Class: RAPFLAG::Poloniex

Inherits:
History show all
Defined in:
lib/rapflag/poloniex.rb

Constant Summary collapse

@@btc_to_usd = 
{}
@@bfx_to_usd = 
{}

Constants inherited from History

History::DATE_FORMAT, History::DATE_TIME_FORMAT

Instance Attribute Summary collapse

Attributes inherited from History

#bfx_to_usd, #btc_to_usd, #currency, #history, #wallet

Instance Method Summary collapse

Methods inherited from History

#create_summary, #initialize

Constructor Details

This class inherits a constructor from RAPFLAG::History

Instance Attribute Details

#active_loans ⇒ Object (readonly)

Returns the value of attribute active_loans.



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# File 'lib/rapflag/poloniex.rb', line 13

def active_loans
  @active_loans
end

#available_account_balances ⇒ Object (readonly)

Returns the value of attribute available_account_balances.



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# File 'lib/rapflag/poloniex.rb', line 13

def 
  @available_account_balances
end

#complete_balances ⇒ Object (readonly)

Returns the value of attribute complete_balances.



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# File 'lib/rapflag/poloniex.rb', line 13

def complete_balances
  @complete_balances
end

#deposit_addresses ⇒ Object (readonly)

Returns the value of attribute deposit_addresses.



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# File 'lib/rapflag/poloniex.rb', line 13

def deposit_addresses
  @deposit_addresses
end

#deposits ⇒ Object (readonly)

Returns the value of attribute deposits.



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# File 'lib/rapflag/poloniex.rb', line 13

def deposits
  @deposits
end

#lending_history ⇒ Object (readonly)

Returns the value of attribute lending_history.



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# File 'lib/rapflag/poloniex.rb', line 13

def lending_history
  @lending_history
end

#open_orders ⇒ Object (readonly)

Returns the value of attribute open_orders.



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# File 'lib/rapflag/poloniex.rb', line 13

def open_orders
  @open_orders
end

#output_prefix ⇒ Object (readonly)

Returns the value of attribute output_prefix.



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# File 'lib/rapflag/poloniex.rb', line 13

def output_prefix
  @output_prefix
end

#tradable_balances ⇒ Object (readonly)

Returns the value of attribute tradable_balances.



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# File 'lib/rapflag/poloniex.rb', line 13

def tradable_balances
  @tradable_balances
end

#trade_history ⇒ Object (readonly)

Returns the value of attribute trade_history.



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# File 'lib/rapflag/poloniex.rb', line 13

def trade_history
  @trade_history
end

#withdrawals ⇒ Object (readonly)

Returns the value of attribute withdrawals.



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# File 'lib/rapflag/poloniex.rb', line 13

def withdrawals
  @withdrawals
end

Instance Method Details

#create_csv_file ⇒ Object 



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# File 'lib/rapflag/poloniex.rb', line 178

def create_csv_file
  puts "create_csv_file: already done"
end

#dump_history ⇒ Object 



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# File 'lib/rapflag/poloniex.rb', line 52

def dump_history
  load_history_info
  FileUtils.makedirs('output') unless File.directory?('output')
  CSV.open("#{@output_prefix}/trade_history.csv",'w+',
           :col_sep => ';',
           :write_headers=> true,
           :headers => [ 'currency_pair'] + @trade_history.values.first.first.to_h.keys
    ) do |csv|
    @trade_history.each do |currency_pair, trades|
      trades.each do |trace|
        csv << [ currency_pair] + trace.to_h.values
      end
    end
  end
  CSV.open("#{@output_prefix}/lending_history.csv",'w+',
           :col_sep => ';',
           :write_headers=> true,
           :headers => @lending_history.first.to_h.keys
    ) do |csv|
    @lending_history.each do |info|
      csv << info.to_h.values
    end
  end
  CSV.open("#{@output_prefix}/tradable_balances.csv",'w+',
           :col_sep => ';',
           :write_headers=> true,
           :headers => [ 'from_currency', 'to_from_currency', ]
    ) do |csv|
    @tradable_balances.each do |currency_pair, balance|
      balance.each do |info|
        csv << [ currency_pair] + info
      end
    end
  end
  CSV.open("#{@output_prefix}/complete_balances.csv",'w+',
           :col_sep => ';',
           :write_headers=> true,
           :headers => [ 'currency', 'available', 'onOrders', 'btcValue' ]
    ) do |csv|
    @complete_balances.each do |balance|
      csv << [balance[0]] + balance[1].values
    end
  end
  CSV.open("#{@output_prefix}/active_loans.csv",'w+',
           :col_sep => ';',
           :write_headers=> true,
           :headers => [ 'key', 'id', 'currency', 'rate', 'amount', 'duration', 'autoRenew', 'date', 'fees', ]
    ) do |csv|
    @active_loans.each do |key, loans|
      loans.each do | loan |
        csv << [key] + loan.values
      end
    end
  end

