Module: Cryptum::UI::OrderExecution

Defined in:

lib/cryptum/ui/order_execution.rb

Class Method Summary

• .help ⇒ Object

  Display Usage for this Module.

• .refresh(opts = {}) ⇒ Object

  Supported Method Parameters

  Cryptum::UI::Candle.refresh( order_book: ‘required - Order Book Data Structure’, event: ‘required - Event from Coinbase Web Socket’ ).

Class Method Details

.help ⇒ Object

Display Usage for this Module

# File 'lib/cryptum/ui/order_execution.rb', line 573

public_class_method def self.help
  puts "USAGE:
   #{self}.refresh(
     order_book: 'required - Order Book Data Structure',
     event: 'required - Event from Coinbase Web Socket'
   )
  "
end

.refresh(opts = {}) ⇒ Object

Supported Method Parameters

Cryptum::UI::Candle.refresh(

order_book: 'required - Order Book Data Structure',
event: 'required - Event from Coinbase Web Socket'

)

# File 'lib/cryptum/ui/order_execution.rb', line 15

public_class_method def self.refresh(opts = {})
  option_choice = opts[:option_choice]
  order_execute_win = opts[:order_execute_win]
  env = opts[:env]
  event_history = opts[:event_history]
  indicator_status = opts[:indicator_status]
  bot_conf = opts[:bot_conf]

  event_type = event_history.event_type if option_choice.autotrade
  event_side = event_history.event[:side].to_s.to_sym if option_choice.autotrade
  event_reason = event_history.event[:reason].to_s.to_sym if option_choice.autotrade

  ticker_price = event_history.order_book[:ticker_price].to_f
  open_24h = event_history.order_book[:open_24h].to_f
  this_product = event_history.order_book[:this_product]
  min_market_funds = this_product[:min_market_funds]
  base_increment = this_product[:base_increment]
  quote_increment = this_product[:quote_increment]
  crypto_smallest_decimal = base_increment.to_s.split('.')[-1].length
  fiat_smallest_decimal = quote_increment.to_s.split('.')[-1].length

  last_three_prices_arr = []
  last_ticker_price = event_history.order_book[:ticker_price].to_f
  second_to_last_ticker_price = event_history.order_book[:ticker_price_second_to_last].to_f
  third_to_last_ticker_price = event_history.order_book[:ticker_price_third_to_last].to_f
  last_three_prices_arr.push(last_ticker_price)
  last_three_prices_arr.push(second_to_last_ticker_price)
  last_three_prices_arr.push(third_to_last_ticker_price)
  limit_price = last_three_prices_arr.sort[1]
  return event_history unless limit_price.positive?

  tpm = bot_conf[:target_profit_margin_percent].to_f
  tpm_cast_as_decimal = tpm / 100

  order_history_meta = event_history.order_book[:order_history_meta]
  order_history = event_history.order_book[:order_history] if option_choice.autotrade

  margin_percent_open_24h = (1 - (open_24h / ticker_price)) * 100
  cast_margin_to_sec = margin_percent_open_24h * 0.1

  # Reset times to max or default depending on
  # BULL or BEAR market trend
  event_history.bullish_trend = true if cast_margin_to_sec.positive?
  event_history.bullish_trend = false if cast_margin_to_sec.negative?

  buy_total = event_history.order_book[:market_trend][:buy].to_i
  sell_total = event_history.order_book[:market_trend][:sell].to_i

  if event_history.order_book[:order_plan].length.positive?
    if event_history.order_ready
      event_history.order_book[:last_order_exec] = Time.now.strftime(
        '%Y-%m-%d %H:%M:%S.%N%z'
      )
    end

    # BUY
    # Reset times to max or default depending on
    # BULL or BEAR market trend
    event_history.time_between_orders = event_history.time_between_orders_max if buy_total >= sell_total &&
                                                                                 !event_history.bullish_trend

    event_history.time_between_orders = event_history.time_between_orders_reset if sell_total > buy_total &&
                                                                                   !event_history.bullish_trend

    if event_history.order_ready &&
       indicator_status.action_signal == :buy &&
       !event_history.red_pill

      if option_choice.autotrade
        this_order = event_history.order_book[:order_plan].first

