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
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: '027380d0b5310a8656d1e4ea0357617f1c750c1a'
|
4
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+
data.tar.gz: 66974805bb9b7b130181e737f688512d8f234d17
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5
5
|
SHA512:
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6
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-
metadata.gz:
|
7
|
-
data.tar.gz:
|
6
|
+
metadata.gz: d70e171eb1bae487ab0866d441c7c7ac3711d129976a4bf0351d1a1848834dbb9b4f2cb9227af7d2f73df7a3aa200052dc48028b8a8b0c0fa753d775ba21070a
|
7
|
+
data.tar.gz: 4bc5ae223b7ddde9b07b8397ce2c5fcbc25b89b289084b57bc357448c8d6c822e301a0814f657ccf89a9d12a57f6d56d5cabdd1d2d88f7393a36b00e18c1480b
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@@ -0,0 +1,63 @@
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1
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+
# Ruby CircleCI 2.0 configuration file
|
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+
#
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+
# Check https://circleci.com/docs/2.0/language-ruby/ for more details
|
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#
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version: 2
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6
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jobs:
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build:
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8
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docker:
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9
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+
# specify the version you desire here
|
10
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+
- image: circleci/ruby:2.4.1-node-browsers
|
11
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+
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+
# Specify service dependencies here if necessary
|
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+
# CircleCI maintains a library of pre-built images
|
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# documented at https://circleci.com/docs/2.0/circleci-images/
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# - image: circleci/postgres:9.4
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+
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working_directory: ~/repo
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steps:
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- checkout
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+
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# Download and cache dependencies
|
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- restore_cache:
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keys:
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+
- v1-dependencies-{{ checksum "bitex_bot.gemspec" }}-{{ checksum "Gemfile" }}
|
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+
# fallback to using the latest cache if no exact match is found
|
27
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+
- v1-dependencies-
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+
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- run:
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name: install dependencies
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command: |
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bundle install --jobs=4 --retry=3 --path vendor/bundle
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+
|
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- save_cache:
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paths:
|
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+
- ./vendor/bundle
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+
key: v1-dependencies-{{ checksum "bitex_bot.gemspec" }}-{{ checksum "Gemfile" }}
|
38
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+
|
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+
# run tests!
|
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- run:
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name: run tests
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command: |
|
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+
mkdir /tmp/test-results
|
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+
TEST_FILES="$(circleci tests glob "spec/**/*_spec.rb" | circleci tests split --split-by=timings)"
|
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+
|
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+
bundle exec rspec --format progress \
|
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--format RspecJunitFormatter \
|
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+
--out /tmp/test-results/rspec.xml \
|
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--format progress \
|
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+
$TEST_FILES
|
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+
|
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# run lints
|
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+
- run:
|
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+
name: run lints
|
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command: |
|
56
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+
bundle exec rubocop
|
57
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+
|
58
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+
# collect reports
|
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+
- store_test_results:
|
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path: /tmp/test-results
|
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+
- store_artifacts:
|
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path: /tmp/test-results
|
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+
destination: test-results
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data/.rubocop.yml
ADDED
@@ -0,0 +1,33 @@
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1
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+
Style/FrozenStringLiteralComment:
|
2
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+
EnforcedStyle: never
|
3
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+
|
4
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Metrics/AbcSize:
|
5
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Max: 16
|
6
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+
