bitex_bot 0.9.0 → 0.9.1

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
-  metadata.gz: 8a52c57b2cb3f955ac849623421abc8296b1dc9c
-  data.tar.gz: b1a88154cb71ef5868c510f9316f0e755b161c33
+  metadata.gz: 84beba74777fdc3e278589d5caf543ecba824116
+  data.tar.gz: 9dd73af6332116ece29196635b7b057114333781
 SHA512:
-  metadata.gz: 1cb5d465e54e321a5d181aa86e988c0183938a70540ffcb5434000abf55627d9e8f875da413d67dd1cfa07892f0198c6be7d7c628d2e46a1a31caed5c6afa17d
-  data.tar.gz: 8cef55c3f44533c9b43c7f82bede8a7fb2777e248ad533845a50ac6cc9006cf59bdb95499d94a5f8a6b509fa0a7bff46347d6020bb765f5cd503358a34512dea
+  metadata.gz: '0438c07f2f3f8111b9de9b66e5f942ef193f9036c9f8136739b77dc1933f2a73cf020e2f6a6fccf445e2450a5b98e163f1959871cab4a52bdc070c030fdd2b46'
+  data.tar.gz: 7296518d188e5ea3ac4e12128585b0f1701e08a76cd60405caa7c3833f92635783163aa3ed97a00fb58491a9fa9469d1caa73aafa934d616ca8bba15586f60fe

data/.rubocop.yml

@@ -11,7 +11,7 @@ Metrics/LineLength:
   Max: 130
 
 Metrics/MethodLength:
-  Max: 30
+  Max: 40
 
 Metrics/ParameterLists:
   Max: 7

data/lib/bitex_bot/models/api_wrappers/api_wrapper.rb

@@ -62,6 +62,10 @@ class ApiWrapper
     :timestamp    # Epoch Integer
   )
 
+  def name
+    self.class.name.underscore.split('_').first.capitalize
+  end
+
   # @return [Array<Transaction>]
   def transactions
     raise 'self subclass responsibility'
@@ -95,20 +99,27 @@ class ApiWrapper
   # @param type
   # @param price
   # @param quantity
+  # rubocop:disable Metrics/AbcSize
   def place_order(type, price, quantity)
     order = send_order(type, price, quantity)
     return order unless order.nil? || order.id.nil?
 
-    BitexBot::Robot.log(:debug, "Captured error when placing order on #{self.class}")
+    BitexBot::Robot.log(:debug, "Captured error when placing order on #{name}")
     # Order may have gone through and be stuck somewhere in Wrapper's pipeline.
     # We just sleep for a bit and then look for the order.
-    20.times do
-      BitexBot::Robot.sleep_for(10)
+    5.times do |i|
+      BitexBot::Robot.log(
+        :info,
+        "#{name} cauldn't place #{type} order #{i} times for #{base.upcase} #{quantity} @ #{quote.upcase} #{price}.\n"\
+        "Going to sleep 10 seconds.\n"
+      )
+      BitexBot::Robot.sleep_for(15)
       order = find_lost(type, price, quantity)
       return order if order.present?
     end
-    raise OrderNotFound, "Closing: #{type} order not found for #{quantity} #{base} @ #{quote} #{price}. #{order}"
+    raise OrderNotFound, "Closing: #{type} order not found for #{base.upcase} #{quantity} @ #{quote.upcase} #{price}."
   end
+  # rubocop:enable Metrics/AbcSize
 