        # If price is greater than the previous order,
        # force it to be slightly less
        last_order = order_history_meta.select do |order|
          order if order[:color] == 'yellow'
        end.last
        last_purchase_price = 0.0
        last_purchase_price = last_order[:price].to_f if last_order.any?

        limit_price = last_purchase_price - fiat_smallest_decimal if last_purchase_price.positive? && last_purchase_price < limit_price

        price = format(
          "%0.#{fiat_smallest_decimal}f",
          limit_price
        )

        size = this_order[:invest].to_f / limit_price

        loop do
          size = size.to_f + base_increment.to_f
          break if (size.to_f * price.to_f) > min_market_funds.to_f
        end

        size = format(
          "%0.#{crypto_smallest_decimal}f",
          size
        )

        fiat_invested_this_order = size.to_f * price.to_f

        fiat_portfolio = event_history.order_book[:fiat_portfolio]
        fiat_avail_to_trade = format('%0.2f', fiat_portfolio.first[:available])

        event_history.red_pill = true if fiat_invested_this_order > fiat_avail_to_trade.to_f

        unless event_history.red_pill
          event_history = Cryptum::API.submit_limit_order(
            option_choice: option_choice,
            env: env,
            price: price,
            size: size,
            buy_or_sell: :buy,
            event_history: event_history,
            bot_conf: bot_conf
          )
        end
      else
        this_order = event_history.order_book[:order_plan].shift
        # Mock Order ID
        this_order[:buy_order_id] = format(
          '%0.6i',
          Random.rand(0..999_999)
        )

        this_order[:price] = limit_price.to_s
        this_order[:size] = format(
          "%0.#{crypto_smallest_decimal}f",
          this_order[:invest].to_f / limit_price
        )

        targ_price = limit_price + (limit_price * tpm_cast_as_decimal)
        this_order[:tpm] = format(
          '%0.2f',
          tpm
        )
        this_order[:target_price] = format(
          "%0.#{fiat_smallest_decimal}f",
          targ_price
        )
        this_order[:color] = :cyan
        order_history_meta.push(this_order)
      end

      # SAUCE 3
      # Time between orders
      # Increment n Seconds between buys to
      # account for bearish and bullish trends
      dynamic_time_increment = cast_margin_to_sec * -1

      # Lets also take balance into play
      balance_as_arbitrary_float = fiat_avail_to_trade.to_f / 1_000_000
      tbo = dynamic_time_increment - balance_as_arbitrary_float

      event_history.time_between_orders += tbo

      # Time between orders should never
      # be less than event_history.time_between_orders_min
      event_history.time_between_orders = event_history.time_between_orders_min if event_history.time_between_orders < event_history.time_between_orders_min
      # Time between orders should never
      # be more than event_history.time_between_orders_max
      event_history.time_between_orders = event_history.time_between_orders_max if event_history.time_between_orders > event_history.time_between_orders_max
    end

    # SELL
    # Once buy arders are fulfilled submit a
    # limit sell order for fulfillment
    unless option_choice.autotrade
      # Testing logic via Mock
      event_type_arr = %i[received open done]
      last_et_index = event_type_arr.length - 1
      rand_et_index = Random.rand(0..last_et_index)
      event_type = event_type_arr[rand_et_index]

      event_side_arr = %i[buy sell]
      last_es_index = event_side_arr.length - 1
      rand_es_index = Random.rand(0..last_es_index)
      event_side = event_type_arr[rand_es_index].to_s.to_sym
      event_reason = 'mock'
    end
  end