|
7
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Metrics/ClassLength:
|
8
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Max: 130
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9
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+
|
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Metrics/LineLength:
|
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Max: 130
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+
|
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Metrics/MethodLength:
|
14
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Max: 25
|
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+
|
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+
Metrics/ParameterLists:
|
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Max: 7
|
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+
|
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AllCops:
|
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+
TargetRubyVersion: 2.4
|
21
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+
Exclude:
|
22
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+
- 'Gemfile'
|
23
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+
- 'Gemfile.lock'
|
24
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+
- 'LICENSE.txt'
|
25
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+
- 'README.md'
|
26
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+
- 'Rakefile'
|
27
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+
- 'bin/*'
|
28
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+
- 'bitex_bot.gemspec'
|
29
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+
- 'settings.rb.sample'
|
30
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+
- 'spec/**/*'
|
31
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+
- 'vendor/**/*'
|
32
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+
- 'lib/bitex_bot/database.rb'
|
33
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+
- 'lib/bitex_bot/version.rb'
|
data/Gemfile
CHANGED
data/Rakefile
CHANGED
@@ -1 +1 @@
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1
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-
require
|
1
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+
require 'bundler/gem_tasks'
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data/bin/bitex_bot
CHANGED
data/bitex_bot.gemspec
CHANGED
@@ -1,44 +1,44 @@
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1
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-
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2
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-
lib = File.expand_path('../lib', __FILE__)
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1
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+
lib = File.expand_path('lib', __dir__)
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3
2
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$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
|
4
3
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require 'bitex_bot/version'
|
5
4
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|
6
5
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Gem::Specification.new do |spec|
|
7
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-
spec.name =
|
6
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+
spec.name = 'bitex_bot'
|
8
7
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spec.version = BitexBot::VERSION
|
9
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-
spec.authors = [
|
10
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-
spec.email = [
|
11
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-
spec.description = %
|
12
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-
|
13
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-
|
14
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-
spec.
|
15
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-
|
16
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-
spec.homepage = ""
|
17
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-
spec.license = "MIT"
|
8
|
+
spec.authors = %w[Nubis Eromirou]
|
9
|
+
spec.email = %w[nb@bitex.la tr@bitex.la]
|
10
|
+
spec.description = %(Both a trading robot and a library to build trading robots. The bitex-bot lets you buy cheap on bitex
|
11
|
+
and sell on another exchange and vice versa.)
|
12
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+
spec.summary = %(A trading robot to do arbitrage between bitex.la and other exchanges!)
|
13
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+
spec.homepage = ''
|
14
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+
spec.license = 'MIT'
|
18
15
|
|
19
|
-
spec.files = `git ls-files`.split(
|
16
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+
spec.files = `git ls-files`.split($RS)
|
20
17
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spec.executables = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
|
21
18
|
spec.test_files = spec.files.grep(%r{^(test|spec|features)/})
|
22
|
-
spec.require_paths = [
|
23
|
-
|
24
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-
spec.add_dependency "activerecord", "~> 4.2"
|
25
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-
spec.add_dependency "sqlite3"
|
26
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-
spec.add_dependency "bitstamp"
|
27
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-
spec.add_dependency "bitex", "0.3"
|
28
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-
spec.add_dependency "itbit", "0.0.6"
|
29
|
-
spec.add_dependency "bitfinex-rb", "0.0.6"
|
30
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-
spec.add_dependency "kraken_client", "~> 1.2.1"
|
31
|
-
spec.add_dependency "mail"
|
32
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-
spec.add_dependency "hashie", "~> 3.5.4"
|
19
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+
spec.require_paths = %w[lib]
|
33
20
|
|
34
|
-
spec.
|
35
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-
spec.
|
36
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-
spec.
|
37
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-
spec.
|
38
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-
|
39
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-
spec.
|
40
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-
spec.
|
41
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-
spec.
|
42
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-
spec.
