bitex_bot 0.0.1

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Files changed (41) hide show
  1. data/.gitignore +18 -0
  2. data/.rspec +1 -0
  3. data/Gemfile +4 -0
  4. data/LICENSE.txt +22 -0
  5. data/README.md +50 -0
  6. data/Rakefile +1 -0
  7. data/bin/bitex_bot +5 -0
  8. data/bitex_bot.gemspec +41 -0
  9. data/lib/bitex_bot/database.rb +93 -0
  10. data/lib/bitex_bot/models/buy_closing_flow.rb +34 -0
  11. data/lib/bitex_bot/models/buy_opening_flow.rb +86 -0
  12. data/lib/bitex_bot/models/close_buy.rb +7 -0
  13. data/lib/bitex_bot/models/close_sell.rb +4 -0
  14. data/lib/bitex_bot/models/closing_flow.rb +80 -0
  15. data/lib/bitex_bot/models/open_buy.rb +11 -0
  16. data/lib/bitex_bot/models/open_sell.rb +11 -0
  17. data/lib/bitex_bot/models/opening_flow.rb +114 -0
  18. data/lib/bitex_bot/models/order_book_simulator.rb +75 -0
  19. data/lib/bitex_bot/models/sell_closing_flow.rb +36 -0
  20. data/lib/bitex_bot/models/sell_opening_flow.rb +82 -0
  21. data/lib/bitex_bot/robot.rb +173 -0
  22. data/lib/bitex_bot/settings.rb +13 -0
  23. data/lib/bitex_bot/version.rb +3 -0
  24. data/lib/bitex_bot.rb +18 -0
  25. data/settings.yml.sample +84 -0
  26. data/spec/factories/bitex_buy.rb +12 -0
  27. data/spec/factories/bitex_sell.rb +12 -0
  28. data/spec/factories/buy_opening_flow.rb +17 -0
  29. data/spec/factories/open_buy.rb +17 -0
  30. data/spec/factories/open_sell.rb +17 -0
  31. data/spec/factories/sell_opening_flow.rb +17 -0
  32. data/spec/models/buy_closing_flow_spec.rb +150 -0
  33. data/spec/models/buy_opening_flow_spec.rb +154 -0
  34. data/spec/models/order_book_simulator_spec.rb +57 -0
  35. data/spec/models/robot_spec.rb +103 -0
  36. data/spec/models/sell_closing_flow_spec.rb +160 -0
  37. data/spec/models/sell_opening_flow_spec.rb +156 -0
  38. data/spec/spec_helper.rb +43 -0
  39. data/spec/support/bitex_stubs.rb +66 -0
  40. data/spec/support/bitstamp_stubs.rb +110 -0
  41. metadata +363 -0
@@ -0,0 +1,66 @@
1
+ module BitexStubs
2
+ def ensure_bitex_orders_stub
3
+ begin
4
+ Bitex::Order.active
5
+ rescue Exception => e
6
+ Bitex::Order.stub(active: [])
7
+ end
8
+ end
9
+
10
+ def stub_bitex_bid_create
11
+ ensure_bitex_orders_stub
12
+ Bitex::Bid.stub(:create!) do |specie, to_spend, price|
13
+ bid = Bitex::Bid.new
14
+ bid.id = 12345
15
+ bid.created_at = Time.now
16
+ bid.price = price
17
+ bid.amount = to_spend
18
+ bid.remaining_amount = to_spend
19
+ bid.status = :executing
20
+ bid.specie = specie
21
+ bid.stub(cancel!: true) do
22
+ bid.status = :cancelling
23
+ bid
24
+ end
25
+ Bitex::Order.stub(active: Bitex::Order.active + [bid])
26
+ bid
27
+ end
28
+ end
29
+
30
+ def stub_bitex_ask_create