  CSV.open("#{@output_prefix}/available_account_balances.csv",'w+',
           :col_sep => ';',
           :write_headers=> true,
           :headers => [ 'key', 'currency', 'balance']
    ) do |csv|
    @available_account_balances.each do |key, balances|
      balances.each do |currency, balance|
        csv << [key, currency, balance]
      end
    end
  end
  CSV.open("#{@output_prefix}/deposit_addresses.csv",'w+',
           :col_sep => ';',
           :write_headers=> true,
           :headers => [ 'currency', 'id']
    ) do |csv|
    @deposit_addresses.each do |currency, id|
      csv << [currency, id]
    end
  end
  CSV.open("#{@output_prefix}/withdrawals.csv",'w+',
           :col_sep => ';',
           :write_headers=> true,
           :headers => @deposits.first.to_h.keys
    ) do |csv|
    @deposits.each do |info|
      csv << info.to_h.values
    end
  end
  CSV.open("#{@output_prefix}/deposits.csv",'w+',
           :col_sep => ';',
           :write_headers=> true,
           :headers => @withdrawals.first.to_h.keys
    ) do |csv|
    @withdrawals.each do |info|
      csv << info.to_h.values
    end
  end
end

#fetch_csv_history ⇒ Object 



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# File 'lib/rapflag/poloniex.rb', line 182

def fetch_csv_history
  load_history_info
  @trade_history.values.collect{|values| values.collect{|x| x.date} }.max

  max_time = [ @deposits.collect{|x| x.timestamp}.max,
               Time.parse(@trade_history.values.collect{|values| values.collect{|x| x.date} }.max.max).to_i,
               Time.parse(@lending_history.collect{|x| x.close}.max).to_i,
               @withdrawals.collect{|x| x.timestamp}.max,].max
  min_time = [ @deposits.collect{|x| x.timestamp}.min,
               Time.parse(@trade_history.values.collect{|values| values.collect{|x| x.date} }.min.min).to_i,
               Time.parse(@lending_history.collect{|x| x.close}.min).to_i,
               @withdrawals.collect{|x| x.timestamp}.min,].min

  min_date = Time.at(min_time).to_date - 1
  max_date = Time.at(max_time).to_date

  puts "We start using the available_account_balances"
  pp @available_account_balances
  pp @complete_balances
  @available_account_balances.each do |key, balances|
    balances.each do |currency, balance|
      puts "Calculation history for #{key} #{currency} with current balance of #{balance}"
      out_name = "#{@output_prefix}/#{key}_#{currency}.csv"
      FileUtils.makedirs(File.dirname(out_name)) unless File.exists?(File.dirname(out_name))
      @history = []
      current_day = min_date
      current_balance  = 0.0
      while (current_day < max_date)
        puts "#{key}: at #{current_day}" if current_day.day == 1 && current_day.month % 3 == 1
        entry = OpenStruct.new
        entry.current_day = current_day
        entry.balance_BEG = current_balance

        deposits = find_per_currency_and_day(@deposits, currency,current_day)
        sum_deposits = 0.0; deposits.each{ |x| sum_deposits += x.amount.to_f }

        withdrawals = find_per_currency_and_day(@withdrawals, currency, current_day)
        sum_withdrawals = 0.0; withdrawals.each{ |x| sum_withdrawals += x.amount.to_f }

        lendings = find_lending_info_day(currency, current_day)
        # fee field is negative, therefore we let sum_fee be negative, too
        income = 0.0;  sum_fee = 0.0; lendings.each{ |x| income += x.earned.to_f; sum_fee += x.fee.to_f }

