bitex_bot 0.3.6 → 0.3.7

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
-  metadata.gz: 4361404809a875ed432da4a24e3d7730bb405864
-  data.tar.gz: 8799ebd00c18ccfd4e4066e81fc5f182ff4e93da
+  metadata.gz: c1bcc53a7b4d8a6382173bdd864dd306b3a2bdc5
+  data.tar.gz: e4254d0ffe025a95c5eba3429814b2b60405abb7
 SHA512:
-  metadata.gz: 1131f6f01e2b216854bbac7981b1ab6219732809047e544694dbac065b171c2cb2648c2db58f6a45c63356a604d945ebda582176de92a131e310af6def71ba09
-  data.tar.gz: 132ad4b745e70eb8bbb2d1179aae3e5cc4310909b766e4112c825cebe6f09723813d6b25fff50176de581f9a70b3b10c2fcee12e22fc2f7347e01ffb2de6a599
+  metadata.gz: 0b64dae4070f6fb5ce595bfb0d5cac5c88d9d853264b948ae62241e812a1946ed83e9f3af344b4fa8fb7a215d61f9cc8c2b960c388b820d2b880f3dc72cc32b7
+  data.tar.gz: a8ac2e4ace3edaa00b529d6aafd1808d4bb8cfb8139b6588789a80e8455b38505be31afb6a813048905d9f8c32f3738b979c23c45a1ab1340a49454180347ecc

data/bitex_bot.gemspec

@@ -27,6 +27,7 @@ Gem::Specification.new do |spec|
   spec.add_dependency "bitex", "0.3"
   spec.add_dependency "itbit", "0.0.6"
   spec.add_dependency "bitfinex-rb", "0.0.6"
+  spec.add_dependency "kraken_client", "~> 1.2.1"
   spec.add_dependency "mail"
   spec.add_dependency "hashie", "~> 3.5.4"
 

data/lib/bitex_bot/models/bitfinex_api_wrapper.rb

@@ -95,7 +95,7 @@ class BitfinexApiWrapper
   def self.place_order(type, price, quantity)
     with_retry "place order #{type} #{price} #{quantity}" do
       order_data = Bitfinex::Client.new
-        .new_order('btcusd', quantity, 'exchange limit', type.to_s, price)
+        .new_order('btcusd', quantity.round(4), 'exchange limit', type.to_s, price.round(2))
       BitfinexOrder.new(order_data)
     end
   end

data/lib/bitex_bot/models/bitstamp_api_wrapper.rb

@@ -77,6 +77,6 @@ class BitstampApiWrapper
   end
   
   def self.place_order(type, price, quantity)
-    Bitstamp.orders.send(type, amount: quantity, price: price)
+    Bitstamp.orders.send(type, amount: quantity.round(4), price: price.round(2))
   end
 end

data/lib/bitex_bot/models/closing_flow.rb

@@ -35,15 +35,15 @@ module BitexBot
 
     def create_order_and_close_position(quantity, price)
       order = BitexBot::Robot.taker.place_order(
-        order_method, price.round(2), quantity.round(4))
+        order_method, price, quantity)
       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}")
+      Robot.logger.info("Closing: Going to #{order_method} ##{order.id} for "\
+        "#{self.class.name} ##{id} #{order.amount} BTC @ $#{order.price}")
       close_positions.create!(order_id: order.id)
     end
 