   # Hook Method - arguments could not be used in their entirety by the subclasses
   def send_order(_type, _price, _quantity)

data/lib/bitex_bot/models/api_wrappers/bitex/bitex_api_wrapper.rb

@@ -67,7 +67,8 @@ class BitexApiWrapper < ApiWrapper
   end
 
   def send_order(type, price, quantity, wait = false)
-    { sell: Bitex::Ask, buy: Bitex::Bid }[type].create!(base_quote.to_sym, quantity, price, wait)
+    order = { sell: Bitex::Ask, buy: Bitex::Bid }[type].create!(base_quote.to_sym, quantity, price, wait)
+    order_parser(order) if order.present?
   end
 
   def transactions

data/lib/bitex_bot/models/api_wrappers/itbit/itbit_api_wrapper.rb

@@ -44,11 +44,19 @@ class ItbitApiWrapper < ApiWrapper
   end
 
   def orders
-    Itbit::Order.all(instrument: currency_pair, status: :open).map { |o| order_parser(o) }
+    Itbit::Order.all(instrument: currency_pair[:name], status: :open).map { |o| order_parser(o) }
   end
 
-  def place_order(type, price, quantity)
-    Itbit::Order.create!(type, currency_pair, quantity.round(4), price.round(2), wait: true, currency: currency_base)
+  def send_order(type, price, quantity)
+    order = Itbit::Order.create!(
+      type,
+      currency_pair[:name],
+      quantity.round(4),
+      price.round(2),
+      wait: true,
+      currency: currency_pair[:base]
+    )
+    order_parser(order) if order.present?
   rescue RestClient::RequestTimeout => e
     # On timeout errors, we still look for the latest active closing order that may be available.
     # We have a magic threshold of 5 minutes and also use the price to recognize an order as the current one.

data/lib/bitex_bot/models/api_wrappers/kraken/kraken_api_wrapper.rb

@@ -32,7 +32,8 @@ class KrakenApiWrapper < ApiWrapper
   end
 
   def find_lost(type, price, quantity)
-    KrakenOrder.find_lost(type, price, quantity)
+    order = KrakenOrder.find_lost(type, price, quantity)
+    order_parser(order) if order.present?
   end
 
   def order_book
@@ -42,11 +43,12 @@ class KrakenApiWrapper < ApiWrapper
   end
 
   def orders
-    KrakenOrder.open.map { |ko| order_parser(ko) }
+    KrakenOrder.open.map { |o| order_parser(o) }
   end
 
   def send_order(type, price, quantity)
-    KrakenOrder.create!(type, price, quantity)
+    order = KrakenOrder.create!(type, price, quantity)
+    order_parser(order) if order.present?
   end
 
   def transactions
@@ -65,8 +67,8 @@ class KrakenApiWrapper < ApiWrapper
   def balance_summary_parser(balances)
     open_orders = KrakenOrder.open
     BalanceSummary.new(
-      balance_parser(balances, currency_pair[:base], btc_reserved(open_orders)),
-      balance_parser(balances, currency_pair[:quote], usd_reserved(open_orders)),
+      balance_parser(balances, currency_pair[:base], crypto_reserved(open_orders)),
+      balance_parser(balances, currency_pair[:quote], fiat_reserved(open_orders)),
       client.private.trade_volume(pair: currency_pair[:altname])[:fees][currency_pair[:name]][:fee].to_d
     )
   end
@@ -76,12 +78,12 @@ class KrakenApiWrapper < ApiWrapper
     Balance.new(balances[currency].to_d, reserved, balances[currency].to_d - reserved)
   end
 
-  def btc_reserved(open_orders)
-    orders_by(open_orders, :sell).map { |o| (o.amount - o.executed_amount).to_d }.sum
+  def crypto_reserved(open_orders)
+    orders_by(open_orders, :sell).sum { |o| (o.amount - o.executed_amount).to_d }
   end
 
-  def usd_reserved(open_orders)
-    orders_by(open_orders, :buy).map { |o| (o.amount - o.executed_amount) * o.price.to_d }.sum
+  def fiat_reserved(open_orders)
+    orders_by(open_orders, :buy).sum { |o| (o.amount - o.executed_amount) * o.price.to_d }
   end
 
   def orders_by(open_orders, order_type)
@@ -100,9 +102,10 @@ class KrakenApiWrapper < ApiWrapper
     stock_market.map { |stock| OrderSummary.new(stock[0].to_d, stock[1].to_d) }
   end
 