|
43
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-
|
21
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+
spec.add_dependency 'activerecord', '~> 4.2'
|
22
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+
spec.add_dependency 'hashie', '~> 3.5.4'
|
23
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+
spec.add_dependency 'mail'
|
24
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+
spec.add_dependency 'sqlite3'
|
25
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+
|
26
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+
spec.add_dependency 'bitex', '0.5'
|
27
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+
spec.add_dependency 'bitstamp'
|
28
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+
spec.add_dependency 'itbit', '0.0.6'
|
29
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+
spec.add_dependency 'kraken_client', '~> 1.2.1'
|
30
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+
|
31
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+
spec.add_development_dependency 'bundler'
|
32
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+
spec.add_development_dependency 'rake'
|
33
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+
|
34
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+
spec.add_development_dependency 'byebug'
|
35
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+
spec.add_development_dependency 'database_cleaner'
|
36
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+
spec.add_development_dependency 'factory_bot'
|
37
|
+
spec.add_development_dependency 'rspec'
|
38
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+
spec.add_development_dependency 'rspec-mocks'
|
39
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+
spec.add_development_dependency 'rspec_junit_formatter'
|
40
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+
spec.add_development_dependency 'rubocop'
|
41
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+
spec.add_development_dependency 'shoulda-matchers'
|
42
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+
spec.add_development_dependency 'timecop'
|
43
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+
spec.add_development_dependency 'webmock'
|
44
44
|
end
|
data/lib/bitex_bot/database.rb
CHANGED
@@ -1,113 +1,113 @@
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|
1
1
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module BitexBot
|
2
2
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module Database
|
3
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-
#ActiveRecord::Base.logger = Logger.new(File.open('database.log', 'w'))
|
4
3
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ActiveRecord::Base.establish_connection(Settings.database)
|
5
4
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|
6
5
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ActiveRecord::Schema.define(version: 1) do
|
7
6
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if ActiveRecord::Base.connection.tables.empty?
|
8
7
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create_table :buy_opening_flows do |t|
|
9
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-
t.decimal
|
10
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-
t.decimal
|
11
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-
t.decimal
|
12
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-
t.integer
|
13
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-
t.string
|
14
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-
t.index
|
15
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-
t.timestamps
|
8
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+
t.decimal :price, precision: 30, scale: 15
|
9
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+
t.decimal :value_to_use, precision: 30, scale: 15
|
10
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+
t.decimal :suggested_closing_price, precision: 30, scale: 15
|
11
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+
t.integer :order_id
|
12
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+
t.string :status, null: false, default: 'executing'
|
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+
t.index :status
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14
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+
t.timestamps null: true
|
16
15
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end
|
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16
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add_index :buy_opening_flows, :order_id
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17
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|
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18
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create_table :sell_opening_flows do |t|
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-
t.decimal
|
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-
t.decimal
|
22
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-
t.decimal
|
23
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-
t.integer
|
24
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-
t.string
|
25
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-
t.index
|
26
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-
t.timestamps
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19
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+
t.decimal :price, precision: 30, scale: 15
|
20
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+
t.decimal :value_to_use, precision: 30, scale: 15
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+
t.decimal :suggested_closing_price, precision: 30, scale: 15
|
22
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+
t.integer :order_id
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23
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+
t.string :status, null: false, default: 'executing'
|
24
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+
t.index :status
|
25
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+
t.timestamps null: true
|
27
26
|
end
|
28
27
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add_index :sell_opening_flows, :order_id
|
29
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-
|
28
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+
|
30
29
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create_table :open_buys do |t|
|
31
30
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t.belongs_to :opening_flow
|
32
31
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t.belongs_to :closing_flow
|
33
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-
t.decimal
|
34
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-
t.decimal
|
35
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-
t.decimal
|
36
|
-
t.integer
|
37
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-
t.timestamps
|
32
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+
t.decimal :price, precision: 30, scale: 15
|
33
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+
t.decimal :amount, precision: 30, scale: 15
|
34
|
+
t.decimal :quantity, precision: 30, scale: 15
|
35
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+
t.integer :transaction_id
|
36
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+
t.timestamps null: true
|
38
37
|
end
|
39
38
|
add_index :open_buys, :transaction_id
|
40
39
|
|
41
40
|
create_table :open_sells do |t|
|
42
41
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t.belongs_to :opening_flow
|
43
42
|
t.belongs_to :closing_flow
|
44
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-
t.decimal
|
45
|
-
t.decimal
|
46
|
-
t.decimal
|
47
|
-
t.integer
|
48
|
-
t.timestamps
|
43
|
+
t.decimal :price, precision: 30, scale: 15
|
44
|
+
t.decimal :quantity, precision: 30, scale: 15
|
45
|
+
t.decimal :amount, precision: 30, scale: 15
|
46
|
+
t.integer :transaction_id
|
47
|
+
t.timestamps null: true
|
49
48
|
end
|
50
49
|
add_index :open_sells, :transaction_id
|
51
|
-
|
50
|
+
|
52
51
|
create_table :buy_closing_flows do |t|
|
53
|
-
t.decimal
|
54
|
-
t.decimal
|
55
|
-
t.decimal
|
56
|
-
t.boolean
|
57
|
-
t.decimal
|
58
|
-
t.decimal
|
59
|
-
t.
