trade-o-matic 0.2.1 → 0.3.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
-  metadata.gz: 74776e7f65da3df4d74c5ab9dd6e644bd3921f55
-  data.tar.gz: 8800ca9874d710757acb209fa72f891b5dd93435
+  metadata.gz: 69c3f0ffd768200acac1e0ccd836c5daaac08e59
+  data.tar.gz: 7e41570aa4c2a894861134cb50a670787384fe40
 SHA512:
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-  data.tar.gz: 1078355996be86bc4a7432afd9b02d820058cca913a41bf0b768a32131d91d5453c4460e026365f7558fddaa168e0df258bc96b01f12d904d4ae8647bd5564b1
+  metadata.gz: 3dc8f24f61ba90595a9e5a39dfdd66f753762f3b32fb749e873f299f57ff6156bab77780180811446d5ae576ee1a45fc8e1f2efec4e9d9660c3b96ec5f0687e4
+  data.tar.gz: 470ce3b882cd7f45fee5330ccbd258c382e494be8836bf5392c70aaf0736f965de6f0741877ae820748002d55bb80ca5ab580944df440aa9f742d38a11e75d0d

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

@@ -21,8 +21,8 @@ module Trader
     class BitstampOrder < RawAccountOrder
       attr_mapped(:id, 'raw') # use original order information as id
       attr_mapped(:pair) { |r| MAIN_MARKET }
-      attr_mapped(:price) { |r| r['raw']['price'].to_f }
-      attr_mapped(:volume) { |r| r['raw']['amount'].to_f }
+      attr_mapped(:price) { |r| r['raw']['price'] }
+      attr_mapped(:volume) { |r| r['raw']['amount'] }
       attr_mapped(:executed_volume)
       attr_mapped(:instruction) { |r| r['raw']['type'] == 0 ? Order::BID : Order::ASK }
 
@@ -31,7 +31,7 @@ module Trader
         when 'Open'
           AccountOrder::OPEN
         when 'Finished'
-          r['executed_volume'] < r['raw']['amount'].to_f ? AccountOrder::CANCELED : AccountOrder::CLOSED
+          r['executed_volume'] < big(r['raw']['amount']) ? AccountOrder::CANCELED : AccountOrder::CLOSED
         else
           AccountOrder::PENDING
         end
@@ -56,12 +56,12 @@ module Trader
       _book.prepare Time.now
 
       ob = execute_request(nil, 'order_book')
-      ob['bids'].each { |o| _book.add_bid(o[0].to_f, o[1].to_f) }
-      ob['asks'].each { |o| _book.add_ask(o[0].to_f, o[1].to_f) }
+      ob['bids'].each { |o| _book.add_bid(o[0], o[1]) }
+      ob['asks'].each { |o| _book.add_ask(o[0], o[1]) }
 
       tx = execute_request(nil, 'transactions')
       tx.each do |t|
-        _book.add_transaction t['price'].to_f, t['amount'].to_f, Time.at(t['date'].to_i)
+        _book.add_transaction t['price'], t['amount'], Time.at(t['date'].to_i)
       end
     end
 
@@ -75,9 +75,9 @@ module Trader
       raw = execute_request(_session || session, 'balance')
 
       if _currency == BASE_CUR
-        return BackendBalance.new raw['btc_balance'].to_f, raw['btc_available'].to_f
+        return BackendBalance.new raw['btc_balance'], raw['btc_available']
       else
-        return BackendBalance.new raw['usd_balance'].to_f, raw['usd_available'].to_f
+        return BackendBalance.new raw['usd_balance'], raw['usd_available']
       end
     end
 
@@ -95,7 +95,7 @@ module Trader
       normalize_raw_order execute_request(
         _session || session,
         _type == Order::BID ? 'buy' : 'sell',
-        { amount: _volume, price: _price }
+        { amount: _volume.to_f, price: _price.to_f }
       )
     end
 
@@ -146,14 +146,14 @@ module Trader
     def normalize_raw_order(_order)
       BitstampOrder.new({
         'raw' => _order,
-        'executed_volume' => 0.0,
+        'executed_volume' => big(0),
         'status' => 'In Queue'
       })
     end
 
     def normalize_raw_order_status(_id, _status)
-      executed_volume = _status['transactions'].inject(0.0) { |r, t| r + t['btc'].to_f }
-      executed_price = _status['transactions'].inject(0.0) { |r, t| r + (t['price'].to_f * t['btc'].to_f) }
+      executed_volume = _status['transactions'].inject(big(0)) { |r, t| r + big(t['btc']) }
+      executed_price = _status['transactions'].inject(big(0)) { |r, t| r + (big(t['price']) * big(t['btc'])) }
 