31
+ ensure_bitex_orders_stub
32
+ Bitex::Ask.stub(:create!) do |specie, to_sell, price|
33
+ ask = Bitex::Ask.new
34
+ ask.id = 12345
35
+ ask.created_at = Time.now
36
+ ask.price = price
37
+ ask.quantity = to_sell
38
+ ask.remaining_quantity = to_sell
39
+ ask.status = :executing
40
+ ask.specie = specie
41
+ ask.stub(cancel!: true) do
42
+ ask.status = :cancelling
43
+ ask
44
+ end
45
+ Bitex::Order.stub(active: Bitex::Order.active + [ask])
46
+ ask
47
+ end
48
+ end
49
+
50
+
51
+ def stub_bitex_transactions(*extra_transactions)
52
+ Bitex::Transaction.stub(all: extra_transactions + [
53
+ build(:bitex_buy),
54
+ build(:bitex_sell),
55
+ Bitex::SpecieWithdrawal
56
+ .from_json([6,Time.now.to_i,946685400,1,100.00000000,1,0]),
57
+ Bitex::UsdWithdrawal
58
+ .from_json([8,Time.now.to_i,946685400,100.00000000,1,0]),
59
+ Bitex::UsdDeposit
60
+ .from_json([7,Time.now.to_i,946685400,1000.00000000,1,1,0]),
61
+ Bitex::SpecieDeposit
62
+ .from_json([5,Time.now.to_i,946685400,1,100.00000000]),
63
+ ])
64
+ end
65
+ end
66
+ RSpec.configuration.include BitexStubs
@@ -0,0 +1,110 @@
1
+ module BitstampStubs
2
+ def stub_bitstamp_balance(usd = nil, coin = nil, fee = nil)
3
+ Bitstamp.stub(balance: bitstamp_balance_stub(usd, coin, fee))
4
+ end
5
+
6
+ def bitstamp_balance_stub(usd = nil, coin = nil, fee = nil)
7
+ {"btc_balance"=> coin || "10.0", "btc_reserved"=> "0", "btc_available"=> coin || "10.0",
8
+ "usd_balance"=> usd || "100.0", "usd_reserved"=>"0", "usd_available"=> usd || "100.0",
9
+ "fee"=> fee || "0.5000"}
10
+ end
11
+
12
+ def stub_bitstamp_order_book
13
+ Bitstamp.stub(order_book: bitstamp_order_book_stub)
14
+ end
15
+
16
+ def bitstamp_order_book_stub
17
+ { 'timestamp' => DateTime.now.to_i.to_s,
18
+ 'bids' =>
19
+ [['30', '3'], ['25', '2'], ['20', '1.5'], ['15', '4'], ['10', '5']],
20
+ 'asks' =>
21
+ [['10', '2'], ['15', '3'], ['20', '1.5'], ['25', '3'], ['30', '3']]
22
+ }
23
+ end
24
+
25
+ def stub_bitstamp_transactions(volume = 0.2)
26
+ Bitstamp.stub(transactions: bitstamp_transactions_stub(volume))
27
+ end
28
+
29
+ def bitstamp_transactions_stub(price = 30, amount = 1)
30
+ transactions = 5.times.collect do |i|
31
+ double(
32
+ tid:i,
33
+ date: (i+1).seconds.ago.to_i.to_s,
34
+ price: price.to_s,
35
+ amount: amount.to_s
36
+ )
37
+ end
38
+ end
39
+
40
+ def stub_bitstamp_user_transactions
41
+ Bitstamp.stub(user_transactions: double(all: []))
42
+ end
43
+
44
+ # Takes all active orders and mockes them as executed in a single transaction.
45
+ # If a ratio is provided then each order is only partially executed and added
46
+ # as a transaction and the order itself is kept in the order list.
