trade-o-matic 0.5.4 → 0.5.5
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- checksums.yaml +4 -4
- data/lib/trade-o-matic/adapters/fake_backend.rb +33 -14
- data/lib/trade-o-matic/version.rb +1 -1
- metadata +2 -2
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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1
1
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---
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2
2
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SHA1:
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3
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-
metadata.gz:
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4
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-
data.tar.gz:
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3
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+
metadata.gz: 3c8e57cc6c5822197a3b218e068d87d2d1ba55df
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4
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+
data.tar.gz: 0594847f9a29e7a4564128086fb43f3b6dd1e91c
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5
5
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SHA512:
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6
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-
metadata.gz:
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7
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-
data.tar.gz:
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6
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+
metadata.gz: 38466835f0e006294b427e223ee4ab54c3915804037e66cc754043669f048a6b94a005f7a9649b4815c52191bb4044fe4d61e8719736db7d46ee0e1a0d0c1714
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7
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+
data.tar.gz: a1c6761fb607e23a291eecbb6e1e089d43d03b90fc115881800711e156157f84222b9dff831daa3cd086c46db60de93a517b0e061e82eb105403ab01d34c71e5
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@@ -16,10 +16,7 @@ module Trader
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16
16
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attr_mapped(:executed_volume, :traded_volume)
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17
17
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attr_mapped(:instruction, :instruction)
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18
18
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attr_mapped(:status, :status)
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19
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-
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20
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-
def limit?
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21
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-
true
|
22
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-
end
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19
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+
attr_mapped(:limit?) { |r| !r[:price].nil? }
|
23
20
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end
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24
21
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25
22
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attr_reader :pair, :asks, :bids, :verbose
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@@ -80,6 +77,7 @@ module Trader
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80
77
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@pair = CurrencyPair.for_code(_config[:base], _config[:quote])
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81
78
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@base_balance = _config[:base_balance]
|
82
79
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@quote_balance = _config[:quote_balance]
|
80
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+
@market_price = _config[:market_price]
|
83
81
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@verbose = !!_config[:verbose]
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84
82
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@config = _config
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85
83
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@bids = []
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@@ -108,15 +106,17 @@ module Trader
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108
106
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end
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109
107
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110
108
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def create_order(_session, _pair, _volume, _price, _instruction)
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111
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-
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112
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-
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109
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+
not_supported 'market' unless _pair == pair
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110
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+
not_supported 'market order' if _price.nil? && @market_price.nil?
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113
111
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|
114
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-
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115
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-
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116
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-
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117
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-
|
118
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-
|
119
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-
|
112
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+
unless _price.nil?
|
113
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+
if _instruction == Order::ASK
|
114
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+
raise 'Not enough funds' if _volume > @base_balance
|
115
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+
@base_balance -= _volume
|
116
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+
else
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117
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+
raise 'Not enough funds' if _volume * _price > @quote_balance
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118
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+
@quote_balance -= _volume * _price
|
119
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+
end
|
120
120
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end
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121
121
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|
122
122
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info "Creating #{_instruction} order for #{_volume} #{pair.base} @ #{_price} #{pair.quote}", :green
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@@ -131,6 +131,8 @@ module Trader
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|
131
131
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traded_volume: 0.0
|
132
132
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}
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133
133
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|
134
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+
execute_fake_market_order raw_order if _price.nil?
|
135
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+
|
134
136
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@id += 1
|
135
137
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(_instruction == Order::ASK ? @asks : @bids) << raw_order
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136
138
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@@ -161,7 +163,7 @@ module Trader
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|
161
163
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def simulate_buy(_price, _volume)
|
162
164
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ordered_asks = @asks.sort { |b| b[:price] * -1 }
|
163
165
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ordered_asks.each do |order|
|
164
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-
if order[:status] == AccountOrder::OPEN
|
166
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+
if order[:status] == AccountOrder::OPEN && order[:price] <= _price && _volume > 0
|
165
167
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if order[:pend_volume] > _volume
|
166
168
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@quote_balance += _volume * order[:price]
|
167
169
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order[:pend_volume] -= _volume
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@@ -184,7 +186,7 @@ module Trader
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|
184
186
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def simulate_sell(_price, _volume)
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185
187
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ordered_bids = @bids.sort { |b| b[:price] }
|
186
188
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ordered_bids.each do |order|
|
187
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-
if order[:status] == AccountOrder::OPEN
|
189
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+
if order[:status] == AccountOrder::OPEN && order[:price] >= _price && _volume > 0
|
188
190
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if order[:pend_volume] > _volume
|
189
191
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@base_balance += _volume
|
190
192
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order[:pend_volume] -= _volume
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@@ -231,5 +233,22 @@ module Trader
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|
231
233
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order = @asks.find { |o| o[:id] == _id } if order.nil?
|
232
234
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order
|
233
235
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end
|
236
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+
|
237
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+
def execute_fake_market_order(_raw)
|
238
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+
traded_volume = 0.0
|
239
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+
if _raw[:instruction] == Order::ASK
|
240
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+
traded_volume = [ @base_balance, _raw[:pend_volume] ].min
|
241
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+
@base_balance -= traded_volume
|
242
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+
@quote_balance += @market_price * traded_volume
|
243
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+
else
|
244
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+
traded_volume = [ @quote_balance/@market_price, _raw[:pend_volume] ].min
|
245
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+
@base_balance += traded_volume
|
246
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+
@quote_balance -= @market_price * traded_volume
|
247
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+
end
|
248
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+
|
249
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+
_raw[:traded_volume] = traded_volume
|
250
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+
_raw[:pend_volume] -= traded_volume
|
251
|
+
_raw[:status] = AccountOrder::CLOSED
|
252
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+
end
|
234
253
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end
|
235
254
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end
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metadata
CHANGED
@@ -1,14 +1,14 @@
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1
1
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--- !ruby/object:Gem::Specification
|
2
2
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name: trade-o-matic
|
3
3
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version: !ruby/object:Gem::Version
|
4
|
-
version: 0.5.
|
4
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+
version: 0.5.5
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5
5
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platform: ruby
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6
6
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authors:
|
7
7
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- Ignacio Baixas
|
8
8
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autorequire:
|
9
9
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bindir: bin
|
10
10
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cert_chain: []
|
11
|
-
date: 2016-05-
|
11
|
+
date: 2016-05-17 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: rest-client
|