  # Update Completed Sell Orders w/ Green
  if event_type == :open &&
     event_side == :buy

    buy_order_id = event_history.event[:order_id]
    order_history_meta.each do |meta|
      meta[:color] = :red if meta[:buy_order_id] == buy_order_id
    end
  end

  if event_type == :done &&
     event_side == :buy &&
     event_reason == :canceled

    buy_order_id = event_history.event[:order_id]
    order_history_meta.each do |meta|
      next unless meta[:buy_order_id] == buy_order_id

      meta[:done_at] = Time.now.strftime('%Y-%m-%d %H:%M:%S.%N%z')
      meta[:color] = :white
    end
  end

  if event_type == :done &&
     event_side == :buy &&
     event_reason != :canceled

    if option_choice.autotrade
      order_ready_to_sell_arr = order_history_meta.select do |meta|
        meta[:buy_order_id] == event_history.event[:order_id]
      end
    else
      last_index = order_history_meta.length - 1
      rand_index = Random.rand(0..last_index)
      order_ready_to_sell_arr = [
        order_history_meta[rand_index]
      ]
    end

    if order_ready_to_sell_arr.length.positive?
      order_ready_to_sell = order_ready_to_sell_arr.first
      buy_order_id = order_ready_to_sell[:buy_order_id]

      if option_choice.autotrade
        price = format(
          "%0.#{fiat_smallest_decimal}f",
          order_ready_to_sell[:target_price]
        )

        size = order_ready_to_sell[:size]

        Cryptum::API.submit_limit_order(
          option_choice: option_choice,
          env: env,
          price: price,
          size: size,
          buy_or_sell: :sell,
          event_history: event_history,
          bot_conf: bot_conf,
          buy_order_id: buy_order_id
        )
      else
        sell_order_id = format(
          '%0.2i',
          Random.rand(0..999_999)
        )

        event_history.order_book[:order_history_meta].each do |meta|
          if meta[:buy_order_id] == buy_order_id
            meta[:sell_order_id] = sell_order_id
            meta[:color] = :yellow
          end
        end
      end
    end
  end

  # Update Canceled Sell Orders w/ Black &&
  # Include done_at Timestamp for 24h gain calc
  if event_type == :done &&
     event_side == :sell &&
     event_reason == :canceled

    sell_order_id = event_history.event[:order_id]
    order_history_meta.each do |meta|
      next unless meta[:sell_order_id] == sell_order_id

      meta[:done_at] = Time.now.strftime('%Y-%m-%d %H:%M:%S.%N%z')

      # TODO: Retry sell order if the original sell order expires.

      # Reinitiate GTFO if the previous GTFO Order Expires.
      terminal_win.key_press_event.key_g = true if meta[:color] == :magenta
      meta[:color] = :white
    end
  end

  # Update Completed Sell Orders w/ Green &&
  # Include done_at Timestamp for 24h gain calc
  if event_type == :done &&
     event_side == :sell &&
     event_reason != :canceled

    sell_order_id = event_history.event[:order_id]
    order_history_meta.each do |meta|
      next unless meta[:sell_order_id] == sell_order_id

      meta[:done_at] = Time.now.strftime('%Y-%m-%d %H:%M:%S.%N%z')
      meta[:color] = :green
    end
  end

  # OK, now let's tally up everything...
  twenty_four_hrs_ago = Time.now - 86_400

  # Snag all sold orders
  oh_meta_sold_arr = order_history_meta.select do |ohm|
    ohm[:color].to_sym == :green && ohm.key?(:done_at)
  end

  # Snag all sold orders within past 24 hrs
  ohm_sold_twenty_four_arr = []
  unless oh_meta_sold_arr.empty?
    ohm_sold_twenty_four_arr = oh_meta_sold_arr.select do |o|
      Time.parse(o[:done_at]) >= twenty_four_hrs_ago
    end
  end
  order_hist_meta_sold = ohm_sold_twenty_four_arr.length

  # Snag all expired orders
  oh_meta_expired_arr = order_history_meta.select do |ohm|
    ohm[:color].to_sym == :white && ohm.key?(:done_at)
  end

