bitex_bot 0.3.7 → 0.4.0

data/spec/models/robot_spec.rb

@@ -1,15 +1,21 @@
 require 'spec_helper'
 
 describe BitexBot::Robot do
+  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
     BitexBot::Settings.stub(
       time_to_live: 10,
-      buying: double(
-        amount_to_spend_per_order: 50,
-        profit: 0),
-      selling: double(
-        quantity_to_sell_per_order: 1,
-        profit: 0),
+      buying: double(amount_to_spend_per_order: 50, profit: 0),
+      selling: double(quantity_to_sell_per_order: 1, profit: 0),
       mailer: double(
         from: 'test@test.com',
         to: 'test@test.com',
@@ -17,7 +23,6 @@ describe BitexBot::Robot do
         options: {}
       )
     )
-    Bitex.api_key = "valid_key"
     Bitex::Profile.stub(get: {
       fee: 0.5,
       usd_balance:       10000.00,   # Total USD balance
@@ -28,20 +33,22 @@ describe BitexBot::Robot do
       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,
+      ltc_available: 150.00000000    # LTC available for trading
     })
     stub_bitex_orders
     stub_bitstamp_sell
     stub_bitstamp_buy
-    stub_bitstamp_balance
-    stub_bitstamp_order_book
+    stub_bitstamp_api_wrapper_balance
+    stub_bitstamp_api_wrapper_order_book
     stub_bitstamp_transactions
-    stub_bitstamp_user_transactions
+    stub_bitstamp_empty_user_transactions
   end
-  let(:bot){ BitexBot::Robot.new }
+
+  let(:bot) { BitexBot::Robot.new }
 
   it 'Starts out by creating opening flows that timeout' do
     stub_bitex_orders
+    stub_bitstamp_api_wrapper_order_book
     bot.trade!
     stub_bitex_transactions
     buying = BitexBot::BuyOpeningFlow.last
@@ -49,7 +56,7 @@ describe BitexBot::Robot do
 
     Timecop.travel 10.minutes.from_now
     bot.trade!
- 
+
     buying.reload.should be_settling
     selling.reload.should be_settling
 
@@ -57,7 +64,7 @@ describe BitexBot::Robot do
     buying.reload.should be_finalised
     selling.reload.should be_finalised
   end
-  
+
   it 'creates alternating opening flows' do
     Bitex::Trade.stub(all: [])
     bot.trade!
@@ -68,7 +75,7 @@ describe BitexBot::Robot do
     Timecop.travel 5.seconds.from_now
     bot.trade!
     BitexBot::BuyOpeningFlow.active.count.should == 2
-    
+
     # When transactions appear, all opening flows
     # should get old and die.
     # We stub our finder to make it so all orders
@@ -89,7 +96,7 @@ describe BitexBot::Robot do
     stub_bitex_transactions
     expect do
       bot.trade!
-    end.to change{ BitexBot::BuyClosingFlow.count }.by(1)
+    end.to change { BitexBot::BuyClosingFlow.count }.by(1)
 
     Timecop.travel 15.seconds.from_now
     bot.trade!
@@ -101,25 +108,25 @@ describe BitexBot::Robot do
     expect do
       bot.trade!
       bot.should_not be_active_closing_flows
-    end.to change{ BitexBot::BuyOpeningFlow.count }.by(1)
+    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.not_to change { BitexBot::BuyOpeningFlow.count }
   end
 
