Class: Trader::FakeBackend

Inherits:
BaseBackend show all
Defined in:
lib/trade-o-matic/adapters/fake_backend.rb

Defined Under Namespace

Classes: FakeBalance, FakeOrder

Instance Attribute Summary collapse

Attributes inherited from BaseBackend

#name

Class Method Summary collapse

Instance Method Summary collapse

Methods inherited from BaseBackend

#generate_endpoint, #not_supported, #withdraw_to_endpoint

Constructor Details

#initialize(_config = nil) ⇒ FakeBackend

Returns a new instance of FakeBackend.



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 47

def initialize(_config=nil)
  super :fake
  get_session(_config) unless _config.nil?
end

Instance Attribute Details

#asks ⇒ Object (readonly)

Returns the value of attribute asks.



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 25

def asks
  @asks
end

#bids ⇒ Object (readonly)

Returns the value of attribute bids.



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 25

def bids
  @bids
end

#pair ⇒ Object (readonly)

Returns the value of attribute pair.



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 25

def pair
  @pair
end

#verbose ⇒ Object (readonly)

Returns the value of attribute verbose.



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 25

def verbose
  @verbose
end

Class Method Details

.instance ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 39

def self.instance
  @@instance ||= self.new
end

.reset_instance ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 43

def self.reset_instance
  @@instance = nil
end

Instance Method Details

#available_base_balance ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 60

def available_base_balance
  @base_balance
end

#available_quote_balance ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 64

def available_quote_balance
  @quote_balance
end

#cancel_order(_session, _order_id) ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 144

def cancel_order(_session, _order_id)
  order = find_order_by_id(_order_id)

  info "Closing #{order[:instruction]} order for #{order[:pend_volume] + order[:traded_volume]} #{pair.base} @ #{order[:price]} #{pair.quote}", :red

  if order[:status] == AccountOrder::OPEN
    if order[:instruction] == Order::ASK
      @base_balance += order[:pend_volume]
    else
      @quote_balance += order[:pend_volume] * order[:price]
    end
    order[:status] = AccountOrder::CANCELED
  end

  FakeOrder.new order.clone
end

#create_order(_session, _pair, _volume, _price, _instruction) ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 110

def create_order(_session, _pair, _volume, _price, _instruction)
  raise 'market not supported' unless _pair == pair
  raise 'market orders not supported' if _price.nil?

  if _instruction == Order::ASK
    raise 'Not enough funds' if _volume > @base_balance
    @base_balance -= _volume
  else
    raise 'Not enough funds' if _volume * _price > @quote_balance
    @quote_balance -= _volume * _price
  end

  info "Creating #{_instruction} order for #{_volume} #{pair.base} @ #{_price} #{pair.quote}", :green

  raw_order = {
    id: @id.to_s,
    pair: pair,
    instruction: _instruction,
    status: AccountOrder::OPEN,
    price: _price,
    pend_volume: _volume,
    traded_volume: 0.0
  }

  @id += 1
  (_instruction == Order::ASK ? @asks : @bids) << raw_order

  FakeOrder.new raw_order.clone
end

#fetch_order(_session, _order_id) ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 140

def fetch_order(_session, _order_id)
  FakeOrder.new find_order_by_id(_order_id).clone
end

#fill_book(_book) ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 56

def fill_book(_book)
  # TODO
end

#get_available_markets ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 52

def get_available_markets
  [@pair]
end

#get_balance(_session, _currency) ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 95

def get_balance(_session, _currency)
  if _currency == pair.base
    FakeBalance.new(total_base_balance, available_base_balance)
  elsif _currency == pair.quote
    FakeBalance.new(total_quote_balance, available_quote_balance)
  else
    raise 'currency not supported'
  end
end

#get_orders(_session, _pair) ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 105

def get_orders(_session, _pair)
  return [] unless _pair == pair
  (@bids + @asks).map { |o| FakeOrder.new o.clone }
end

#get_session(_config) ⇒ Object

Raises:

  • (ArgumentError) 


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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 76

def get_session(_config)
  raise ArgumentError, 'must provide login information' if _config.nil?

  if @config.nil?
    @pair = CurrencyPair.for_code(_config[:base], _config[:quote])
    @base_balance = _config[:base_balance]
    @quote_balance = _config[:quote_balance]
    @verbose = !!_config[:verbose]
    @config = _config
    @bids = []
    @asks = []
    @id = 1
  elsif @config != _config
    raise ArgumentError, 'invalid credentials'
  end

  nil
end

#open_asks ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 31

def open_asks
  asks.select { |o| o[:status] == AccountOrder::OPEN }
end

#open_bids ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 27

def open_bids
  bids.select { |o| o[:status] == AccountOrder::OPEN }
end

#open_orders ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 35

def open_orders
  open_bids + open_asks
end

#simulate_buy(_price, _volume) ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 161

def simulate_buy(_price, _volume)
  ordered_asks = @asks.sort { |b| b[:price] * -1 }
  ordered_asks.each do |order|
    if order[:status] == AccountOrder::OPEN and order[:price] <= _price and _volume > 0
      if order[:pend_volume] > _volume
        @quote_balance += _volume * order[:price]
        order[:pend_volume] -= _volume
        order[:traded_volume] += _volume
        _volume = 0
      else
        @quote_balance += order[:pend_volume] * order[:price]
        _volume -= order[:pend_volume]
        order[:traded_volume] += order[:pend_volume]
        order[:pend_volume] = 0
      end

      if order[:pend_volume] == 0
        order[:status] = AccountOrder::CLOSED
      end
    end
  end
end

#simulate_sell(_price, _volume) ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 184

def simulate_sell(_price, _volume)
  ordered_bids = @bids.sort { |b| b[:price] }
  ordered_bids.each do |order|
    if order[:status] == AccountOrder::OPEN and order[:price] >= _price and _volume > 0
      if order[:pend_volume] > _volume
        @base_balance += _volume
        order[:pend_volume] -= _volume
        order[:traded_volume] += _volume
        _volume = 0
      else
        @base_balance += order[:pend_volume]
        _volume -= order[:pend_volume]
        order[:traded_volume] += order[:pend_volume]
        order[:pend_volume] = 0
      end

      if order[:pend_volume] == 0
        order[:status] = AccountOrder::CLOSED
      end
    end
  end
end

#total_base_balance ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 68

def total_base_balance
  @base_balance + frozen_base
end

#total_quote_balance ⇒ Object 



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# File 'lib/trade-o-matic/adapters/fake_backend.rb', line 72

def total_quote_balance
  @quote_balance + frozen_quote
end