        # End_of_Day_Balance = End_of_Day_Balance(-1) + Deposits - Withdrawals + Lending_Income - Trading_Fees + Purchases - Sales
        sales = find_day_trade(currency, current_day, 'buy')
        sum_sales = 0.0; sales.each{ |sale| sum_sales += sale.amount.to_f*sale.rate.to_f }

        purchases = find_day_trade(currency, current_day, 'sell')
        sum_purchase = 0.0; purchases.each{ |purchase| sum_purchase += purchase.amount.to_f*purchase.rate.to_f }
        diff_day = sum_deposits - sum_withdrawals + sum_purchase - sum_sales + income

        entry.deposits = sum_deposits
        entry.income = income
        entry.withdraw = sum_withdrawals
        entry.sales = sum_sales
        entry.purchases = sum_purchase
        entry.balance_END = current_balance + diff_day
        entry.fees = sum_fee
        entry.day_difference = diff_day
        @history << entry
        current_day += 1
        # balance for previous day
        current_balance = entry.balance_END
      end
      next unless @history.size > 0
      CSV.open(out_name,'w+',
              :col_sep => ';',
              :write_headers=> true,
              :headers => @history.first.to_h.keys
        ) do |csv|
        @history.each do |info|
          csv << info.to_h.values
        end
      end
    end
  end
end

#find_day_trade(currency, date, type) ⇒ Object

type is either buy or sell



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# File 'lib/rapflag/poloniex.rb', line 164

def find_day_trade(currency, date, type)
  found = []
  @trade_history.each do |currency_pair, trades|
    next unless /^#{currency}/.match(currency_pair)
    trades.each do |trade|
      if trade.type.eql?(type) && date.eql?(Date.parse(trade.date))
        trade.currency_pair = currency_pair
        found << trade
      end
    end
  end
  puts "find_day_trade: #{date} #{currency} found #{found.size}" if $VERBOSE
  found
end

#find_lending_info_day(currency, date) ⇒ Object 



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# File 'lib/rapflag/poloniex.rb', line 156

def find_lending_info_day(currency, date)
  puts "Searching lending (close) for #{currency} in day #{date}" if $VERBOSE
  found = @lending_history.find_all { |item| item.currency.eql?(currency) && date.eql?(Date.parse(item.close)) }
  puts "find_lending_info_day: found #{found.size} #{found.first} #{found.last}" if $VERBOSE
  found
end

#find_per_currency_and_day(items, currency, date) ⇒ Object 



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# File 'lib/rapflag/poloniex.rb', line 147

def find_per_currency_and_day(items, currency, date)
  puts "Searching for #{currency} in day #{date}" if $VERBOSE
  start_time  = date.to_time.to_i
  end_time    = (date + 1).to_time.to_i
  found = items.find_all{|item| item.currency.eql?(currency) && item.timestamp >= start_time && item.timestamp < end_time}
  puts "find_per_currency_and_day: found #{found.size} #{found.first} #{found.last}" if $VERBOSE
  found
end

#get_usd_exchange(date_time = Time.now, from = 'BTC') ⇒ Object 



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# File 'lib/rapflag/poloniex.rb', line 20

def get_usd_exchange(date_time = Time.now, from='BTC')
  return 1.0 if from == 'USD'
  daily  = ::Poloniex.get_all_daily_exchange_rates('BTC_GNT')

  key = date_time.strftime(DATE_FORMAT)
  return @@btc_to_usd[key] if from.eql?('BTC') && @@btc_to_usd.size > 0
  return @@bfx_to_usd[key] if from.eql?('BFX') && @@bfx_to_usd.size > 0
  ms =  (date_time.is_a?(Date) ? date_time.to_time : date_time).to_i*1000
  ms_next_date = ms + (3*24*3600)*1000
  # this does not work
  # url = "https://api.bitfinex.com/v2/candles/trade:1D:t#{from}USD/hist?start:#{ms}?end:#{ms_next_date}"
  url = "https://api.bitfinex.com/v2/candles/trade:1D:t#{from}USD/hist?start:#{ms}?end:#{ms_next_date}"
  # therefore we just return the most uptodate
  url = "https://api.bitfinex.com/v2/candles/trade:1D:t#{from}USD/hist?start:#{ms}"
  puts "Fetching #{date_time}: #{url} #{@@btc_to_usd.size} BTC #{@@bfx_to_usd.size} BFX" if $VERBOSE
  response = Faraday.get(url)
  items = eval(response.body)
  rates = {}
  items.each do |item|
    if item.first.eql?(:error)
      puts "Fetching returned #{item}. Aborting"
      exit(1)
    end
    timestamp = Time.at(item.first/1000).strftime(DATE_FORMAT)
    rates[timestamp] = item[2]
  end;
  from.eql?('BTC') ? @@btc_to_usd = rates.clone : @@bfx_to_usd = rates.clone
  rates[key] ? rates[key] : nil
rescue => err
  puts "Err #{err}"
end