Class: Bitfinex::Models::Order

Inherits:
Model
  • Object
show all
Defined in:
lib/models/order.rb

Constant Summary collapse

BOOL_FIELDS = 
[]
FIELDS = 
{
  :id => 0,
  :gid => 1,
  :cid => 2,
  :symbol => 3,
  :mts_create => 4,
  :mts_update => 5,
  :amount => 6,
  :amount_orig => 7,
  :type => 8,
  :type_prev => 9,
  :mts_tif => 10,
  # placeholder
  :flags => 12,
  :status => 13,
  # placeholder
  # placeholder
  :price => 16,
  :price_avg => 17,
  :price_trailing => 18,
  :price_aux_limit => 19,
  # placeholder
  # placeholder
  # placeholder
  :notify => 23,
  :hidden => 24,
  :placed_id => 25,
  # placeholder
  # placeholder
  :routing => 28,
  # placeholder
  # placeholder
  :meta => 31
}
FLAG_OCO =

16384

2 ** 14
FLAG_POSTONLY =

4096

2 ** 12
FLAG_HIDDEN =

64

2 ** 6
FLAG_NO_VR =

524288

2 ** 19
FLAG_POS_CLOSE =

512

2 ** 9
FLAG_REDUCE_ONLY =

1024

2 ** 10
@@last_cid = 
Time.now.to_i

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Methods inherited from Model

#apply, #serialize

Constructor Details

#initialize(data) ⇒ Order

Returns a new instance of Order.



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# File 'lib/models/order.rb', line 63

def initialize (data)
  super(data, FIELDS, BOOL_FIELDS)

  @flags = 0 unless @flags.is_a?(Numeric)
  @amount_orig = @amount if @amount_orig.nil? && !@amount.nil?
  @last_amount = @amount

  if data.kind_of?(Hash)
    set_oco(data[:oco]) if data.has_key?(:oco)
    set_hidden(data[:hidden]) if data.has_key?(:hidden)
    set_post_only(data[:post_only]) if data.has_key?(:post_only)
    if data.has_key?(:lev)
      @lev = data[:lev]
    end
  end
end

Instance Attribute Details

#last_amount ⇒ Object

Returns the value of attribute last_amount.



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# File 'lib/models/order.rb', line 56

def last_amount
  @last_amount
end

#lev ⇒ Object

Returns the value of attribute lev.



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# File 'lib/models/order.rb', line 56

def lev
  @lev
end

Class Method Details

.gen_cid ⇒ Object 



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# File 'lib/models/order.rb', line 58

def self.gen_cid
  @@last_cid += 1
  @@last_cid
end

.unserialize(data) ⇒ Object 



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# File 'lib/models/order.rb', line 80

def self.unserialize (data)
  return Model.unserialize(data, FIELDS, BOOL_FIELDS)
end

Instance Method Details

#get_base_currency ⇒ Object 



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# File 'lib/models/order.rb', line 148

def get_base_currency
  @symbol[1...4]
end

#get_last_fill_amount ⇒ Object 



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# File 'lib/models/order.rb', line 140

def get_last_fill_amount
  @last_amount - @amount
end

#get_notional_value ⇒ Object 



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# File 'lib/models/order.rb', line 156

def get_notional_value
  (@amount * @price).abs
end

#get_quote_currency ⇒ Object 



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# File 'lib/models/order.rb', line 152

def get_quote_currency
  @symbol[4..-1]
end

#includes_variable_rates ⇒ Object 



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# File 'lib/models/order.rb', line 128

def includes_variable_rates
  return !!(@flags & FLAG_NO_VR)
end

#is_hidden ⇒ Object 



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# File 'lib/models/order.rb', line 120

def is_hidden
  return !!(@flags & FLAG_HIDDEN)
end

#is_oco ⇒ Object 



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# File 'lib/models/order.rb', line 116

def is_oco
  return !!(@flags & FLAG_OCO)
end

#is_partially_filled ⇒ Object 



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# File 'lib/models/order.rb', line 160