47
+ def stub_bitstamp_orders_into_transactions(options={})
48
+ ratio = options[:ratio] || 1
49
+ orders = Bitstamp.orders.all
50
+ transactions = orders.collect do |o|
51
+ usd = o.amount * o.price
52
+ usd, btc = o.type == 0 ? [-usd, o.amount] : [usd, -o.amount]
53
+ double(usd: (usd * ratio).to_s, btc: (btc * ratio).to_s,
54
+ btc_usd: o.price.to_s, order_id: o.id, fee: "0.5", type: 2,
55
+ datetime: DateTime.now.to_s)
56
+ end
57
+ Bitstamp.stub(user_transactions: double(all: transactions))
58
+
59
+ if ratio == 1
60
+ stub_bitstamp_sell
61
+ stub_bitstamp_buy
62
+ end
63
+ end
64
+
65
+ def ensure_bitstamp_orders_stub
66
+ begin
67
+ Bitstamp.orders
68
+ rescue Exception => e
69
+ Bitstamp.stub(orders: double)
70
+ end
71
+ end
72
+
73
+ def stub_bitstamp_sell(remote_id=nil, orders = [])
74
+ ensure_bitstamp_orders_stub
75
+ Bitstamp.orders.stub(all: orders)
76
+ Bitstamp.orders.stub(:sell) do |args|
77
+ remote_id = Bitstamp.orders.all.size + 1 if remote_id.nil?
78
+ ask = double(amount: args[:amount], price: args[:price],
79
+ type: 1, id: remote_id, datetime: DateTime.now.to_s)
80
+ ask.stub(:cancel!) do
81
+ orders = Bitstamp.orders.all.reject do |x|
82
+ x.id.to_s == ask.id.to_s && x.type == 1
83
+ end
84
+ stub_bitstamp_sell(remote_id + 1, orders)
85
+ end
86
+ stub_bitstamp_sell(remote_id + 1, Bitstamp.orders.all + [ask])
87
+ ask
88
+ end
89
+ end
90
+
91
+ def stub_bitstamp_buy(remote_id=nil, orders = [])
92
+ ensure_bitstamp_orders_stub
93
+ Bitstamp.orders.stub(all: orders)
94
+ Bitstamp.orders.stub(:buy) do |args|
95
+ remote_id = Bitstamp.orders.all.size + 1 if remote_id.nil?
96
+ bid = double(amount: args[:amount], price: args[:price],
97
+ type: 0, id: remote_id, datetime: DateTime.now.to_s)
98
+ bid.stub(:cancel!) do
99
+ orders = Bitstamp.orders.all.reject do |x|
100
+ x.id.to_s == bid.id.to_s && x.type == 0
101
+ end
102
+ stub_bitstamp_buy(remote_id + 1, orders)
103
+ end
104
+ stub_bitstamp_buy(remote_id + 1, Bitstamp.orders.all + [bid])
105
+ bid
106
+ end
107
+ end
108
+ end
109
+
110
+ RSpec.configuration.include BitstampStubs
metadata ADDED
@@ -0,0 +1,363 @@
1
+ --- !ruby/object:Gem::Specification
2
+ name: bitex_bot
3
+ version: !ruby/object:Gem::Version
4
+ version: 0.0.1
5
+ prerelease:
6
+ platform: ruby
7
+ authors:
8
+ - Nubis
9
+ - Eromirou
10
+ autorequire:
11
+ bindir: bin
12
+ cert_chain: []
13
+ date: 2014-07-18 00:00:00.000000000 Z
14
+ dependencies:
15
+ - !ruby/object:Gem::Dependency
16
+ name: settingslogic
17
+ requirement: !ruby/object:Gem::Requirement
18
+ none: false
19
+ requirements:
20
+ - - ! '>='
21
+ - !ruby/object:Gem::Version
22
+ version: '0'
23
+ type: :runtime
24
+ prerelease: false
25
+ version_requirements: !ruby/object:Gem::Requirement
26
+ none: false
27
+ requirements:
28
+ - - ! '>='
29
+ - !ruby/object:Gem::Version
30
+ version: '0'
31
+ - !ruby/object:Gem::Dependency
32
+ name: activerecord
33
+ requirement: !ruby/object:Gem::Requirement
34
+ none: false
35
+ requirements:
36
+ - - ! '>='
37
+ - !ruby/object:Gem::Version
38
+ version: '0'
39
+ type: :runtime
40
+ prerelease: false
41
