bitex_bot 0.3.7 → 0.4.0
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- checksums.yaml +4 -4
- data/.circleci/config.yml +63 -0
- data/.rubocop.yml +33 -0
- data/Gemfile +1 -1
- data/Rakefile +1 -1
- data/bin/bitex_bot +1 -1
- data/bitex_bot.gemspec +34 -34
- data/lib/bitex_bot/database.rb +67 -67
- data/lib/bitex_bot/models/api_wrappers/api_wrapper.rb +142 -0
- data/lib/bitex_bot/models/api_wrappers/bitstamp/bitstamp_api_wrapper.rb +137 -0
- data/lib/bitex_bot/models/api_wrappers/itbit/itbit_api_wrapper.rb +116 -0
- data/lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb +111 -0
- data/lib/bitex_bot/models/api_wrappers/kraken/kraken_order.rb +117 -0
- data/lib/bitex_bot/models/buy_closing_flow.rb +23 -16
- data/lib/bitex_bot/models/buy_opening_flow.rb +48 -54
- data/lib/bitex_bot/models/close_buy.rb +2 -2
- data/lib/bitex_bot/models/closing_flow.rb +98 -79
- data/lib/bitex_bot/models/open_buy.rb +11 -10
- data/lib/bitex_bot/models/open_sell.rb +11 -10
- data/lib/bitex_bot/models/opening_flow.rb +157 -99
- data/lib/bitex_bot/models/order_book_simulator.rb +62 -67
- data/lib/bitex_bot/models/sell_closing_flow.rb +25 -20
- data/lib/bitex_bot/models/sell_opening_flow.rb +47 -54
- data/lib/bitex_bot/models/store.rb +3 -1
- data/lib/bitex_bot/robot.rb +203 -176
- data/lib/bitex_bot/settings.rb +71 -12
- data/lib/bitex_bot/version.rb +1 -1
- data/lib/bitex_bot.rb +40 -16
- data/settings.rb.sample +43 -66
- data/spec/bitex_bot/settings_spec.rb +87 -15
- data/spec/factories/bitex_buy.rb +3 -3
- data/spec/factories/bitex_sell.rb +3 -3
- data/spec/factories/buy_opening_flow.rb +1 -1
- data/spec/factories/open_buy.rb +12 -10
- data/spec/factories/open_sell.rb +12 -10
- data/spec/factories/sell_opening_flow.rb +1 -1
- data/spec/models/api_wrappers/bitstamp_api_wrapper_spec.rb +200 -0
- data/spec/models/api_wrappers/itbit_api_wrapper_spec.rb +176 -0
- data/spec/models/api_wrappers/kraken_api_wrapper_spec.rb +209 -0
- data/spec/models/bitex_api_spec.rb +1 -1
- data/spec/models/buy_closing_flow_spec.rb +140 -71
- data/spec/models/buy_opening_flow_spec.rb +126 -56
- data/spec/models/order_book_simulator_spec.rb +10 -10
- data/spec/models/robot_spec.rb +61 -47
- data/spec/models/sell_closing_flow_spec.rb +130 -62
- data/spec/models/sell_opening_flow_spec.rb +129 -60
- data/spec/spec_helper.rb +19 -16
- data/spec/support/bitex_stubs.rb +13 -14
- data/spec/support/bitstamp/bitstamp_api_wrapper_stubs.rb +35 -0
- data/spec/support/bitstamp/bitstamp_stubs.rb +91 -0
- metadata +60 -42
- data/lib/bitex_bot/models/bitfinex_api_wrapper.rb +0 -118
- data/lib/bitex_bot/models/bitstamp_api_wrapper.rb +0 -82
- data/lib/bitex_bot/models/itbit_api_wrapper.rb +0 -68
- data/lib/bitex_bot/models/kraken_api_wrapper.rb +0 -188
- data/spec/models/bitfinex_api_wrapper_spec.rb +0 -17
- data/spec/models/bitstamp_api_wrapper_spec.rb +0 -15
- data/spec/models/itbit_api_wrapper_spec.rb +0 -15
- data/spec/support/bitstamp_stubs.rb +0 -110
@@ -0,0 +1,176 @@
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require 'spec_helper'
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describe ItbitApiWrapper do
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let(:api_wrapper) { described_class }
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let(:taker_settings) do
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BitexBot::SettingsClass.new(
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itbit: {
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client_key: 'client-key', secret: 'secret', user_id: 'user-id', default_wallet_id: 'wallet-000', sandbox: false
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}
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)
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end
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before(:each) do
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BitexBot::Settings.stub(taker: taker_settings)
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BitexBot::Robot.setup
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end
