Class: BitexBot::OpeningFlow

Inherits:
ActiveRecord::Base
  • Object
show all
Defined in:
lib/bitex_bot/models/opening_flow.rb

Overview

Any arbitrage workflow has 2 stages, opening positions and then closing them. The OpeningFlow stage places an order on bitex, detecting and storing all transactions spawn from that order as Open positions.

Direct Known Subclasses

BuyOpeningFlow, SellOpeningFlow

Statuses collapse

Class Method Summary collapse

Instance Method Summary collapse

Class Method Details

.active ⇒ Object 



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# File 'lib/bitex_bot/models/opening_flow.rb', line 16

def self.active
  where.not(status: :finalised)
end

.active_transaction?(transaction, threshold) ⇒ Boolean

sought_transaction helpers



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# File 'lib/bitex_bot/models/opening_flow.rb', line 133

def self.active_transaction?(transaction, threshold)
  threshold.present? && transaction.created_at < (threshold - 30.minutes)
end

.calc_remote_value(maker_fee, taker_fee, order_book, transactions) ⇒ Object

create_for_market helpers



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# File 'lib/bitex_bot/models/opening_flow.rb', line 63

def self.calc_remote_value(maker_fee, taker_fee, order_book, transactions)
  value_to_use_needed = (value_to_use + maker_plus(maker_fee)) / (1 - taker_fee / 100)
  safest_price = safest_price(transactions, order_book, value_to_use_needed)
  remote_value = remote_value_to_use(value_to_use_needed, safest_price)

  [remote_value, safest_price]
end

.create_for_market(remote_balance, order_book, transactions, maker_fee, taker_fee, store) ⇒ Object

This use hooks methods, these must be defined in the subclass:

#maker_price
#order_class
#remote_value_to_use
#safest_price
#value_to_use

rubocop:disable Metrics/AbcSize



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# File 'lib/bitex_bot/models/opening_flow.rb', line 32

def self.create_for_market(remote_balance, order_book, transactions, maker_fee, taker_fee, store)
  self.store = store

  remote_value, safest_price = calc_remote_value(maker_fee, taker_fee, order_book, transactions)
  raise CannotCreateFlow, "Needed #{remote_value} but you only have #{remote_balance}" unless
    enough_remote_funds?(remote_balance, remote_value)

  bitex_price = maker_price(remote_value)
  order = create_order!(bitex_price)
  raise CannotCreateFlow, "You need to have #{value_to_use} on bitex to place this #{order_class.name}." unless
    enough_funds?(order)

  Robot.log(
    :info,
    "Opening: Placed #{order_class.name} ##{order.id} #{value_to_use} @ #{Settings.quote.upcase} #{bitex_price}"\
    " (#{remote_value})"
  )

  create!(
    price: bitex_price,
    value_to_use: value_to_use,
    suggested_closing_price: safest_price,
    status: 'executing',
    order_id: order.id
  )
rescue StandardError => e
  raise CannotCreateFlow, e.message
end

.create_open_position!(transaction, flow) ⇒ Object

sync_open_positions helpers



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# File 'lib/bitex_bot/models/opening_flow.rb', line 107

def self.create_open_position!(transaction, flow)
  Robot.log(
    :info,
    "Opening: #{name} ##{flow.id} was hit for #{transaction.quantity} #{Settings.base.upcase} @ #{Settings.quote.upcase}"\
    " #{transaction.price}"
  )
  open_position_class.create!(
    transaction_id: transaction.id,
    price: transaction.price,
    amount: transaction.amount,
    quantity: transaction.quantity,
    opening_flow: flow
  )
end

.create_order!(bitex_price) ⇒ Object 



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# File 'lib/bitex_bot/models/opening_flow.rb', line 71

def self.create_order!(bitex_price)
  order_class.create!(Settings.maker_settings.order_book, value_to_use, bitex_price, true)
rescue StandardError => e
  raise CannotCreateFlow, e.message
end

.enough_funds?(order) ⇒ Boolean 



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# File 'lib/bitex_bot/models/opening_flow.rb', line 77

def self.enough_funds?(order)
  !order.reason.to_s.inquiry.not_enough_funds?
end

.enough_remote_funds?(remote_balance, remote_value) ⇒ Boolean 



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# File 'lib/bitex_bot/models/opening_flow.rb', line 81

def self.enough_remote_funds?(remote_balance, remote_value)
  remote_balance >= remote_value
end

.expected_order_book?(transaction) ⇒ Boolean 



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# File 'lib/bitex_bot/models/opening_flow.rb', line 141

def self.expected_order_book?(transaction)
  transaction.order_book == Settings.maker_settings.order_book
end

.maker_plus(fee) ⇒ Object 



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# File 'lib/bitex_bot/models/opening_flow.rb', line 85

def self.maker_plus(fee)
  value_to_use * fee / 100
end

.old_active ⇒ Object 



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# File 'lib/bitex_bot/models/opening_flow.rb', line 20

def self.old_active
  active.where('created_at < ?', Settings.time_to_live.seconds.ago)
end

.open_position?(transaction) ⇒ Boolean 



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# File 'lib/bitex_bot/models/opening_flow.rb', line 137

def self.open_position?(transaction)
  open_position_class.find_by_transaction_id(transaction.id)
end

.sought_transaction?(threshold, transaction) ⇒ Boolean

This use hooks methods, these must be defined in the subclass:

#transaction_class



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# File 'lib/bitex_bot/models/opening_flow.rb', line 124

def self.sought_transaction?(threshold, transaction)
  transaction.is_a?(transaction_class) &&
    !active_transaction?(transaction, threshold) &&
    !open_position?(transaction) &&
    expected_order_book?(transaction)
end

.sync_open_positions ⇒ Object

Buys on bitex represent open positions, we mirror them locally so that we can plan on how to close them. This use hooks methods, these must be defined in the subclass:

#transaction_order_id(transaction)
#open_position_class



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# File 'lib/bitex_bot/models/opening_flow.rb', line 94

def self.sync_open_positions
  threshold = open_position_class.order('created_at DESC').first.try(:created_at)
  Bitex::Trade.all.map do |transaction|
    next unless sought_transaction?(threshold, transaction)

    flow = find_by_order_id(transaction_order_id(transaction))
    next unless flow.present?

    create_open_position!(transaction, flow)
  end.compact
end

Instance Method Details

#finalise! ⇒ Object 



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# File 'lib/bitex_bot/models/opening_flow.rb', line 159

def finalise!
  order = self.class.order_class.find(order_id)
  canceled_or_completed?(order) ? do_finalize : do_cancel(order)
end

#statuses ⇒ Array<String>

All possible flow statuses



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# File 'lib/bitex_bot/models/opening_flow.rb', line 14

cattr_accessor(:statuses) { %w[executing settling finalised] }