bitex_bot 0.3.7 → 0.4.0

data/settings.rb.sample

@@ -1,82 +1,61 @@
-# File to write log to. The log is rotated every 10240000 bytes, 10 oldest
-# logs are kept around.
+# File to write log to. The log is rotated every 10.240.000 bytes, 10 oldest logs are kept around.
 # If you want to log to stdout you can set 'file' to nil or remove the key.
-# How much information to show in the log, valid values are debug, info, error
+# How much information to show in the log, valid values are: :debug, :info, :error
 log file: 'bitex_bot.log', level: :info
 
 # Seconds to keep an order alive before recalculating the price and replacing it.
-# Given the way in which the robot tries to find the safest price to place an
-# order, if the time to live is too long the price is not going to be
-# competitive. About 20 seconds is a good number here.
+# Given the way in which the robot tries to find the safest price to place an order, if the time to live is too long the price is
+#  not going to be competitive. About 20 seconds is a good number here.
 time_to_live 20
 
-# Use sandbox environments instead of live environments
-# only available for bitex and itbit
-sandbox false
-
-# Which market to use for taking (we're always makers on bitex)
-# 'itbit', 'bitstamp', 'bitfinex' or 'kraken'
-taker 'bitstamp'
-
-# Settings for buying on bitex and selling on bitstamp.
+# Settings for buying on maker and selling on taker.
 # amount_to_spend_per_order:
-#   Dollars to spend on each initial bitex bid.
+#   Dollars to spend on each initial maker bid.
 #   Should at least be 10.0 which is the current minimum order size on Bitex.
-#   if it's too large you're taking a higher risk if whatever happens and you
-#   cannot re sell it afterwards. Also, higher amounts result in your bitex
-#   bid price not being competitive.
+#   If it's too large you're taking a higher risk if whatever happens and you cannot re sell it afterwards. Also, higher amounts
+#     result in your Bitex bid price not being competitive.
 #   A number between 10.0 and 1000.0 is reccommended.
 # profit:
-#   Your profit when buying on bitex, 0.5 means 0.5%.
-#   After calculating the price at which bitcoins can be sold on bitstamp, the
-#   robot deduces your profit from that price, and places a bid on bitex paying
-#   a lower price.
-buying amount_to_spend_per_order: 10.0, profit: 0.5
+#   Your profit when buying on Bitex, 0.5 means 0.5%.
+#   After calculating the price at which bitcoins can be sold on taker, the robot deduces your profit from that price, and places
+#    a bid on Bitex paying a lower price.
+buying amount_to_spend_per_order: 10.0.to_d, profit: 0.5.to_d
 
-# Settings for selling on bitex and buying on bitstamp.
+# Settings for selling on maker and buying on taker.
 # quantity_to_sell_per_order:
-#   Quantity to sell on each initial bitex Ask.
-#   It should be at least 10 USD worth of BTC at current market prices, a bit
-#   more just to be safe. Otherwise Bitex will reject your orders for being too
-#   small.
-#   If it's too large then you're taking a risk if whatever happens and you 
-#   If it's too small then the robot is pointless, and if it's too large you're
-#   taking a higher risk if whatever happens ad you cannot re buy afterwards.
-#   Also, higher amounts result in your bitex bid price not being competitive.
+#   Quantity to sell on each initial maker ask.
+#   It should be at least 10 USD worth of BTC at current market prices, a bit more just to be safe. Otherwise Bitex will reject
+#     your orders for being too small.
+#   If it's too small then the robot is pointless, and if it's too large you're taking a higher risk if whatever happens ad you
+#     cannot re buy afterwards.
+#   Also, higher amounts result in your Bitex bid price not being competitive.
 #   A number between 0.05 and 2.0 is recommended.
 # profit:
-#   Your profit when selling on bitex, 0.5 means 0.5%.
-#   After calculating the price at which bitcoins can be bought on bitstamp,
-#   the robot deduces your profit from that price and places an ask on bitex
-#   charging a higher price.
-selling quantity_to_sell_per_order: 0.1, profit: 0.5
+#   Your profit when selling on Bitex, 0.5 means 0.5%.
+#   After calculating the price at which bitcoins can be bought on taker, the robot deduces your profit from that price and
+#   places an ask on Bitex charging a higher price.
+selling quantity_to_sell_per_order: 0.1.to_d, profit: 0.5.to_d
+
+# Quote fx rate for maker order book
+foreign_exchange_rate 1.to_d
 
