bitex_bot 0.0.6 → 0.1.0

data/bitex_bot.gemspec

@@ -26,7 +26,7 @@ Gem::Specification.new do |spec|
   spec.add_dependency "activesupport"
   spec.add_dependency "sqlite3"
   spec.add_dependency "bitstamp"
-  spec.add_dependency "bitex", "0.0.8"
+  spec.add_dependency "bitex", "0.1.0"
   spec.add_dependency "mail"
 
   spec.add_development_dependency "bundler", "~> 1.3"

data/lib/bitex_bot/database.rb

@@ -3,8 +3,8 @@ module BitexBot
     #ActiveRecord::Base.logger = Logger.new(File.open('database.log', 'w'))
     ActiveRecord::Base.establish_connection(Settings.database)
 
-    if ActiveRecord::Base.connection.tables.empty?
-      ActiveRecord::Schema.define(version: 1) do
+    ActiveRecord::Schema.define(version: 1) do
+      if ActiveRecord::Base.connection.tables.empty?
         create_table :buy_opening_flows do |t|
           t.decimal :price, precision: 30, scale: 15
           t.decimal :value_to_use, precision: 30, scale: 15
@@ -87,7 +87,23 @@ module BitexBot
         end
         add_index :close_sells, :order_id
       end
+
+      unless ActiveRecord::Base.connection.table_exists?('stores')
+        create_table "stores", force: true do |t|
+          t.decimal  "bitstamp_usd",                precision: 20, scale: 8
+          t.decimal  "bitstamp_btc",                precision: 20, scale: 8
+          t.boolean  "hold", default: false
+          t.text     "log"
+          t.decimal  "usd_stop",  precision: 20, scale: 8
+          t.decimal  "usd_warning",  precision: 20, scale: 8
+          t.decimal  "btc_stop",  precision: 20, scale: 8
+          t.decimal  "btc_warning",         precision: 20, scale: 8
+          t.datetime "last_warning"
+          t.timestamps
+        end
+      end
     end
+
   end
 end
 

data/lib/bitex_bot/models/closing_flow.rb

@@ -23,15 +23,25 @@ module BitexBot
         quantity: quantity,
         amount: amount,
         open_positions: open_positions)
-
-      flow.create_order_and_close_position(quantity, price)
-
+      
+      flow.create_initial_order_and_close_position
+      
       return flow
     end
     
+    def create_initial_order_and_close_position
+      create_order_and_close_position(quantity, desired_price)
+    end
+
     def create_order_and_close_position(quantity, price)
       order = Bitstamp.orders.send(order_method,
-        amount: quantity.round(8), price: price.round(8))
+        amount: quantity.round(4), price: price.round(2))
+      if order.nil? || order.id.nil?
+        Robot.logger.error("Closing: Error on #{order_method} for "\
+          "#{self.class.name} ##{id} #{quantity} BTC @ $#{price}."\
+          "#{order.to_s}")
+        return
+      end
       Robot.logger.info("Closing: Going to #{order_method} ##{order.id} for"\
         "#{self.class.name} ##{id} #{quantity} BTC @ $#{price}")
       close_positions.create!(order_id: order.id.to_i)
@@ -39,6 +49,14 @@ module BitexBot
 
     def sync_closed_positions(orders, transactions)
       latest_close = close_positions.last
+
+      # Maybe we couldn't create the bitstamp order when this flow
+      # was created, so we try again when syncing.
+      if latest_close.nil?
+        create_initial_order_and_close_position
+        return
+      end
+
       order = orders.find{|x| x.id.to_s == latest_close.order_id.to_s }
       