+ version_requirements: !ruby/object:Gem::Requirement
42
+ none: false
43
+ requirements:
44
+ - - ! '>='
45
+ - !ruby/object:Gem::Version
46
+ version: '0'
47
+ - !ruby/object:Gem::Dependency
48
+ name: activesupport
49
+ requirement: !ruby/object:Gem::Requirement
50
+ none: false
51
+ requirements:
52
+ - - ! '>='
53
+ - !ruby/object:Gem::Version
54
+ version: '0'
55
+ type: :runtime
56
+ prerelease: false
57
+ version_requirements: !ruby/object:Gem::Requirement
58
+ none: false
59
+ requirements:
60
+ - - ! '>='
61
+ - !ruby/object:Gem::Version
62
+ version: '0'
63
+ - !ruby/object:Gem::Dependency
64
+ name: sqlite3
65
+ requirement: !ruby/object:Gem::Requirement
66
+ none: false
67
+ requirements:
68
+ - - ! '>='
69
+ - !ruby/object:Gem::Version
70
+ version: '0'
71
+ type: :runtime
72
+ prerelease: false
73
+ version_requirements: !ruby/object:Gem::Requirement
74
+ none: false
75
+ requirements:
76
+ - - ! '>='
77
+ - !ruby/object:Gem::Version
78
+ version: '0'
79
+ - !ruby/object:Gem::Dependency
80
+ name: bitstamp
81
+ requirement: !ruby/object:Gem::Requirement
82
+ none: false
83
+ requirements:
84
+ - - ! '>='
85
+ - !ruby/object:Gem::Version
86
+ version: '0'
87
+ type: :runtime
88
+ prerelease: false
89
+ version_requirements: !ruby/object:Gem::Requirement
90
+ none: false
91
+ requirements:
92
+ - - ! '>='
93
+ - !ruby/object:Gem::Version
94
+ version: '0'
95
+ - !ruby/object:Gem::Dependency
96
+ name: bitex
97
+ requirement: !ruby/object:Gem::Requirement
98
+ none: false
99
+ requirements:
100
+ - - ! '>='
101
+ - !ruby/object:Gem::Version
102
+ version: '0'
103
+ type: :runtime
104
+ prerelease: false
105
+ version_requirements: !ruby/object:Gem::Requirement
106
+ none: false
107
+ requirements:
108
+ - - ! '>='
109
+ - !ruby/object:Gem::Version
110
+ version: '0'
111
+ - !ruby/object:Gem::Dependency
112
+ name: debugger
113
+ requirement: !ruby/object:Gem::Requirement
114
+ none: false
115
+ requirements:
116
+ - - ! '>='
117
+ - !ruby/object:Gem::Version
118
+ version: '0'
119
+ type: :runtime
120
+ prerelease: false
121
+ version_requirements: !ruby/object:Gem::Requirement
122
+ none: false
123
+ requirements:
124
+ - - ! '>='
125
+ - !ruby/object:Gem::Version
126
+ version: '0'
127
+ - !ruby/object:Gem::Dependency
128
+ name: mail
129
+ requirement: !ruby/object:Gem::Requirement
130
+ none: false
131
+ requirements:
132
+ - - ! '>='
133
+ - !ruby/object:Gem::Version
134
+ version: '0'
135
+ type: :runtime
136
+ prerelease: false
137
+ version_requirements: !ruby/object:Gem::Requirement
138
+ none: false
139
+ requirements:
140
+ - - ! '>='
141
+ - !ruby/object:Gem::Version
142
+ version: '0'
143
+ - !ruby/object:Gem::Dependency
144
+ name: bundler
145
+ requirement: !ruby/object:Gem::Requirement
146
+ none: false
147
+ requirements:
148
+ - - ~>
149
+ - !ruby/object:Gem::Version
150
+ version: '1.3'
151
+ type: :development
152
+ prerelease: false
153
+ version_requirements: !ruby/object:Gem::Requirement
154
+ none: false
155
+ requirements:
156
+ - - ~>
157
+ - !ruby/object:Gem::Version
158
+ version: '1.3'
159
+ - !ruby/object:Gem::Dependency
160
+ name: rake
161