-# This is your bitex api key, it's passed in to the
-# bitex gem: https://github.com/bitex-la/bitex-ruby
-bitex 'your_bitex_api_key_which_should_be_kept_safe'
+# This is your maker, at the moment only will operates with bitex
+#   api_key: it's passed in to the bitex gem: https://github.com/bitex-la/bitex-ruby.
+#   sandbox: Use sandbox environments instead of live environments.
+#   order_book: order book with which you will operate.
+maker bitex: { api_key: 'your_bitex_api_key_which_should_be_kept_safe', order_book: :btc_usd, sandbox: false }
 
-# These are passed in to the bitstamp gem:
-# see https://github.com/kojnapp/bitstamp for more info.
-bitstamp api_key: 'YOUR_API_KEY',
-  secret: 'YOUR_API_SECRET',
-  client_id: 'YOUR_BITSTAMP_USERNAME'
+# These are the configurations we need for the markets currently supported.
+# Turn on and off the chosen Bitstamp, Itbit or Kraken market with comments.
 
-# These are passed in to the itbit gem:
-# see https://github.com/bitex-la/itbit for more info.
-itbit client_key: 'the-client-key',
-  secret: 'the-secret',
-  user_id: 'the-user-id',
-  default_wallet_id: 'wallet-000'
+# These are passed in to the bitstamp gem: see https://github.com/kojnapp/bitstamp for more info.
+taker bitstamp: { api_key: 'YOUR_API_KEY', secret: 'YOUR_API_SECRET', client_id: 'YOUR_BITSTAMP_USERNAME' }
 
-# These are passed in to the bitfinex gem:
-# see https://github.com/bitfinexcom/bitfinex-api-rb for more info.
-bitfinex api_key: 'your_api_key',
-  api_secret: 'your_api_secret'
+# These are passed in to the itbit gem: see https://github.com/bitex-la/itbit for more info.
+# taker itbit: { client_key: 'client-key', secret: 'secret', user_id: 'user-id',  default_wallet_id: 'wallet-000', sandbox: false }
 
-# 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'
+# These are passed in to the kraken gem: see https://github.com/shideneyu/kraken_client for more info.
+# taker 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:
@@ -84,18 +63,16 @@ kraken api_key: 'your_api_key',
 database adapter: :sqlite3, database: 'bitex_bot.db'
 
 # The robot sends you emails whenever a problem occurs.
-# If you do not want to receive emails just remove this 'mailer'
-# key and everything under it.
-# It uses https://github.com/mikel/mail under the hood, so method
-# is any valid delivery_method for teh mail gem.
+# If you do not want to receive emails just remove this 'mailer' key and everything under it.
+# It uses https://github.com/mikel/mail under the hood, so method is any valid delivery_method for teh mail gem.
 # Options is the options hash passed in to delivery_method.
 mailer from: 'robot@example.com',
   to: 'you@example.com',
   delivery_method: :smtp,
   options: {
-    address: "your_smtp_server_address.com",
+    address: 'your_smtp_server_address.com',
     port: 587,
-    authentication: "plain",
+    authentication: 'plain',
     enable_starttls_auto: true,
     user_name: 'your_user_name',
     password: 'your_smtp_password'