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it 'Sends User-Agent header' do
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url = 'https://api.itbit.com/v1/markets/XBTUSD/order_book'
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stub_stuff = stub_request(:get, url).with(headers: { 'User-Agent': BitexBot.user_agent })
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# We don't care about the response
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api_wrapper.order_book rescue nil
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expect(stub_stuff).to have_been_requested
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end
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def stub_default_wallet_id
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Itbit.stub(:default_wallet_id) { 'wallet-000' }
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end
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def stub_balance(count: 1, total: 1.5, available: 2.5)
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stub_default_wallet_id
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Itbit::Wallet.stub(:all) do
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count.times.map do |i|
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{
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id: "wallet-#{i.to_s.rjust(3, '0')}",
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name: 'primary',
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user_id: '326a3369-78fc-44e7-ad52-03e97371ca72',
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account_identifier: 'PRIVATEBETA55-2285-2HN',
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balances: [
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{ total_balance: (total + i).to_d, currency: :usd, available_balance: (available + i).to_d },
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{ total_balance: (total + i).to_d, currency: :xbt, available_balance: (available + i).to_d },
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{ total_balance: (total + i).to_d, currency: :eur, available_balance: (available + i).to_d }
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]
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}
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end
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end
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end
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it '#balance' do
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stub_balance
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balance = api_wrapper.balance
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balance.should be_a(ApiWrapper::BalanceSummary)
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balance.btc.should be_a(ApiWrapper::Balance)
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balance.usd.should be_a(ApiWrapper::Balance)
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btc = balance.btc
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btc.total.should be_a(BigDecimal)
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btc.reserved.should be_a(BigDecimal)
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btc.available.should be_a(BigDecimal)
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usd = balance.usd
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usd.total.should be_a(BigDecimal)
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usd.reserved.should be_a(BigDecimal)
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usd.available.should be_a(BigDecimal)
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balance.fee.should be_a(BigDecimal)
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end
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it '#cancel' do
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stub_orders
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expect(api_wrapper.orders.sample).to respond_to(:cancel!)