+ requirement: !ruby/object:Gem::Requirement
162
+ none: false
163
+ requirements:
164
+ - - ! '>='
165
+ - !ruby/object:Gem::Version
166
+ version: '0'
167
+ type: :development
168
+ prerelease: false
169
+ version_requirements: !ruby/object:Gem::Requirement
170
+ none: false
171
+ requirements:
172
+ - - ! '>='
173
+ - !ruby/object:Gem::Version
174
+ version: '0'
175
+ - !ruby/object:Gem::Dependency
176
+ name: rspec
177
+ requirement: !ruby/object:Gem::Requirement
178
+ none: false
179
+ requirements:
180
+ - - ! '>='
181
+ - !ruby/object:Gem::Version
182
+ version: '0'
183
+ type: :development
184
+ prerelease: false
185
+ version_requirements: !ruby/object:Gem::Requirement
186
+ none: false
187
+ requirements:
188
+ - - ! '>='
189
+ - !ruby/object:Gem::Version
190
+ version: '0'
191
+ - !ruby/object:Gem::Dependency
192
+ name: rspec-mocks
193
+ requirement: !ruby/object:Gem::Requirement
194
+ none: false
195
+ requirements:
196
+ - - ! '>='
197
+ - !ruby/object:Gem::Version
198
+ version: '0'
199
+ type: :development
200
+ prerelease: false
201
+ version_requirements: !ruby/object:Gem::Requirement
202
+ none: false
203
+ requirements:
204
+ - - ! '>='
205
+ - !ruby/object:Gem::Version
206
+ version: '0'
207
+ - !ruby/object:Gem::Dependency
208
+ name: database_cleaner
209
+ requirement: !ruby/object:Gem::Requirement
210
+ none: false
211
+ requirements:
212
+ - - ! '>='
213
+ - !ruby/object:Gem::Version
214
+ version: '0'
215
+ type: :development
216
+ prerelease: false
217
+ version_requirements: !ruby/object:Gem::Requirement
218
+ none: false
219
+ requirements:
220
+ - - ! '>='
221
+ - !ruby/object:Gem::Version
222
+ version: '0'
223
+ - !ruby/object:Gem::Dependency
224
+ name: factory_girl
225
+ requirement: !ruby/object:Gem::Requirement
226
+ none: false
227
+ requirements:
228
+ - - ! '>='
229
+ - !ruby/object:Gem::Version
230
+ version: '0'
231
+ type: :development
232
+ prerelease: false
233
+ version_requirements: !ruby/object:Gem::Requirement
234
+ none: false
235
+ requirements:
236
+ - - ! '>='
237
+ - !ruby/object:Gem::Version
238
+ version: '0'
239
+ - !ruby/object:Gem::Dependency
240
+ name: timecop
241
+ requirement: !ruby/object:Gem::Requirement
242
+ none: false
243
+ requirements:
244
+ - - ! '>='
245
+ - !ruby/object:Gem::Version
246
+ version: '0'
247
+ type: :development
248
+ prerelease: false
249
+ version_requirements: !ruby/object:Gem::Requirement
250
+ none: false
251
+ requirements:
252
+ - - ! '>='
253
+ - !ruby/object:Gem::Version
254
+ version: '0'
255
+ - !ruby/object:Gem::Dependency
256
+ name: shoulda-matchers
257
+ requirement: !ruby/object:Gem::Requirement
258
+ none: false
259
+ requirements:
260
+ - - ! '>='
261
+ - !ruby/object:Gem::Version
262
+ version: '0'
263
+ type: :development
264
+ prerelease: false
265
+ version_requirements: !ruby/object:Gem::Requirement
266
+ none: false
267
+ requirements:
268
+ - - ! '>='
269
+ - !ruby/object:Gem::Version
270
+ version: '0'
271
+ description: ! "Both a trading robot and a library to build trading\n robots.
272
+ The bitex-bot lets you buy cheap on bitex and\n sell on another
273
+ exchange and vice versa."