data/spec/bitex_bot/settings_spec.rb

@@ -3,21 +3,93 @@ require 'spec_helper'
 describe BitexBot::Settings do
   describe '#to_hash' do
     it 'returns a symbolized hash' do
-      expect(BitexBot::Settings.to_hash).to eq({
-        :bitex => "your_bitex_api_key_which_should_be_kept_safe",
-        :bitfinex => {:api_key=>"your_api_key", :api_secret=>"your_api_secret"},
-        :bitstamp => {:api_key=>"YOUR_API_KEY", :secret=>"YOUR_API_SECRET", :client_id=>"YOUR_BITSTAMP_USERNAME"},
-        :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,
-        :selling => {:quantity_to_sell_per_order=>0.1, :profit=>0.5},
-        :taker => "bitstamp",
-        :time_to_live => 20
-      })
+      described_class.to_hash.should eq(
+        log: { file: 'bitex_bot.log', level: :info },
+        time_to_live: 20,
+        buying: { amount_to_spend_per_order: 10, profit: 0.5 },
+        selling: { quantity_to_sell_per_order: 0.1, profit: 0.5 },
+        foreign_exchange_rate: 1,
+
+        maker: { bitex: { api_key: 'your_bitex_api_key_which_should_be_kept_safe', order_book: :btc_usd, sandbox: false } },
+        # By default Bitstamp is taker market.
+        taker: { bitstamp: { api_key: 'YOUR_API_KEY', secret: 'YOUR_API_SECRET', client_id: 'YOUR_BITSTAMP_USERNAME' } },
+
+        database: { adapter: :sqlite3, database: 'bitex_bot.db' },
+        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'
+          }
+        }
+      )
+    end
+
+    context 'fx_rate' do
+      context 'when Store isn´t loaded' do
+        it 'by default' do
+          described_class.fx_rate.should eq(1)
+        end
+      end
+
+      context 'when Store is loaded' do
+        before(:each) do
+          BitexBot::Store.stub(first: BitexBot::Store.new )
+          BitexBot::Store.any_instance.stub(fx_rate: fx_rate)
+        end
+        let(:fx_rate) { rand(10) }
+
+        it 'take rate from it' do
+          described_class.fx_rate.should eq(fx_rate)
+        end
+      end
+    end
+
+    context 'maker' do
+      {
+        bitex: { api_key: 'your_bitex_api_key_which_should_be_kept_safe', order_book: :btc_usd, sandbox: false }
+      }.each do |market, market_settings|
+        before(:each) { described_class.stub(taker: BitexBot::SettingsClass.new(taker_hash)) }
+
+        let(:taker_hash) { { market => market_settings } }
+
+        context "for #{market}" do
+          it { described_class.taker.to_hash.should eq(taker_hash) }
+        end
+      end
+    end
+
+    context 'taker' do
+      {
+        bitstamp: { api_key: 'YOUR_API_KEY', secret: 'YOUR_API_SECRET', client_id: 'YOUR_BITSTAMP_USERNAME' },
+        itbit: { client_key: 'client-key', secret: 'secret', user_id: 'user-id',  default_wallet_id: 'wallet-000', sandbox: false },
+        kraken: { api_key: 'your_api_key', api_secret: 'your_api_secret' }
+      }.each do |market, market_settings|
+        before(:each) { described_class.stub(taker: BitexBot::SettingsClass.new(taker_hash)) }
+
+        let(:taker_hash) { { market => market_settings } }
+        let(:taker_class) { "#{market.capitalize}ApiWrapper".constantize }
+
+        context "for #{market}" do
+          it { described_class.taker.to_hash.should eq(taker_hash) }
+          it { described_class.taker_class.should eq(taker_class) }
+        end
+      end
+    end
+
+    context 'currencies by default' do
+      let(:order_book) { described_class.maker.bitex.order_book.to_s }
+      let(:base) { order_book.split('_')[0] }
+      let(:quote) { order_book.split('_')[1] }
+
+      it { described_class.base.should eq(base) }
+      it { described_class.quote.should eq(quote) }
     end
   end
 end

data/spec/factories/bitex_buy.rb

@@ -1,8 +1,8 @@
-FactoryGirl.define do
+FactoryBot.define do
   factory :bitex_buy, class: Bitex::Buy do
     id 12345678
-    created_at{ Time.now }
-    specie :btc
+    created_at { Time.now }
+    order_book :btc_usd
     quantity 2.0
     amount 600.0
     fee 0.05

data/spec/factories/bitex_sell.rb

@@ -1,8 +1,8 @@
-FactoryGirl.define do
+FactoryBot.define do
   factory :bitex_sell, class: Bitex::Sell do
     id 12345678
-    created_at{ Time.now }
-    specie :btc
+    created_at { Time.now }
+    order_book :btc_usd
     quantity 2.0
     amount 600.0
     fee 0.05

data/spec/factories/buy_opening_flow.rb

@@ -1,4 +1,4 @@
-FactoryGirl.define do
+FactoryBot.define do
   factory :buy_opening_flow, class: BitexBot::BuyOpeningFlow do
     price 300.0
     value_to_use 600.0

data/spec/factories/open_buy.rb

@@ -1,17 +1,19 @@
-FactoryGirl.define do
+FactoryBot.define do
   factory :open_buy, class: BitexBot::OpenBuy do
-    price 300.0
-    amount 600.0
-    quantity 2.0
-    transaction_id 12345678
     association :opening_flow, factory: :buy_opening_flow 
+
+    transaction_id 12345678
+    price          300
+    amount         600
+    quantity       2
   end
-  
+
   factory :tiny_open_buy, class: BitexBot::OpenBuy do
-    price 400.0
-    amount 4.0
-    quantity 0.01
-    transaction_id 23456789
     association :opening_flow, factory: :other_buy_opening_flow 
+
+    transaction_id 23456789
+    price          400
+    amount         4
+    quantity       0.01
   end
 end

