+      def quote(_volume, _price)
+        (_volume * _price) / FACTOR
+      end
+
+      def encode(_amount)
+        return nil if _amount.nil?
+        (_amount * FACTOR).to_i
+      end
+
+      def decode(_amount)
+        return nil if _amount.nil?
+        _amount.to_f / FACTOR
+      end
+    end
+  end
+end

data/lib/trade-o-matic/adapters/game_backend/state.rb

@@ -0,0 +1,84 @@
+require 'yaml'
+
+module Trader
+  class GameBackend
+    class State
+      def initialize
+        reset
+      end
+
+      def load_from_file(_path)
+        if File.exists? _path
+          @state = YAML.load File.read(_path)
+        else
+          reset
+        end
+      end
+
+      def store_to_file(_path)
+        File.write _path, YAML.dump(@state)
+      end
+
+      def all_markets
+        state['markets'].values.map { |m| CurrencyPair.new(m['base'], m['quote']) }
+      end
+
+      def unique_id
+        state['next_id'] += 1
+      end
+
+      def account_for(_account_name, create: true)
+        account = state['accounts'][_account_name]
+        account = state['accounts'][_account_name] = {} if account.nil? && create
+        account
+      end
+
+      def balance_for(_account_name, _currency, create: true)
+        account = account_for(_account_name)
+        balance = account[_currency.to_s]
+        balance = account[_currency.to_s] = new_balance if balance.nil? && create
+        balance
+      end
+
+      def market_for(_pair, create: true)
+        market = state['markets'][_pair.to_s]
+        market = state['markets'][_pair.to_s] = new_market_for(_pair) if market.nil? && create
+        market
+      end
+
+      def find_order_by_id(_id)
+        state['markets'].values.each do |market|
+          order = market['open'].find { |o| o['id'] == _id } ||
+            market['closed'].find { |o| o['id'] == _id }
+          return { market: market, order: order } unless order.nil?
+        end
+        raise ArgumentError, 'order id not found'
+      end
+
+      private
+
+      attr_reader :state
+
+      def new_market_for(_pair)
+        {
+          'base' => _pair.base.to_s,
+          'quote' => _pair.quote.to_s,
+          'open' => [],
+          'closed' => []
+        }
+      end
+
+      def new_balance
+        { 'available' => 0, 'frozen' => 0 }
+      end
+
+      def reset
+        @state = {
+          'next_id' => 0,
+          'accounts' => {},
+          'markets' => {}
+        }
+      end
+    end
+  end
+end

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

@@ -0,0 +1,168 @@
+require 'json'
+require 'rainbow'
+require 'rainbow/ext/string'
+require 'trade-o-matic/adapters/base/raw_account_order'
+require 'trade-o-matic/adapters/base/raw_balance'
+
+require 'trade-o-matic/adapters/game_backend/configuration'
+require 'trade-o-matic/adapters/game_backend/sfm'
+require 'trade-o-matic/adapters/game_backend/state'
+require 'trade-o-matic/adapters/game_backend/execute_order'
+require 'trade-o-matic/adapters/game_backend/cancel_order'
+
+module Trader
+  class GameBackend
+    STATUS_MAP = {
+      'open' => AccountOrder::OPEN,
+      'closed' => AccountOrder::CLOSED,
+      'canceled' => AccountOrder::CANCELED
+    }
+
+    class GameBalance < RawBalance
+      attr_mapped(:amount) { |r| SFM.decode(r['available'] + r['frozen']) }
+      attr_mapped(:available_amount) { |r| SFM.decode r['available'] }
+    end
+
+    class GameOrder < RawAccountOrder
+      attr_mapped(:id)
+      attr_mapped(:pair) { |r| CurrencyPair.parse r['pair'] }
+      attr_mapped(:price) { |r| SFM.decode r['limit'] }
+      attr_mapped(:volume) { |r| SFM.decode r['original_volume'] }
+      attr_mapped(:executed_volume) { |r| SFM.decode(r['original_volume'] - r['volume']) }
+      attr_mapped(:instruction)
+      attr_mapped(:status) { |r| STATUS_MAP[r['status']] }
+
+      def limit?
+        true
+      end
+    end
+
+    attr_reader :verbose, :state
+
+    def initialize
+      @state = State.new
+    end
+
+    def increment_balance(_account_name, _currency, _amount = nil)
+      if _amount.nil?
+        _amount = _currency.amount
+        _currency = _currency.currency
+      end
+
+      with_session do
+        balance = state.balance_for(_account_name, Currency.for_code(_currency))
+        balance['available'] += SFM.encode(_amount)
+      end
+    end
+
+    def decrement_balance(_account_name, _currency, _amount = nil)
+      if _amount.nil?
+        _amount = _currency.amount
+        _currency = _currency.currency
+      end
+
+      with_session do
+        balance = state.balance_for(_account_name, Currency.for_code(_currency))
+        balance['available'] -= SFM.encode(_amount)
+        balance['available'] = 0 if balance['available'] < 0
+      end
+    end
+
+    # backend implementation:
+
+    def get_available_markets
+      with_session(true) do
+        state.all_markets
+      end
+    end
+
+    def fill_book(_book)
+      # TODO
+    end
+
+    def get_session(_config)
+      raise ArgumentError, 'must provide login information' if _config.nil? or _config[:name].nil?
+      _config[:name]
+    end
+
+    def get_balance(_session, _currency)
+      with_session(true) do
+        balance = state.balance_for(_session, _currency)
+        GameBalance.new balance
+      end
+    end
+
+    def get_orders(_session, _pair)
+      with_session(true) do
+        market = state.market_for(_pair)
+        open = market['open'].select { |o| o['account'] = _session }
+        closed = market['closed'].select { |o| o['account'] = _session }
+        (open + closed).map { |o| GameOrder.new o }
+      end
+    end
+
+    def fetch_order(_session, _order_id)
+      with_session(true) do
+        GameOrder.new state.find_order_by_id(_order_id.to_i)[:order]
+      end
+    end
+
+    def create_order(_session, _pair, _volume, _price, _instruction)
+      with_session do
+        execute_order = ExecuteOrder.new
+        execute_order.state = state
+        execute_order.account = _session
+        execute_order.pair = _pair
+        execute_order.volume = SFM.encode _volume
+        execute_order.limit = SFM.encode _price
+        execute_order.instruction = _instruction
+        execute_order.perform
+      end
+    end
+
+    def cancel_order(_session, _order_id)
+      with_session do
+        cancel_order = CancelOrder.new
+        cancel_order.state = state
+        cancel_order.account = _session
+        cancel_order.order_id = _order_id.to_i
+        cancel_order.perform
+      end
+    end
+
+  private
+
+    def with_session(_idemponent = false)
+      restore_state_from_file if use_state_file?
+      ensure_required_markets
+      result = yield
+      save_state_to_file if !_idemponent && use_state_file?
+      return result
+    end
+
+    def use_state_file?
+      !config.db_file.nil?
+    end
+
+    def restore_state_from_file
+      state.load_from_file config.db_file
+    end
+
+    def save_state_to_file
+      state.store_to_file config.db_file
+    end
+
+    def ensure_required_markets
+      return false unless config.markets
+      config.markets.each { |mc| state.market_for(mc) }
+    end
+
+    def config
+      Configuration
+    end
+
+    def info(_msg, _color = :white)
+      puts "GameEx: #{_msg}".color(_color) if verbose
+    end
+  end
+end

