bitex_bot 0.6.1 → 0.9.0

data/spec/models/api_wrappers/kraken_api_wrapper_spec.rb

@@ -1,12 +1,14 @@
 require 'spec_helper'
 
 describe KrakenApiWrapper do
-  let(:api_wrapper) { described_class }
+  let(:api_wrapper) { BitexBot::Robot.taker }
   let(:api_client) { api_wrapper.client }
   let(:taker_settings) do
     BitexBot::SettingsClass.new(
       kraken: {
-        api_key: 'your_api_key', api_secret: 'your_api_secret'
+        api_key: 'your_api_key',
+        api_secret: 'your_api_secret',
+        order_book: 'xbtusd'
       }
     )
   end
@@ -16,63 +18,118 @@ describe KrakenApiWrapper do
     BitexBot::Robot.setup
   end
 
-  def stub_public_client
-    api_client.stub(public: double)
+  def stub_request_helper(method:, path: '', status: 200, result: {}, error: [], header_params: {})
+    stub_request(method, "https://api.kraken.com/0#{path}")
+      .with(headers: { 'User-Agent': BitexBot.user_agent }.merge(header_params))
+      .to_return(
+        status: status,
+        body: { error: error, result: result }.to_json,
+        headers: { 'Content-Type': 'application/json' }
+      )
   end
 
-  def stub_private_client
-    api_client.stub(private: double)
+  def stub_assets
+    stub_request_helper(
+      method: :get,
+      path: '/public/AssetPairs',
+      result: {
+        XXBTZUSD:  {
+          altname: 'XBTUSD',
+          aclass_base: 'currency',
+          base: 'XXBT',
+          aclass_quote: 'currency',
+          quote: 'ZUSD',
+          lot: 'unit',
+          pair_decimals: 1,
+          lot_decimals: 8,
+          lot_multiplier: 1,
+          leverage_buy: [2, 3, 4, 5],
+          leverage_sell: [2, 3, 4, 5],
+          fees: [
+            [0, 0.26],
+            [50_000, 0.24],
+            [100_000, 0.22],
+            [250_000, 0.2],
+            [500_000, 0.18],
+            [1_000_000, 0.16],
+            [2_500_000, 0.14],
+            [5_000_000, 0.12],
+            [10_000_000, 0.1]
+          ],
+          fees_maker: [
+            [0, 0.16],
+            [50_000, 0.14],
+            [100_000, 0.12],
+            [250_000, 0.1],
+            [500_000, 0.08],
+            [1_000_000, 0.06],
+            [2_500_000, 0.04],
+            [5_000_000, 0.02],
+            [10_000_000, 0]
+          ],
+          fee_volume_currency: 'ZUSD',
+          margin_call: 80,
+          margin_stop: 40
+        }
+      }
+    )
   end
 
   it 'Sends User-Agent header' do
-    url = 'https://api.kraken.com/0/public/Depth?pair=XBTUSD'
-    stub_stuff = stub_request(:get, url).with(headers: { 'User-Agent': BitexBot.user_agent })
+    stub_assets
+    stub_stuff = stub_order_book
 
     # We don't care about the response
-    KrakenApiWrapper.order_book rescue nil
+    api_wrapper.order_book
 
-    expect(stub_stuff).to have_been_requested
+    stub_stuff.should have_been_requested
   end
 
   def stub_balance
-    api_client.private.stub(account_info: [{ taker_fees: '89.2' }])
-    api_client.private.stub(:balance) do
-      { 'XXBT': '1433.0939', 'ZUSD': '1230.0233', 'XETH': '99.7497224800' }.with_indifferent_access
-    end
+    stub_request_helper(
+      method: :post,
+      path: '/private/Balance',
+      header_params: { 'Api-Key': api_wrapper.api_key },
+      result: { XXBT: '1433.0939', ZUSD: '1230.0233', ETH: '99.7497224800' }
+    )
   end
 
