Class: BitexBot::OpeningFlow

Inherits:
ActiveRecord::Base
  • Object
show all
Extended by:
Forwardable
Defined in:
lib/bitex_bot/models/opening_flow.rb

Overview

Any arbitrage workflow has 2 stages, opening positions and then closing them. The OpeningFlow stage places an order on bitex, detecting and storing all transactions spawn from that order as Open positions.

Direct Known Subclasses

BuyOpeningFlow, SellOpeningFlow

Statuses collapse

Class Method Summary collapse

Instance Method Summary collapse

Class Method Details

.active ⇒ Object 



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# File 'lib/bitex_bot/models/opening_flow.rb', line 18

def self.active
  where.not(status: :finalised)
end

.active_transaction?(transaction, threshold) ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/bitex_bot/models/opening_flow.rb', line 157

def self.active_transaction?(transaction, threshold)
  threshold.present? && transaction.timestamp < (threshold - 30.minutes).to_i
end

.calc_remote_value(maker_fee, taker_fee, taker_orders, taker_transactions) ⇒ Object

create_for_market helpers



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# File 'lib/bitex_bot/models/opening_flow.rb', line 80

def self.calc_remote_value(maker_fee, taker_fee, taker_orders, taker_transactions)
  value_to_use_needed = (value_to_use + maker_plus(maker_fee)) / (1 - taker_fee / 100)
  safest_price = safest_price(taker_transactions, taker_orders, value_to_use_needed)
  remote_value = remote_value_to_use(value_to_use_needed, safest_price)

  [remote_value, safest_price]
end

.create_for_market(taker_balance, taker_orders, taker_transactions, maker_fee, taker_fee, store) ⇒ Object

This use hooks methods, these must be defined in the subclass:

#maker_price
#order_class
#remote_value_to_use
#safest_price
#value_to_use

rubocop:disable Metrics/AbcSize



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# File 'lib/bitex_bot/models/opening_flow.rb', line 34

def self.create_for_market(taker_balance, taker_orders, taker_transactions, maker_fee, taker_fee, store)
  self.store = store

  remote_value, safest_price = calc_remote_value(maker_fee, taker_fee, taker_orders, taker_transactions)
  Robot.log(
    :info,
    "Opening: Need #{taker_specie_to_spend} #{remote_value.truncate(8)} on #{Robot.taker.name} taker,"\
    " has #{taker_balance.truncate(8)}."
  )

  unless enough_remote_funds?(taker_balance, remote_value)
    raise CannotCreateFlow,
          "Needed #{remote_value} but you only have #{taker_specie_to_spend} #{taker_balance} on your taker market."
  end

  price = maker_price(remote_value)

  order = create_order!(price)
  unless enough_funds?(order)
    raise CannotCreateFlow,
          "Needed #{maker_specie_to_spend} #{value_per_order} on #{Robot.maker.name} maker to place this #{order_class}"\
          " but you only have #{maker_specie_to_spend} #{available_maker_balance}."
  end

  flow = create!(
    price: price,
    value_to_use: value_to_use,
    suggested_closing_price: safest_price,
    status: 'executing',
    order_id: order.id
  )

  Robot.log(
    :info,
    "Opening: Placed #{order_class} ##{order.id} #{maker_specie_to_spend} #{value_per_order} @ #{price.truncate(2)}."\
    " (#{maker_specie_to_obtain} #{remote_value})."\
    " #{name.demodulize}##{flow.id} suggests closing price #{Robot.taker.quote.upcase}"\
    " #{flow.suggested_closing_price}."
  )
  flow
rescue StandardError => e
  raise CannotCreateFlow, e.message
end