274
+ email:
275
+ - nb@bitex.la
276
+ - tr@bitex.la
277
+ executables:
278
+ - bitex_bot
279
+ extensions: []
280
+ extra_rdoc_files: []
281
+ files:
282
+ - .gitignore
283
+ - .rspec
284
+ - Gemfile
285
+ - LICENSE.txt
286
+ - README.md
287
+ - Rakefile
288
+ - bin/bitex_bot
289
+ - bitex_bot.gemspec
290
+ - lib/bitex_bot.rb
291
+ - lib/bitex_bot/database.rb
292
+ - lib/bitex_bot/models/buy_closing_flow.rb
293
+ - lib/bitex_bot/models/buy_opening_flow.rb
294
+ - lib/bitex_bot/models/close_buy.rb
295
+ - lib/bitex_bot/models/close_sell.rb
296
+ - lib/bitex_bot/models/closing_flow.rb
297
+ - lib/bitex_bot/models/open_buy.rb
298
+ - lib/bitex_bot/models/open_sell.rb
299
+ - lib/bitex_bot/models/opening_flow.rb
300
+ - lib/bitex_bot/models/order_book_simulator.rb
301
+ - lib/bitex_bot/models/sell_closing_flow.rb
302
+ - lib/bitex_bot/models/sell_opening_flow.rb
303
+ - lib/bitex_bot/robot.rb
304
+ - lib/bitex_bot/settings.rb
305
+ - lib/bitex_bot/version.rb
306
+ - settings.yml.sample
307
+ - spec/factories/bitex_buy.rb
308
+ - spec/factories/bitex_sell.rb
309
+ - spec/factories/buy_opening_flow.rb
310
+ - spec/factories/open_buy.rb
311
+ - spec/factories/open_sell.rb
312
+ - spec/factories/sell_opening_flow.rb
313
+ - spec/models/buy_closing_flow_spec.rb
314
+ - spec/models/buy_opening_flow_spec.rb
315
+ - spec/models/order_book_simulator_spec.rb
316
+ - spec/models/robot_spec.rb
317
+ - spec/models/sell_closing_flow_spec.rb
318
+ - spec/models/sell_opening_flow_spec.rb
319
+ - spec/spec_helper.rb
320
+ - spec/support/bitex_stubs.rb
321
+ - spec/support/bitstamp_stubs.rb
322
+ homepage: ''
323
+ licenses:
324
+ - MIT
325
+ post_install_message:
326
+ rdoc_options: []
327
+ require_paths:
328
+ - lib
329
+ required_ruby_version: !ruby/object:Gem::Requirement
330
+ none: false
331
+ requirements:
332
+ - - ! '>='
333
+ - !ruby/object:Gem::Version
334
+ version: '0'
335
+ required_rubygems_version: !ruby/object:Gem::Requirement
336
+ none: false
337
+ requirements:
338
+ - - ! '>='
339
+ - !ruby/object:Gem::Version
340
+ version: '0'
341
+ requirements: []
342
+ rubyforge_project:
343
+ rubygems_version: 1.8.23
344
+ signing_key:
345
+ specification_version: 3
346
+ summary: A trading robot to do arbitrage between bitex.la and other exchanges!
347
+ test_files:
348
+ - spec/factories/bitex_buy.rb
349
+ - spec/factories/bitex_sell.rb
350
+ - spec/factories/buy_opening_flow.rb
351
+ - spec/factories/open_buy.rb
352
+ - spec/factories/open_sell.rb
353
+ - spec/factories/sell_opening_flow.rb
354
+ - spec/models/buy_closing_flow_spec.rb
355
+ - spec/models/buy_opening_flow_spec.rb
356
+ - spec/models/order_book_simulator_spec.rb
357
+ - spec/models/robot_spec.rb
358
+ - spec/models/sell_closing_flow_spec.rb
359
+ - spec/models/sell_opening_flow_spec.rb
360
+ - spec/spec_helper.rb
361
+ - spec/support/bitex_stubs.rb
362
+ - spec/support/bitstamp_stubs.rb
363
+ has_rdoc: