bitex_bot 0.3.7 → 0.4.0

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: bitex_bot
 version: !ruby/object:Gem::Version
-  version: 0.3.7
+  version: 0.4.0
 platform: ruby
 authors:
 - Nubis
@@ -9,7 +9,7 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2017-11-09 00:00:00.000000000 Z
+date: 2018-06-23 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: activerecord
@@ -26,7 +26,21 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '4.2'
 - !ruby/object:Gem::Dependency
-  name: sqlite3
+  name: hashie
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 3.5.4
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 3.5.4
+- !ruby/object:Gem::Dependency
+  name: mail
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -40,7 +54,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: bitstamp
+  name: sqlite3
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -59,30 +73,30 @@ dependencies:
     requirements:
     - - '='
       - !ruby/object:Gem::Version
-        version: '0.3'
+        version: '0.5'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - '='
       - !ruby/object:Gem::Version
-        version: '0.3'
+        version: '0.5'
 - !ruby/object:Gem::Dependency
-  name: itbit
+  name: bitstamp
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - '='
+    - - ">="
       - !ruby/object:Gem::Version
-        version: 0.0.6
+        version: '0'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - '='
+    - - ">="
       - !ruby/object:Gem::Version
-        version: 0.0.6
+        version: '0'
 - !ruby/object:Gem::Dependency
-  name: bitfinex-rb
+  name: itbit
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - '='
@@ -110,13 +124,13 @@ dependencies:
       - !ruby/object:Gem::Version
         version: 1.2.1
 - !ruby/object:Gem::Dependency
-  name: mail
+  name: bundler
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
-  type: :runtime
+  type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
@@ -124,21 +138,21 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: hashie
+  name: rake
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: 3.5.4
-  type: :runtime
+        version: '0'
+  type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: 3.5.4
+        version: '0'
 - !ruby/object:Gem::Dependency
-  name: bundler
+  name: byebug
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -152,7 +166,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: byebug
+  name: database_cleaner
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -166,7 +180,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: rake
+  name: factory_bot
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -208,7 +222,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: database_cleaner
+  name: rspec_junit_formatter
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -222,7 +236,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: factory_girl
+  name: rubocop
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -236,7 +250,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: timecop
+  name: shoulda-matchers
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -250,7 +264,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: shoulda-matchers
+  name: timecop
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -278,9 +292,8 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 description: |-
-  Both a trading robot and a library to build trading
-                          robots. The bitex-bot lets you buy cheap on bitex and
-                          sell on another exchange and vice versa.
+  Both a trading robot and a library to build trading robots. The bitex-bot lets you buy cheap on bitex
+                           and sell on another exchange and vice versa.
 email:
 - nb@bitex.la
 - tr@bitex.la
@@ -289,8 +302,10 @@ executables:
 extensions: []
 extra_rdoc_files: []
 files:
+- ".circleci/config.yml"
 - ".gitignore"
 - ".rspec"
+- ".rubocop.yml"
 - Gemfile
 - LICENSE.txt
 - README.md
@@ -299,15 +314,16 @@ files:
 - bitex_bot.gemspec
 - lib/bitex_bot.rb
 - lib/bitex_bot/database.rb
-- lib/bitex_bot/models/bitfinex_api_wrapper.rb
-- lib/bitex_bot/models/bitstamp_api_wrapper.rb
+- lib/bitex_bot/models/api_wrappers/api_wrapper.rb
+- lib/bitex_bot/models/api_wrappers/bitstamp/bitstamp_api_wrapper.rb
+- lib/bitex_bot/models/api_wrappers/itbit/itbit_api_wrapper.rb
+- lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb
+- lib/bitex_bot/models/api_wrappers/kraken/kraken_order.rb
 - lib/bitex_bot/models/buy_closing_flow.rb
 - lib/bitex_bot/models/buy_opening_flow.rb
 - lib/bitex_bot/models/close_buy.rb
 - 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
@@ -326,19 +342,20 @@ files:
 - spec/factories/open_buy.rb
 - spec/factories/open_sell.rb
 - spec/factories/sell_opening_flow.rb
+- spec/models/api_wrappers/bitstamp_api_wrapper_spec.rb
+- spec/models/api_wrappers/itbit_api_wrapper_spec.rb
+- spec/models/api_wrappers/kraken_api_wrapper_spec.rb
 - spec/models/bitex_api_spec.rb
-- spec/models/bitfinex_api_wrapper_spec.rb
-- spec/models/bitstamp_api_wrapper_spec.rb
 - spec/models/buy_closing_flow_spec.rb
 - spec/models/buy_opening_flow_spec.rb
-- spec/models/itbit_api_wrapper_spec.rb
 - spec/models/order_book_simulator_spec.rb
 - spec/models/robot_spec.rb
 - spec/models/sell_closing_flow_spec.rb
 - spec/models/sell_opening_flow_spec.rb
 - spec/spec_helper.rb
 - spec/support/bitex_stubs.rb
-- spec/support/bitstamp_stubs.rb
+- spec/support/bitstamp/bitstamp_api_wrapper_stubs.rb
+- spec/support/bitstamp/bitstamp_stubs.rb
 homepage: ''
 licenses:
 - MIT
@@ -371,16 +388,17 @@ test_files:
 - spec/factories/open_buy.rb
 - spec/factories/open_sell.rb
 - spec/factories/sell_opening_flow.rb
+- spec/models/api_wrappers/bitstamp_api_wrapper_spec.rb
+- spec/models/api_wrappers/itbit_api_wrapper_spec.rb
+- spec/models/api_wrappers/kraken_api_wrapper_spec.rb
 - spec/models/bitex_api_spec.rb
-- spec/models/bitfinex_api_wrapper_spec.rb
-- spec/models/bitstamp_api_wrapper_spec.rb
 - spec/models/buy_closing_flow_spec.rb
 - spec/models/buy_opening_flow_spec.rb
-- spec/models/itbit_api_wrapper_spec.rb
 - spec/models/order_book_simulator_spec.rb
 - spec/models/robot_spec.rb
 - spec/models/sell_closing_flow_spec.rb
 - spec/models/sell_opening_flow_spec.rb
 - spec/spec_helper.rb
 - spec/support/bitex_stubs.rb
-- spec/support/bitstamp_stubs.rb
+- spec/support/bitstamp/bitstamp_api_wrapper_stubs.rb
+- spec/support/bitstamp/bitstamp_stubs.rb

data/lib/bitex_bot/models/bitfinex_api_wrapper.rb

@@ -1,118 +0,0 @@
-require "bigdecimal"
-require "bigdecimal/util"
-
-module Bitfinex
-  module WithUserAgent
-    def new_rest_connection
-      super.tap do |conn|
-        conn.headers['User-Agent'] = BitexBot.user_agent
-      end
-    end
-  end
-
-  class Client
-    prepend WithUserAgent
-  end
-end
-
-class BitfinexApiWrapper
-  def self.setup(settings)
-    Bitfinex::Client.configure do |conf|
-      conf.api_key = settings.bitfinex.api_key
-      conf.secret = settings.bitfinex.api_secret 
-    end
-  end
-
-  def self.with_retry(action, &block)
-    begin
-      block.call
-    rescue StandardError, Bitfinex::ClientError => e
-      raise e if BitexBot::Robot.test_mode
-      BitexBot::Robot.logger.info("Bitfinex #{action} failed. Retrying in 5 seconds.")
-      sleep 5
-      retry
-    end
-  end
-
-  def self.transactions
-    with_retry 'transactions' do
-      Bitfinex::Client.new.trades.collect do |t|
-        Hashie::Mash.new({
-          tid: t['tid'].to_i,
-          price: t['price'],
-          amount: t['amount'],
-          date: t['timestamp']
-        })
-      end
-    end
-  end
-  
-  def self.order_book
-    with_retry 'order_book' do
-      book = Bitfinex::Client.new.orderbook
-      { 'bids' => book['bids'].collect{|b| [b['price'], b['amount']] },
-        'asks' => book['asks'].collect{|a| [a['price'], a['amount']] } }
-    end
-  end
-
-  def self.balance
-    with_retry 'balance' do
-      balances = Bitfinex::Client.new.balances(type: 'exchange')
-      sleep 1 # Sleep to avoid sending two consecutive requests to bitfinex.
-      fee = Bitfinex::Client.new.account_info.first['taker_fees']
-      btc = balances.find{|b| b['currency'] == 'btc' } || {}
-      usd = balances.find{|b| b['currency'] == 'usd' } || {}
-      { "btc_balance" => btc['amount'].to_d,
-        "btc_reserved" => btc['amount'].to_d - btc['available'].to_d,
-        "btc_available" => btc['available'].to_d,
-        "usd_balance" => usd['amount'].to_d,
-        "usd_reserved" => usd['amount'].to_d - usd['available'].to_d,
-        "usd_available" => usd['available'].to_d,
-        "fee" => fee.to_d
-      }
-    end
-  end
-
-  def self.orders
-    with_retry 'orders' do
-      Bitfinex::Client.new.orders.collect{|o| BitfinexOrder.new(o) }
-    end
-  end
-
-  # We don't need to fetch the list of transactions
-  # for bitfinex
-  def self.user_transactions
-    []
-  end
-  
-  def self.amount_and_quantity(order_id, transactions)
-    with_retry "find order #{order_id}" do
-      order = Bitfinex::Client.new.order_status(order_id)
-      [order['avg_execution_price'].to_d * order['executed_amount'].to_d, order['executed_amount'].to_d]
-    end
-  end
-  
-  def self.place_order(type, price, quantity)
-    with_retry "place order #{type} #{price} #{quantity}" do
-      order_data = Bitfinex::Client.new
-        .new_order('btcusd', quantity.round(4), 'exchange limit', type.to_s, price.round(2))
-      BitfinexOrder.new(order_data)
-    end
-  end
-end
-
-class BitfinexOrder
-  attr_accessor :id, :amount, :price, :type, :datetime
-  def initialize(order_data)
-    self.id = order_data['id'].to_i
-    self.amount = order_data['original_amount'].to_d
-    self.price = order_data['price'].to_d
-    self.type = order_data['side'].to_sym
-    self.datetime = order_data['timestamp'].to_i
-  end
-
-  def cancel!
-    Bitfinex::Client.new.cancel_orders(id)
-  end
-end
-

