bitbot-trader 0.0.1

data/lib/bitbot/trader/providers/mt_gox/http_client/hmac_middleware.rb

@@ -0,0 +1,118 @@
+require "faraday"
+require "base64"
+require "digest/sha2"
+require "digest/hmac"
+
+module Bitbot
+  module Trader
+    module Providers
+      class MtGox
+        class HttpClient
+          # Signs request with hmac signature
+          #
+          class HmacMiddleware < Faraday::Middleware
+            # Extracts headers, path and body
+            #
+            # @param [#[]] env
+            #   must respond to request_headers, url and body
+            #
+            # @return [Array]
+            #
+            # @api private
+            #
+            def self.extract_params(env)
+              headers = env[:request_headers]
+              path = env[:url].to_s.split("/2/").last
+              body = env[:body]
+
+              [headers, path, body]
+            end
+
+            # API key
+            #
+            # @return [String]
+            #
+            # @api private
+            #
+            attr_reader :key
+
+            # API secret
+            #
+            # @return [String]
+            #
+            # @api private
+            #
+            attr_reader :secret
+
+            # Initializes HmacMiddleware
+            #
+            # @param [Object] app
+            # @param [Hash] options
+            #
+            # @return [undefined]
+            #
+            # @api private
+            #
+            def initialize(app, options)
+              super(app)
+              @key    = options.fetch(:key)
+              @secret = options.fetch(:secret)
+            end
+
+            # Adds signature to current request
+            #
+            # @param [Object] env
+            #
+            # @return [Object]
+            #
+            # @api private
+            #
+            def call(env)
+              headers, path, body = self.class.extract_params(env)
+              prepare_headers(headers, path, body)
+              @app.call(env)
+            end
+
+            private
+
+            # Adds signature to headers
+            #
+            # @param [Hash] headers
+            # @param [String] path
+            # @param [String] body
+            #
+            # @return [undefined]
+            #
+            # @api private
+            #
+            def prepare_headers(headers, path, body)
+              headers.merge!(
+                "Rest-Key"   => @key,
+                "Rest-Sign"  => generate_signature(path, body),
+                "User-Agent" => "bitbot-trader"
+              )
+            end
+
+            # Generates signature
+            #
+            # @param [String] path
+            # @param [String] body
+            #
+            # @return [String] singature
+            #
+            # @api private
+            #
+            def generate_signature(path, body)
+              secret = Base64.strict_decode64(@secret)
+              data = path + 0.chr + body
+              hmac = Digest::HMAC.digest(data, secret, Digest::SHA512)
+              Base64.strict_encode64(hmac)
+            end
+          end
+
+          Faraday::Request.register_middleware hmac: HmacMiddleware
+        end
+      end
+    end
+  end
+end

data/lib/bitbot/trader/providers/mt_gox/open_orders_parser.rb

@@ -0,0 +1,35 @@
+module Bitbot
+  module Trader
+    module Providers
+      class MtGox
+        # Parses raw open orders
+        #
+        class OpenOrderParser
+          include Virtus.model
+
+          attribute :oid,              String
+          attribute :currency,         String
+          attribute :type,             String
+          attribute :effective_amount, Amount, coercer: ValueWithCurrencyCoercer
+          attribute :price,            Price,  coercer: ValueWithCurrencyCoercer
+          attribute :type,             String
+
+          # Makes raw open order hash into OpenOrder object
+          #
+          # @return [OpenOrder]
+          #
+          # @api private
+          #
+          def parse
+            OpenOrder.new(
+              id: oid,
+              price: price,
+              amount: effective_amount,
+              bid: type == "bid"
+            )
+          end
+        end
+      end
+    end
+  end
+end