       # When ask is nil it means the other exchange is done executing it

data/lib/bitex_bot/models/opening_flow.rb

@@ -101,9 +101,9 @@ module BitexBot
     
     def finalise!
       order = self.class.order_class.find(order_id)
-      if order.status == :cancelled
+      if order.status == :cancelled || order.status == :completed
         Robot.logger.info(
-          "Opening: #{self.class.order_class.name} ##{order_id} was too old.")
+          "Opening: #{self.class.order_class.name} ##{order_id} finalised.")
         self.status = 'finalised'
         save!
       else

data/lib/bitex_bot/models/store.rb

@@ -0,0 +1,2 @@
+class BitexBot::Store < ActiveRecord::Base
+end

data/lib/bitex_bot/robot.rb

@@ -1,3 +1,5 @@
+require 'debugger'
+
 trap "INT" do
   if BitexBot::Robot.graceful_shutdown
     print "\b"
@@ -14,7 +16,10 @@ module BitexBot
     cattr_accessor :cooldown_until
     cattr_accessor :test_mode
     cattr_accessor :logger do
-      Logger.new(Settings.log.try(:file) || STDOUT, 10, 10240000).tap do |l|
+      logfile = Settings.log.try(:file) ? File.open(Settings.log.file, 'a') : STDOUT
+      logfile.sync = true
+      $stderr = logfile
+      Logger.new(logfile, 10, 10240000).tap do |l|
         l.level = Logger.const_get(Settings.log.level.upcase)
         l.formatter = proc do |severity, datetime, progname, msg|
           date = datetime.strftime("%m/%d %H:%M:%S.%L")
@@ -23,7 +28,7 @@ module BitexBot
       end
     end
     cattr_accessor :current_cooldowns do 0 end
-
+  
     # Trade constantly respecting cooldown times so that we don't get
     # banned by api clients.
     def self.run!
@@ -112,11 +117,10 @@ module BitexBot
     end
     
     def start_opening_flows_if_needed
-      return if open_positions?
+      return if store.reload.hold?
       return if active_closing_flows?
       return if self.class.graceful_shutdown
       
-      
       recent_buying, recent_selling =
         [BuyOpeningFlow, SellOpeningFlow].collect do |kind|
           threshold = (Settings.time_to_live / 2).seconds.ago
@@ -126,6 +130,31 @@ module BitexBot
       return if recent_buying && recent_selling
       
       balances = with_cooldown{ Bitstamp.balance }
+      profile = Bitex::Profile.get
+      
+      total_usd = balances['usd_balance'].to_d + profile[:usd_balance]
+      total_btc = balances['btc_balance'].to_d + profile[:btc_balance]
+      
+      store.update_attributes(bitstamp_usd: balances['usd_balance'],
+        bitstamp_btc: balances['btc_balance'])
+      
+      if store.last_warning.nil? || store.last_warning < 30.minutes.ago 
+        if store.usd_warning && total_usd <= store.usd_warning
+          notify("USD balance is too low, it's #{total_usd},"\
+            "make it #{store.usd_warning} to stop this warning.")
+          store.update_attributes(last_warning: Time.now)
+        end
+
+        if store.btc_warning && total_btc <= store.btc_warning
+          notify("BTC balance is too low, it's #{total_btc},"\
+            "make it #{store.btc_warning} to stop this warning.")
+          store.update_attributes(last_warning: Time.now)
+        end
+      end
+
+      return if store.usd_stop && total_usd <= store.usd_stop
+      return if store.btc_stop && total_btc <= store.btc_stop
+
       order_book = with_cooldown{ Bitstamp.order_book }
       transactions = with_cooldown{ Bitstamp.transactions }
       
@@ -134,7 +163,7 @@ module BitexBot
           balances['btc_available'].to_d,
           order_book['bids'],
           transactions,
-          Bitex::Profile.get[:fee],
+          profile[:fee],
           balances['fee'].to_d )
       end
       unless recent_selling
@@ -142,7 +171,7 @@ module BitexBot
           balances['usd_available'].to_d,
           order_book['asks'],
           transactions,
-          Bitex::Profile.get[:fee],
+          profile[:fee],
           balances['fee'].to_d )
       end
     end
@@ -169,5 +198,10 @@ module BitexBot
         mail.deliver!
       end
     end
+
+    # The trader has a Store
+    def store
+      @store ||= Store.first || Store.create
+    end
   end
 end

data/lib/bitex_bot/version.rb

@@ -1,3 +1,3 @@
 module BitexBot
-  VERSION = "0.0.6"
+  VERSION = "0.1.0"
 end

data/spec/models/buy_closing_flow_spec.rb

@@ -35,6 +35,30 @@ describe BitexBot::BuyClosingFlow do
     close.quantity.should be_nil
   end
   