-  it 'stops trading when btc stop is reached' do
+  it 'stops trading when fiat stop is reached' do
     other_bot = BitexBot::Robot.new
-    other_bot.store.usd_stop = 11000
+    other_bot.store.btc_stop = 30
     other_bot.store.save!
     expect do
       bot.trade!
-    end.not_to change{ BitexBot::BuyOpeningFlow.count }
+    end.not_to change { BitexBot::BuyOpeningFlow.count }
   end
 
   it 'stops trading when usd stop is reached' do
@@ -128,27 +135,36 @@ describe BitexBot::Robot do
     other_bot.store.save!
     expect do
       bot.trade!
-    end.not_to change{ BitexBot::BuyOpeningFlow.count }
+    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.fiat_stop = 11000
+    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::Trade.stub(all: [])
     other_bot = BitexBot::Robot.new
-    other_bot.store.usd_warning = 11000
+    other_bot.store.fiat_warning = 11000
     other_bot.store.save!
     expect do
       bot.trade!
-    end.to change{ Mail::TestMailer.deliveries.count }.by(1)
+    end.to change { Mail::TestMailer.deliveries.count }.by(1)
     Timecop.travel 1.minute.from_now
-    stub_bitstamp_order_book # Re-stub so orderbook does not get old
+    stub_bitstamp_order_book # Re-stub so order book does not get old
     expect do
       bot.trade!
-    end.not_to change{ Mail::TestMailer.deliveries.count }
+    end.not_to change { Mail::TestMailer.deliveries.count }
     Timecop.travel 31.minutes.from_now
-    stub_bitstamp_order_book # Re-stub so orderbook does not get old
+    stub_bitstamp_order_book # Re-stub so order book does not get old
     expect do
       bot.trade!
-    end.to change{ Mail::TestMailer.deliveries.count }.by(1)
+    end.to change { Mail::TestMailer.deliveries.count }.by(1)
   end
 
   it 'warns every 30 minutes when btc warn is reached' do
@@ -156,38 +172,36 @@ describe BitexBot::Robot do
     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)
+    end.to change { Mail::TestMailer.deliveries.count }.by(1)
+
     Timecop.travel 1.minute.from_now
-    stub_bitstamp_order_book # Re-stub so orderbook does not get old
+    stub_bitstamp_order_book # Re-stub so order book does not get old
     expect do
       bot.trade!
-    end.not_to change{ Mail::TestMailer.deliveries.count }
+    end.not_to change { Mail::TestMailer.deliveries.count }
+
     Timecop.travel 31.minutes.from_now
-    stub_bitstamp_order_book # Re-stub so orderbook does not get old
+    stub_bitstamp_order_book # Re-stub so order book does not get old
+
     expect do
       bot.trade!
-    end.to change{ Mail::TestMailer.deliveries.count }.by(1)
+    end.to change { Mail::TestMailer.deliveries.count }.by(1)
   end
-  
-  it 'updates taker_usd and taker_btc' do
+
+  it 'updates taker_fiat and taker_btc' do
     bot.trade!
-    bot.store.taker_usd.should_not be_nil
+    bot.store.taker_fiat.should_not be_nil
     bot.store.taker_btc.should_not be_nil
   end
- 
+
   it 'notifies exceptions and sleeps' do
-    Bitstamp.stub(:balance) do
-      raise StandardError.new('oh moova')
-    end
+    BitstampApiWrapper.stub(:balance) { raise StandardError.new('oh moova') }
+
     expect do
       bot.trade!
-    end.to change{ Mail::TestMailer.deliveries.count }.by(1)
-  end
-
-  it 'knows how to setup sandbox mode for both gems' do
-    pending
-    fail
+    end.to change { Mail::TestMailer.deliveries.count }.by(1)
   end
 end

data/spec/models/sell_closing_flow_spec.rb

@@ -1,101 +1,166 @@
 require 'spec_helper'
 
