Class: RAPFLAG::History

Inherits:
Object
  • Object
show all
Defined in:
lib/rapflag/fetch.rb

Constant Summary collapse

DATE_FORMAT = 
'%Y.%m.%d'
DATE_TIME_FORMAT = 
'%Y.%m.%d %H:%M:%S'
@@btc_to_usd = 
{}
@@bfx_to_usd = 
{}

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(wallet = 'trading', currency = 'USD') ⇒ History

Returns a new instance of History.



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# File 'lib/rapflag/fetch.rb', line 15

def initialize(wallet = 'trading', currency = 'USD')
  @wallet = wallet
  @currency = currency
end

Instance Attribute Details

#bfx_to_usd ⇒ Object (readonly)

Returns the value of attribute bfx_to_usd.



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# File 'lib/rapflag/fetch.rb', line 9

def bfx_to_usd
  @bfx_to_usd
end

#btc_to_usd ⇒ Object (readonly)

Returns the value of attribute btc_to_usd.



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# File 'lib/rapflag/fetch.rb', line 9

def btc_to_usd
  @btc_to_usd
end

#currency ⇒ Object (readonly)

Returns the value of attribute currency.



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# File 'lib/rapflag/fetch.rb', line 9

def currency
  @currency
end

#history ⇒ Object (readonly)

Returns the value of attribute history.



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# File 'lib/rapflag/fetch.rb', line 9

def history
  @history
end

#wallet ⇒ Object (readonly)

Returns the value of attribute wallet.



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# File 'lib/rapflag/fetch.rb', line 9

def wallet
  @wallet
end

Instance Method Details

#create_csv_file ⇒ Object

Configure the client with the proper KEY/SECRET, you can create a new one from: www.bitfinex.com/api



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# File 'lib/rapflag/fetch.rb', line 88

def create_csv_file
  out_file = "output/#{@wallet}_#{@currency}.csv"
  FileUtils.makedirs(File.dirname(out_file))
  CSV.open(out_file,'w',
      :write_headers=> true,
      :headers => ['currency',
                  'amount',
                  'balance',
                  'description',
                  'date_time',
                  ] #< column header
    ) do |csv|
    @history.each do | hist_item|
      csv << [ hist_item['currency'],
              hist_item['amount'],
              hist_item['balance'],
              hist_item['description'],
                Time.at(hist_item['timestamp'].to_i).strftime(DATE_TIME_FORMAT),
              ]
    end
  end

  sums = {}
  @history.each do | hist_item|
    key = /^[^\d]+/.match(hist_item['description'])[0].chomp
    value = hist_item['amount'].to_f
    if sums[key]
      sums[key] +=  value
    else
      sums[key]  =  value
    end
  end

  puts
  puts "Summary for #{@wallet} #{@currency} (#{@history.size} entries}"
  sums.each do |key, value|
    puts " #{sprintf('%40s', key)} is #{value}"
  end
end

#create_summary ⇒ Object 



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# File 'lib/rapflag/fetch.rb', line 129

def create_summary
  @daily = {}
  @history.sort{|x,y| x['timestamp'] <=> y['timestamp']}.each do | hist_item|
    date = Time.at(hist_item['timestamp'].to_i).strftime(DATE_FORMAT)
    info = Struct::Daily.new(date, hist_item['amount'].to_f, hist_item['balance'].to_f, hist_item['description'])
    amount = hist_item['amount'].to_f
    balance = hist_item['balance'].to_f
    if @daily[date]
      old_balance = @daily[date]
      existing = @daily[date]
    else
      info.income = 0.0
      existing = info
    end
    if /Wire Withdrawal fee|Trading fees for|Margin Funding Payment on wallet/i.match( hist_item['description'])
      existing.income += amount
    end
    existing.balance = balance if balance != 0.0
    @daily[date] = existing
  end
  out_file = "output/#{@wallet}_#{@currency}_summary.csv"
  FileUtils.makedirs(File.dirname(out_file))
  CSV.open(out_file,'w',
      :write_headers=> true,
      :headers => ['currency',
                   'date',
                  'income',
                  'balance',
                  'rate',
                  'balance_in_usd',
                  ] #< column header
    ) do |csv|
    @daily.each do |date, info|
      strings = date.split('.')
      fetch_date = Date.new(strings[0].to_i, strings[1].to_i, strings[2].to_i)
      rate = get_usd_exchange(fetch_date, @currency)
      csv << [@currency,
              date,
              info.income,
              info.balance,
              rate ? rate : nil,
              rate ? info.balance * get_usd_exchange(fetch_date, @currency) : nil,
             ]
    end
  end
end

#fetch_csv_history ⇒ Object 



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# File 'lib/rapflag/fetch.rb', line 61

def fetch_csv_history
  client = Bitfinex::Client.new
  @history = []
  timestamp = Time.now.to_i + 1
  while true
    begin
      partial = client.history(@currency, { :limit => 500, :until => timestamp, :wallet => @wallet})
      break unless partial && partial.size > 0
      if partial.is_a?(Hash)
        puts "Got #{partial['error']} while fetching #{@wallet} #{@currency} until #{Time.at(timestamp)}"
        exit 3
      end
      first_time = Time.at(partial.first['timestamp'].to_i).strftime(DATE_TIME_FORMAT)
      last_time = Time.at(partial.last['timestamp'].to_i).strftime(DATE_TIME_FORMAT)
      puts "Feched #{partial.size} @history entries #{first_time} -> #{last_time}"  if $VERBOSE
      timestamp = (partial.last['timestamp'].to_i - 1)
      @history = @history | partial
      break if partial.size <= 1
    rescue => error
      puts "error #{error}"
    end
  end
  puts "Feched #{@history.size} history entries" if $VERBOSE
end

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



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

def get_usd_exchange(date_time = Time.now, from='BTC')
  return 1.0 if from == 'USD'
  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
    # http://docs.bitfinex.com/v2/reference#rest-public-candles
    # field definitions for  [ MTS, OPEN, CLOSE, HIGH, LOW, VOLUME ],
    # MTS   int   millisecond time stamp
    # OPEN  float   First execution during the time frame
    # CLOSE   float   Last execution during the time frame
    # HIGH  integer   Highest execution during the time frame
    # LOW   float   Lowest execution during the timeframe
    # VOLUME  float   Quantity of symbol traded within the timeframe
    # [[1489363200000,1224.4,1211.2,1238,1206.7,6157.96283895],
    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}"
  binding.pry if defined?(MiniTest)
end