   def stub_trade_volume
-    api_client.private.stub(:trade_volume).with(hash_including(pair: 'XBTUSD')) do
-      {
-        'currency' => 'ZUSD', 'volume' => '3878.8703',
-        'fees' => {
-          'XXBTZUSD' => {
-            'fee' => '0.2600',
-            'minfee' => '0.1000',
-            'maxfee' => '0.2600',
-            'nextfee' => '0.2400',
-            'nextvolume' => '10000.0000',
-            'tiervolume' => '0.0000'
+    stub_request_helper(
+      method: :post,
+      path: '/private/TradeVolume',
+      header_params: { 'Api-Key': api_wrapper.api_key },
+      result: {
+        currency: 'ZUSD',
+        volume: '3878.8703',
+        fees: {
+          XXBTZUSD: {
+            fee: '0.2600',
+            minfee: '0.1000',
+            maxfee: '0.2600',
+            nextfee: '0.2400',
+            nextvolume: '10000.0000',
+            tiervolume: '0.0000'
           }
         },
-        'fees_maker' => {
-          'XETHZEUR' => {
-            'fee' => '0.1600',
-            'minfee' => '0.0000',
-            'maxfee' => '0.1600',
-            'nextfee' => '0.1400',
-            'nextvolume' => '10000.0000',
-            'tiervolume' => '0.0000'
+        fees_maker: {
+          XETHZEUR: {
+            fee: '0.1600',
+            minfee: '0.0000',
+            maxfee: '0.1600',
+            nextfee: '0.1400',
+            nextvolume: '10000.0000',
+            tiervolume: '0.0000'
           }
         }
-      }.with_indifferent_access
-    end
+      }
+    )
   end
 
   it '#balance' do
-    stub_private_client
-    stub_orders
+    stub_assets
     stub_balance
+    stub_orders
     stub_trade_volume
 
     balance = api_wrapper.balance
@@ -94,25 +151,26 @@ describe KrakenApiWrapper do
   end
 
   it '#cancel' do
-    stub_private_client
     stub_orders
 
-    expect(api_wrapper.orders.sample).to respond_to(:cancel!)
+    api_wrapper.orders.sample.should respond_to(:cancel!)
   end
 
   def stub_order_book(count: 3, price: 1.5, amount: 2.5)
-    api_client.public.stub(:order_book) do
-      {
-        'XXBTZUSD' => {
-          'bids' => count.times.map { |i| [(price + i).to_d, (amount + i).to_d, 1.seconds.ago.to_i.to_s] },
-          'asks' => count.times.map { |i| [(price + i).to_d, (amount + i).to_d, 1.seconds.ago.to_i.to_s] }
+    stub_request_helper(
+      method: :get,
+      path: '/public/Depth?pair=XBTUSD',
+      result: {
+        XXBTZUSD: {
+          bids: count.times.map { |i| [(price + i).to_d, (amount + i).to_d, 1.seconds.ago.to_i.to_s] },
+          asks: count.times.map { |i| [(price + i).to_d, (amount + i).to_d, 1.seconds.ago.to_i.to_s] }
         }
-      }.with_indifferent_access
-    end
+      }
+    )
   end
 
   it '#order_book' do
-    stub_public_client
+    stub_assets
     stub_order_book
 
     order_book = api_wrapper.order_book
@@ -131,34 +189,36 @@ describe KrakenApiWrapper do
   end
 
   def stub_orders
-    api_client.private.stub(:open_orders) do
-      {
-        'open' => {
-          'O5TDV2-WDYB2-6OGJRD' => {
-            'refid' => nil, 'userref' => nil, 'status' => 'open', 'opentm' => 1_440_292_821.839, 'starttm' => 0, 'expiretm' => 0,
-            'descr' => {
-              'pair' => 'ETHEUR', 'type' => 'buy', 'ordertype' => 'limit', 'price' => '1.19000', 'price2' => '0',
-              'leverage' => 'none', 'order' => 'buy 1204.00000000 ETHEUR @ limit 1.19000'
+    stub_request_helper(
+      method: :post,
+      path: '/private/OpenOrders',
+      header_params: { 'Api-Key': api_wrapper.api_key },
+      result: {
+        open: {
+          'O5TDV2-WDYB2-6OGJRD': {
+            refid: nil, userref: nil, status: 'open', opentm: 1_440_292_821.839, starttm: 0, expiretm: 0,
+            descr: {
+              pair: 'ETHEUR', type: 'buy', ordertype: 'limit', price: '1.19000', price2: '0',
+              leverage: 'none', order: 'buy 1204.00000000 ETHEUR @ limit 1.19000'
             },
-            'vol' => '1204.00000000', 'vol_exec' => '0.00000000', 'cost' => '0.00000', 'fee' => '0.00000',
-            'price' => '0.00008', 'misc' => '', 'oflags' => 'fciq'
+            vol: '1204.00000000', vol_exec: '0.00000000', cost: '0.00000', fee: '0.00000',
+            price: '0.00008', misc: '', oflags: 'fciq'
           },
-          'OGAEYL-LVSPL-BYGGRR' => {
-            'refid' => nil, 'userref' => nil, 'status' => 'open', 'opentm' => 1_440_254_004.621, 'starttm' => 0, 'expiretm' => 0,
-            'descr' => {
-              'pair' => 'ETHEUR', 'type' => 'sell', 'ordertype' => 'limit', 'price' => '1.29000', 'price2' => '0',
-              'leverage' => 'none', 'order' => 'sell 99.74972000 ETHEUR @ limit 1.29000'
+          'OGAEYL-LVSPL-BYGGRR': {
+            refid: nil, userref: nil, status: 'open', opentm: 1_440_254_004.621, starttm: 0, expiretm: 0,
+            descr: {
+              pair: 'ETHEUR', type: 'sell', ordertype: 'limit', price: '1.29000', price2: '0',
+              leverage: 'none', order: 'sell 99.74972000 ETHEUR @ limit 1.29000'
             },
-            'vol' => '99.74972000', 'vol_exec' => '0.00000000', 'cost' => '0.00000', 'fee' => '0.00000',
-            'price' => '0.00009', 'misc' => '', 'oflags' => 'fciq'
+            vol: '99.74972000', vol_exec: '0.00000000', cost: '0.00000', fee: '0.00000',
+            price: '0.00009', misc: '', oflags: 'fciq'
           }
         }
-      }.with_indifferent_access
-    end
+      }
+    )
   end
 
