heisencoin 0.0.1

checksums.yaml

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+---
+SHA1:
+  metadata.gz: 223ad3bb10435bdc4ea7daac565e2d04f36aee90
+  data.tar.gz: 5da6f811b51bcc77edcb9492f22292ddff1ca691
+SHA512:
+  metadata.gz: 0bb932f9e1c56d2f1bbbab147695624e73c17484230901a5dc8479de3884b019e7539db7f0c70cbda6b49a939477958a9382a405e989f81202d41babeb0d26d3
+  data.tar.gz: 0d45944fcf6b95283749f93ffc5a6c6d0aa7a915850730c5309acaaca184d7a197dba789caefd6d0394825a4f504c4fbf2fe4790f01d5b8b6c08aae9604a2504

data/lib/heisencoin.rb

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+LIBDIR = File.dirname(__FILE__)
+Dir[LIBDIR+'/heisencoin/*.rb'].map{|f| File.basename(f,".rb")}
+                          .each{|rb| require "heisencoin/#{rb}"}
+
+module Heisencoin
+  @@version = "0.0.1"
+end

data/tests/arbitrage.rb

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+require "minitest/autorun"
+require "time"
+require 'heisencoin'
+
+class TestMeme < Minitest::Test
+
+  describe Heisencoin::Arbitrage do
+    before do
+      @arby = Heisencoin::Arbitrage.new
+      @ex1 = Heisencoin::Exchange.new({'name' =>'btcx',
+          'time' => "1970-01-01",
+          'depth' => {"asks" => [], "bids" => []}
+        })
+    end
+
+    describe "when setting up the list of exchanges" do
+      it "must start empty" do
+        @arby.exchanges.size.must_equal 0
+      end
+
+      it "must accept new exchanges" do
+        exchanges = [@ex1]
+        @arby.add_exchanges(exchanges)
+        @arby.exchanges.size.must_equal 1
+      end
+    end
+
+    describe "when importing offers" do
+      it "must keep the asks sorted" do
+        @ex1.depth["asks"] += [ [10,1],
+                                [11,1,1],
+                                [9,0.9] ]
+        @arby.add_exchanges([@ex1])
+        @arby.asks.offers.length.must_equal 3
+        @arby.asks.offers.first[1].must_equal 9
+      end
+
+      it "must keep the bids sorted" do
+        @ex1.depth["bids"] += [ [20,1],
+                                [21,1,1],
+                                [19,0.9] ]
+        @arby.add_exchanges([@ex1])
+        @arby.bids.offers.length.must_equal 3
+        @arby.bids.offers.first[1].must_equal 21
+      end
+    end
+
+  end
+
+  describe "when optimizing for arbitrage" do
+    before do
+      # full setup
+      @arby = Heisencoin::Arbitrage.new
+      @ex1 = Heisencoin::Exchange.new({'name' =>'btcx',
+          'time' => "1970-01-01",
+          'depth' => {"asks" => [], "bids" => []}
+        })
+      @ex2 = Heisencoin::Exchange.new({'name' =>'crytpsy',
+          'time' => "1970-01-01",
+          'depth' => {"asks" => [], "bids" => []}
+        })
+      # ex1 has a 14 bid above ex2
+      @ex1.depth["asks"] += [ [16,1],
+                              [17,1.1],
+                              [15,0.9] ]
+      @ex1.depth["bids"] += [ [13,1],
+                              [14.1,1.1],[14.2,1.2],
+                              [12,0.9] ]
+      # ex2 has a 13.5 ask below ex2
+      @ex2.depth["asks"] += [ [14,1],
+                              [15,1.1],
+                              [13.5,0.9],[13.4,0.5] ]
+      @ex2.depth["bids"] += [ [11,1],
+                              [12,1.1],
+                              [10,0.9] ]
+      @arby.add_exchanges([@ex1, @ex2])
+    end
+
+    it "should find the lowest profitable bid price" do
+      limit_bid_price = @arby.best_price(@arby.bids, @arby.asks){|offer, other| offer > other}
+      limit_bid_price.must_equal 14.1
+    end
+
+    it "should find the highest profitable ask price" do
+      limit_ask_price = @arby.best_price(@arby.asks, @arby.bids){|offer, other| offer < other}
+      limit_ask_price.must_equal 14
+    end
+
+    it "should find all profitable asks" do
+      winners = @arby.profitable_asks
+      winners.must_equal [ [@ex2, 13.4, 0.5], [@ex2, 13.5, 0.9], [@ex2, 14, 1]]
+    end
+
+    it "should find all profitable bids" do
+      winners = @arby.profitable_bids
+      winners.must_equal [ [@ex1, 14.2, 1.2], [@ex1, 14.1, 1.1]]
+    end
+
+    it "should make all available trades" do
+      trades = @arby.trade_all(@arby.profitable_asks, @arby.profitable_bids)
+      trades.must_equal [ [@ex1, @ex2, 13.4, 0.5], [@ex1, @ex2, 13.4, 0.5]]
+    end
+
+    it "should work" do
+      # buy 13.5 x0.9 from ex2, sell to ex1 (up to x1.1)
+      #plan = @arby.plan
+      #plan.steps.size.must_equal 1
+      #step1 = plan.steps.first
+      #step1.from.must_equal @ex2
+      #step1.to.must_equal @ex1
+      #step1.amount.must_equal 0.9
+    end
+  end
+
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: heisencoin
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+platform: ruby
+authors:
+- Don Park
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2013-08-31 00:00:00.000000000 Z
+dependencies: []
+description: finance methods targeted for cryptocoin markets
+email: donp@donp.org
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- lib/heisencoin.rb
+- tests/arbitrage.rb
+homepage: https://github.com/cointhink/heisencoin
+licenses:
+- Apache 2.0
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.0.3
+signing_key: 
+specification_version: 4
+summary: cryptocoin finance methods
+test_files:
+- tests/arbitrage.rb