.create_open_position!(transaction, flow) ⇒ Object

sync_open_positions helpers rubocop:disable Metrics/AbcSize



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# File 'lib/bitex_bot/models/opening_flow.rb', line 125

def self.create_open_position!(transaction, flow)
  Robot.log(
    :info,
    "Opening: #{self} ##{flow.id} was hit for #{Robot.maker.base.upcase} #{transaction.raw.quantity}"\
    " @ #{Robot.maker.quote.upcase} #{transaction.price}. Creating #{open_position_class}..."
  )

  open_position_class.create!(
    transaction_id: transaction.id,
    price: transaction.price,
    amount: transaction.amount,
    quantity: transaction.raw.quantity,
    opening_flow: flow
  )
end

.create_order!(maker_price) ⇒ Object 



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# File 'lib/bitex_bot/models/opening_flow.rb', line 88

def self.create_order!(maker_price)
  Robot.maker.send_order(order_type, maker_price, value_per_order, true)
rescue StandardError => e
  raise CannotCreateFlow, e.message
end

.enough_funds?(order) ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/bitex_bot/models/opening_flow.rb', line 94

def self.enough_funds?(order)
  !order.reason.to_s.inquiry.not_enough_funds?
end

.enough_remote_funds?(taker_balance, remote_value) ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/bitex_bot/models/opening_flow.rb', line 98

def self.enough_remote_funds?(taker_balance, remote_value)
  taker_balance >= remote_value
end

.expected_kind_transaction?(transaction) ⇒ Boolean

sought_transaction helpers

Returns:

  • (Boolean) 


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# File 'lib/bitex_bot/models/opening_flow.rb', line 153

def self.expected_kind_transaction?(transaction)
  transaction.raw.is_a?(transaction_class)
end

.expected_order_book?(maker_transaction) ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/bitex_bot/models/opening_flow.rb', line 165

def self.expected_order_book?(maker_transaction)
  maker_transaction.raw.order_book.to_s == Robot.maker.base_quote
end

.maker_plus(fee) ⇒ Object 



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# File 'lib/bitex_bot/models/opening_flow.rb', line 102

def self.maker_plus(fee)
  value_to_use * fee / 100
end

.old_active ⇒ Object 



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# File 'lib/bitex_bot/models/opening_flow.rb', line 22

def self.old_active
  active.where('created_at < ?', Settings.time_to_live.seconds.ago)
end

.open_position?(transaction) ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/bitex_bot/models/opening_flow.rb', line 161

def self.open_position?(transaction)
  open_position_class.find_by_transaction_id(transaction.id)
end

.sought_transaction?(threshold, transaction) ⇒ Boolean

This use hooks methods, these must be defined in the subclass:

#transaction_class

Returns:

  • (Boolean) 


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# File 'lib/bitex_bot/models/opening_flow.rb', line 144

def self.sought_transaction?(threshold, transaction)
  expected_kind_transaction?(transaction) &&
    !active_transaction?(transaction, threshold) &&
    !open_position?(transaction) &&
    expected_order_book?(transaction)
end

.sync_open_positions ⇒ Object

Buys on bitex represent open positions, we mirror them locally so that we can plan on how to close them. This use hooks methods, these must be defined in the subclass:

#transaction_order_id(transaction)
#open_position_class



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# File 'lib/bitex_bot/models/opening_flow.rb', line 111

def self.sync_open_positions
  threshold = open_position_class.order('created_at DESC').first.try(:created_at)
  Robot.maker.transactions.map do |transaction|
    next unless sought_transaction?(threshold, transaction)

    flow = find_by_order_id(transaction_order_id(transaction))
    next unless flow.present?

    create_open_position!(transaction, flow)
  end.compact
end

Instance Method Details

#finalise! ⇒ Object 



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# File 'lib/bitex_bot/models/opening_flow.rb', line 183

def finalise!
  order = order_class.find(order_id)
  canceled_or_completed?(order) ? do_finalize : do_cancel(order)
end

#statuses ⇒ Array<String>

All possible flow statuses

Returns:

  • (Array<String>) 


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# File 'lib/bitex_bot/models/opening_flow.rb', line 16

cattr_accessor(:statuses) { %w[executing settling finalised] }