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end
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def stub_order_book(count: 3, price: 1.5, amount: 2.5)
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Itbit::XBTUSDMarketData.stub(:orders) do
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{
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bids: count.times.map { |i| [(price + i).to_d, (amount + i).to_d] },
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asks: count.times.map { |i| [(price + i).to_d, (amount + i).to_d] }
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}
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end
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end
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it '#order_book' do
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stub_order_book
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order_book = api_wrapper.order_book
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order_book.should be_a(ApiWrapper::OrderBook)
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order_book.bids.all? { |bid| bid.should be_a(ApiWrapper::OrderSummary) }
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order_book.asks.all? { |ask| ask.should be_a(ApiWrapper::OrderSummary) }
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order_book.timestamp.should be_a(Integer)
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bid = order_book.bids.sample
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bid.price.should be_a(BigDecimal)
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bid.quantity.should be_a(BigDecimal)
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ask = order_book.asks.sample
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ask.price.should be_a(BigDecimal)
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ask.quantity.should be_a(BigDecimal)
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end
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def stub_orders(count: 1, amount: 1.5, price: 2.5)
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Itbit::Order.stub(:all).with(hash_including(status: :open)) do
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count.times.map do |i|
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Itbit::Order.new({
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id: "id-#{i.to_s.rjust(3, '0')}",
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wallet_id: "wallet-#{i.to_s.rjust(3, '0')}",
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side: :buy,
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instrument: :xbtusd,
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type: :limit,
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amount: (amount + i).to_d,
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display_amount: (amount + i).to_d,
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amount_filled: (amount + i).to_d,
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price: (price + i).to_d,
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volume_weighted_average_price: (price + i).to_d,
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status: :open,
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client_order_identifier: 'o',
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metadata: { foo: 'bar' },
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created_time: 1.seconds.ago.to_i
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}.stringify_keys)
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end
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end
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end
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it '#orders' do
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stub_orders
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api_wrapper.orders.all? { |o| o.should be_a(ApiWrapper::Order) }
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order = api_wrapper.orders.sample
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order.id.should be_a(String)
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order.type.should be_a(Symbol)
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order.price.should be_a(BigDecimal)
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order.amount.should be_a(BigDecimal)
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order.timestamp.should be_a(Integer)
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end
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def stub_transactions(count: 1, price: 1.5, amount: 2.5)
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Itbit::XBTUSDMarketData.stub(:trades) do
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count.times.map do |i|
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{
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tid: i,
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price: (price + i).to_d,
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amount: (amount + i).to_d,
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date: 1.seconds.ago.to_i
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}
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end
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end
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end
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it '#transactions' do
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stub_transactions
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api_wrapper.transactions.all? { |o| o.should be_a(ApiWrapper::Transaction) }
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transaction = api_wrapper.transactions.sample
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transaction.id.should be_a(Integer)
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transaction.price.should be_a(BigDecimal)
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transaction.amount.should be_a(BigDecimal)
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transaction.timestamp.should be_a(Integer)
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end
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it '#user_transaction' do
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api_wrapper.user_transactions.should be_a(Array)