data/lib/bitex_bot/models/bitstamp_api_wrapper.rb

@@ -1,82 +0,0 @@
-class BitstampApiWrapper
-  def self.setup(settings)
-    Bitstamp.setup do |config|
-      config.key = settings.bitstamp.api_key
-      config.secret = settings.bitstamp.secret
-      config.client_id = settings.bitstamp.client_id.to_s
-    end
-  end
-
-  #{
-  #  tid:i,
-  #  date: (i+1).seconds.ago.to_i.to_s,
-  #  price: price.to_s,
-  #  amount: amount.to_s
-  #}
-  def self.transactions
-    Bitstamp.transactions
-  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)
-    begin
-      book = Bitstamp.order_book
-      age = Time.now.to_i - book["timestamp"].to_i
-      if age > 300
-        BitexBot::Robot.logger.info("Refusing to continue as orderbook is #{age} seconds old")
-        self.order_book(retries)
-      else
-        book
-      end
-    rescue StandardError => e
-      if retries == 0
-        raise
-      else
-        BitexBot::Robot.logger.info("Bitstamp order_book failed, retrying #{retries} more times")
-        sleep 1
-        self.order_book(retries - 1)
-      end
-    end
-  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
-    Bitstamp.balance
-  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
-    Bitstamp.orders.all
-  end
-
-  # double(usd: (usd * ratio).to_s, btc: (btc * ratio).to_s,
-  #   btc_usd: o.price.to_s, order_id: o.id, fee: "0.5", type: 2,
-  #   datetime: DateTime.now.to_s)
-  def self.user_transactions
-    Bitstamp.user_transactions.all
-  end
-  
-  def self.order_is_done?(order)
-    order.nil?
-  end
-  
-  def self.amount_and_quantity(order_id, transactions)
-    closes = transactions.select{|t| t.order_id.to_s == order_id}
-    amount = closes.collect{|x| x.usd.to_d }.sum.abs
-    quantity = closes.collect{|x| x.btc.to_d }.sum.abs
-    [amount, quantity]
-  end
-  
-  def self.place_order(type, price, quantity)
-    Bitstamp.orders.send(type, amount: quantity.round(4), price: price.round(2))
-  end
-end

data/lib/bitex_bot/models/itbit_api_wrapper.rb

@@ -1,68 +0,0 @@
-class ItbitApiWrapper
-  def self.setup(settings)
-    Itbit.client_key = settings.itbit.client_key
-    Itbit.secret = settings.itbit.secret
-    Itbit.user_id = settings.itbit.user_id
-    Itbit.default_wallet_id = settings.itbit.default_wallet_id
-    Itbit.sandbox = settings.sandbox
-  end
-
-  def self.transactions
-    Itbit::XBTUSDMarketData.trades.collect{|t| Hashie::Mash.new(t) }
-  end
-  
-  def self.order_book
-    Itbit::XBTUSDMarketData.orders.stringify_keys
-  end
-
-  def self.balance
-    balances = Itbit::Wallet.all
-      .find{|i| i[:id] == Itbit.default_wallet_id }[:balances]
-    usd = balances.find{|x| x[:currency] == :usd }
-    btc = balances.find{|x| x[:currency] == :xbt }
-    { "btc_balance" => btc[:total_balance],
-      "btc_reserved" => btc[:total_balance] - btc[:available_balance],
-      "btc_available" => btc[:available_balance],
-      "usd_balance" => usd[:total_balance],
-      "usd_reserved" => usd[:total_balance] - usd[:available_balance],
-      "usd_available" => usd[:available_balance],
-      "fee" => 0.5
-    }
-  end
-
-  def self.orders
-    Itbit::Order.all(status: :open)
-  end
-
-  # We don't need to fetch the list of transactions
-  # for itbit since we wont actually use them later.
-  def self.user_transactions
-    []
-  end
-  
-  def self.amount_and_quantity(order_id, transactions)
-    order = Itbit::Order.find(order_id)
-    [order.volume_weighted_average_price * order.amount_filled, order.amount_filled]
-  end
-  
-  def self.place_order(type, price, quantity)
-    begin
-      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
-      # and also use the price to recognize an order as the current one.
-      # TODO: Maybe we can identify the order using metadata instead of price.
-      BitexBot::Robot.logger.error("Captured Timeout on itbit")
-      latest = Itbit::Order.all.select do |x|
-        x.price == price && (x.created_time - Time.now.to_i).abs < 500
-      end.first
-      if latest
-        return latest
-      else
-        BitexBot::Robot.logger.error("Could not find my order")
-        raise e
-      end
-    end
-  end
-end