       BitstampOrder.new({
         'raw' => _id,
@@ -162,5 +162,9 @@ module Trader
         'status' => _status['status']
       })
     end
+
+    def big(_string)
+      BigDecimal.new _string
+    end
   end
 end

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

@@ -10,12 +10,12 @@ module Trader
       _book.prepare Time.now
 
       ob = fetch_raw_order_book _book.pair
-      ob['bids'].each { |o| _book.add_bid(o[0].to_f, o[1].to_f) }
-      ob['asks'].each { |o| _book.add_ask(o[0].to_f, o[1].to_f) }
+      ob['bids'].each { |o| _book.add_bid(o[0], o[1]) }
+      ob['asks'].each { |o| _book.add_ask(o[0], o[1]) }
 
       tx = fetch_raw_transactions _book.pair
       tx['recentTrades'].each do |t|
-        _book.add_transaction t['price'].to_f, t['amount'].to_f, Time.parse(t['timestamp'])
+        _book.add_transaction t['price'], t['amount'], Time.parse(t['timestamp'])
       end
     end
 

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

@@ -28,16 +28,16 @@ module Trader
     end
 
     class SurbtcBalanceBTC < RawBalance
-      attr_mapped(:amount) { |r| r['amount'].to_f }
-      attr_mapped(:available_amount) { |r| r['available_amount'].to_f }
+      attr_mapped(:amount) { |r| r['amount'] }
+      attr_mapped(:available_amount) { |r| r['available_amount'] }
     end
 
     class SurbtcOrder < RawAccountOrder
       attr_mapped(:id)
       attr_mapped(:pair) { |r| MAIN_MARKET }
       attr_mapped(:price) { |r| r['limit'] }
-      attr_mapped(:volume) { |r| r['original_amount'].to_f }
-      attr_mapped(:executed_volume) { |r| r['total_exchanged'].to_f }
+      attr_mapped(:volume) { |r| r['original_amount'] }
+      attr_mapped(:executed_volume) { |r| r['total_exchanged'] }
       attr_mapped(:instruction) { |r| TYPE_MAP[r['type'].downcase] }
       attr_mapped(:status) { |r| STATUS_MAP[r['state']] }
       attr_mapped(:limit?) { |r| r['price_type'] == 'limit' }
@@ -132,14 +132,14 @@ module Trader
     def build_order_json(_price, _volume, _instruction)
       if _price.nil?
         {
-          amount: _volume,
+          amount: _volume.to_i,
           type: _instruction == Order::BID ? 'bid' : 'ask',
           price_type: 'market'
         }
       else
         {
-          limit: _price,
-          amount: _volume,
+          limit: _price.to_i,
+          amount: _volume.to_i,
           type: _instruction == Order::BID ? 'bid' : 'ask',
           price_type: 'limit'
         }

data/lib/trade-o-matic/converters/compound_converter.rb

@@ -6,8 +6,12 @@ module Trader
       @converters = _converters
     end
 
-    def rate
-      converters.inject(1.0) { |r, c| c.rate * r }
+    def apply(_value, _invert=false)
+      unless _invert
+        converters.inject(_value) { |r, c| c.apply(r, false) }
+      else
+        converters.reverse.inject(_value) { |r, c| c.apply(r, true) }
+      end
     end
   end
 end

data/lib/trade-o-matic/converters/fixed_converter.rb

@@ -1,9 +1,22 @@
 module Trader
   class FixedConverter < Converter
-    attr_accessor :rate
+    attr_reader :rate
 
     def initialize(_rate)
       @rate = _rate
+      # TODO: maybe require rate to be a Standard.amount
+    end
+
+    def current_rate
+      rate
+    end
+
+    def apply(_value, _invert=false)
+      if _invert
+        _value / rate
+      else
+        _value * rate
+      end
     end
   end
 end

data/lib/trade-o-matic/converters/inverse_converter.rb

@@ -1,13 +1,18 @@
 module Trader
   class InverseConverter < Converter
-    attr_reader :inverse
+    attr_reader :other
 
-    def initialize(_inverse)
-      @inverse = _inverse
+    def initialize(_other)
+      @other = _other
     end
 