+  it 'keeps trying to place a closed position on bitstamp errors' do
+    stub_bitstamp_sell
+    Bitstamp.orders.stub(:sell) do 
+      double(id: nil, error: {price: ['Ensure it is good']})
+    end
+    open = create :open_buy
+    flow = BitexBot::BuyClosingFlow.close_open_positions
+    open.reload.closing_flow.should == flow
+    flow.open_positions.should == [open]
+    flow.desired_price.should == 310
+    flow.quantity.should == 2
+    flow.btc_profit.should be_nil
+    flow.usd_profit.should be_nil
+    flow.close_positions.should be_empty
+
+    stub_bitstamp_user_transactions
+    stub_bitstamp_sell
+    flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
+    close = flow.close_positions.first
+    close.order_id.should == 1
+    close.amount.should be_nil
+    close.quantity.should be_nil
+  end
+  
   it "does not try to close if the amount is too low" do
     open = create :tiny_open_buy
     expect do
@@ -61,11 +85,11 @@ describe BitexBot::BuyClosingFlow do
       stub_bitstamp_orders_into_transactions
       flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
       close = flow.close_positions.last
-      close.amount.should == '624.1000000044'.to_d
+      close.amount.should == '624.105'.to_d
       close.quantity.should == 2.01
       flow.should be_done
       flow.btc_profit.should == 0
-      flow.usd_profit.should == '20.1000000044'.to_d
+      flow.usd_profit.should == '20.105'.to_d
     end
   
     it "retries closing at a lower price every minute" do
@@ -97,7 +121,7 @@ describe BitexBot::BuyClosingFlow do
         flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
       end.to change{ BitexBot::CloseBuy.count }.by(1)
       flow.close_positions.first.tap do |close|
-        close.amount.should == '312.0500000022'.to_d
+        close.amount.should == '312.0525'.to_d
         close.quantity.should == 1.005
       end
 
@@ -106,12 +130,12 @@ describe BitexBot::BuyClosingFlow do
       stub_bitstamp_orders_into_transactions
       flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
       flow.close_positions.last.tap do |close|
-        close.amount.should == '312.0299000022'.to_d
+        close.amount.should == '312.0324'.to_d
         close.quantity.should == 1.005
       end
       flow.should be_done
       flow.btc_profit.should == 0
-      flow.usd_profit.should == '20.0799000044001'.to_d
+      flow.usd_profit.should == '20.0849000000001'.to_d
     end
     
     it "does not retry for an amount less than minimum_for_closing" do
@@ -126,7 +150,7 @@ describe BitexBot::BuyClosingFlow do
 
       flow.should be_done
       flow.btc_profit.should == 0.00201
-      flow.usd_profit.should == '19.4759000043956'.to_d
+      flow.usd_profit.should == '19.480895'.to_d
     end
     
     it "can lose USD if price had to be dropped dramatically" do
@@ -144,7 +168,7 @@ describe BitexBot::BuyClosingFlow do
 
       flow.reload.should be_done
       flow.btc_profit.should == 0
-      flow.usd_profit.should == '-16.0799999956'.to_d
+      flow.usd_profit.should == '-16.075'.to_d
     end
   end
 end