data/spec/factories/open_sell.rb

@@ -1,17 +1,19 @@
-FactoryGirl.define do
+FactoryBot.define do
   factory :open_sell, class: BitexBot::OpenSell do
-    price 300.0
-    amount 600.0
-    quantity 2.0
+    association :opening_flow, factory: :sell_opening_flow
+
     transaction_id 12345678
-    association :opening_flow, factory: :sell_opening_flow 
+    price          300
+    amount         600
+    quantity       2
   end
-  
+
   factory :tiny_open_sell, class: BitexBot::OpenSell do
-    price 400.0
-    amount 4.0
-    quantity 0.01
+    association :opening_flow, factory: :other_sell_opening_flow
+
     transaction_id 23456789
-    association :opening_flow, factory: :other_sell_opening_flow 
+    price          400
+    amount         4
+    quantity       0.01
   end
 end

data/spec/factories/sell_opening_flow.rb

@@ -1,4 +1,4 @@
-FactoryGirl.define do
+FactoryBot.define do
   factory :sell_opening_flow, class: BitexBot::SellOpeningFlow do
     price 300.0
     value_to_use 2.0

data/spec/models/api_wrappers/bitstamp_api_wrapper_spec.rb

@@ -0,0 +1,200 @@
+require 'spec_helper'
+
+describe BitstampApiWrapper do
+  let(:api_wrapper) { described_class }
+  let(:taker_settings) do
+    BitexBot::SettingsClass.new(
+      bitstamp: {
+        api_key: 'YOUR_API_KEY', secret: 'YOUR_API_SECRET', client_id: 'YOUR_BITSTAMP_USERNAME'
+      }
+    )
+  end
+
+  before(:each) do
+    BitexBot::Settings.stub(taker: taker_settings)
+    BitexBot::Robot.setup
+  end
+
+  it 'Sends User-Agent header' do
+    url = 'https://www.bitstamp.net/api/v2/balance/btcusd/'
+    stub_stuff = stub_request(:post, url).with(headers: { 'User-Agent': BitexBot.user_agent })
+
+    # we don't care about the response
+    api_wrapper.balance rescue nil
+
+    expect(stub_stuff).to have_been_requested
+  end
+
+  def stub_balance(balance: '0.5', reserved: '1.5', available: '2.0', fee: '0.2')
+    Bitstamp.stub(:balance) do
+      {
+        'btc_balance' => balance,
+        'btc_reserved' => reserved,
+        'btc_available' => available,
+        'usd_balance' => balance,
+        'usd_reserved' => reserved,
+        'usd_available' => balance,
+        'fee' => fee
+      }
+    end
+  end
+
+  it '#balance' do
+    stub_balance
+
+    balance = api_wrapper.balance
+    balance.should be_a(ApiWrapper::BalanceSummary)
+    balance.btc.should be_a(ApiWrapper::Balance)
+    balance.usd.should be_a(ApiWrapper::Balance)
+
+    btc = balance.btc
+    btc.total.should be_a(BigDecimal)
+    btc.reserved.should be_a(BigDecimal)
+    btc.available.should be_a(BigDecimal)
+
+    usd = balance.usd
+    usd.total.should be_a(BigDecimal)
+    usd.reserved.should be_a(BigDecimal)
+    usd.available.should be_a(BigDecimal)
+
+    balance.fee.should be_a(BigDecimal)
+  end
+
+  it '#cancel' do
+    stub_orders
+
+    expect(api_wrapper.orders.sample).to respond_to(:cancel!)
+  end
+
+  def stub_order_book(count: 3, price: 1.5, amount: 2.5)
+    Bitstamp.stub(:order_book) do
+      {
+        'timestamp' => Time.now.to_i.to_s,
+        'bids' => count.times.map { |i| [(price + i).to_s, (amount + i).to_s] },
+        'asks' => count.times.map { |i| [(price + i).to_s, (amount + i).to_s] }
+      }
+    end
+  end
+
+  it '#order_book' do
+    stub_order_book
+
+    order_book = api_wrapper.order_book
+    order_book.should be_a(ApiWrapper::OrderBook)
+    order_book.bids.all? { |bid| bid.should be_a(ApiWrapper::OrderSummary) }
+    order_book.asks.all? { |ask| ask.should be_a(ApiWrapper::OrderSummary) }
+    order_book.timestamp.should be_a(Integer)