-    def rate
-      1.0 / inverse.rate
+    def current_rate
+      return nil if other.current_rate.nil?
+      1.0 / other.current_rate
+    end
+
+    def apply(_value, _invert=false)
+      @other.apply(_value, !_invert)
     end
   end
 end

data/lib/trade-o-matic/converters/json_api_converter.rb

@@ -13,7 +13,7 @@ module Trader
         json_string = RestClient.get _url
         json = JSON.parse json_string
         value = _path.inject(json) { |r, k| r[k] }
-        value.to_f
+        Standard.amount value
       end
     end
   end

data/lib/trade-o-matic/converters/sync_converter.rb

@@ -1,8 +1,9 @@
 module Trader
-  class SyncConverter < Converter
+  class SyncConverter < FixedConverter
     attr_reader :ttl
 
     def initialize(_ttl, &_block)
+      super nil
       @ttl = _ttl
       @block = _block
     end
@@ -16,7 +17,6 @@ module Trader
         @rate = @block.call
         @last_sync = Time.now
       end
-
       @rate
     end
   end

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

@@ -0,0 +1,13 @@
+require 'bigdecimal'
+
+module Trader
+  module Standard
+    extend self
+
+    def amount(_number)
+      return _number if _number.is_a? BigDecimal
+      return BigDecimal.new _number.to_s if _number.is_a? Float
+      BigDecimal.new _number
+    end
+  end
+end

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

@@ -1,7 +1,12 @@
 module Trader
   class Converter
-    def rate
-      raise NotImplementedError, 'rate method not implemented'
+
+    def current_rate
+      nil # current rate not available
+    end
+
+    def apply(_value, _invert=false)
+      raise NotImplementedError, 'apply method not implemented'
     end
   end
 end

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

@@ -1,12 +1,15 @@
 module Trader
   class Currency
-    def self.register_conversion(_from, _to, _converter=nil, &_block)
+    def self.register_conversion(_from, _to, _converter=nil, _options={}, &_block)
       if !_block.nil?
-        _converter = SyncConverter.new(60, &_block)
-      elsif _converter.is_a? Integer or _converter.is_a? Float
+        _options = _converter || {}
+        _converter = SyncConverter.new(_options.fetch(:interval, 60.0), &_block)
+      elsif _converter.is_a? Numeric
         _converter = FixedConverter.new(_converter)
       end
 
+      _converter = inverse(_converter) if _options[:inverse]
+
       converters[_from.to_sym][_to.to_sym] = _converter
       reset_comp_cache
     end
@@ -78,7 +81,8 @@ module Trader
     end
 
     def convert(_value, _to)
-      klass.converter_for!(code, _to.to_sym).rate * _value
+      converter = klass.converter_for!(code, _to.to_sym)
+      converter.apply _value
     end
 
     def pack(_value)
@@ -100,11 +104,11 @@ module Trader
           _value.amount
         end
       elsif _value.nil?
-        _options[:default]
+        Standard.amount _options[:default]
       elsif _options.fetch(:strict, true)
         raise ArgumentError, "Must provide a currency bound price"
       else
-        _value
+        Standard.amount _value
       end
     end
 
@@ -161,6 +165,14 @@ module Trader
       end)
     end
 
+    def self.inverse(_converter)
+      if _converter.is_a? InverseConverter
+        _converter.other
+      else
+        InverseConverter.new _converter
+      end
+    end
+
     def klass
       self.class
     end

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

@@ -4,7 +4,7 @@ module Trader
 
     def initialize(_currency, _amount)
       @currency = Currency.for_code _currency
-      @amount = _amount
+      @amount = Standard.amount _amount
     end
 
     def pack(_amount)
@@ -37,6 +37,5 @@ module Trader
         Price.new currency, amount.public_send(op, _other)
       end
     end
-
   end
 end

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

@@ -7,8 +7,8 @@ module Trader
         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']
+        Currency.register_conversion conv['from'], conv['to'], converter, inverse: !!conv['inverse']
+        Currency.register_conversion conv['to'], conv['from'], converter, inverse: !conv['inverse'] if conv['symetric']
       end
     end
 

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

@@ -1,3 +1,3 @@
 module Trader
-  VERSION = "0.2.1"
+  VERSION = "0.3.0"
 end

data/lib/trade-o-matic.rb

@@ -1,4 +1,5 @@
 require "trade-o-matic/version"
+require 'trade-o-matic/standard'
 
 require 'trade-o-matic/structs/currency'
 require 'trade-o-matic/structs/currency_pair'

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: trade-o-matic
 version: !ruby/object:Gem::Version
-  version: 0.2.1
+  version: 0.3.0
 platform: ruby
 authors:
 - Ignacio Baixas
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2016-03-11 00:00:00.000000000 Z
+date: 2016-03-18 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rest-client
@@ -257,6 +257,7 @@ files:
 - 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/standard.rb
 - lib/trade-o-matic/structs/ask_slope.rb
 - lib/trade-o-matic/structs/bid_slope.rb
 - lib/trade-o-matic/structs/book.rb