@@ -74,14 +74,16 @@ module BitexBot
           self.btc_profit = get_btc_profit
           self.usd_profit = get_usd_profit
           self.done = true
-          Robot.logger.info("Closing: Finished #{self.class.name} ##{id}"\
+          Robot.logger.info("Closing: Finished #{self.class.name} ##{id} "\
             "earned $#{self.usd_profit} and #{self.btc_profit} BTC. ")
           save!
         end
       elsif latest_close.created_at < self.class.close_time_to_live.seconds.ago
         Robot.with_cooldown do
           begin
+            Robot.logger.debug("Finalising #{order.class}##{order.id}")
             order.cancel!
+            Robot.logger.debug("Finalised #{order.class}##{order.id}")
           rescue StandardError => e
             nil # just pass, we'll keep on trying until it's not in orders anymore.
           end

data/lib/bitex_bot/models/itbit_api_wrapper.rb

@@ -47,7 +47,7 @@ class ItbitApiWrapper
   
   def self.place_order(type, price, quantity)
     begin
-      return Itbit::Order.create!(type, :xbtusd, quantity, price, wait: true)
+      return Itbit::Order.create!(type, :xbtusd, quantity.round(4), price.round(2), wait: true)
     rescue RestClient::RequestTimeout => e
       # On timeout errors, we still look for the latest active closing order
       # that may be available. We have a magic threshold of 5 minutes