|
52
|
+
t.decimal :desired_price, precision: 30, scale: 15
|
53
|
+
t.decimal :quantity, precision: 30, scale: 15
|
54
|
+
t.decimal :amount, precision: 30, scale: 15
|
55
|
+
t.boolean :done, null: false, default: false
|
56
|
+
t.decimal :btc_profit, precision: 30, scale: 15
|
57
|
+
t.decimal :fiat_profit, precision: 30, scale: 15
|
58
|
+
t.decimal :fx_rate, precision: 20, scale: 8
|
59
|
+
t.timestamps null: true
|
60
60
|
end
|
61
61
|
|
62
62
|
create_table :sell_closing_flows do |t|
|
63
|
-
t.decimal
|
64
|
-
t.decimal
|
65
|
-
t.decimal
|
66
|
-
t.boolean
|
67
|
-
t.decimal
|
68
|
-
t.decimal
|
69
|
-
t.
|
63
|
+
t.decimal :desired_price, precision: 30, scale: 15
|
64
|
+
t.decimal :quantity, precision: 30, scale: 15
|
65
|
+
t.decimal :amount, precision: 30, scale: 15
|
66
|
+
t.boolean :done, null: false, default: false
|
67
|
+
t.decimal :btc_profit, precision: 30, scale: 15
|
68
|
+
t.decimal :fiat_profit, precision: 30, scale: 15
|
69
|
+
t.decimal :fx_rate, precision: 20, scale: 8
|
70
|
+
t.timestamps null: true
|
70
71
|
end
|
71
|
-
|
72
|
+
|
72
73
|
create_table :close_buys do |t|
|
73
74
|
t.belongs_to :closing_flow
|
74
|
-
t.decimal
|
75
|
-
t.decimal
|
76
|
-
t.string
|
77
|
-
t.timestamps
|
75
|
+
t.decimal :amount, precision: 30, scale: 15
|
76
|
+
t.decimal :quantity, precision: 30, scale: 15
|
77
|
+
t.string :order_id
|
78
|
+
t.timestamps null: true
|
78
79
|
end
|
79
80
|
add_index :close_buys, :order_id
|
80
81
|
|
81
82
|
create_table :close_sells do |t|
|
82
83
|
t.belongs_to :closing_flow
|
83
|
-
t.decimal
|
84
|
-
t.decimal
|
85
|
-
t.string
|
86
|
-
t.timestamps
|
84
|
+
t.decimal :amount, precision: 30, scale: 15
|
85
|
+
t.decimal :quantity, precision: 30, scale: 15
|
86
|
+
t.string :order_id
|
87
|
+
t.timestamps null: true
|
87
88
|
end
|
88
89
|
add_index :close_sells, :order_id
|
89
90
|
end
|
90
91
|
|
91
92
|
unless ActiveRecord::Base.connection.table_exists?('stores')
|
92
|
-
create_table
|
93
|
-
t.decimal
|
94
|
-
t.decimal
|
95
|
-
t.boolean
|
96
|
-
t.text
|
97
|
-
t.decimal
|
98
|
-
t.decimal
|
99
|
-
t.decimal
|
100
|
-
t.decimal
|
101
|
-
t.datetime
|
102
|
-
t.decimal
|
103
|
-
t.decimal
|
104
|
-
t.decimal
|
105
|
-
t.decimal
|
106
|
-
t.