-  # <KrakenOrder: @id='O5TDV2-WDYB2-6OGJRD', @type=:buy, @price='1.01', @amount='1.00000000', @datetime='2013-09-26 23:15:04'>
+  # <KrakenOrder:0x007faf255382d0 @id="OGZ3HI-5I322-OIOV52", @type=:sell, @datetime=1546971756, @amount=0.248752e-2,
+  #  @executed_amount=0.248752e-2, @price=0.40025e4, @avg_price=0.40074e4>
   def order_parser(order)
-    Order.new(order.id.to_s, order.type, order.price, order.amount, order.datetime, order)
+    Order.new(order.id, order.type, order.price, order.amount, order.datetime, order)
   end
 
   # [

data/lib/bitex_bot/models/api_wrappers/kraken/kraken_order.rb

@@ -8,7 +8,9 @@ class KrakenOrder
   # rubocop:disable Metrics/AbcSize
   def self.create!(type, price, quantity)
     self.last_closed_order = closed.first.try(:id) || Time.now.to_i
-    find(order_info_by(type, price.truncate(1), quantity.truncate(8))['txid'].first)
+    order = place_order(type, price.truncate(1), quantity.truncate(8))
+    order_id = order['txid'].first
+    find(order_id)
   rescue KrakenClient::ErrorResponse => e
     # Order could not be placed
     if e.message == 'EService:Unavailable'
@@ -23,9 +25,11 @@ class KrakenOrder
   end
   # rubocop:enable Metrics/AbcSize
 
-  def self.order_info_by(type, price, quantity)
+  # <KrakenOrder:0x007faf255382d0 @id="OGZ3HI-5I322-OIOV52", @type=:sell, @datetime=1546971756, @amount=0.248752e-2,
+  #  @executed_amount=0.248752e-2, @price=0.40025e4, @avg_price=0.40074e4>
+  def self.place_order(type, price, quantity)
     api_wrapper.client.private.add_order(
-      pair: KrakenApiWrapper.currency_pair[:altname],
+      pair: api_wrapper.currency_pair[:altname],
       type: type,
       ordertype: 'limit',
       price: price,
@@ -39,6 +43,7 @@ class KrakenOrder
     retry
   end
 
+  # [BigDecimal, BigDecimal]
   def self.amount_and_quantity(order_id)
     order = find(order_id)
     amount = order.avg_price * order.executed_amount
@@ -61,12 +66,12 @@ class KrakenOrder
 
   def self.find_lost(type, price, quantity)
     BitexBot::Robot.log(:debug, "Looking for #{type} order in open orders...")
-    order = open_order_by(type, price, quantity)
+    order = open_order_by(type, price.truncate(2), quantity.truncate(8))
     return log_and_return(order, :open) if order.present?
 
     BitexBot::Robot.log(:debug, "Looking for #{type} order in closed orders...")
-    order = closed_order_by(type, price, quantity)
-    return log_and_return(order, :closed) if order && order.id != last_closed_order
+    order = closed_order_by(type, price.truncate(2), quantity.truncate(8))
+    return log_and_return(order, :closed) if order.present? && order.id != last_closed_order
   end
 
   def self.log_and_return(order, status)
@@ -76,12 +81,12 @@ class KrakenOrder
 
   # description: [type, price, quantity]
   def self.open_order_by(type, price, quantity)
-    open.detect { |o| o == [type, price, quantity] }
+    open.detect { |order| order == [type, price, quantity] }
   end
 
   # description: [type, price, quantity]
   def self.closed_order_by(type, price, quantity)
-    closed(start: last_closed_order).detect { |o| o == [type, price, quantity] }
+    closed(start: last_closed_order).detect { |order| order == [type, price, quantity] }
   end
 