 describe BitexBot::SellClosingFlow do
-  it "closes a single open position completely" do
+  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 'closes a single open position completely' do
     stub_bitstamp_buy
     open = create :open_sell
-    flow = BitexBot::SellClosingFlow.close_open_positions
+    BitexBot::SellClosingFlow.close_open_positions
+    flow = BitexBot::SellClosingFlow.last
+
     open.reload.closing_flow.should == flow
+
     flow.open_positions.should == [open]
     flow.desired_price.should == 290
     flow.quantity.should == 2
     flow.amount.should == 600
     flow.btc_profit.should be_nil
-    flow.usd_profit.should be_nil
+    flow.fiat_profit.should be_nil
+
     close = flow.close_positions.first
     close.order_id.should == '1'
     close.amount.should be_nil
     close.quantity.should be_nil
   end
-  
-  it "closes an aggregate of several open positions" do
+
+  it 'closes an aggregate of several open positions' do
     stub_bitstamp_buy
     open_one = create :tiny_open_sell
     open_two = create :open_sell
-    flow = BitexBot::SellClosingFlow.close_open_positions
+    BitexBot::SellClosingFlow.close_open_positions
+    flow = BitexBot::SellClosingFlow.last
+
     close = flow.close_positions.first
+
     open_one.reload.closing_flow.should == flow
     open_two.reload.closing_flow.should == flow
+
     flow.open_positions.should == [open_one, open_two]
-    flow.desired_price.round(15).should == '290.497512437810945'.to_d
+    flow.desired_price.round(10).should == '290.4975124378'.to_d
     flow.quantity.should == 2.01
     flow.amount.should == 604
     flow.btc_profit.should be_nil
-    flow.usd_profit.should be_nil
+    flow.fiat_profit.should be_nil
+
     close.order_id.should == '1'
     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']})
+  describe 'when there are errors placing the closing order' do
+    it 'keeps trying to place a closed position on bitstamp errors' do
+      BitstampApiWrapper.stub(send_order: nil)
+      BitstampApiWrapper.stub(find_lost: nil)
+
+      open = create :open_sell
+      expect do
+        flow = BitexBot::SellClosingFlow.close_open_positions
+      end.to raise_exception(OrderNotFound)
+      flow = BitexBot::SellClosingFlow.last
+
+      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.fiat_profit.should be_nil
+      flow.close_positions.should be_empty
     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
+    it 'retries until it finds the lost order' do
+      BitstampApiWrapper.stub(send_order: nil)
+      BitstampApiWrapper.stub(:orders) do
+        [BitstampApiWrapper::Order.new(1, :buy, 290, 2, 1.minute.ago.to_i)]
+      end
+
+      open = create(:open_sell)
+      BitexBot::SellClosingFlow.close_open_positions
+      flow = BitexBot::SellClosingFlow.last
+
+      flow.close_positions.should_not be_empty
+      flow.close_positions.first do |position|
+        position.id.should eq 1234
+        position.type.should eq 1
+        position.amount.should eq 1000
+        position.price.should eq 2000
+      end
+    end
   end
-  
-  it "does not try to close if the amount is too low" do
+
+  it 'does not try to close if the amount is too low' do
     open = create :tiny_open_sell
     expect do
       BitexBot::SellClosingFlow.close_open_positions.should be_nil
     end.not_to change{ BitexBot::SellClosingFlow.count }
   end
-  
-  it "does not try to close if there are no open positions" do
+
+  it 'does not try to close if there are no open positions' do
     expect do
       BitexBot::SellClosingFlow.close_open_positions.should be_nil
     end.not_to change{ BitexBot::SellClosingFlow.count }
   end
-  
-  describe "when syncinc executed orders" do
+
+  describe 'when syncinc executed orders' do
     before(:each) do
       stub_bitstamp_buy
-      stub_bitstamp_user_transactions
+      stub_bitstamp_empty_user_transactions
       create :tiny_open_sell
       create :open_sell
     end
-  
-    it "syncs the executed orders, calculates profit" do
-      flow = BitexBot::SellClosingFlow.close_open_positions
+
+    it 'syncs the executed orders, calculates profit' do
+      BitexBot::SellClosingFlow.close_open_positions
+      flow = BitexBot::SellClosingFlow.last
       stub_bitstamp_orders_into_transactions
+
       flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
+
       close = flow.close_positions.last
-      close.amount.should == "583.905".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 == "20.095".to_d
+      flow.fiat_profit.should == '20.095'.to_d
     end
-  
-    it "retries closing at a higher price every minute" do
-      flow = BitexBot::SellClosingFlow.close_open_positions
+
+    context 'with other fx rate and closed open positions' do
+      let(:fx_rate) { 10.to_d }
+      let(:flow) { subject.class.last }
+      let(:positions_balance_amount) { flow.open_positions.sum(:amount) - flow.positions_balance_amount }
+
+      before(:each) do
+        BitexBot::Settings.stub(fx_rate: fx_rate)
+        subject.class.close_open_positions
+
+        stub_bitstamp_orders_into_transactions
+        flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
+      end
+
+      it 'syncs the executed orders, calculates profit with other fx rate' do
+        flow.should be_done
+        flow.btc_profit.should be_zero
+        flow.fiat_profit.should eq positions_balance_amount
+      end
+    end
+
+    it 'retries closing at a higher price every minute' do
+      BitexBot::SellClosingFlow.close_open_positions
+      flow = BitexBot::SellClosingFlow.last
+
       expect do
         flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
       end.not_to change{ BitexBot::CloseSell.count }
@@ -115,36 +180,38 @@ describe BitexBot::SellClosingFlow do
       end.not_to change{ BitexBot::CloseSell.count }
       Bitstamp.orders.all.size.should == 0
       flow.should_not be_done
-      
+
       # Next time we try to sync_closed_positions the flow
       # detects the previous close_buy was cancelled correctly so
       # it syncs it's total amounts and tries to place a new one.
       expect 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 == "291.9525".to_d
+        close.amount.should == '291.9525'.to_d
         close.quantity.should == 1.005
       end
 