data/lib/bitbot/trader/providers/mt_gox/open_orders_request.rb

@@ -0,0 +1,25 @@
+module Bitbot
+  module Trader
+    module Providers
+      class MtGox
+        # POST request to /money/orders
+        #
+        # @see https://en.bitcoin.it/wiki/MtGox/API/HTTP/v1
+        #
+        class OpenOrdersRequest < Request
+          # Fetches user's open orders
+          #
+          # @return [Array<OpenOrder>]
+          #
+          # @api private
+          #
+          def call
+            client.post("money/orders")["data"].map { |raw_order|
+              OpenOrderParser.new(raw_order).parse
+            }
+          end
+        end
+      end
+    end
+  end
+end

data/lib/bitbot/trader/providers/mt_gox/value_with_currency_coercer.rb

@@ -0,0 +1,28 @@
+module Bitbot
+  module Trader
+    module Providers
+      class MtGox
+        # Helps managing values with currencies
+        #
+        class ValueWithCurrencyCoercer < Virtus::Attribute
+          # Parses value with currency hash
+          #
+          # @param [Hash] data
+          #
+          # @param [Integer] decimal_point
+          #   MtGox sends integer values. We use this to divide that value.
+          #
+          # @return [Hash]
+          #
+          # @api private
+          #
+          def self.call(data)
+            value, currency = data.values_at("value_int", "currency")
+            decimal_point = currency == "BTC" ? 8 : 5
+            {value: BigDecimal(value) / (10 ** decimal_point), currency: currency}
+          end
+        end
+      end
+    end
+  end
+end

data/lib/bitbot/trader/request.rb

@@ -0,0 +1,41 @@
+module Bitbot
+  module Trader
+    # Request class for different api methods
+    #
+    # @abstract
+    #
+    class Request
+      # Object that communicates with external API
+      #
+      # @return [Object]
+      #
+      # @api private
+      #
+      attr_reader :client
+
+      # Initializes request object
+      #
+      # @param [Object] client
+      #
+      # @return [undefined]
+      #
+      # @api private
+      #
+      def initialize(client)
+        @client = client
+      end
+
+      # Every request object implements call
+      #
+      # @abstract
+      #
+      # @return [undefined]
+      #
+      # @api private
+      #
+      def call(*)
+        raise NotImplementedError
+      end
+    end
+  end
+end

data/lib/bitbot/trader/utils/nonce_generator.rb

@@ -0,0 +1,21 @@
+module Bitbot
+  module Trader
+    module Utils
+      # Generates a nonce
+      #
+      # Some http requests use it to prevent double http requests
+      #
+      class NonceGenerator
+        # Generates a nonce from current time
+        #
+        # @return [Fixnum] nonce
+        #
+        # @api private
+        #
+        def self.generate(time_class = Time)
+          time_class.now.to_i
+        end
+      end
+    end
+  end
+end

data/lib/bitbot/trader/version.rb

@@ -0,0 +1,5 @@
+module Bitbot
+  module Trader
+    VERSION = "0.0.1"
+  end
+end

data/lib/bitbot/trader/wallet.rb

@@ -0,0 +1,25 @@
+require "virtus"
+
+module Bitbot
+  module Trader
+    # User USD/BTC/etc wallet
+    #
+    class Wallet
+      include Virtus.model
+
+      attribute :value, BigDecimal
+      attribute :currency, String
+
+      # Shows wallet balance
+      #
+      # @example
+      #   wallet.balance #=> <BigDecimal>
+      #
+      # @return [BigDecimal]
+      #
+      # @api public
+      #
+      alias :balance :value
+    end
+  end
+end

