history.rb in cryptum-0.0.374

- old
+ new

@@ -42,11 +42,11 @@
                     :time_between_orders_min,
                     :time_between_orders_reset,
                     :recalculate_order_plan
 
       def initialize(opts = {})
-        # option_choice = opts[:option_choice]
+        option_choice = opts[:option_choice]
         start_time = opts[:start_time]
         order_book = opts[:order_book]
 
         self.bullish_trend = true
         self.first_event = true
@@ -76,23 +76,122 @@
         self.red_pill = false
         self.recalculate_order_plan = false
         self.start_time = start_time
 
         # -------------------------------------------------- #
-        # SAUCE 4
-        # TODO: develop algorithm to calculate
-        # FAST BUY && SLOW BUY values taking
-        # market_trend_reset values into account
+        # SAUCE 3 (SAUCE 4 RELATES TO SAUCE 3)
+        case option_choice.market_trend_reset_label
+        when '1W'
+          # SLOW BUY = 1 day
+          self.time_between_orders_max = 86_400
 
-        # FAST BUY = 4 hours
-        self.time_between_orders = 14_400
-        self.time_between_orders_reset = time_between_orders
+          # FAST BUY = 4 hours
+          self.time_between_orders = 14_400
+          self.time_between_orders_reset = time_between_orders
 
-        # SLOW BUY = 1 day
-        self.time_between_orders_max = 86_400
+          # 1 hour
+          self.time_between_orders_min = 3_600
+        when '1D'
+          # SLOW BUY = 4 hours
+          self.time_between_orders_max = 14_400
 
-        # 1 hour
-        self.time_between_orders_min = 3_600
+          # FAST BUY = 3 hours
+          self.time_between_orders = 10_800
+          self.time_between_orders_reset = time_between_orders
+
+          # 45 minutes
+          self.time_between_orders_min = 2_700
+        when '4h'
+          # SLOW BUY = 3 hours
+          self.time_between_orders_max = 10_800
+
+          # FAST BUY = 2 hours
+          self.time_between_orders = 7_200
+          self.time_between_orders_reset = time_between_orders
+
+          # 30 minutes
+          self.time_between_orders_min = 1_800
+        when '3h'
+          # SLOW BUY = 2 hours
+          self.time_between_orders_max = 7_200
+
+          # FAST BUY = 1 hour
+          self.time_between_orders = 3_600
+          self.time_between_orders_reset = time_between_orders
+
+          # 15 minutes
+          self.time_between_orders_min = 900
+        when '2h'
+          # SLOW BUY = 1 hour
+          self.time_between_orders_max = 3_600
+
+          # FAST BUY = 45 minutes
+          self.time_between_orders = 2_700
+          self.time_between_orders_reset = time_between_orders
+
+          # 5 minutes
+          self.time_between_orders_min = 300
+        when '1h'
+          # SLOW BUY = 45 minutes
+          self.time_between_orders_max = 2_700
+
+          # FAST BUY = 30 minutes
+          self.time_between_orders = 1_800
+          self.time_between_orders_reset = time_between_orders
+
+          # 3 minutes
+          self.time_between_orders_min = 180
+        when '45m'
+          # SLOW BUY = 30 minutes
+          self.time_between_orders_max = 1_800
+
+          # FAST BUY = 15 minutes
+          self.time_between_orders = 900
+          self.time_between_orders_reset = time_between_orders
+
+          # 1 minute
+          self.time_between_orders_min = 60
+        when '30m'
+          # SLOW BUY = 15 minutes
+          self.time_between_orders_max = 900
+
+          # FAST BUY = 5 minutes
+          self.time_between_orders = 300
+          self.time_between_orders_reset = time_between_orders
+
+          # 1 minute
+          self.time_between_orders_min = 60
+        when '15m'
+          # SLOW BUY = 5 minutes
+          self.time_between_orders_max = 300
+
+          # FAST BUY = 3 minutes
+          self.time_between_orders = 180
+          self.time_between_orders_reset = time_between_orders
+
+          # 1 minute
+          self.time_between_orders_min = 60
+        when '5m'
+          # SLOW BUY = 3 minutes
+          self.time_between_orders_max = 180
+
+          # FAST BUY = 1 minute
+          self.time_between_orders = 60
+          self.time_between_orders_reset = time_between_orders
+
+          # 1 minute
+          self.time_between_orders_min = 60
+        when '3m', '1m'
+          # SLOW BUY = 1 minute
+          self.time_between_orders_max = 60
+
+          # FAST BUY = 1 minute
+          self.time_between_orders = 60
+          self.time_between_orders_reset = time_between_orders
+
+          # 1 minute
+          self.time_between_orders_min = 60
+        end
         # -------------------------------------------------- #
       end
     rescue Interrupt
       # Exit Gracefully if CTRL+C is Pressed During Session
       Cryptum.exit_gracefully(which_self: self)