bitex_bot 0.2.12 → 0.2.13
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- checksums.yaml +4 -4
- data/bitex_bot.gemspec +1 -0
- data/lib/bitex_bot/models/bitfinex_api_wrapper.rb +102 -0
- data/lib/bitex_bot/robot.rb +8 -1
- data/lib/bitex_bot/version.rb +1 -1
- data/lib/bitex_bot.rb +1 -0
- data/settings.yml.sample +12 -5
- data/spec/models/buy_closing_flow_spec.rb +1 -1
- data/spec/models/buy_opening_flow_spec.rb +4 -4
- data/spec/models/sell_closing_flow_spec.rb +1 -1
- data/spec/models/sell_opening_flow_spec.rb +4 -4
- data/spec/spec_helper.rb +2 -0
- metadata +17 -2
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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|
1
1
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---
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2
2
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SHA1:
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3
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-
metadata.gz:
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4
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-
data.tar.gz:
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3
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+
metadata.gz: b8994e54974f11a72d84fe860f4089d59561e6ac
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4
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+
data.tar.gz: 70e62bb47abb627a4b1f71312bc7b5b9f6c3389e
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5
5
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SHA512:
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6
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-
metadata.gz:
|
7
|
-
data.tar.gz:
|
6
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+
metadata.gz: a26decc7d2f8f81c37e6bf3a751f9b3f84acdc4be6149320869a0343c36801d6e94dc8ec43d0bd52e03599c3b1262b75c26b1f060e84f2740887e9f54d132c21
|
7
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+
data.tar.gz: 34359e33f27d99d5be888e8c4fe641c4031adf8787b1629aa82958c0376df67fd385c3025b950368b8c690ac3af2db9bc5be17b222c0891010475a5da326b0e0
|
data/bitex_bot.gemspec
CHANGED
@@ -0,0 +1,102 @@
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1
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+
require "bigdecimal"
|
2
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+
require "bigdecimal/util"
|
3
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+
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4
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+
class BitfinexApiWrapper
|
5
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+
def self.setup(settings)
|
6
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+
Bitfinex::Client.configure do |conf|
|
7
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+
conf.api_key = settings.bitfinex.api_key
|
8
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+
conf.secret = settings.bitfinex.api_secret
|
9
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+
end
|
10
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+
end
|
11
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+
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12
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+
def self.with_retry(action, &block)
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13
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+
begin
|
14
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+
block.call
|
15
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+
rescue StandardError, Bitfinex::ClientError => e
|
16
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+
BitexBot::Robot.logger.info("Bitfinex #{action} failed. Retrying in 5 seconds.")
|
17
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+
sleep 5
|
18
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+
retry
|
19
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+
end
|
20
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+
end
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21
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+
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22
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+
def self.transactions
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23
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+
with_retry 'transactions' do
|
24
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+
Bitfinex::Client.new.trades.collect do |t|
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25
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+
{ tid: t['tid'].to_i,
|
26
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+
price: t['price'],
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27
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+
amount: t['amount'],
|
28
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+
date: t['timestamp']
|
29
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+
}
|
30
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+
end
|
31
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+
end
|
32
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+
end
|
33
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+
|
34
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+
def self.order_book
|
35
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+
with_retry 'order_book' do
|
36
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+
book = Bitfinex::Client.new.orderbook
|
37
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+
{ 'bids' => book['bids'].collect{|b| [b['price'], b['amount']] },
|
38
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+
'asks' => book['asks'].collect{|a| [a['price'], a['amount']] } }
|
39
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+
end
|
40
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+
end
|
41
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+
|
42
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+
def self.balance
|
43
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+
with_retry 'balance' do
|
44
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+
balances = Bitfinex::Client.new.balances(type: 'exchange')
|
45
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+
sleep 1 # Sleep to avoid sending two consecutive requests to bitfinex.