   it '#orders' do
-    stub_private_client
     stub_orders
 
     api_wrapper.orders.all? { |o| o.should be_a(ApiWrapper::Order) }
@@ -172,18 +232,20 @@ describe KrakenApiWrapper do
   end
 
   def stub_transactions(count: 1, price: 1.5, amount: 2.5)
-    api_client.public.stub(:trades).with('XBTUSD') do
-      {
+    stub_request_helper(
+      method: :get,
+      path: '/public/Trades?pair=XBTUSD',
+      result: {
         XXBTZUSD: [
           ['202.51626', '0.01440000', 1_440_277_319.1_922, 'b', 'l', ''],
           ['202.54000', '0.10000000', 1_440_277_322.8_993, 'b', 'l', '']
         ]
       }
-    end
+    )
   end
 
   it '#transactions' do
-    stub_public_client
+    stub_assets
     stub_transactions
 
     api_wrapper.transactions.all? { |o| o.should be_a(ApiWrapper::Transaction) }
@@ -201,9 +263,16 @@ describe KrakenApiWrapper do
   end
 
   it '#find_lost' do
-    stub_private_client
     stub_orders
 
-    described_class.orders.all? { |o| described_class.find_lost(o.type, o.price, o.amount).present? }
+    api_wrapper.orders.all? { |o| api_wrapper.find_lost(o.type, o.price, o.amount).present? }
+  end
+
+  it '#currency_pair' do
+    stub_assets
+    BitexBot::Settings.taker.kraken.order_book.should eq taker_settings.kraken.order_book
+
+    api_wrapper.currency_pair.should be_a(HashWithIndifferentAccess)
+    api_wrapper.currency_pair.keys.should include(*%w[altname base quote name])
   end
 end

data/spec/models/bitex_api_spec.rb

@@ -1,13 +1,13 @@
 require 'spec_helper'
 
 describe 'BitexApi' do
-  before(:each) do
-    BitexBot::Robot.setup
-  end
+  before(:each) { BitexBot::Robot.setup }
+  let(:maker) { BitexBot::Robot.maker }
 
   it 'Sends User-Agent header' do
     stub_request(:get, 'https://bitex.la/api-v1/rest/private/profile?api_key=your_bitex_api_key_which_should_be_kept_safe')
       .with(headers: { 'User-Agent': BitexBot.user_agent })
-    Bitex::Profile.get rescue nil # we don't care about the response
+
+    maker.profile rescue nil # we don't care about the response
   end
 end

data/spec/models/buy_closing_flow_spec.rb

@@ -4,7 +4,10 @@ describe BitexBot::BuyClosingFlow do
   let(:taker_settings) do
     BitexBot::SettingsClass.new(
       bitstamp: {
-        api_key: 'YOUR_API_KEY', secret: 'YOUR_API_SECRET', client_id: 'YOUR_BITSTAMP_USERNAME'
+        api_key: 'YOUR_API_KEY',
+        secret: 'YOUR_API_SECRET',
+        client_id: 'YOUR_BITSTAMP_USERNAME',
+        order_book: 'btcusd'
       }
     )
   end
@@ -85,7 +88,7 @@ describe BitexBot::BuyClosingFlow do
       flow = BitexBot::BuyClosingFlow.last
       stub_bitstamp_orders_into_transactions
 
