heisencoin 0.0.5 → 0.0.6
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- checksums.yaml +4 -4
- data/lib/heisencoin/arbitrage.rb +2 -2
- data/tests/arbitrage.rb +2 -2
- metadata +1 -1
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: 2dffc036acf75b62155032011e468b617504acbe
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4
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+
data.tar.gz: 4d1c77beca37c3554fd8db474ab5821c47d823a7
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5
5
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SHA512:
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6
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-
metadata.gz:
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7
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-
data.tar.gz:
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6
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+
metadata.gz: 831cf5e34472830840416cd49c3cf4f49c5d81251f2df48a59442f61c818ce48dda1d3874d795fd22d8cfef24358af9a3309132568d64c83e98fa85a2b6c9685
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7
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+
data.tar.gz: c6ba6d26720f74c4f7e6c38d602fbd28c3fc7c16ac895a40c6fcc594d21682c41086376618e919ae035d5640412e1e6c91008dd57b31a97a95b27bc55d23f5d4
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data/lib/heisencoin/arbitrage.rb
CHANGED
@@ -57,7 +57,7 @@ module Heisencoin
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57
57
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working_bids = bids.dup
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58
58
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trades = []
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59
59
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asks.each do |ask|
|
60
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-
step_trades = consume_ask(working_bids, ask, ask.price*(1
|
60
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+
step_trades = consume_ask(working_bids, ask, ask.price*(1+ask.exchange.fee))
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61
61
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trades += step_trades
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62
62
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qty_traded = step_trades.reduce(0){|memo, trade| memo += trade.quantity} #sum
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63
63
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break if qty_traded < ask.quantity #out of coins
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@@ -71,7 +71,7 @@ module Heisencoin
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71
71
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quantity = ask.quantity
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72
72
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near_zero = 0.0001 #floats
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73
73
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bids.each do |bid|
|
74
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-
if (bid.price*(1
|
74
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+
if (bid.price*(1-bid.exchange.fee)) >= price
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75
75
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if bid.quantity > near_zero
|
76
76
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trade_quantity = [bid.quantity, quantity].min
|
77
77
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trades << Trade.new({'from_offer' => ask.to_simple,
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data/tests/arbitrage.rb
CHANGED
@@ -52,8 +52,8 @@ class TestMeme < Minitest::Test
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52
52
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before do
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53
53
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# full setup
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54
54
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@arby = Heisencoin::Arbitrage.new
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55
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-
@ex1 = Heisencoin::Exchange.new({'name' =>'btcx', 'fee' => 0.
|
56
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-
@ex2 = Heisencoin::Exchange.new({'name' =>'crytpsy', 'fee' => 0.
|
55
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+
@ex1 = Heisencoin::Exchange.new({'name' =>'btcx', 'fee' => 0.002})
|
56
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+
@ex2 = Heisencoin::Exchange.new({'name' =>'crytpsy', 'fee' => 0.003})
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57
57
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@arby.add_exchanges([@ex1, @ex2])
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58
58
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# ex1 has a 14.1 and 14.2 bid above ex2's 14 ask
|
59
59
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depth = {"asks" => [ [16,1],
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