data/lib/bitex_bot/models/kraken_api_wrapper.rb

@@ -0,0 +1,188 @@
+require 'kraken_client'
+
+class KrakenApiWrapper
+  def self.setup(settings)
+    HTTParty::Basement.headers('User-Agent' => BitexBot.user_agent)
+    @settings = settings.kraken
+  end
+
+  def self.client
+    @client ||= KrakenClient.load(@settings)
+  end
+
+  #{
+  #  tid:i,
+  #  date: (i+1).seconds.ago.to_i.to_s,
+  #  price: price.to_s,
+  #  amount: amount.to_s
+  #}
+  def self.transactions
+    client.public.trades('XBTUSD')[:XXBTZUSD].reverse.collect do |t|
+      Hashie::Mash.new({
+        tid: t[2].to_s,
+        price: t[0],
+        amount: t[1],
+        date: t[2]
+      })
+    end
+  rescue NoMethodError => e
+    retry
+  end
+
+  #  { 'timestamp' => DateTime.now.to_i.to_s,
+  #    'bids' =>
+  #      [['30', '3'], ['25', '2'], ['20', '1.5'], ['15', '4'], ['10', '5']],
+  #    'asks' =>
+  #      [['10', '2'], ['15', '3'], ['20', '1.5'], ['25', '3'], ['30', '3']]
+  #  }
+  def self.order_book(retries = 20)
+    book = client.public.order_book('XBTUSD')[:XXBTZUSD]
+    { 'bids' => book[:bids].collect { |b| [ b[0], b[1] ] },
+      'asks' => book[:asks].collect { |a| [ a[0], a[1] ] } }
+  rescue NoMethodError => e
+    retry
+  end
+
+  # {"btc_balance"=> "10.0", "btc_reserved"=> "0", "btc_available"=> "10.0",
+  # "usd_balance"=> "100.0", "usd_reserved"=>"0", "usd_available"=> "100.0",
+  # "fee"=> "0.5000"}
+  def self.balance
+    balances = client.private.balance
+    open_orders = KrakenOrder.open
+    sell_orders = open_orders.select { |o| o.type == :sell }
+    btc_reserved = sell_orders.collect { |o| o.amount - o.executed_amount }.sum
+    buy_orders = open_orders - sell_orders
+    usd_reserved = buy_orders.collect { |o| (o.amount - o.executed_amount) * o.price }.sum
+    { 'btc_balance' => balances['XXBT'].to_d,
+      'btc_reserved' => btc_reserved,
+      'btc_available' => balances['XXBT'].to_d - btc_reserved,
+      'usd_balance' => balances['ZUSD'].to_d,
+      'usd_reserved' => usd_reserved,
+      'usd_available' => balances['ZUSD'].to_d - usd_reserved,
+      'fee' => client.private.trade_volume(pair: 'XBTUSD')[:fees][:XXBTZUSD][:fee].to_d
+    }
+  rescue KrakenClient::ErrorResponse, Net::ReadTimeout => e
+    retry
+  end
+
+  # ask = double(amount: args[:amount], price: args[:price],
+  #   type: 1, id: remote_id, datetime: DateTime.now.to_s)
+  # ask.stub(:cancel!) do
+  def self.orders
+    KrakenOrder.open
+  end
+
+  # We don't need to fetch the list of transactions
+  # for Kraken
+  def self.user_transactions
+    [ ]
+  end
+
+  def self.amount_and_quantity(order_id, transactions)
+    KrakenOrder.amount_and_quantity(order_id, transactions)
+  end
+
+  def self.place_order(type, price, quantity)
+    KrakenOrder.create(type, price, quantity)
+  end
+end
+
+class KrakenOrder
+  attr_accessor :id, :amount, :executed_amount, :price, :avg_price, :type, :datetime
+  def initialize(id, order_data)
+    self.id = id
+    self.amount = order_data['vol'].to_d
+    self.executed_amount = order_data['vol_exec'].to_d
+    self.price = order_data['descr']['price'].to_d
+    self.avg_price = order_data['price'].to_d
+    self.type = order_data['descr']['type'].to_sym
+    self.datetime = order_data['opentm'].to_i
+  end
+
+  def cancel!
+    self.class.client.private.cancel_order(txid: id)
+  rescue KrakenClient::ErrorResponse => e
+    retry if e.message == 'EService:Unavailable'
+    raise
+  end
+
+  def ==(order)
+    if order.is_a?(self.class)
+      id == order.id
+    elsif order.is_a?(Array)
+      [ type, price, amount ] == order
+    end
+  end
+
+  def self.client
+    KrakenApiWrapper.client
+  end
+
+  def self.find(id)
+    new(*client.private.query_orders(txid: id).first)
+  rescue KrakenClient::ErrorResponse => e
+    retry
+  end
+
+  def self.amount_and_quantity(order_id, transactions)
+    order = find(order_id)
+    [ order.avg_price * order.executed_amount, order.executed_amount ]
+  end
+
+  def self.open
+    client.private.open_orders['open'].collect { |o| new(*o) }
+  rescue KrakenClient::ErrorResponse => e
+    retry
+  end
+
+  def self.closed(start: 1.hour.ago.to_i)
+    client.private.closed_orders(start: start)[:closed].collect { |o| new(*o) }
+  rescue KrakenClient::ErrorResponse => e
+    retry
+  end
+
+  def self.find_lost(type, price, quantity, last_closed_order)
+    order_descr = [ type, price, quantity ]
+
+    BitexBot::Robot.logger.debug("Looking for #{type} order in open orders...")
+    if order = self.open.detect { |o| o == order_descr }
+      BitexBot::Robot.logger.debug("Found open order with ID #{order.id}")
+      return order
+    end
+
+    BitexBot::Robot.logger.debug("Looking for #{type} order in closed orders...")
+    order = closed(start: last_closed_order).detect { |o| o == order_descr }
+    if order && order.id != last_closed_order
+      BitexBot::Robot.logger.debug("Found closed order with ID #{order.id}")
+      return order
+    end
+  end
+
+  def self.create(type, price, quantity)
+    last_closed_order = closed.first.try(:id) || Time.now.to_i
+    price = price.truncate(1)
+    quantity = quantity.truncate(8)
+    order_info = client.private.add_order(pair: 'XBTUSD', type: type, ordertype: 'limit',
+                                          price: price, volume: quantity)
+    find(order_info['txid'].first)
+  rescue KrakenClient::ErrorResponse => e
+    # Order could not be placed
+    if e.message == 'EService:Unavailable'
+      BitexBot::Robot.logger.debug('Captured EService:Unavailable error when placing order on Kraken. Retrying...')
+      retry
+    elsif e.message.start_with?('EGeneral:Invalid')
+      BitexBot::Robot.logger.debug("Captured #{e.message}: type: #{type}, price: #{price}, quantity: #{quantity}")
+      return
+    end
+    raise unless e.message == 'error'
+    BitexBot::Robot.logger.debug('Captured error when placing order on Kraken')
+    # Order may have gone through and be stuck somewhere in Kraken's
+    # pipeline. We just sleep for a bit and then look for the order.
+    8.times do
+      sleep 15
+      order = find_lost(type, price, quantity, last_closed_order)
+      return order if order
+    end
+    raise
+  end
+end