|
46
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+
fee = Bitfinex::Client.new.account_info.first['taker_fees']
|
47
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+
btc = balances.find{|b| b['currency'] == 'btc' } || {}
|
48
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+
usd = balances.find{|b| b['currency'] == 'usd' } || {}
|
49
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+
{ "btc_balance" => btc['amount'].to_d,
|
50
|
+
"btc_reserved" => btc['amount'].to_d - btc['available'].to_d,
|
51
|
+
"btc_available" => btc['available'].to_d,
|
52
|
+
"usd_balance" => usd['amount'].to_d,
|
53
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+
"usd_reserved" => usd['amount'].to_d - usd['available'].to_d,
|
54
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+
"usd_available" => usd['available'].to_d,
|
55
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+
"fee" => fee.to_d
|
56
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+
}
|
57
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+
end
|
58
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+
end
|
59
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+
|
60
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+
def self.orders
|
61
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+
with_retry 'orders' do
|
62
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+
Bitfinex::Client.new.orders.collect{|o| BitfinexOrder.new(o) }
|
63
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+
end
|
64
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+
end
|
65
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+
|
66
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+
# We don't need to fetch the list of transactions
|
67
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+
# for bitfinex
|
68
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+
def self.user_transactions
|
69
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+
[]
|
70
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+
end
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71
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+
|
72
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+
def self.amount_and_quantity(order_id, transactions)
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73
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+
with_retry "find order #{order_id}" do
|
74
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+
order = Bitfinex::Client.new.order_status(order_id)
|
75
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+
[order['avg_execution_price'].to_d * order['executed_amount'].to_d, order['executed_amount'].to_d]
|
76
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+
end
|
77
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+
end
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78
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+
|
79
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+
def self.place_order(type, price, quantity)
|
80
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+
with_retry "place order #{type} #{price} #{quantity}" do
|
81
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+
order_data = Bitfinex::Client.new
|
82
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+
.new_order('btcusd', quantity, 'exchange limit', type.to_s, price)
|
83
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+
BitfinexOrder.new(order_data)
|
84
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+
end
|
85
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+
end
|
86
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+
end
|
87
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+
|
88
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+
class BitfinexOrder
|
89
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+
attr_accessor :id, :amount, :price, :type, :datetime
|
90
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+
def initialize(order_data)
|
91
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+
self.id = order_data['id'].to_i
|
92
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+
self.amount = order_data['original_amount'].to_d
|
93
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+
self.price = order_data['price'].to_d
|
94
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+
self.type = order_data['side'].to_sym
|
95
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+
self.datetime = order_data['timestamp'].to_i
|
96
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+
end
|
97
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+
|
98
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+
def cancel!
|
99
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+
Bitfinex::Client.new.cancel_orders(id)
|
100
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+
end
|
101
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+
end
|
102
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+
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data/lib/bitex_bot/robot.rb
CHANGED
@@ -14,7 +14,14 @@ module BitexBot
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14
14
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cattr_accessor :cooldown_until
|
15
15
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cattr_accessor :test_mode
|
16
16
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cattr_accessor :taker do
|
17
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-
Settings.taker
|
17
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+
case Settings.taker
|
18
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+
when 'itbit'
|
19
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+
ItbitApiWrapper
|
20
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+
when 'bitstamp'
|
21
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+
BitstampApiWrapper
|
22
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+
when 'bitfinex'
|
23
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+
BitfinexApiWrapper
|
24
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+
end
|
18
25
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end
|
19
26
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cattr_accessor :logger do
|
20
27
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Logger.new(Settings.log.try(:file) || STDOUT, 10, 10240000).tap do |l|
|
data/lib/bitex_bot/version.rb
CHANGED
data/lib/bitex_bot.rb
CHANGED
data/settings.yml.sample
CHANGED
@@ -17,7 +17,7 @@ time_to_live: 20
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17
17
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sandbox: false
|
18
18
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|
19
19
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# Which market to use for taking (we're always makers on bitex)
|
20
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-
# itbit or
|
20
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+
# itbit, bitstamp or bitfinex
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21
21
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taker: bitstamp
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22
22
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23
23
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# Settings for buying on bitex and selling on bitstamp.
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@@ -69,10 +69,17 @@ bitstamp:
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69
69
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# These are passed in to the itbit gem:
|
70
70
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# see https://github.com/bitex-la/itbit for more info.
|
71
71
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itbit:
|
72
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-
client_key
|
73
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-
secret
|
74
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-
user_id
|
75
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-
default_wallet_id
|
72
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+
client_key: 'the-client-key'
|
73
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+
secret: 'the-secret'
|
74
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+
user_id: 'the-user-id'
|
75
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+
default_wallet_id: 'wallet-000'
|
76
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+
|
77
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+
# These are passed in to the bitfinex gem:
|
78
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+
# see https://github.com/bitfinexcom/bitfinex-api-rb for more info.
|
79
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+
bitfinex:
|
80
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+
api_key: 'your_api_key'
|
81
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+
api_secret: 'your_api_secret'
|
82
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+
|
76
83
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|
77
84
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# Settings for the ActiveRecord Database to use.