   # id: 'O5TDV2-WDYB2-6OGJRD'

data/lib/bitex_bot/models/buy_opening_flow.rb

@@ -102,5 +102,13 @@ module BitexBot
     def self.taker_specie_to_obtain
       Robot.taker.quote.upcase
     end
+
+    def self.maker_balance
+      store.maker_fiat
+    end
+
+    def self.available_maker_balance
+      Robot.maker.balance.fiat.available
+    end
   end
 end

data/lib/bitex_bot/models/closing_flow.rb

@@ -8,6 +8,7 @@ module BitexBot
     cattr_reader(:close_time_to_live) { 30 }
 
     # Start a new CloseBuy that closes existing OpenBuy's by selling on another exchange what was just bought on bitex.
+    # rubocop:disable Metrics/AbcSize
     def self.close_open_positions
       return unless open_positions.any?
 
@@ -15,11 +16,18 @@ module BitexBot
       quantity = positions.sum(&:quantity)
       amount = positions.sum(&:amount) / fx_rate
       price = suggested_amount(positions) / quantity
-
-      return unless Robot.taker.enough_order_size?(quantity, price)
+      unless Robot.taker.enough_order_size?(quantity, price)
+        Robot.log(
+          :info,
+          "Closing: #{Robot.taker.name} - enough order size for #{Robot.taker.base.upcase} #{quantity}"\
+          " @ #{Robot.taker.quote.upcase} #{price}"
+        )
+        return
+      end
 
       create_closing_flow!(price, quantity, amount, positions)
     end
+    # rubocop:enable Metrics/AbcSize
 
     def self.open_positions
       open_position_class.open
@@ -31,8 +39,13 @@ module BitexBot
     end
 
     def self.create_closing_flow!(price, quantity, amount, open_positions)
-      create!(desired_price: price, quantity: quantity, amount: amount, open_positions: open_positions)
-        .create_initial_order_and_close_position!
+      flow = create!(desired_price: price, quantity: quantity, amount: amount, open_positions: open_positions)
+      Robot.log(
+        :info,
+        "Closing: created #{self}##{flow.id}, desired price: #{flow.desired_price}, quantity: #{flow.quantity}, "\
+        "amount: #{flow.amount}."
+      )
+      flow.create_initial_order_and_close_position!
       nil
     end
     # end: close_open_positions helpers
@@ -105,7 +118,7 @@ module BitexBot
         Robot.log(
           :info,
           "Closing: Finished #{self.class} ##{id} earned"\
-          "#{Robot.maker.quote.upcase} #{fiat_profit} and #{Robot.maker.base.upcase} #{crypto_profit}."
+          " #{Robot.maker.quote.upcase} #{fiat_profit} and #{Robot.maker.base.upcase} #{crypto_profit}."
         )
       end
     end
@@ -126,6 +139,7 @@ module BitexBot
 
     # This use hooks methods, these must be defined in the subclass:
     #   order_type
+    # rubocop:disable Metrics/AbcSize
     def create_order_and_close_position(quantity, price)
       # TODO: investigate how to generate an ID to insert in the fields of goals where possible.
       Robot.log(
@@ -134,7 +148,14 @@ module BitexBot
         " #{Robot.taker.base.upcase} #{quantity} @ #{Robot.taker.quote.upcase} #{price}"
       )
       order = Robot.taker.place_order(order_type, price, quantity)
+      Robot.log(
+        :info,
+        "Closing: #{Robot.taker.name} placed #{order.type} with price: #{order.price} @ quantity #{order.amount}.\n"\
+        "Closing: Going to create Close#{order.type.to_s.capitalize} position.\n"
+      )
+
       close_positions.create!(order_id: order.id)
     end
+    # rubocop:enable Metrics/AbcSize
   end
 end