-      flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
+      flow.sync_closed_positions
 
       close = flow.close_positions.last
       close.amount.should == 624.105
@@ -106,7 +109,7 @@ describe BitexBot::BuyClosingFlow do
         subject.class.close_open_positions
 
         stub_bitstamp_orders_into_transactions
-        flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
+        flow.sync_closed_positions
       end
 
       it 'syncs the executed orders, calculates profit with other fx rate' do
@@ -120,13 +123,11 @@ describe BitexBot::BuyClosingFlow do
       BitexBot::BuyClosingFlow.close_open_positions
       flow = BitexBot::BuyClosingFlow.last
 
-      expect do
-        flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
-      end.not_to change { BitexBot::CloseBuy.count }
+      expect { flow.sync_closed_positions }.not_to change { BitexBot::CloseBuy.count }
       flow.should_not be_done
 
       # Immediately calling sync again does not try to cancel the ask.
-      flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
+      flow.sync_closed_positions
       Bitstamp.orders.all.size.should == 1
 
       # Partially executes order, and 61 seconds after that
@@ -134,18 +135,14 @@ describe BitexBot::BuyClosingFlow do
       stub_bitstamp_orders_into_transactions(ratio: 0.5)
       Timecop.travel 61.seconds.from_now
       Bitstamp.orders.all.size.should == 1
-      expect do
-        flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
-      end.not_to change { BitexBot::CloseBuy.count }
+      expect { flow.sync_closed_positions }.not_to change { BitexBot::CloseBuy.count }
       Bitstamp.orders.all.size.should be_zero
       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::CloseBuy.count }.by(1)
+      expect { flow.sync_closed_positions }.to change { BitexBot::CloseBuy.count }.by(1)
 
       flow.close_positions.first.tap do |close|
         close.amount.should == 312.0_525
@@ -155,7 +152,7 @@ describe BitexBot::BuyClosingFlow do
       # 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.sync_closed_positions
       flow.close_positions.last.tap do |close|
         close.amount.should == 312.02_235
         close.quantity.should == 1.005
@@ -171,9 +168,7 @@ describe BitexBot::BuyClosingFlow do
       stub_bitstamp_orders_into_transactions(ratio: 0.999)
       Bitstamp.orders.all.first.cancel!
 
-      expect do
-        flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
-      end.not_to change { BitexBot::CloseBuy.count }
+      expect { flow.sync_closed_positions }.not_to change { BitexBot::CloseBuy.count }
 
       flow.should be_done
       flow.crypto_profit.should == 0.00_201
@@ -188,12 +183,12 @@ describe BitexBot::BuyClosingFlow do
 
       60.times do
         Timecop.travel 60.seconds.from_now
-        flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
+        flow.sync_closed_positions
       end
 
       stub_bitstamp_orders_into_transactions
 
-      flow.sync_closed_positions(Bitstamp.orders.all, Bitstamp.user_transactions.all)
+      flow.sync_closed_positions
       flow.reload.should be_done
       flow.crypto_profit.should be_zero
       flow.fiat_profit.should == -34.165
@@ -202,8 +197,8 @@ describe BitexBot::BuyClosingFlow do
 
   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)
+      BitstampApiWrapper.any_instance.stub(send_order: nil)
+      BitstampApiWrapper.any_instance.stub(find_lost: nil)
 
       open = create :open_buy
       expect do
@@ -222,9 +217,9 @@ describe BitexBot::BuyClosingFlow do
     end
 
     it 'retries until it finds the lost order' do
-      BitstampApiWrapper.stub(send_order: nil)
-      BitstampApiWrapper.stub(:orders) do
-        [BitstampApiWrapper::Order.new(1, :sell, 310, 2.5, 1.minute.ago.to_i)]
+      BitstampApiWrapper.any_instance.stub(send_order: nil)
+      BitstampApiWrapper.any_instance.stub(:orders) do
+        [ApiWrapper::Order.new(1, :sell, 310, 2.5, 1.minute.ago.to_i)]
       end
 
       open = create(:open_buy)