       # The second ask is executed completely so we can wrap it up and consider
       # this closing flow done.
       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 == "291.953597".to_d
+        close.amount.should == '291.953597'.to_d
         close.quantity.should == '1.0049'.to_d
       end
       flow.should be_done
       flow.btc_profit.should == '-0.0001'.to_d
-      flow.usd_profit.should == '20.093903'.to_d
-
+      flow.fiat_profit.should == '20.093903'.to_d
     end
-    
-    it "does not retry for an amount less than minimum_for_closing" do
-      flow = BitexBot::SellClosingFlow.close_open_positions
 
-      20.times do 
+    it 'does not retry for an amount less than minimum_for_closing' do
+      BitexBot::SellClosingFlow.close_open_positions
+      flow = BitexBot::SellClosingFlow.last
+
+      20.times do
         Timecop.travel 60.seconds.from_now
         flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
       end
@@ -158,14 +225,16 @@ describe BitexBot::SellClosingFlow do
 
       flow.should be_done
       flow.btc_profit.should == '-0.0224895'.to_d
-      flow.usd_profit.should == '20.66566825'.to_d
+      flow.fiat_profit.should == '20.66566825'.to_d
     end
-    
-    it "can lose BTC if price had to be raised dramatically" do
+
+    it 'can lose BTC if price had to be raised dramatically' do
       # This flow is forced to spend the original USD amount paying more than
       # expected, thus regaining less BTC than what was sold on bitex.
-      flow = BitexBot::SellClosingFlow.close_open_positions
-      60.times do 
+      BitexBot::SellClosingFlow.close_open_positions
+      flow = BitexBot::SellClosingFlow.last
+
+      60.times do
         Timecop.travel 60.seconds.from_now
         flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
       end
@@ -173,13 +242,12 @@ describe BitexBot::SellClosingFlow do
       stub_bitstamp_orders_into_transactions
 
       flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
-
       flow.reload.should be_done
-      flow.btc_profit.should == "-0.1709".to_d
-      flow.usd_profit.should == "20.08575".to_d
+      flow.btc_profit.should == '-0.1709'.to_d
+      flow.fiat_profit.should == '20.08575'.to_d
+
       close = flow.close_positions.last
-      (close.amount / close.quantity)
-        .should == '317.5'.to_d
+      (close.amount / close.quantity).should == '317.5'.to_d
     end
   end
 end