data/spec/models/robot_spec.rb

@@ -18,7 +18,18 @@ describe BitexBot::Robot do
       )
     )
     Bitex.api_key = "valid_key"
-    Bitex::Profile.stub(get: {fee: 0.5})
+    Bitex::Profile.stub(get: {
+      fee: 0.5,
+      usd_balance:       10000.00,   # Total USD balance
+      usd_reserved:       2000.00,   # USD reserved in open orders
+      usd_available:      8000.00,   # USD available for trading
+      btc_balance:    20.00000000,   # Total BTC balance
+      btc_reserved:    5.00000000,   # BTC reserved in open orders
+      btc_available:  15.00000000,   # BTC available for trading
+      ltc_balance:   250.00000000,   # Total LTC balance
+      ltc_reserved:  100.00000000,   # LTC reserved in open orders
+      ltc_available: 150.00000000,
+    })
     stub_bitex_orders
     stub_bitstamp_sell
     stub_bitstamp_buy
@@ -92,16 +103,83 @@ describe BitexBot::Robot do
       bot.should_not be_active_closing_flows
     end.to change{ BitexBot::BuyOpeningFlow.count }.by(1)
   end
+  
+  it 'does not place new opening flows when ordered to hold' do
+    other_bot = BitexBot::Robot.new
+    other_bot.store.hold = true
+    other_bot.store.save!
+    expect do
+      bot.trade!
+    end.not_to change{ BitexBot::BuyOpeningFlow.count }
+  end
+
+  it 'stops trading when btc stop is reached' do
+    other_bot = BitexBot::Robot.new
+    other_bot.store.usd_stop = 11000
+    other_bot.store.save!
+    expect do
+      bot.trade!
+    end.not_to change{ BitexBot::BuyOpeningFlow.count }
+  end
+
+  it 'stops trading when usd stop is reached' do
+    other_bot = BitexBot::Robot.new
+    other_bot.store.btc_stop = 30
+    other_bot.store.save!
+    expect do
+      bot.trade!
+    end.not_to change{ BitexBot::BuyOpeningFlow.count }
+  end
+
+  it 'warns every 30 minutes when usd warn is reached' do
+    Bitex::Transaction.stub(all: [])
+    other_bot = BitexBot::Robot.new
+    other_bot.store.usd_warning = 11000
+    other_bot.store.save!
+    expect do
+      bot.trade!
+    end.to change{ Mail::TestMailer.deliveries.count }.by(1)
+    Timecop.travel 1.minute.from_now
+    expect do
+      bot.trade!
+    end.not_to change{ Mail::TestMailer.deliveries.count }
+    Timecop.travel 31.minutes.from_now
+    expect do
+      bot.trade!
+    end.to change{ Mail::TestMailer.deliveries.count }.by(1)
+  end
+
+  it 'warns every 30 minutes when btc warn is reached' do
+    Bitex::Transaction.stub(all: [])
+    other_bot = BitexBot::Robot.new
+    other_bot.store.btc_warning = 30
+    other_bot.store.save!
+    expect do
+      bot.trade!
+    end.to change{ Mail::TestMailer.deliveries.count }.by(1)
+    Timecop.travel 1.minute.from_now
+    expect do
+      bot.trade!
+    end.not_to change{ Mail::TestMailer.deliveries.count }
+    Timecop.travel 31.minutes.from_now
+    expect do
+      bot.trade!
+    end.to change{ Mail::TestMailer.deliveries.count }.by(1)
+  end
+  
+  it 'updates bitstamp_usd and bitstamp_btc' do
+    bot.trade!
+    bot.store.bitstamp_usd.should_not be_nil
+    bot.store.bitstamp_btc.should_not be_nil
+  end
  
   it 'notifies exceptions and sleeps' do
     Bitstamp.stub(:balance) do
       raise StandardError.new('oh moova')
     end
-    bot.trade!
-    Mail::TestMailer.deliveries.count.should == 1
+    expect do
+      bot.trade!
+    end.to change{ Mail::TestMailer.deliveries.count }.by(1)
   end
 
-  #it 'goes through all the motions buying and selling' do
-  #  pending
-  #end
 end

data/spec/models/sell_closing_flow_spec.rb

@@ -36,6 +36,30 @@ describe BitexBot::SellClosingFlow do
     close.amount.should be_nil
     close.quantity.should be_nil
   end
+
+  it 'keeps trying to place a closed position on bitstamp errors' do
+    stub_bitstamp_buy
+    Bitstamp.orders.stub(:buy) do 
+      double(id: nil, error: {price: ['Ensure it is good']})
+    end
+    open = create :open_sell
+    flow = BitexBot::SellClosingFlow.close_open_positions
+    open.reload.closing_flow.should == flow
+    flow.open_positions.should == [open]
+    flow.desired_price.should == 290
+    flow.quantity.should == 2
+    flow.btc_profit.should be_nil
+    flow.usd_profit.should be_nil
+    flow.close_positions.should be_empty
+
+    stub_bitstamp_user_transactions
+    stub_bitstamp_buy
+    flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
+    close = flow.close_positions.first
+    close.order_id.should == 1
+    close.amount.should be_nil
+    close.quantity.should be_nil
+  end
   