|
93
|
+
create_table :stores, force: true do |t|
|
94
|
+
t.decimal :taker_fiat, precision: 20, scale: 8
|
95
|
+
t.decimal :taker_btc, precision: 20, scale: 8
|
96
|
+
t.boolean :hold, default: false
|
97
|
+
t.text :log
|
98
|
+
t.decimal :fiat_stop, precision: 20, scale: 8
|
99
|
+
t.decimal :fiat_warning, precision: 20, scale: 8
|
100
|
+
t.decimal :btc_stop, precision: 20, scale: 8
|
101
|
+
t.decimal :btc_warning, precision: 20, scale: 8
|
102
|
+
t.datetime :last_warning
|
103
|
+
t.decimal :buying_profit, precision: 20, scale: 8
|
104
|
+
t.decimal :selling_profit, precision: 20, scale: 8
|
105
|
+
t.decimal :buying_amount_to_spend_per_order, precision: 20, scale: 8
|
106
|
+
t.decimal :selling_quantity_to_sell_per_order, precision: 20, scale: 8
|
107
|
+
t.decimal :fx_rate, precision: 20, scale: 8
|
108
|
+
t.timestamps null: true
|
107
109
|
end
|
108
110
|
end
|
109
111
|
end
|
110
|
-
|
111
112
|
end
|
112
113
|
end
|
113
|
-
|
@@ -0,0 +1,142 @@
|
|
1
|
+
# This class represents the general behaviour for trading platform wrappers.
|
2
|
+
class ApiWrapper
|
3
|
+
MIN_AMOUNT = 5
|
4
|
+
|
5
|
+
Transaction = Struct.new(
|
6
|
+
:id, # Integer
|
7
|
+
:price, # Decimal
|
8
|
+
:amount, # Decimal
|
9
|
+
:timestamp # Epoch Integer
|
10
|
+
)
|
11
|
+
|
12
|
+
Order = Struct.new(
|
13
|
+
:id, # String
|
14
|
+
:type, # Symbol
|
15
|
+
:price, # Decimal
|
16
|
+
:amount, # Decimal
|
17
|
+
:timestamp, # Integer
|
18
|
+
:raw_order # Actual order object
|
19
|
+
) do
|
20
|
+
def method_missing(method_name, *args, &block)
|
21
|
+
raw_order.respond_to?(method_name) ? raw_order.send(method_name, *args, &block) : super
|
22
|
+
end
|
23
|
+
|
24
|
+
def respond_to_missing?(method_name, include_private = false)
|
25
|
+
raw_order.respond_to?(method_name) || super
|
26
|
+
end
|
27
|
+
end
|
28
|
+
|
29
|
+
OrderBook = Struct.new(
|
30
|
+
:timestamp, # Integer
|
31
|
+
:bids, # [OrderSummary]
|
32
|
+
:asks # [OrderSummary]
|
33
|
+
)
|
34
|
+
|
35
|
+
OrderSummary = Struct.new(
|
36
|
+
:price, # Decimal
|
37
|
+
:quantity # Decimal
|
38
|
+
)
|
39
|
+
|
40
|
+
BalanceSummary = Struct.new(
|
41
|
+
:btc, # Balance
|
42
|
+
:usd, # Balance
|
43
|
+
:fee # Decimal
|
44
|
+
)
|
45
|
+
|
46
|
+
Balance = Struct.new(
|
47
|
+
:total, # Decimal
|
48
|
+
:reserved, # Decimal
|
49
|
+
:available # Decimal
|
50
|
+
)
|
51
|
+
|
52
|
+
UserTransaction = Struct.new(
|
53
|
+
:order_id, # Integer
|
54
|
+
:usd, # Decimal
|
55
|
+
:btc, # Decimal
|
56
|
+
:btc_usd, # Decimal
|
57
|
+
:fee, # Decimal
|
58
|
+
:type, # Integer
|
59
|
+
:timestamp # Epoch Integer