+
+    bid = order_book.bids.sample
+    bid.price.should be_a(BigDecimal)
+    bid.quantity.should be_a(BigDecimal)
+
+    ask = order_book.asks.sample
+    ask.price.should be_a(BigDecimal)
+    ask.quantity.should be_a(BigDecimal)
+  end
+
+  # [<Bitstamp::Order @id=76, @type=0, @price='1.1', @amount='1.0', @datetime='2013-09-26 23:15:04'>]
+  def stub_orders(count: 1, price: 1.5, amount: 2.5)
+    Bitstamp.orders.stub(:all) do
+      count.times.map do |i|
+        Bitstamp::Order.new(
+          id: i,
+          type: (i % 2),
+          price: (price + 1).to_s,
+          amount: (amount + i).to_s,
+          datetime: 1.seconds.ago.strftime('%Y-%m-%d %H:%m:%S')
+        )
+      end
+    end
+  end
+
+  it '#orders' do
+    stub_orders
+
+    api_wrapper.orders.all? { |o| o.should be_a(ApiWrapper::Order) }
+
+    order = api_wrapper.orders.sample
+    order.id.should be_a(String)
+    order.type.should be_a(Symbol)
+    order.price.should be_a(BigDecimal)
+    order.amount.should be_a(BigDecimal)
+    order.timestamp.should be_a(Integer)
+
+    expect(order).to respond_to(:cancel!)
+  end
+
+  context '#place_order' do
+    it 'raises OrderNotFound error on bitstamp errors' do
+      Bitstamp.orders.stub(:buy) do
+        raise OrderNotFound
+      end
+
+      expect { api_wrapper.place_order(:buy, 10, 100) }.to raise_exception(OrderNotFound)
+    end
+  end
+
+  # [<Bitstamp::Transactions @tid=14, @price='1.9', @amount='1.1', @date='1380648951'>]
+  def stub_transactions(count: 1, price: 1.5, amount: 2.5)
+    Bitstamp.stub(:transactions) do
+      count.times.map do |i|
+        double(
+          tid: i,
+          date: 1.seconds.ago.to_i,
+          price: (price + i).to_s,
+          amount: (amount + i).to_s
+        )
+      end
+    end
+  end
+
+  it '#transactions' do
+    stub_transactions
+
+    api_wrapper.transactions.all? { |o| o.should be_a(ApiWrapper::Transaction) }
+
+    transaction = api_wrapper.transactions.sample
+    transaction.id.should be_a(Integer)
+    transaction.price.should be_a(BigDecimal)
+    transaction.amount.should be_a(BigDecimal)
+    transaction.timestamp.should be_a(Integer)
+  end
+
+  # [<Bitstamp::UserTransaction @id=76, @order_id=14, @type=1, @usd='0.00', @btc='-3.078', @btc_usd='0.00', @fee='0.00', @datetime='2013-09-26 13:46:59'>]
+  def stub_user_transactions(count: 1, usd: 1.5, btc: 2.5, btc_usd: 3.5, fee: 0.05)
+    Bitstamp.user_transactions.stub(:all) do
+      count.times.map do |i|
+        double(
+          id: i,
+          order_id: i,
+          type: (i % 2),
+          usd: (usd + i).to_s,
+          btc: (btc + i).to_s,
+          btc_usd: (btc_usd + i).to_s,
+          fee: fee.to_s,
+          datetime: 1.seconds.ago.strftime('%Y-%m-%d %H:%m:%S')
+        )
+      end
+    end
+  end
+
+  it '#user_transaction' do
+    stub_user_transactions
+    BitstampApiWrapper.user_transactions.all? { |ut| ut.should be_a(ApiWrapper::UserTransaction) }
+
+    user_transaction = BitstampApiWrapper.user_transactions.sample
+    user_transaction.usd.should be_a(BigDecimal)
+    user_transaction.btc.should be_a(BigDecimal)
+    user_transaction.btc_usd.should be_a(BigDecimal)
+    user_transaction.order_id.should be_a(Integer)
+    user_transaction.fee.should be_a(BigDecimal)
+    user_transaction.type.should be_a(Integer)
+    user_transaction.timestamp.should be_a(Integer)
+  end
+
+  it '#find_lost' do
+    stub_orders
+
+    api_wrapper.orders.all? { |o| api_wrapper.find_lost(o.type, o.price, o.amount).present? }
+  end
+end