data/lib/bitex_bot/models/opening_flow.rb

@@ -35,6 +35,12 @@ module BitexBot
       self.store = store
 
       remote_value, safest_price = calc_remote_value(maker_fee, taker_fee, taker_orders, taker_transactions)
+      Robot.log(
+        :info,
+        "Opening: Need #{taker_specie_to_spend} #{remote_value.truncate(8)} on #{Robot.taker.name} taker,"\
+        " has #{taker_balance.truncate(8)}."
+      )
+
       unless enough_remote_funds?(taker_balance, remote_value)
         raise CannotCreateFlow,
               "Needed #{remote_value} but you only have #{taker_specie_to_spend} #{taker_balance} on your taker market."
@@ -45,22 +51,26 @@ module BitexBot
       order = create_order!(price)
       unless enough_funds?(order)
         raise CannotCreateFlow,
-              "You need to have #{maker_specie_to_spend} #{value_per_order} on Bitex to place this #{order_class}."
+              "Needed #{maker_specie_to_spend} #{value_per_order} on #{Robot.maker.name} maker to place this #{order_class}"\
+              " but you only have #{maker_specie_to_spend} #{available_maker_balance}."
       end
 
-      Robot.log(
-        :info,
-        "Opening: Placed #{order_class} ##{order.id} #{value_per_order} @ #{Robot.maker.quote.upcase} #{price}"\
-        " (#{maker_specie_to_obtain} #{remote_value})"
-      )
-
-      create!(
+      flow = create!(
         price: price,
         value_to_use: value_to_use,
         suggested_closing_price: safest_price,
         status: 'executing',
         order_id: order.id
       )
+
+      Robot.log(
+        :info,
+        "Opening: Placed #{order_class} ##{order.id} #{maker_specie_to_spend} #{value_per_order} @ #{price.truncate(2)}."\
+        " (#{maker_specie_to_obtain} #{remote_value})."\
+        " #{name.demodulize}##{flow.id} suggests closing price #{Robot.taker.quote.upcase}"\
+        " #{flow.suggested_closing_price}."
+      )
+      flow
     rescue StandardError => e
       raise CannotCreateFlow, e.message
     end
@@ -115,8 +125,8 @@ module BitexBot
     def self.create_open_position!(transaction, flow)
       Robot.log(
         :info,
-        "Opening: #{name} ##{flow.id} was hit for #{transaction.raw.quantity} #{Robot.maker.base.upcase}"\
-        " @ #{Robot.maker.quote.upcase} #{transaction.price}"
+        "Opening: #{self} ##{flow.id} was hit for #{Robot.maker.base.upcase} #{transaction.raw.quantity}"\
+        " @ #{Robot.maker.quote.upcase} #{transaction.price}. Creating #{open_position_class}..."
       )
 
       open_position_class.create!(

data/lib/bitex_bot/models/sell_opening_flow.rb

@@ -102,5 +102,13 @@ module BitexBot
     def self.taker_specie_to_obtain
       Robot.taker.base.upcase
     end
+
+    def self.maker_balance
+      store.maker_crypto
+    end
+
+    def self.available_maker_balance
+      Robot.maker.balance.crypto.available
+    end
   end
 end

data/lib/bitex_bot/robot.rb

@@ -71,7 +71,7 @@ module BitexBot
 
     def self.start_robot
       setup
-      log(:info, 'Loading trading robot, ctrl+c *once* to exit gracefully.')
+      log(:info, "Loading trading robot, ctrl+c *once* to exit gracefully.\n")
       new
     end
 
