trade-o-matic 0.5.4 → 0.5.5

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
-  metadata.gz: d7c7a1d55b67326622eea9562e032ea26f85e528
-  data.tar.gz: 123d8eb84dc23191288c8fdf9d391317f1fed0f1
+  metadata.gz: 3c8e57cc6c5822197a3b218e068d87d2d1ba55df
+  data.tar.gz: 0594847f9a29e7a4564128086fb43f3b6dd1e91c
 SHA512:
-  metadata.gz: 0db96eff0a3dddabf187d6ee54528707c020c3656efbf7fb3ccedb4a02eac98f239ecadd190033226c78dead74e13b764ecabd69690171b1adc2b65a84064955
-  data.tar.gz: 60c2d37e546ffaaf67d1d411067ec13b8f704addafc812e4601edccdbe6e7abd187901c552a9437aac947e1607872cca86d00ea10cc3fac14b9e4a28efcbebd7
+  metadata.gz: 38466835f0e006294b427e223ee4ab54c3915804037e66cc754043669f048a6b94a005f7a9649b4815c52191bb4044fe4d61e8719736db7d46ee0e1a0d0c1714
+  data.tar.gz: a1c6761fb607e23a291eecbb6e1e089d43d03b90fc115881800711e156157f84222b9dff831daa3cd086c46db60de93a517b0e061e82eb105403ab01d34c71e5

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

@@ -16,10 +16,7 @@ module Trader
       attr_mapped(:executed_volume, :traded_volume)
       attr_mapped(:instruction, :instruction)
       attr_mapped(:status, :status)
-
-      def limit?
-        true
-      end
+      attr_mapped(:limit?) { |r| !r[:price].nil? }
     end
 
     attr_reader :pair, :asks, :bids, :verbose
@@ -80,6 +77,7 @@ module Trader
         @pair = CurrencyPair.for_code(_config[:base], _config[:quote])
         @base_balance = _config[:base_balance]
         @quote_balance = _config[:quote_balance]
+        @market_price = _config[:market_price]
         @verbose = !!_config[:verbose]
         @config = _config
         @bids = []
@@ -108,15 +106,17 @@ module Trader
     end
 
     def create_order(_session, _pair, _volume, _price, _instruction)
-      raise 'market not supported' unless _pair == pair
-      raise 'market orders not supported' if _price.nil?
+      not_supported 'market' unless _pair == pair
+      not_supported 'market order' if _price.nil? && @market_price.nil?
 
-      if _instruction == Order::ASK
-        raise 'Not enough funds' if _volume > @base_balance
-        @base_balance -= _volume
-      else
-        raise 'Not enough funds' if _volume * _price > @quote_balance
-        @quote_balance -= _volume * _price
+      unless _price.nil?
+        if _instruction == Order::ASK
+          raise 'Not enough funds' if _volume > @base_balance
+          @base_balance -= _volume
+        else
+          raise 'Not enough funds' if _volume * _price > @quote_balance
+          @quote_balance -= _volume * _price
+        end
       end
 
       info "Creating #{_instruction} order for #{_volume} #{pair.base} @ #{_price} #{pair.quote}", :green
@@ -131,6 +131,8 @@ module Trader
         traded_volume: 0.0
       }
 
+      execute_fake_market_order raw_order if _price.nil?
+
       @id += 1
       (_instruction == Order::ASK ? @asks : @bids) << raw_order
 
@@ -161,7 +163,7 @@ module Trader
     def simulate_buy(_price, _volume)
       ordered_asks = @asks.sort { |b| b[:price] * -1 }
       ordered_asks.each do |order|
-        if order[:status] == AccountOrder::OPEN and order[:price] <= _price and _volume > 0
+        if order[:status] == AccountOrder::OPEN && order[:price] <= _price && _volume > 0
           if order[:pend_volume] > _volume
             @quote_balance += _volume * order[:price]
             order[:pend_volume] -= _volume
@@ -184,7 +186,7 @@ module Trader
     def simulate_sell(_price, _volume)
       ordered_bids = @bids.sort { |b| b[:price] }
       ordered_bids.each do |order|
-        if order[:status] == AccountOrder::OPEN and order[:price] >= _price and _volume > 0
+        if order[:status] == AccountOrder::OPEN && order[:price] >= _price && _volume > 0
           if order[:pend_volume] > _volume
             @base_balance += _volume
             order[:pend_volume] -= _volume
@@ -231,5 +233,22 @@ module Trader
       order = @asks.find { |o| o[:id] == _id } if order.nil?
       order
     end
+
+    def execute_fake_market_order(_raw)
+      traded_volume = 0.0
+      if _raw[:instruction] == Order::ASK
+        traded_volume = [ @base_balance, _raw[:pend_volume] ].min
+        @base_balance -= traded_volume
+        @quote_balance += @market_price * traded_volume
+      else
+        traded_volume = [ @quote_balance/@market_price, _raw[:pend_volume] ].min
+        @base_balance += traded_volume
+        @quote_balance -= @market_price * traded_volume
+      end
+
+      _raw[:traded_volume] = traded_volume
+      _raw[:pend_volume] -= traded_volume
+      _raw[:status] = AccountOrder::CLOSED
+    end
   end
 end

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

@@ -1,3 +1,3 @@
 module Trader
-  VERSION = "0.5.4"
+  VERSION = "0.5.5"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: trade-o-matic
 version: !ruby/object:Gem::Version
-  version: 0.5.4
+  version: 0.5.5
 platform: ruby
 authors:
 - Ignacio Baixas
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2016-05-13 00:00:00.000000000 Z
+date: 2016-05-17 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rest-client