  # Snag all expired orders within past 24 hrs
  ohm_expire_twenty_four_arr = []
  unless oh_meta_expired_arr.empty?
    ohm_expire_twenty_four_arr = oh_meta_expired_arr.select do |o|
      Time.parse(o[:done_at]) >= twenty_four_hrs_ago
    end
  end
  order_hist_meta_expired = ohm_expire_twenty_four_arr.length

  # Calculate gains within past 24 hrs
  gains_24h_sum = ohm_sold_twenty_four_arr.map do |ohms|
    ohms[:profit].to_f
  end.sum

  gains_24h_out = Cryptum.beautify_large_number(
    value: format(
      '%0.2f',
      gains_24h_sum
    )
  )

  total_to_sell = order_history.select do |oh|
    oh[:status].to_sym == :open && oh[:side].to_sym == :sell
  end.length
  event_history.open_sell_orders = total_to_sell
  # TODO: when event_history.open_sell_orders > event_history.open_sell_orders_max
  # Capture highest amount to sell, cancel all orders, and create _one_ limit sell
  # order set to a price of the previously captured highest amount to sell.
  event_history.open_sell_orders_merge = true if total_to_sell > event_history.open_sell_orders_max

  # TODO: Everything Above this Line Needs to be Indicators ^

  # UI
  col_just1 = (Curses.cols - Cryptum::UI.col_first) - 1
  col_just4 = Curses.cols - Cryptum::UI.col_fourth

  # ROW 1
  out_line_no = 0
  line_color = :white
  header_color = :white
  header_style = :bold
  style = :bold
  if event_history.order_execute_win_active
    line_color = :blue
    header_color = :blue
    header_style = :reverse
  end

  Cryptum::UI.line(
    ui_win: order_execute_win,
    out_line_no: out_line_no,
    color: line_color
  )

  # ROW 2
  out_line_no += 1
  order_execute_win.setpos(out_line_no, Cryptum::UI.col_first)
  order_execute_win.clrtoeol
  Cryptum::UI.colorize(
    ui_win: order_execute_win,
    color: header_color,
    style: header_style,
    string: ''.ljust(col_just1, ' ')
  )

  header_str = '- ORDER HISTORY -'
  order_execute_win.setpos(
    out_line_no,
    Cryptum::UI.col_center(str: header_str)
  )

  Cryptum::UI.colorize(
    ui_win: order_execute_win,
    color: header_color,
    style: header_style,
    string: header_str
  )

  order_execute_win.setpos(out_line_no, Cryptum::UI.col_fourth)
  order_execute_win.clrtoeol
  Cryptum::UI.colorize(
    ui_win: order_execute_win,
    color: header_color,
    style: header_style,
    string: ''.ljust(col_just4, ' ')
  )

  # ROWS 3-10
  remaining_blank_rows = 0
  remaining_blank_rows = max_rows_to_display if order_history_meta.empty?
  max_rows_to_display = event_history.order_execute_max_rows_to_display
  first_row = event_history.order_execute_index_offset
  last_row = first_row + max_rows_to_display
  if last_row >= order_history_meta.length
    last_row = order_history_meta.length - 1
    event_history.order_execute_max_records_available_to_display = last_row if last_row < max_rows_to_display
    first_row = last_row - event_history.order_execute_max_records_available_to_display
    event_history.order_execute_index_offset = first_row
    remaining_blank_rows = max_rows_to_display - last_row
  end

  if order_history_meta.any?
    selected_order = event_history.order_execute_selected_data
    order_history_meta.reverse[first_row..last_row].each do |meta|
      out_line_no += 1
      current_line = out_line_no - 2

      style = :normal
      if event_history.order_execute_row_to_select == current_line
        style = :highlight
        selected_order = meta
        selected_order[:color] = meta[:color]
      end