|
60
|
+
)
|
61
|
+
|
62
|
+
# @return [Void]
|
63
|
+
def self.setup(_settings)
|
64
|
+
raise 'self subclass responsibility'
|
65
|
+
end
|
66
|
+
|
67
|
+
# @return [Array<Transaction>]
|
68
|
+
def self.transactions
|
69
|
+
raise 'self subclass responsibility'
|
70
|
+
end
|
71
|
+
|
72
|
+
# @return [OrderBook]
|
73
|
+
def self.order_book(_retries = 20)
|
74
|
+
raise 'self subclass responsibility'
|
75
|
+
end
|
76
|
+
|
77
|
+
# @return [BalanceSummary]
|
78
|
+
def self.balance
|
79
|
+
raise 'self subclass responsibility'
|
80
|
+
end
|
81
|
+
|
82
|
+
# @return [nil]
|
83
|
+
def self.cancel
|
84
|
+
raise 'self subclass responsibility'
|
85
|
+
end
|
86
|
+
|
87
|
+
# @return [Array<Order>]
|
88
|
+
def self.orders
|
89
|
+
raise 'self subclass responsibility'
|
90
|
+
end
|
91
|
+
|
92
|
+
# @return [UserTransaction]
|
93
|
+
def self.user_transacitions
|
94
|
+
raise 'self subclass responsibility'
|
95
|
+
end
|
96
|
+
|
97
|
+
# @param type
|
98
|
+
# @param price
|
99
|
+
# @param quantity
|
100
|
+
def self.place_order(type, price, quantity)
|
101
|
+
order = send_order(type, price, quantity)
|
102
|
+
return order unless order.nil? || order.id.nil?
|
103
|
+
|
104
|
+
BitexBot::Robot.log(:debug, "Captured error when placing order on #{self.class.name}")
|
105
|
+
# Order may have gone through and be stuck somewhere in Wrapper's pipeline.
|
106
|
+
# We just sleep for a bit and then look for the order.
|
107
|
+
20.times do
|
108
|
+
BitexBot::Robot.sleep_for(10)
|
109
|
+
order = find_lost(type, price, quantity)
|
110
|
+
return order if order.present?
|
111
|
+
end
|
112
|
+
raise OrderNotFound, "Closing: #{type} order not found for #{quantity} BTC @ $#{price}. #{order}"
|
113
|
+
end
|
114
|
+
|
115
|
+
# Hook Method - arguments could not be used in their entirety by the subclasses
|
116
|
+
def self.send_order(_type, _price, _quantity)
|
117
|
+
raise 'self subclass responsibility'
|
118
|
+
end
|
119
|
+
|
120
|
+
# @param order_method [String] buy|sell
|
121
|
+
# @param price [Decimal]
|
122
|
+
#
|
123
|
+
# Hook Method - arguments could not be used in their entirety by the subclasses
|
124
|
+
def self.find_lost(_type, _price, _quantity)
|
125
|
+
raise 'self subclass responsibility'
|
126
|
+
end
|
127
|
+
|
128
|
+
# @param order_id
|
129
|
+
# @param transactions
|
130
|
+
#
|
131
|
+
# @return [Array<Decimal, Decimal>]
|
132
|
+
def self.amount_and_quantity(_order_id, _transactions)
|
133
|
+
raise 'self subclass responsibility'
|
134
|
+
end
|
135
|
+
|
136
|
+
def self.enough_order_size?(quantity, price)
