heisencoin 0.0.1 → 0.0.2

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
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-  data.tar.gz: 5da6f811b51bcc77edcb9492f22292ddff1ca691
+  metadata.gz: 299b73b5c1ca03c9f2e4a344a07c577518204030
+  data.tar.gz: e34f66875a7de255c5c8dcc9eab8fbf12c2dab5e
 SHA512:
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-  data.tar.gz: 0d45944fcf6b95283749f93ffc5a6c6d0aa7a915850730c5309acaaca184d7a197dba789caefd6d0394825a4f504c4fbf2fe4790f01d5b8b6c08aae9604a2504
+  metadata.gz: e5c8145003e9d9f53a2ac2cb7cbe026cfd3608b40c8ede2de9bce9f742d12971bfb46f5c890f00484f14edf63c84739ee7d387c880955da975ec2c0c2f46ece3
+  data.tar.gz: ec851b165c22da8b0f6fed05d45004bfde9f312b9a0f3b1a71bb58e134e7bdb3fe0236123b62e7e6fec32c0579435a055620bc78264f15f0cef47f35f665125b

data/tests/arbitrage.rb

@@ -4,13 +4,12 @@ require 'heisencoin'
 
 class TestMeme < Minitest::Test
 
+  include Heisencoin
+
   describe Heisencoin::Arbitrage do
     before do
       @arby = Heisencoin::Arbitrage.new
-      @ex1 = Heisencoin::Exchange.new({'name' =>'btcx',
-          'time' => "1970-01-01",
-          'depth' => {"asks" => [], "bids" => []}
-        })
+      @ex1 = Heisencoin::Exchange.new({'name' =>'btcx'})
     end
 
     describe "when setting up the list of exchanges" do
@@ -26,22 +25,24 @@ class TestMeme < Minitest::Test
     end
 
     describe "when importing offers" do
+      before do
+        @depth = {"asks" => [ [10,1],
+                              [11,1,1],
+                              [9,0.9] ],
+                  "bids" => [ [20,1],
+                              [21,1,1],
+                              [19,0.9] ]}
+        @arby.add_depth(@ex1, @depth)
+      end
+
       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
+        @arby.asks.offers.length.must_equal @depth["asks"].size
+        @arby.asks.offers.first.price.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
+        @arby.bids.offers.length.must_equal @depth["bids"].size
+        @arby.bids.offers.first.price.must_equal 21
       end
     end
 
@@ -51,54 +52,56 @@ class TestMeme < Minitest::Test
     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] ]
+      @ex1 = Heisencoin::Exchange.new({'name' =>'btcx'})
+      @ex2 = Heisencoin::Exchange.new({'name' =>'crytpsy'})
       @arby.add_exchanges([@ex1, @ex2])
+      # ex1 has a 14.1 and 14.2 bid above ex2's 14 ask
+      depth = {"asks" => [ [16,1],
+                           [17,1.1],
+                           [15,0.9] ],
+               "bids" => [ [13,1],
+                           [14.1,1.1],[14.2,1.2],
+                           [12,0.9] ]}
+      @arby.add_depth(@ex1, depth)
+      # ex2 has a 13.5 ask below ex2
+      depth = {"asks" => [ [14,1],
+                           [15,1.1],
+                           [13.5,0.9],[13.4,0.5] ],
+               "bids" => [ [11,1],
+                           [12,1.1],
+                           [10,0.9] ]}
+      @arby.add_depth(@ex2, depth)
     end
 
-    it "should find the lowest profitable bid price" do
+    it "should find the least 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
+      limit_bid_price.must_equal 14.2
     end
 
-    it "should find the highest profitable ask price" do
+    it "should find the least profitable ask price" do
       limit_ask_price = @arby.best_price(@arby.asks, @arby.bids){|offer, other| offer < other}
-      limit_ask_price.must_equal 14
+      limit_ask_price.must_equal 13.4
     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]]
+      winners.must_equal [ Offer.from_array(@ex2, [13.4, 0.5]),
+                           Offer.from_array(@ex2, [13.5, 0.9]),
+                           Offer.from_array(@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]]
+      winners.must_equal [ Offer.from_array(@ex1, [14.2, 1.2]),
+                           Offer.from_array(@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]]
+      trades.must_equal [ [@ex1, 14.2, @ex2, 13.4, 0.5],
+                          [@ex1, 14.2, @ex2, 13.5, 0.7],
+                          [@ex1, 14.1, @ex2, 13.5, 0.20000000000000007],
+                          [@ex1, 14.1, @ex2, 14, 0.9]]
     end
 
     it "should work" do

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: heisencoin
 version: !ruby/object:Gem::Version
-  version: 0.0.1
+  version: 0.0.2
 platform: ruby
 authors:
 - Don Park