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api_wrapper.user_transactions.empty?.should be_truthy
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end
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it '#find_lost' do
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stub_orders
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api_wrapper.orders.all? { |o| api_wrapper.find_lost(o.type, o.price, o.amount).present? }
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end
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end
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require 'spec_helper'
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describe KrakenApiWrapper do
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let(:api_wrapper) { described_class }
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let(:api_client) { api_wrapper.client }
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let(:taker_settings) do
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BitexBot::SettingsClass.new(
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kraken: {
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api_key: 'your_api_key', api_secret: 'your_api_secret'
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}
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)
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end
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before(:each) do
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BitexBot::Settings.stub(taker: taker_settings)
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BitexBot::Robot.setup
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end
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def stub_public_client
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api_client.stub(public: double)
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end
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def stub_private_client
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api_client.stub(private: double)
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end
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it 'Sends User-Agent header' do
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url = 'https://api.kraken.com/0/public/Depth?pair=XBTUSD'
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stub_stuff = stub_request(:get, url).with(headers: { 'User-Agent': BitexBot.user_agent })
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# We don't care about the response
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KrakenApiWrapper.order_book rescue nil
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expect(stub_stuff).to have_been_requested
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end
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def stub_balance
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api_client.private.stub(account_info: [{ taker_fees: '89.2' }])
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api_client.private.stub(:balance) do
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{ 'XXBT': '1433.0939', 'ZUSD': '1230.0233', 'XETH': '99.7497224800' }.with_indifferent_access
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end
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end
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def stub_trade_volume
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api_client.private.stub(:trade_volume).with(hash_including(pair: 'XBTUSD')) do
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{
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'currency' => 'ZUSD', 'volume' => '3878.8703',
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'fees' => {
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'XXBTZUSD' => {
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'fee' => '0.2600',
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'minfee' => '0.1000',
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'maxfee' => '0.2600',
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'nextfee' => '0.2400',
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'nextvolume' => '10000.0000',
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'tiervolume' => '0.0000'
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}
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},
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'fees_maker' => {
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'XETHZEUR' => {
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'fee' => '0.1600',
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'minfee' => '0.0000',
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'maxfee' => '0.1600',
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'nextfee' => '0.1400',
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'nextvolume' => '10000.0000',
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'tiervolume' => '0.0000'
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}
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}
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}.with_indifferent_access
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end
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end
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it '#balance' do
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stub_private_client
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stub_orders
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stub_balance
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stub_trade_volume
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balance = api_wrapper.balance
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balance.should be_a(ApiWrapper::BalanceSummary)
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balance.btc.should be_a(ApiWrapper::Balance)
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balance.usd.should be_a(ApiWrapper::Balance)
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btc = balance.btc
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btc.total.should be_a(BigDecimal)
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btc.reserved.should be_a(BigDecimal)
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btc.available.should be_a(BigDecimal)