data/spec/integration/bitstamp/open_orders_spec.rb

@@ -0,0 +1,28 @@
+require "spec_helper"
+
+describe Providers::Bitstamp, "#open_orders" do
+  let(:result) {
+    %![{"price": "20.10", "amount": "10.00000000", "type": 0, "id": 2826860, "datetime": "2013-04-20 12:12:14"}]!
+  }
+
+  let(:provider) { described_class.new({}, client) }
+
+  let(:client) { described_class::HttpClient.new(connection, "double", "double") }
+  let(:connection) { mock_connection("/open_orders/", result) }
+
+  it "parses open orders" do
+    open_orders = provider.open_orders
+    expect(open_orders.size).to be(1)
+
+    order = open_orders.first
+    expect(order.id).to eq("2826860")
+
+    amount = order.amount
+    expect(amount.value).to be_big_decimal(10)
+    expect(amount.currency).to eq("BTC")
+
+    price = order.price
+    expect(price.value).to be_big_decimal(20.10)
+    expect(price.currency).to eq("USD")
+  end
+end

data/spec/integration/mt_gox/account_spec.rb

@@ -0,0 +1,28 @@
+require "spec_helper"
+
+describe Providers::MtGox, "#account" do
+  let(:result) {
+    %!{"result":"success","data":{"Login":"johndoe","Index":"193629","Id":"9b46b62e-4fd3-4cfa-9445-96f49dee846c","Rights":["get_info"],"Language":"en_US","Created":"2012-08-30 21:35:49","Last_Login":"2013-04-22 14:16:11","Wallets":{"BTC":{"Balance":{"value":"0.00000000","value_int":"0","display":"0.00000000\u00a0BTC","display_short":"0.00\u00a0BTC","currency":"BTC"},"Operations":164,"Daily_Withdraw_Limit":{"value":"100.00000000","value_int":"10000000000","display":"100.00000000\u00a0BTC","display_short":"100.00\u00a0BTC","currency":"BTC"},"Monthly_Withdraw_Limit":null,"Max_Withdraw":{"value":"100.00000000","value_int":"10000000000","display":"100.00000000\u00a0BTC","display_short":"100.00\u00a0BTC","currency":"BTC"},"Open_Orders":{"value":"0.00000000","value_int":"0","display":"0.00000000\u00a0BTC","display_short":"0.00\u00a0BTC","currency":"BTC"}},"EUR":{"Balance":{"value":"0.12314","value_int":"12314","display":"0.12314\u00a0\u20ac","display_short":"0.12\u00a0\u20ac","currency":"EUR"},"Operations":3,"Daily_Withdraw_Limit":{"value":"1000.00000","value_int":"100000000","display":"1,000.00000\u00a0\u20ac","display_short":"1,000.00\u00a0\u20ac","currency":"EUR"},"Monthly_Withdraw_Limit":{"value":"10000.00000","value_int":"1000000000","display":"10,000.00000\u00a0\u20ac","display_short":"10,000.00\u00a0\u20ac","currency":"EUR"},"Max_Withdraw":{"value":"1000.00000","value_int":"100000000","display":"1,000.00000\u00a0\u20ac","display_short":"1,000.00\u00a0\u20ac","currency":"EUR"},"Open_Orders":{"value":"0.00000","value_int":"0","display":"0.00000\u00a0\u20ac","display_short":"0.00\u00a0\u20ac","currency":"EUR"}},"USD":{"Balance":{"value":"3533.02728","value_int":"353302728","display":"$3,533.02728","display_short":"$3,533.03","currency":"USD"},"Operations":155,"Daily_Withdraw_Limit":{"value":"1000.00000","value_int":"100000000","display":"$1,000.00000","display_short":"$1,000.00","currency":"USD"},"Monthly_Withdraw_Limit":{"value":"10000.00000","value_int":"1000000000","display":"$10,000.00000","display_short":"$10,000.00","currency":"USD"},"Max_Withdraw":{"value":"1000.00000","value_int":"100000000","display":"$1,000.00000","display_short":"$1,000.00","currency":"USD"},"Open_Orders":{"value":"1053.50000","value_int":"105350000","display":"$1,053.50000","display_short":"$1,053.50","currency":"USD"}}},"Monthly_Volume":{"value":"413.48602792","value_int":"41348602792","display":"413.48602792\u00a0BTC","display_short":"413.49\u00a0BTC","currency":"BTC"},"Trade_Fee":0.53}}!
+  }
+
+  let(:provider) { described_class.new(options, client) }
+  let(:options)  { {key: "double", secret: "double"} }
+
+  let(:client) { described_class::HttpClient.new(connection) }
+  let(:connection) { mock_connection("/money/info", result) }
+
+  it "parses account info" do
+    account = provider.account
+
+    expect(account.fee).to eq(0.53)
+
+    usd_wallet = account.wallet("USD")
+    expect(usd_wallet.balance).to eq(3533.02728)
+
+    eur_wallet = account.wallet("EUR")
+    expect(eur_wallet.balance).to eq(0.12314)
+
+    btc_wallet = account.wallet("BTC")
+    expect(btc_wallet.balance).to eq(0)
+  end
+end