|
137
|
+
(quantity * price) > MIN_AMOUNT
|
138
|
+
end
|
139
|
+
end
|
140
|
+
|
141
|
+
class OrderNotFound < StandardError; end
|
142
|
+
class ApiWrapperError < StandardError; end
|
@@ -0,0 +1,137 @@
|
|
1
|
+
# Wrapper implementation for Bitstamp API.
|
2
|
+
# https://www.bitstamp.net/api/
|
3
|
+
class BitstampApiWrapper < ApiWrapper
|
4
|
+
def self.setup(settings)
|
5
|
+
Bitstamp.setup do |config|
|
6
|
+
config.key = settings.api_key
|
7
|
+
config.secret = settings.secret
|
8
|
+
config.client_id = settings.client_id
|
9
|
+
end
|
10
|
+
end
|
11
|
+
|
12
|
+
def self.amount_and_quantity(order_id, transactions)
|
13
|
+
closes = transactions.select { |t| t.order_id.to_s == order_id }
|
14
|
+
amount = closes.map { |c| c.usd.to_d }.sum.abs
|
15
|
+
quantity = closes.map { |c| c.btc.to_d }.sum.abs
|
16
|
+
|
17
|
+
[amount, quantity]
|
18
|
+
end
|
19
|
+
|
20
|
+
def self.balance
|
21
|
+
balance_summary_parser(Bitstamp.balance.symbolize_keys)
|
22
|
+
rescue StandardError => e
|
23
|
+
raise ApiWrapperError, "Bitstamp balance failed: #{e.message}"
|
24
|
+
end
|
25
|
+
|
26
|
+
def self.cancel(order)
|
27
|
+
Bitstamp::Order.new(id: order.id).cancel!
|
28
|
+
rescue StandardError => e
|
29
|
+
raise ApiWrapperError, "Bitstamp cancel! failed: #{e.message}"
|
30
|
+
end
|
31
|
+
|
32
|
+
def self.find_lost(type, price, _quantity)
|
33
|
+
orders.find { |o| o.type == type && o.price == price && o.timestamp >= 5.minutes.ago.to_i }
|
34
|
+
end
|
35
|
+
|
36
|
+
# rubocop:disable Metrics/AbcSize
|
37
|
+
def self.order_book(retries = 20)
|
38
|
+
book = Bitstamp.order_book.deep_symbolize_keys
|
39
|
+
age = Time.now.to_i - book[:timestamp].to_i
|
40
|
+
return order_book_parser(book) if age <= 300
|
41
|
+
|
42
|
+
BitexBot::Robot.log(:info, "Refusing to continue as orderbook is #{age} seconds old")
|
43
|
+
order_book(retries)
|
44
|
+
rescue StandardError
|
45
|
+
raise if retries.zero?
|
46
|
+
|
47
|
+
BitexBot::Robot.log(:info, "Bitstamp order book failed, retrying #{retries} more times")
|
48
|
+
BitexBot::Robot.sleep_for 1
|
49
|
+
order_book(retries - 1)
|
50
|
+
end
|
51
|
+
# rubocop:enable Metrics/AbcSize
|
52
|
+
|
53
|
+
def self.orders
|
54
|
+
Bitstamp.orders.all.map { |o| order_parser(o) }
|
55
|
+
rescue StandardError => e
|
56
|
+
raise ApiWrapperError, "Bitstamp orders failed: #{e.message}"
|
57
|
+
end
|
58
|
+
|
59
|
+
def self.send_order(type, price, quantity)
|
60
|
+
Bitstamp.orders.send(type, amount: quantity.round(4), price: price.round(2))
|
61
|
+
end
|
62
|
+
|
63
|
+
def self.transactions
|
64
|
+
Bitstamp.transactions.map { |t| transaction_parser(t) }
|
65
|
+
rescue StandardError => e
|
66
|
+
raise ApiWrapperError, "Bitstamp transactions failed: #{e.message}"
|
67
|
+
end
|
68
|
+
|
69
|
+
def self.user_transactions