@@ -84,19 +84,19 @@ module BitexBot
       sync_closing_flows if active_closing_flows?
       start_opening_flows_if_needed
     rescue CannotCreateFlow => e
-      notify("#{e.message}:\n\n#{e.backtrace.join("\n")}")
+      notify("#{e.class} - #{e.message}\n\n#{e.backtrace.join("\n")}")
       sleep_for(60 * 3)
     rescue Curl::Err::TimeoutError => e
-      log(:error, "#{e.class} - #{e.message}:\n\n#{e.backtrace.join("\n")}")
+      notify("#{e.class} - #{e.message}\n\n#{e.backtrace.join("\n")}")
       sleep_for(15)
     rescue OrderNotFound => e
-      notify("#{e.class} - #{e.message}:\n\n#{e.backtrace.join("\n")}")
+      notify("#{e.class} - #{e.message}\n\n#{e.backtrace.join("\n")}")
     rescue ApiWrapperError => e
-      notify("#{e.class} - #{e.message}:\n\n#{e.backtrace.join("\n")}")
+      notify("#{e.class} - #{e.message}\n\n#{e.backtrace.join("\n")}")
     rescue OrderArgumentError => e
-      notify("#{e.class} - #{e.message}:\n\n#{e.backtrace.join("\n")}")
+      notify("#{e.class} - #{e.message}\n\n#{e.backtrace.join("\n")}")
     rescue StandardError => e
-      notify("#{e.class} - #{e.message}:\n\n#{e.backtrace.join("\n")}")
+      notify("#{e.class} - #{e.message}\n\n#{e.backtrace.join("\n")}")
       sleep_for(60 * 2)
     end
     # rubocop:enable Metrics/AbcSize
@@ -168,7 +168,9 @@ module BitexBot
 
       maker_balance = with_cooldown { maker.balance }
       taker_balance = with_cooldown { taker.balance }
+
       sync_log_and_store(maker_balance, taker_balance)
+      log_balances('Store: Current balances.')
 
       check_balance_warning if expired_last_warning?
       return if stop_opening_flows?
@@ -188,6 +190,7 @@ module BitexBot
     end
 
     def sync_log_and_store(maker_balance, taker_balance)
+      log_balances('Store: Updating log, maker and taker balances...')
       file = Settings.log.try(:file)
       last_log = `tail -c 61440 #{file}` if file.present?
 
@@ -198,13 +201,24 @@ module BitexBot
       )
     end
 
+    # rubocop:disable Metrics/AbcSize
+    def log_balances(header)
+      log(
+        :info,
+        "#{header}\n"\
+        "Store: #{maker.name} maker - #{maker.base.upcase}: #{store.maker_crypto}, #{maker.quote.upcase}: #{store.maker_fiat}.\n"\
+        "Store: #{taker.name} taker - #{taker.base.upcase}: #{store.taker_crypto}, #{taker.quote.upcase}: #{store.taker_fiat}.\n"
+      )
+    end
+    # rubocop:enable Metrics/AbcSize
+
     def expired_last_warning?
       store.last_warning.nil? || store.last_warning < 30.minutes.ago
     end
 
     def stop_opening_flows?
-      (log(:debug, "Not placing new orders, #{maker.quote.upcase} target not met") if alert?(:fiat, :stop)) ||
-        (log(:debug, "Not placing new orders, #{maker.base.upcase} target not met") if alert?(:crypto, :stop))
+      (log(:info, "Opening: Not placing new orders, #{maker.quote.upcase} target not met") if alert?(:fiat, :stop)) ||
+        (log(:info, "Opening: Not placing new orders, #{maker.base.upcase} target not met") if alert?(:crypto, :stop))
     end
 
     def check_balance_warning
@@ -229,7 +243,7 @@ module BitexBot
     end
 
     def notify(message, subj = 'Notice from your robot trader')
-      log(:error, message)
+      log(:info, "Sending mail with subject: #{subj}\n\n#{message}")
       return unless Settings.mailer.present?
 
       new_mail(subj, message).tap do |mail|

data/lib/bitex_bot/version.rb

@@ -1,3 +1,3 @@
 module BitexBot
-  VERSION = '0.9.0'.freeze
+  VERSION = '0.9.1'.freeze
 end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: bitex_bot
 version: !ruby/object:Gem::Version
-  version: 0.9.0
+  version: 0.9.1
 platform: ruby
 authors:
 - Nubis
@@ -9,7 +9,7 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2019-01-04 00:00:00.000000000 Z
+date: 2019-01-14 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: activerecord