Module: RubyTrade::ConnectionClient

Defined in:
lib/client.rb

Class Method Summary collapse

Instance Method Summary collapse

Class Method Details

.setup(args, parent) ⇒ Object 



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# File 'lib/client.rb', line 12

def self.setup args, parent
  @@username = args[:as]
  @@ai = args[:ai] || false
  @@parent = parent
end

Instance Method Details

#buy(amount, args) ⇒ Object

Send a buy order



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# File 'lib/client.rb', line 72

def buy amount, args
  send_order "buy", amount, args[:at]
end

#cash ⇒ Object 



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# File 'lib/client.rb', line 36

def cash; @cash; end

#clean(data) ⇒ Object

Strip off begin/end transmission tokens



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# File 'lib/client.rb', line 87

def clean data
  if data.length > 2
    data[1..-2].split("\x03\x02")
  else
    []
  end
end

#handle_message(data) ⇒ Object

Process a message from the server



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# File 'lib/client.rb', line 116

def handle_message data
  case data["action"]
  when "order_accept"
    @orders[data["local_id"]].price = data["price"]
  when "order_fill"
     data
    @@parent.on_fill @orders[data["local_id"]], data["amount"], data["price"]
  when "order_partial_fill"
     data
    @@parent.on_partial_fill @orders[data["local_id"]], data["amount"], data["price"]
  when "order_cancel"
    # Don't need to do anything here
  when "account_update"
    @cash, @stock = data["cash"], data["stock"]

    if not @connect_triggered
      @connect_triggered = true
      @@parent.on_connect
    end
  end
end

#post_init ⇒ Object 



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# File 'lib/client.rb', line 18

def post_init
  # identify with the server
  data = {
    action: "identify",
    name: @@username,
    ai: @@ai
  }.to_json

  send_data_f data

  @order_no = 0
  @orders = {}
  @cash, @stock = 0, 0
  @connect_triggered = false

  @@parent.child = self
end

#receive_data(data) ⇒ Object

Called by EM when we receive data



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# File 'lib/client.rb', line 96

def receive_data data
  clean(data).each do |msg|
    handle_message JSON.parse msg
  end
end

#sell(amount, args) ⇒ Object

Send a sell order



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# File 'lib/client.rb', line 77

def sell amount, args
  send_order "sell", amount, args[:at]
end

#send_data_f(data) ⇒ Object

Send data with tokens



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# File 'lib/client.rb', line 82

def send_data_f data
  send_data "\x02#{data}\x03"
end

#send_order(side, size, price) ⇒ Object 



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# File 'lib/client.rb', line 39

def send_order side, size, price
  @order_no += 1

  order = Order.new @order_no, side, price, size
  order.add_observer self

  @orders[@order_no] = order

  send_data_f({
    action: "new_order",
    local_id: @order_no,
    size: size,
    price: price,
    side: side
  }.to_json)

  order
end

#stock ⇒ Object 



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# File 'lib/client.rb', line 37

def stock; @stock; end

#update(what, *args) ⇒ Object 



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# File 'lib/client.rb', line 58

def update what, *args
  case what
  when :cancel
    order = args[0]
    send_data_f({
      action: "cancel_order",
      id: order.id
    }.to_json)
  else
    # Don't need to handle anything else
  end
end

#update_account(data) ⇒ Object

Recalculate cash/stock balances



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# File 'lib/client.rb', line 103

def  data
  order = @orders[data["local_id"]]

  if order.side == "buy"
    @cash -= data["price"] * data["amount"]
    @stock += data["amount"]
  else
    @cash += data["price"] * data["amount"]
    @stock -= data["amount"]
  end
end