   it "does not try to close if the amount is too low" do
     open = create :tiny_open_sell
@@ -63,11 +87,11 @@ describe BitexBot::SellClosingFlow do
       stub_bitstamp_orders_into_transactions
       flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
       close = flow.close_positions.last
-      close.amount.should == "583.9000000044".to_d
+      close.amount.should == "583.905".to_d
       close.quantity.should == 2.01
       flow.should be_done
       flow.btc_profit.should == 0
-      flow.usd_profit.should == "20.0999999956".to_d
+      flow.usd_profit.should == "20.095".to_d
     end
   
     it "retries closing at a higher price every minute" do
@@ -99,7 +123,7 @@ describe BitexBot::SellClosingFlow do
         flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
       end.to change{ BitexBot::CloseSell.count }.by(1)
       flow.close_positions.first.tap do |close|
-        close.amount.should == "291.9500000022".to_d
+        close.amount.should == "291.9525".to_d
         close.quantity.should == 1.005
       end
 
@@ -108,12 +132,13 @@ describe BitexBot::SellClosingFlow do
       stub_bitstamp_orders_into_transactions
       flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
       flow.close_positions.last.tap do |close|
-        close.amount.should == "291.9499990955143".to_d
-        close.quantity.should == '1.00493081'.to_d
+        close.amount.should == "291.943548".to_d
+        close.quantity.should == '1.0049'.to_d
       end
       flow.should be_done
-      flow.btc_profit.should == '-0.00006919'.to_d
-      flow.usd_profit.should == '20.1000009022857'.to_d
+      flow.btc_profit.should == '-0.0001'.to_d
+      flow.usd_profit.should == '20.1039519999999'.to_d
+
     end
     
     it "does not retry for an amount less than minimum_for_closing" do
@@ -132,8 +157,8 @@ describe BitexBot::SellClosingFlow do
       end.not_to change{ BitexBot::CloseSell.count }
 
       flow.should be_done
-      flow.btc_profit.should == '-0.01573996629'.to_d
-      flow.usd_profit.should == '20.6839009813144'.to_d
+      flow.btc_profit.should == '-0.0156963'.to_d
+      flow.usd_profit.should == '20.66616775'.to_d
     end
     
     it "can lose BTC if price had to be raised dramatically" do
@@ -150,11 +175,11 @@ describe BitexBot::SellClosingFlow do
       flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
 
       flow.reload.should be_done
-      flow.btc_profit.should == "-0.11727809".to_d
-      flow.usd_profit.should == "20.0999990243145".to_d
+      flow.btc_profit.should == "-0.1173".to_d
+      flow.usd_profit.should == "20.10205".to_d
       close = flow.close_positions.last
       (close.amount / close.quantity)
-        .should == '308.497512439999968088286144476448735145'.to_d
+        .should == '308.5'.to_d
     end
   end
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: bitex_bot
 version: !ruby/object:Gem::Version
-  version: 0.0.6
+  version: 0.1.0
   prerelease: 
 platform: ruby
 authors:
@@ -10,7 +10,7 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2014-07-31 00:00:00.000000000 Z
+date: 2014-08-08 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: settingslogic
@@ -99,7 +99,7 @@ dependencies:
     requirements:
     - - '='
       - !ruby/object:Gem::Version
-        version: 0.0.8
+        version: 0.1.0
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
@@ -107,7 +107,7 @@ dependencies:
     requirements:
     - - '='
       - !ruby/object:Gem::Version
-        version: 0.0.8
+        version: 0.1.0
 - !ruby/object:Gem::Dependency
   name: mail
   requirement: !ruby/object:Gem::Requirement
@@ -300,6 +300,7 @@ files:
 - lib/bitex_bot/models/order_book_simulator.rb
 - lib/bitex_bot/models/sell_closing_flow.rb
 - lib/bitex_bot/models/sell_opening_flow.rb
+- lib/bitex_bot/models/store.rb
 - lib/bitex_bot/robot.rb
 - lib/bitex_bot/settings.rb
 - lib/bitex_bot/version.rb