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78
85
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# sqlite is just fine. Check this link for more options:
|
@@ -26,7 +26,7 @@ describe BitexBot::BuyClosingFlow do
|
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26
26
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open_one.reload.closing_flow.should == flow
|
27
27
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open_two.reload.closing_flow.should == flow
|
28
28
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flow.open_positions.should == [open_one, open_two]
|
29
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-
flow.desired_price.should == '310.
|
29
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+
flow.desired_price.round(15).should == '310.497512437810945'.to_d
|
30
30
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flow.quantity.should == 2.01
|
31
31
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flow.btc_profit.should be_nil
|
32
32
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flow.usd_profit.should be_nil
|
@@ -10,7 +10,7 @@ describe BitexBot::BuyOpeningFlow do
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10
10
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it { should validate_presence_of :price }
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11
11
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it { should validate_presence_of :value_to_use }
|
12
12
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it { should validate_presence_of :order_id }
|
13
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-
it { should(
|
13
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+
it { should(validate_inclusion_of(:status)
|
14
14
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.in_array(BitexBot::BuyOpeningFlow.statuses)) }
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15
15
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16
16
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describe "when creating a buying flow" do
|
@@ -24,7 +24,7 @@ describe BitexBot::BuyOpeningFlow do
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24
24
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25
25
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flow.value_to_use.should == 50
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26
26
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flow.price.should <= flow.suggested_closing_price
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27
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-
flow.price.should == "19.85074626865672".to_d
|
27
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+
flow.price.round(14).should == "19.85074626865672".to_d
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28
28
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flow.suggested_closing_price.should == 20
|
29
29
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flow.order_id.should == 12345
|
30
30
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end
|
@@ -52,7 +52,7 @@ describe BitexBot::BuyOpeningFlow do
|
|
52
52
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bitstamp_order_book_stub['bids'], bitstamp_transactions_stub, 0.5, 0.25, store)
|
53
53
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flow.value_to_use.should == 100
|
54
54
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flow.price.should <= flow.suggested_closing_price
|
55
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-
flow.price.should == "7.
|
55
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+
flow.price.round(15).should == "7.44402985074627".to_d
|
56
56
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flow.suggested_closing_price.should == 15
|
57
57
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flow.order_id.should == 12345
|
58
58
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end
|
@@ -95,7 +95,7 @@ describe BitexBot::BuyOpeningFlow do
|
|
95
95
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flow = BitexBot::BuyOpeningFlow.create_for_market(100,
|
96
96
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bitstamp_order_book_stub['bids'], bitstamp_transactions_stub, 0.5, 0.25, store)
|
97
97
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|
98
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-
flow.price.should == "19.
|
98
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+
flow.price.round(13).should == "19.7514925373134".to_d
|
99
99
|
end
|
100
100
|
end
|
101
101
|
|
@@ -27,7 +27,7 @@ describe BitexBot::SellClosingFlow do
|
|
27
27
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open_one.reload.closing_flow.should == flow
|
28
28
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open_two.reload.closing_flow.should == flow
|
29
29
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flow.open_positions.should == [open_one, open_two]
|
30
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-
flow.desired_price.should == '290.