      invest_out = Cryptum.beautify_large_number(
        value: meta[:invest]
      )
      price_out = Cryptum.beautify_large_number(
        value: meta[:price]
      )
      size_out = Cryptum.beautify_large_number(
        value: meta[:size]
      )
      target_price_out = Cryptum.beautify_large_number(
        value: meta[:target_price]
      )
      plan_no = meta[:plan_no]

      buy_created_at_hash_arr = order_history.select do |oh|
        oh[:id] == meta[:buy_order_id]
      end

      buy_created_at = '____-__-__ __:__:__'
      unless buy_created_at_hash_arr.empty?
        buy_created_at = Time.parse(
          buy_created_at_hash_arr.first[:created_at]
        ).strftime('%Y-%m-%d %H:%M:%S')
      end

      invest = "$#{invest_out} @ "
      tick = "$#{price_out} = "
      size = "*#{size_out} + "
      tpm_out = "#{meta[:tpm]}% = "
      targ_tick = "$#{target_price_out}"
      profit = "|Profit: $#{meta[:profit]}"

      order_exec_ln = "#{buy_created_at}|#{invest}#{tick}#{size}#{tpm_out}#{targ_tick}#{profit}|#{plan_no}"

      order_execute_win.setpos(out_line_no, Cryptum::UI.col_first)
      order_execute_win.clrtoeol
      Cryptum::UI.colorize(
        ui_win: order_execute_win,
        color: meta[:color],
        style: style,
        string: order_exec_ln.ljust(col_just1, '.')
      )

      Cryptum::UI.colorize(
        ui_win: order_execute_win,
        color: meta[:color],
        style: style,
        string: ''.ljust(col_just4, ' ')
      )
    end
    event_history.order_execute_selected_data = selected_order
  end

  # Clear to SUMMARY
  # (Only Applicable if order_book[:order_history_meta] < max_rows_to_display)
  # out_line_no += 1
  if remaining_blank_rows.positive?
    rows_to_blank = out_line_no + remaining_blank_rows
    out_line_no += 1
    (out_line_no..rows_to_blank).each do |clr_line|
      out_line_no = clr_line
      order_execute_win.setpos(clr_line, Cryptum::UI.col_first)
      order_execute_win.clrtoeol
      Cryptum::UI.colorize(
        ui_win: order_execute_win,
        color: :white,
        style: :normal,
        string: ''.ljust(col_just1, ' ')
      )
    end
  end

  # ROW 10
  out_line_no += 1
  order_execute_win.setpos(out_line_no, Cryptum::UI.col_first)
  order_execute_win.clrtoeol
  Cryptum::UI.colorize(
    ui_win: order_execute_win,
    color: header_color,
    style: header_style,
    string: ''.ljust(col_just1, ' ')
  )

  header_str = "24 HR SUMMARY | Open Sell Orders: #{total_to_sell} | Sold: #{order_hist_meta_sold} | Gains: $#{gains_24h_out} | Expired: #{order_hist_meta_expired}"
  order_execute_win.setpos(
    out_line_no,
    Cryptum::UI.col_center(str: header_str)
  )

  Cryptum::UI.colorize(
    ui_win: order_execute_win,
    color: header_color,
    style: header_style,
    string: header_str
  )

  order_execute_win.setpos(out_line_no, Cryptum::UI.col_fourth)
  order_execute_win.clrtoeol
  Cryptum::UI.colorize(
    ui_win: order_execute_win,
    color: header_color,
    style: header_style,
    string: ''.ljust(col_just4, ' ')
  )

  # ROW 11
  out_line_no += 1
  Cryptum::UI.line(
    ui_win: order_execute_win,
    out_line_no: out_line_no,
    color: line_color
  )

  order_execute_win.refresh

  # Reset Order Ready && Open Sell Orders Merge (If Applicable) Booleans
  event_history.order_ready = false
  event_history.open_sell_orders_merge = false

  event_history
rescue Interrupt
  # Exit Gracefully if CTRL+C is Pressed During Session
  Cryptum.exit_gracefully(which_self: self)
rescue StandardError => e
  raise e
end