Class: ChockABlock::AlgoTrader

Inherits:
Object
  • Object
show all
Includes:
Errors
Defined in:
lib/chock_a_block/algo_trader.rb

Constant Summary collapse

TOTAL_AMOUNT =

The total amount of stocks to buy

100_000

Instance Method Summary collapse

Constructor Details

#initialize(api_key, account, venue, symbol) ⇒ AlgoTrader

Returns a new instance of AlgoTrader.



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# File 'lib/chock_a_block/algo_trader.rb', line 8

def initialize(api_key, , venue, symbol)
  @currntly_bought = 0
  @last_bidding_price = Float::INFINITY
  @stock  = Stock.new(venue, symbol)
  @broker = Broker.new(api_key, , venue, symbol)
end

Instance Method Details

#basic_strategy ⇒ Object 



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# File 'lib/chock_a_block/algo_trader.rb', line 15

def basic_strategy
  # Use a ticker to reset orders every 5 times
  # to avoid sticking with very low bidding price
  ticker = 0
  success_ticker = 0

  while TOTAL_AMOUNT > @currntly_bought
    begin
      # Get best bidding price/qty from stock orderbook
      bid = @stock.best_bidding

      # reset every 10_000 attempts to avoid stalling for too long
      # NOTE: this is not important and the game can be finished without it
      # NOTE: but it increases the success rate of the algorithm
      ticker += 1
      if ticker > 10_000
        ticker = 0
        orders = @broker.get_orders
        update_status(orders)
        cancel_orders_and_reset_bidding_price(orders)
      end

      # Place order if price market price is reasonable
      # and the current bidding price offered is lower than our last price
      next if @last_bidding_price < bid['price']
      @broker.place_order(bid['price'] + 1, bid['qty'])
      @last_bidding_price = bid['price']
      sleep 2

      # Get Status about current orders count
      orders = @broker.get_orders
      update_status(orders)

      # reset every 10 successful attempts to avoid flooding bidding size
      # NOTE: this is not important and the game can be finished without it
      # NOTE: but it increases the success rate of the algorithm
      success_ticker += 1
      cancel_orders_and_reset_bidding_price(orders) if success_ticker % 10 == 0
    rescue ChockABlock::OrderError => e
      p 'Something went wrong while placing order'
      p e.message
      p 'Retrying'
      retry
    rescue ChockABlock::StockNotFoundError, ChockABlock::VenueNotFoundError => e
      # when the game ends the Venue and Stock are removed so
      # any request done after that return
      p 'Sorry, The game ended before we finish, :('
      p '--------------------------------------------------------'
      return
    end
  end
  p 'Congratulations, We successfully finished :D'
  p '--------------------------------------------------------'
end

#cancel_orders_and_reset_bidding_price(orders) ⇒ Object

cancel all orders after certain ticks to avoid pushing the market into the higher price. and set the last bidding price high to avoid stucking with a very low bidding price.



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# File 'lib/chock_a_block/algo_trader.rb', line 82

def cancel_orders_and_reset_bidding_price(orders)
  @last_bidding_price = Float::INFINITY
  orders.each{|order| @broker.cancel_order(order['id'])}
end

#update_status(orders) ⇒ Object

calculate the sum of currently bought stocks from orders and print out the current progress



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# File 'lib/chock_a_block/algo_trader.rb', line 72

def update_status(orders)
  @currntly_bought = orders.map{|order| order['totalFilled']}.inject :+
  # print progress
  p "Progress: #{(@currntly_bought.to_f / TOTAL_AMOUNT.to_f * 100.0).round(1)}%"
end