|
30
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+
flow.desired_price.round(15).should == '290.497512437810945'.to_d
|
31
31
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flow.quantity.should == 2.01
|
32
32
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flow.amount.should == 604
|
33
33
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flow.btc_profit.should be_nil
|
@@ -10,7 +10,7 @@ describe BitexBot::SellOpeningFlow do
|
|
10
10
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it { should validate_presence_of :price }
|
11
11
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it { should validate_presence_of :value_to_use }
|
12
12
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it { should validate_presence_of :order_id }
|
13
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-
it { should(
|
13
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+
it { should(validate_inclusion_of(:status)
|
14
14
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.in_array(BitexBot::SellOpeningFlow.statuses)) }
|
15
15
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|
16
16
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describe "when creating a selling flow" do
|
@@ -39,7 +39,7 @@ describe BitexBot::SellOpeningFlow do
|
|
39
39
|
|
40
40
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flow.value_to_use.should == 4
|
41
41
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flow.price.should >= flow.suggested_closing_price
|
42
|
-
flow.price.should == "25.18796992481203".to_d
|
42
|
+
flow.price.round(14).should == "25.18796992481203".to_d
|
43
43
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flow.suggested_closing_price.should == 25
|
44
44
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flow.order_id.should == 12345
|
45
45
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end
|
@@ -54,7 +54,7 @@ describe BitexBot::SellOpeningFlow do
|
|
54
54
|
|
55
55
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flow.value_to_use.should == 4
|
56
56
|
flow.price.should >= flow.suggested_closing_price
|
57
|
-
flow.price.should == "37.78195488721804".to_d
|
57
|
+
flow.price.round(14).should == "37.78195488721804".to_d
|
58
58
|
flow.suggested_closing_price.should == 25
|
59
59
|
flow.order_id.should == 12345
|
60
60
|
end
|
@@ -97,7 +97,7 @@ describe BitexBot::SellOpeningFlow do
|
|
97
97
|
flow = BitexBot::SellOpeningFlow.create_for_market(1000,
|
98
98
|
bitstamp_order_book_stub['asks'], bitstamp_transactions_stub, 0.5, 0.25, store)
|
99
99
|
|
100
|
-
flow.price.should == "20.25112781954887".to_d
|
100
|
+
flow.price.round(14).should == "20.25112781954887".to_d
|
101
101
|
end
|
102
102
|
end
|
103
103
|
|
data/spec/spec_helper.rb
CHANGED
@@ -22,6 +22,8 @@ DatabaseCleaner.strategy = :truncation
|
|
22
22
|
|
23
23
|
RSpec.configure do |config|
|
24
24
|
config.include(FactoryGirl::Syntax::Methods)
|
25
|
+
config.include(Shoulda::Matchers::ActiveModel)
|
26
|
+
config.include(Shoulda::Matchers::ActiveRecord)
|
25
27
|
config.mock_with :rspec do |mocks|
|
26
28
|
mocks.yield_receiver_to_any_instance_implementation_blocks = true
|
27
29
|
mocks.syntax = [:expect, :should]
|
metadata
CHANGED
@@ -1,7 +1,7 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: bitex_bot
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.2.
|
4
|
+
version: 0.2.13
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Nubis
|
@@ -9,7 +9,7 @@ authors:
|
|
9
9
|
autorequire:
|
10
10
|
bindir: bin
|
11
11
|
cert_chain: []
|
12
|
-
date: 2016-04-
|
12
|
+
date: 2016-04-14 00:00:00.000000000 Z
|
13
13
|
dependencies:
|
14
14
|
- !ruby/object:Gem::Dependency
|
15
15
|
name: settingslogic
|
@@ -109,6 +109,20 @@ dependencies:
|
|
109
109
|
- - '='
|
110
110
|
- !ruby/object:Gem::Version
|
111
111
|
version: 0.0.6
|
112
|
+
- !ruby/object:Gem::Dependency
|
113
|
+
name: bitfinex-rb
|
114
|
+
requirement: !ruby/object:Gem::Requirement
|
115
|
+
requirements:
|
116
|
+
- - '='
|
117
|
+
- !ruby/object:Gem::Version
|
118
|
+
version: 0.0.6
|
119
|
+
type: :runtime
|
120
|
+
prerelease: false
|
121
|
+
version_requirements: !ruby/object:Gem::Requirement
|
122
|
+
requirements:
|
123
|
+
- - '='
|
124
|
+
- !ruby/object:Gem::Version
|
125
|
+
version: 0.0.6
|
112
126
|
- !ruby/object:Gem::Dependency
|
113
127
|
name: mail
|
114
128
|
requirement: !ruby/object:Gem::Requirement
|
@@ -285,6 +299,7 @@ files:
|
|
285
299
|
- bitex_bot.gemspec
|
286
300
|
- lib/bitex_bot.rb
|
287
301
|
- lib/bitex_bot/database.rb
|
302
|
+
- lib/bitex_bot/models/bitfinex_api_wrapper.rb
|
288
303
|
- lib/bitex_bot/models/bitstamp_api_wrapper.rb
|
289
304
|
- lib/bitex_bot/models/buy_closing_flow.rb
|
290
305
|
- lib/bitex_bot/models/buy_opening_flow.rb
|