|
70
|
+
Bitstamp.user_transactions.all.map { |ut| user_transaction_parser(ut) }
|
71
|
+
rescue StandardError => e
|
72
|
+
raise ApiWrapperError, "Bitstamp user_transactions failed: #{e.message}"
|
73
|
+
end
|
74
|
+
|
75
|
+
private_class_method
|
76
|
+
|
77
|
+
# {
|
78
|
+
# btc_reserved: '0', btc_available: '0', btc_balance: '0',
|
79
|
+
# usd_reserved: '1.02, usd_available: '6952.05', usd_balance: '6953.07',
|
80
|
+
# fee: '0.4000'
|
81
|
+
# }
|
82
|
+
def self.balance_summary_parser(balances)
|
83
|
+
BalanceSummary.new(balance_parser(balances, :btc), balance_parser(balances, :usd), balances[:fee].to_d)
|
84
|
+
end
|
85
|
+
|
86
|
+
def self.balance_parser(balances, currency)
|
87
|
+
Balance.new(
|
88
|
+
balances["#{currency}_balance".to_sym].to_d,
|
89
|
+
balances["#{currency}_reserved".to_sym].to_d,
|
90
|
+
balances["#{currency}_available".to_sym].to_d
|
91
|
+
)
|
92
|
+
end
|
93
|
+
|
94
|
+
# {
|
95
|
+
# timestamp: '1380237884',
|
96
|
+
# bids: [['124.55', '1.58057006'], ['124.40', '14.91779125']],
|
97
|
+
# asks: [['124.56', '0.81888247'], ['124.57', '0.81078911']]
|
98
|
+
# }
|
99
|
+
def self.order_book_parser(book)
|
100
|
+
OrderBook.new(book[:timestamp].to_i, order_summary_parser(book[:bids]), order_summary_parser(book[:asks]))
|
101
|
+
end
|
102
|
+
|
103
|
+
def self.order_is_done?(order)
|
104
|
+
order.nil?
|
105
|
+
end
|
106
|
+
|
107
|
+
# <Bitstamp::Order @id=76, @type=0, @price='1.1', @amount='1.0', @datetime='2013-09-26 23:15:04'>
|
108
|
+
def self.order_parser(order)
|
109
|
+
type = order.type.zero? ? :buy : :sell
|
110
|
+
Order.new(order.id.to_s, type, order.price.to_d, order.amount.to_d, order.datetime.to_datetime.to_i, order)
|
111
|
+
end
|
112
|
+
|
113
|
+
def self.order_summary_parser(orders)
|
114
|
+
orders.map { |order| OrderSummary.new(order[0].to_d, order[1].to_d) }
|
115
|
+
end
|
116
|
+
|
117
|
+
# <Bitstamp::Transactions: @tid=1469074, @price='126.95', @amount='1.10000000', @date='1380648951'>
|
118
|
+
def self.transaction_parser(transaction)
|
119
|
+
Transaction.new(transaction.tid, transaction.price.to_d, transaction.amount.to_d, transaction.date.to_i)
|
120
|
+
end
|
121
|
+
|
122
|
+
# <Bitstamp::UserTransaction:
|
123
|
+
# @usd='-373.51', @btc='3.00781124', @btc_usd='124.18', @order_id=7623942, @fee='1.50', @type=2, @id=1444404,
|
124
|
+
# @datetime='2013-09-26 13:28:55'
|
125
|
+
# >
|
126
|
+
def self.user_transaction_parser(user_transaction)
|
127
|
+
UserTransaction.new(
|
128
|
+
user_transaction.order_id,
|
129
|
+
user_transaction.usd.to_d,
|
130
|
+
user_transaction.btc.to_d,
|
131
|
+
user_transaction.btc_usd.to_d,
|
132
|
+
user_transaction.fee.to_d,
|
133
|
+
user_transaction.type,
|
134
|
+
Time.new(user_transaction.datetime).to_i
|
135
|
+
)
|
136
|
+
end
|
137
|
+
end
|