data/lib/bitex_bot/robot.rb

@@ -21,6 +21,8 @@ module BitexBot
         BitstampApiWrapper
       when 'bitfinex'
         BitfinexApiWrapper
+      when 'kraken'
+        KrakenApiWrapper
       end
     end
     cattr_accessor :logger do

data/lib/bitex_bot/version.rb

@@ -1,3 +1,3 @@
 module BitexBot
-  VERSION = "0.3.6"
+  VERSION = "0.3.7"
 end

data/settings.rb.sample

@@ -15,7 +15,7 @@ time_to_live 20
 sandbox false
 
 # Which market to use for taking (we're always makers on bitex)
-# 'itbit', 'bitstamp' or 'bitfinex'
+# 'itbit', 'bitstamp', 'bitfinex' or 'kraken'
 taker 'bitstamp'
 
 # Settings for buying on bitex and selling on bitstamp.
@@ -73,6 +73,11 @@ itbit client_key: 'the-client-key',
 bitfinex api_key: 'your_api_key',
   api_secret: 'your_api_secret'
 
+# These are passed in to the kraken gem:
+# see https://github.com/shideneyu/kraken_client for more info.
+kraken api_key: 'your_api_key',
+  api_secret: 'your_api_secret'
+
 # Settings for the ActiveRecord Database to use.
 # sqlite is just fine. Check this link for more options:
 # http://apidock.com/rails/ActiveRecord/Base/establish_connection/class

data/spec/bitex_bot/settings_spec.rb

@@ -10,6 +10,7 @@ describe BitexBot::Settings do
         :buying => {:amount_to_spend_per_order=>10.0, :profit=>0.5},
         :database => {:adapter=>:sqlite3, :database=>"bitex_bot.db"},
         :itbit => {:client_key=>"the-client-key", :secret=>"the-secret", :user_id=>"the-user-id", :default_wallet_id=>"wallet-000"},
+        :kraken => {:api_key=>"your_api_key", :api_secret=>"your_api_secret"},
         :log => {:file=>"bitex_bot.log", :level=>:info},
         :mailer => {:from=>"robot@example.com", :to=>"you@example.com", :delivery_method=>:smtp, :options=>{:address=>"your_smtp_server_address.com", :port=>587, :authentication=>"plain", :enable_starttls_auto=>true, :user_name=>"your_user_name", :password=>"your_smtp_password"}},
         :sandbox => false,

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: bitex_bot
 version: !ruby/object:Gem::Version
-  version: 0.3.6
+  version: 0.3.7
 platform: ruby
 authors:
 - Nubis
@@ -9,7 +9,7 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2017-10-03 00:00:00.000000000 Z
+date: 2017-11-09 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: activerecord
@@ -95,6 +95,20 @@ dependencies:
     - - '='
       - !ruby/object:Gem::Version
         version: 0.0.6
+- !ruby/object:Gem::Dependency
+  name: kraken_client
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 1.2.1
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 1.2.1
 - !ruby/object:Gem::Dependency
   name: mail
   requirement: !ruby/object:Gem::Requirement
@@ -293,6 +307,7 @@ files:
 - lib/bitex_bot/models/close_sell.rb
 - lib/bitex_bot/models/closing_flow.rb
 - lib/bitex_bot/models/itbit_api_wrapper.rb
+- lib/bitex_bot/models/kraken_api_wrapper.rb
 - lib/bitex_bot/models/open_buy.rb
 - lib/bitex_bot/models/open_sell.rb
 - lib/bitex_bot/models/opening_flow.rb