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usd = balance.usd
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usd.total.should be_a(BigDecimal)
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usd.reserved.should be_a(BigDecimal)
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usd.available.should be_a(BigDecimal)
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balance.fee.should be_a(BigDecimal)
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end
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it '#cancel' do
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stub_private_client
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stub_orders
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expect(api_wrapper.orders.sample).to respond_to(:cancel!)
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end
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def stub_order_book(count: 3, price: 1.5, amount: 2.5)
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api_client.public.stub(:order_book) do
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{
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'XXBTZUSD' => {
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'bids' => count.times.map { |i| [(price + i).to_d, (amount + i).to_d, 1.seconds.ago.to_i.to_s] },
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'asks' => count.times.map { |i| [(price + i).to_d, (amount + i).to_d, 1.seconds.ago.to_i.to_s] }
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}
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}.with_indifferent_access
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end
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end
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it '#order_book' do
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stub_public_client
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stub_order_book
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order_book = api_wrapper.order_book
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order_book.should be_a(ApiWrapper::OrderBook)
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order_book.bids.all? { |bid| bid.should be_a(ApiWrapper::OrderSummary) }
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order_book.asks.all? { |ask| ask.should be_a(ApiWrapper::OrderSummary) }
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order_book.timestamp.should be_a(Integer)
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bid = order_book.bids.sample
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bid.price.should be_a(BigDecimal)
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+
bid.quantity.should be_a(BigDecimal)
|
127
|
+
|
128
|
+
ask = order_book.asks.sample
|
129
|
+
ask.price.should be_a(BigDecimal)
|
130
|
+
ask.quantity.should be_a(BigDecimal)
|
131
|
+
end
|
132
|
+
|
133
|
+
def stub_orders
|
134
|
+
api_client.private.stub(:open_orders) do
|
135
|
+
{
|
136
|
+
'open' => {
|
137
|
+
'O5TDV2-WDYB2-6OGJRD' => {
|
138
|
+
'refid' => nil, 'userref' => nil, 'status' => 'open', 'opentm' => 1_440_292_821.839, 'starttm' => 0, 'expiretm' => 0,
|
139
|
+
'descr' => {
|
140
|
+
'pair' => 'ETHEUR', 'type' => 'buy', 'ordertype' => 'limit', 'price' => '1.19000', 'price2' => '0',
|
141
|
+
'leverage' => 'none', 'order' => 'buy 1204.00000000 ETHEUR @ limit 1.19000'
|
142
|
+
},
|
143
|
+
'vol' => '1204.00000000', 'vol_exec' => '0.00000000', 'cost' => '0.00000', 'fee' => '0.00000',
|
144
|
+
'price' => '0.00008', 'misc' => '', 'oflags' => 'fciq'
|
145
|
+
},
|
146
|
+
'OGAEYL-LVSPL-BYGGRR' => {
|
147
|
+
'refid' => nil, 'userref' => nil, 'status' => 'open', 'opentm' => 1_440_254_004.621, 'starttm' => 0, 'expiretm' => 0,
|
148
|
+
'descr' => {
|
149
|
+
'pair' => 'ETHEUR', 'type' => 'sell', 'ordertype' => 'limit', 'price' => '1.29000', 'price2' => '0',
|
150
|
+
'leverage' => 'none', 'order' => 'sell 99.74972000 ETHEUR @ limit 1.29000'
|
151
|
+
},
|
152
|
+
'vol' => '99.74972000', 'vol_exec' => '0.00000000', 'cost' => '0.00000', 'fee' => '0.00000',
|
153
|
+
'price' => '0.00009', 'misc' => '', 'oflags' => 'fciq'
|
154
|
+
}
|
155
|
+
}
|
156
|
+
}.with_indifferent_access
|
157
|
+
end
|
158
|
+
end
|
159
|
+
|
160
|
+
it '#orders' do
|
161
|
+
stub_private_client
|
162
|
+
stub_orders
|
163
|
+
|
164
|
+
api_wrapper.orders.all? { |o| o.should be_a(ApiWrapper::Order) }
|
165
|
+
|
166
|
+
order = api_wrapper.orders.sample
|
167
|
+
order.id.should be_a(String)
|
168
|
+
order.type.should be_a(Symbol)
|
169
|
+
order.price.should be_a(BigDecimal)
|
170
|
+
order.amount.should be_a(BigDecimal)
|
171
|
+
order.timestamp.should be_a(Integer)
|
172
|
+
end
|
173
|
+
|
174
|
+
def stub_transactions(count: 1, price: 1.5, amount: 2.5)
|
175
|
+
api_client.public.stub(:trades).with('XBTUSD') do
|
176
|
+
{
|
177
|
+
XXBTZUSD: [
|
178
|
+
['202.51626', '0.01440000', 1_440_277_319.1_922, 'b', 'l', ''],
|
179
|
+
['202.54000', '0.10000000', 1_440_277_322.8_993, 'b', 'l', '']
|
180
|
+
]
|
181
|
+
}
|
182
|
+
end
|
183
|
+
end
|
184
|
+
|
185
|
+
it '#transactions' do
|
186
|
+
stub_public_client
|
187
|
+
stub_transactions
|
188
|
+
|
189
|
+
api_wrapper.transactions.all? { |o| o.should be_a(ApiWrapper::Transaction) }
|
190
|
+
|
191
|
+
transaction = api_wrapper.transactions.sample
|
192
|
+
transaction.id.should be_a(Integer)
|
193
|
+
transaction.price.should be_a(BigDecimal)
|
194
|
+
transaction.amount.should be_a(BigDecimal)
|
195
|
+
transaction.timestamp.should be_a(Integer)
|
196
|
+
end
|
197
|
+
|
198
|
+
it '#user_transaction' do
|
199
|
+
api_wrapper.user_transactions.should be_a(Array)
|
200
|
+
api_wrapper.user_transactions.empty?.should be_truthy
|
201
|
+
end
|
202
|
+
|
203
|
+
it '#find_lost' do
|
204
|
+
stub_private_client
|
205
|
+
stub_orders
|
206
|
+
|
207
|
+
described_class.orders.all? { |o| described_class.find_lost(o.type, o.price, o.amount).present? }
|
208
|
+
end
|
209
|
+
end
|
@@ -6,7 +6,7 @@ describe 'BitexApi' do
|
|
6
6
|
end
|
7
7
|
|
8
8
|
it 'Sends User-Agent header' do
|
9
|
-
stub_request(:get,
|
9
|
+
stub_request(:get, 'https://bitex.la/api-v1/rest/private/profile?api_key=your_bitex_api_key_which_should_be_kept_safe')
|
10
10
|
.with(headers: { 'User-Agent': BitexBot.user_agent })
|
11
11
|
Bitex::Profile.get rescue nil # we don't care about the response
|
12
12
|
end
|