def is_partially_filled
  a = @amount.abs
  a > 0 && a < @amount_orig.abs
end

#is_position_close ⇒ Object 



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# File 'lib/models/order.rb', line 132

def is_position_close
  return !!(@flags & FLAG_POS_CLOSE)
end

#is_post_only ⇒ Object 



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# File 'lib/models/order.rb', line 124

def is_post_only
  return !!(@flags & FLAG_POSTONLY)
end

#is_reduce_only ⇒ Object 



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# File 'lib/models/order.rb', line 136

def is_reduce_only
  return !!(@flags & FLAG_REDUCE_ONLY)
end

#modify_flag(flag, active) ⇒ Object 



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# File 'lib/models/order.rb', line 84

def modify_flag (flag, active)
  return if (@flags & flag != 0) == active

  @flags += active ? flag : -flag
end

#reset_fill_amount ⇒ Object 



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# File 'lib/models/order.rb', line 144

def reset_fill_amount
  @last_amount = @amount
end

#set_hidden(v) ⇒ Object 



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# File 'lib/models/order.rb', line 96

def set_hidden (v)
  modify_flag(FLAG_HIDDEN, v)
end

#set_no_variable_rates(v) ⇒ Object 



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# File 'lib/models/order.rb', line 104

def set_no_variable_rates (v)
  modify_flag(FLAG_NO_VR, v)
end

#set_oco(v, stop_price = @price_aux_limit) ⇒ Object 



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# File 'lib/models/order.rb', line 90

def set_oco (v, stop_price = @price_aux_limit)
  @price_aux_limit = stop_price if v

  modify_flag(FLAG_OCO, v)
end

#set_position_close(v) ⇒ Object 



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# File 'lib/models/order.rb', line 108

def set_position_close (v)
  modify_flag(FLAG_POS_CLOSE, v)
end

#set_post_only(v) ⇒ Object 



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# File 'lib/models/order.rb', line 100

def set_post_only (v)
  modify_flag(FLAG_POSTONLY, v)
end

#set_reduce_only(v) ⇒ Object 



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# File 'lib/models/order.rb', line 112

def set_reduce_only (v)
  modify_flag(FLAG_REDUCE_ONLY, v)
end

#to_new_order_packet ⇒ Object 



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# File 'lib/models/order.rb', line 165

def to_new_order_packet
  if !@cid.nil?
    cid = @cid
  else
    cid = Order.gen_cid
  end

  data = {
    :cid => cid,
    :symbol => @symbol,
    :type => @type,
    :amount => BigDecimal.new(@amount, 8).to_s,
    :flags => @flags || 0,
    :meta => @meta
  }
  if !@gid.nil?
    data[:gid] = @gid
  end
  if !@lev.nil?
    data[:lev] = @lev
  end

  data[:price] = BigDecimal.new(@price, 5).to_s if !@price.nil?
  data[:price_trailing] = BigDecimal.new(@price_trailing, 5).to_s if !@price_trailing.nil?

  if !@price_aux_limit.nil?
    if is_oco
      data[:price_oco_stop] = BigDecimal.new(@price_aux_limit, 5).to_s
    else
      data[:price_aux_limit] = BigDecimal.new(@price_aux_limit, 5).to_s
    end
  end

  data
end

#update(changes = {}) ⇒ Object 



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# File 'lib/models/order.rb', line 201

def update (changes = {})
  changes.each do |k, v|
    return if k == 'id'

    if FIELDS.has_key?(k)
      instance_variable_set(k, v)
    elsif k == 'price_trailing'
      @price_trailing = v.to_f
    elsif k == 'price_oco_stop' || k == 'price_aux_limit'
      @price_aux_limit = v.to_f
    elsif k == 'delta' && v.is_a?(Numeric) && @amount.is_a?(Numeric)
      @amount += v.to_f
      @last_amount = @amount
    end
  end
end