module RubyTrade::ConnectionClient

Public Class Methods

setup(args, parent) click to toggle source
# File lib/client.rb, line 15
def self.setup args, parent
  @@username = args[:as]
  @@ai = args[:ai] || false
  @@parent = parent
end

Public Instance Methods

buy(amount, args) click to toggle source

Send a buy order

# File lib/client.rb, line 76
def buy amount, args
  send_order "buy", amount, args[:at]
end
cash() click to toggle source
# File lib/client.rb, line 40
def cash; @cash; end
handle_message(data) click to toggle source

Process a message from the server

# File lib/client.rb, line 111
def handle_message data
  case data["action"]
  when "order_accept"
    @orders[data["local_id"]].price = data["price"]
  when "order_fill"
    update_account data
    @@parent.on_fill @orders[data["local_id"]], data["amount"], data["price"]
  when "order_partial_fill"
    update_account 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
  when "dividend"
    @cash += data["value"]
    @@parent.on_dividend data["value"]
  end
end
post_init() click to toggle source
# File lib/client.rb, line 21
def post_init
  # identify with the server
  data = {
    action: "identify",
    name: @@username,
    ai: @@ai
  }.to_json

  send_data_f data

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

  @@parent.child = self
end
receive_data(data) click to toggle source

Called by EM when we receive data

# File lib/client.rb, line 91
def receive_data data
  clean(data).each do |msg|
    handle_message JSON.parse msg
  end
end
sell(amount, args) click to toggle source

Send a sell order

# File lib/client.rb, line 81
def sell amount, args
  send_order "sell", amount, args[:at]
end
send_data_f(data) click to toggle source

Send data with tokens

# File lib/client.rb, line 86
def send_data_f data
  send_data "\x02#{data}\x03"
end
send_order(side, size, price) click to toggle source
# File lib/client.rb, line 43
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() click to toggle source
# File lib/client.rb, line 41
def stock; @stock; end
update(what, *args) click to toggle source
# File lib/client.rb, line 62
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) click to toggle source

Recalculate cash/stock balances

# File lib/client.rb, line 98
def update_account 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