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

@@ -0,0 +1,25 @@
+module Command
+  def self.new(*_attributes)
+    attr_names = []
+    attr_defaults = {}
+
+    _attributes.each do |att|
+      if att.is_a? Hash
+        attr_defaults.merge att
+        attr_names += att.keys
+      else
+        attr_names << att
+      end
+    end
+
+    Struct.new(*attr_names) do
+      define_method(:initialize) do |kwargs={}|
+        kwargs = attr_defaults.merge kwargs
+        attr_values = attr_names.map { |a| kwargs[a] }
+        super(*attr_values)
+      end
+
+      define_method(:perform) {}
+    end
+  end
+end

data/lib/trade-o-matic/services/backend_factory.rb

@@ -23,6 +23,11 @@ module Trader
 
     private
 
+    def build_game
+      require_relative '../adapters/game_backend'
+      GameBackend.new
+    end
+
     def build_bitstamp
       require_relative '../adapters/bitstamp_backend'
       BitstampBackend.new

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

@@ -2,6 +2,10 @@ module Trader
   class CurrencyPair
     attr_reader :base, :quote
 
+    def self.parse(_string)
+      new *(_string.split '/')
+    end
+
     def self.for_code(_pair, _quote=nil)
       return _pair if _pair.is_a? self
       self.new _pair, _quote

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

@@ -1,3 +1,3 @@
 module Trader
-  VERSION = "0.3.0"
+  VERSION = "0.3.1"
 end

data/lib/trade-o-matic.rb

@@ -1,5 +1,6 @@
 require "trade-o-matic/version"
 require 'trade-o-matic/standard'
+require 'trade-o-matic/command'
 
 require 'trade-o-matic/structs/currency'
 require 'trade-o-matic/structs/currency_pair'
@@ -28,7 +29,6 @@ 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
@@ -45,4 +45,14 @@ module Trader
     exchange(_backend).login(_credentials)
   end
 
+  def self.setup_game_backend(&_block)
+    require 'trade-o-matic/adapters/game_backend'
+    GameBackend::Configuration.tap &_block
+    nil
+  end
+
+  def self.game
+    require 'trade-o-matic/adapters/game_backend'
+    GameBackend.new
+  end
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: trade-o-matic
 version: !ruby/object:Gem::Version
-  version: 0.3.0
+  version: 0.3.1
 platform: ruby
 authors:
 - Ignacio Baixas
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2016-03-18 00:00:00.000000000 Z
+date: 2016-04-12 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rest-client
@@ -241,9 +241,16 @@ files:
 - 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/game_backend.rb
+- lib/trade-o-matic/adapters/game_backend/cancel_order.rb
+- lib/trade-o-matic/adapters/game_backend/configuration.rb
+- lib/trade-o-matic/adapters/game_backend/execute_order.rb
+- lib/trade-o-matic/adapters/game_backend/sfm.rb
+- lib/trade-o-matic/adapters/game_backend/state.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/command.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