data/spec/integration/mt_gox/open_orders_spec.rb

@@ -0,0 +1,29 @@
+require "spec_helper"
+
+describe Providers::MtGox, "#open_orders" do
+  let(:result) {
+    %!{"result":"success","data":[{"oid":"7c6d2237-52fb-4af4-b6ec-75e42f50c331","currency":"USD","item":"BTC","type":"bid","amount":{"value":"35.00000000","value_int":"3500000000","display":"35.00000000\u00a0BTC","display_short":"35.00\u00a0BTC","currency":"BTC"},"effective_amount":{"value":"35.00000000","value_int":"3500000000","display":"35.00000000\u00a0BTC","display_short":"35.00\u00a0BTC","currency":"BTC"},"price":{"value":"30.10000","value_int":"3010000","display":"$30.10000","display_short":"$30.10","currency":"USD"},"status":"open","date":1365886868,"priority":"1365886868485232","actions":[]}]}!
+  }
+
+  let(:provider) { described_class.new(options, client) }
+  let(:options)  { {key: "double", secret: "double"} }
+
+  let(:client) { described_class::HttpClient.new(connection) }
+  let(:connection) { mock_connection("/money/orders", result) }
+
+  it "parses open orders" do
+    open_orders = provider.open_orders
+    expect(open_orders.size).to be(1)
+
+    order = open_orders.first
+    expect(order.id).to eq("7c6d2237-52fb-4af4-b6ec-75e42f50c331")
+
+    amount = order.amount
+    expect(amount.value).to eq(35)
+    expect(amount.currency).to eq("BTC")
+
+    price = order.price
+    expect(price.value).to eq(30.1)
+    expect(price.currency).to eq("USD")
+  end
+end

data/spec/spec_helper.rb

@@ -0,0 +1,18 @@
+if ENV["COVERAGE"] == "true"
+  require "simplecov"
+  require "coveralls"
+
+  SimpleCov.formatter = SimpleCov::Formatter::MultiFormatter[
+    SimpleCov::Formatter::HTMLFormatter,
+    Coveralls::SimpleCov::Formatter
+  ]
+
+  SimpleCov.start do
+    add_filter "spec"
+  end
+end
+
+require "bitbot/trader"
+
+include Bitbot::Trader
+require "devtools/spec_helper"

data/spec/support/big_decimal_matcher.rb

@@ -0,0 +1,5 @@
+RSpec::Matchers.define :be_big_decimal do |expected|
+  match do |actual|
+    actual.is_a?(BigDecimal) && actual == BigDecimal(expected.to_s)
+  end
+end

data/spec/support/http_connection_helpers.rb

@@ -0,0 +1,15 @@
+module HttpConnectionHelpers
+  def mock_connection(path, result)
+    Faraday.new { |builder|
+      builder.adapter :test do |stub|
+        stub.post(path) { [200, {}, result] }
+      end
+    }
+  end
+end
+
+RSpec.configure do |config|
+  config.include HttpConnectionHelpers, type: :integration, example_group: {
+    file_path: /spec\/integration/
+  }
+end