mexbt 0.0.3 → 0.0.4

checksums.yaml

@@ -1,7 +1,7 @@
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data/Gemfile.lock

@@ -1,7 +1,9 @@
 PATH
   remote: .
   specs:
-    mexbt (0.0.1)
+    mexbt (0.0.3)
+      activesupport (>= 4.1.8)
+      rest_client (= 1.8.2)
 
 GEM
   remote: http://rubygems.org/
@@ -40,9 +42,7 @@ PLATFORMS
   ruby
 
 DEPENDENCIES
-  activesupport
   bundler (~> 1.6)
   mexbt!
   rake
-  rest_client
   rspec

data/README.md

@@ -1,6 +1,6 @@
 # Mexbt ruby API client
 
-This is a lightweight ruby client for the Mexbt exchange API. It doesn't try and do anything clever with the JSON response from the API, it simply
+This is a lightweight ruby client for the [meXBT](https://mexbt.com) exchange API. It doesn't try and do anything clever with the JSON response from the API, it simply
 returns it as-is.
 
 # Install
@@ -23,6 +23,8 @@ You can access all the Public API functions with zero configuration. By default
     Mexbt.order_book
     Mexbt.trades(start_index: -1, count: 20)
     Mexbt.trades_by_date(from: Date.civil(2014, 11, 1).to_time.to_i, to: Date.today.to_time.to_i)
+    Mexbt.simulate_market_order(side: :buy, second_currency: 1000, currency_pair: 'btcmxn') # Simulates a market order, which will estimate how many btc you will receive for 1000 mxn
+    Mexbt.simulate_market_order(side: :buy, first_currency: 1, currency_pair: 'btcmxn') # Simulates a market order, which will estimate how many mxn you will spend for 1 btc
 
 If you want to choose another currency pair, you can configure it for all calls:
 
@@ -78,3 +80,8 @@ API docs for the Private API are at http://docs.mexbtprivateapi.apiary.io
 
 There are also docs for the Private API sandbox at http://docs.mexbtprivateapisandbox.apiary.io
 
+
+# TODO
+
+Mock out web calls with WebMock so that specs don't break everytime sandbox db is cleaned.
+

data/Rakefile

@@ -2,4 +2,6 @@ begin
   require 'rspec/core/rake_task'
   RSpec::Core::RakeTask.new(:spec)
 rescue LoadError
-end
+end
+
+task default: [:spec]

data/lib/mexbt/client.rb

@@ -1,4 +1,5 @@
 require 'rest_client'
+require 'active_support'
 
 module Mexbt
   module Client
@@ -31,11 +32,11 @@ module Mexbt
       if res.length === 0
         raise "Empty response from API"
       end
-      json_response = JSON.parse(res)
-      if json_response["isAccepted"]
+      json_response = ActiveSupport::HashWithIndifferentAccess.new(JSON.parse(res))
+      if json_response[:isAccepted]
         json_response
       else
-        raise json_response["rejectReason"]
+        raise json_response[:rejectReason]
       end
     end
   end

data/lib/mexbt/orders.rb

@@ -18,8 +18,7 @@ module Mexbt
         ins: currency_pair,
         side: side,
         orderType: type,
-        qty: amount,
-        sessionToken: "c545f765-ce47-4ea5-b206-a9ac0db55fc3"
+        qty: amount
       }
       params[:px] = price if price
       call("orders/create", params)
@@ -45,5 +44,6 @@ module Mexbt
         end
       call("orders/modify", { ins: currency_pair, serverOrderId: id, modifyAction: action } )
     end
+
   end
-end
+end

data/lib/mexbt/public.rb

@@ -1,5 +1,6 @@
 require 'mexbt/client'
 require 'mexbt/common'
+require 'active_support'
 
 module Mexbt
   module Public
@@ -29,5 +30,70 @@ module Mexbt
     def trades_by_date(currency_pair: Mexbt.currency_pair, from:, to:)
       call("trades-by-date", { ins: currency_pair, startDate: from, endDate: to })
     end
+
+    def simulate_market_order(side: :buy, first_currency: 0, second_currency: 0, currency_pair: Mexbt.currency_pair)
+      if first_currency === 0 and second_currency === 0
+        raise "You must specify either 'first_currency' or 'second_currency' (from the currency pair)"
+      end
+      order_book = order_book(currency_pair: currency_pair)
+      orders =
+        if side.to_s === 'buy'
+          order_book["asks"].sort { |a, b| a["px"] <=> b["px"] }
+        else
+          order_book["bids"].sort { |a, b| b["px"] <=> a["px"] }
+        end
+      if second_currency > 0
+        threshold_target = second_currency
+        threshold_symbol = :cost
+        other_symbol = :amount
+      else
+        threshold_target = first_currency
+        threshold_symbol = :amount
+        other_symbol = :cost
+      end
+      sums = {
+        amount: BigDecimal.new(0, 15),
+        cost: BigDecimal.new(0, 15)
+      }
+      orders.each do |order|
+        next_order = {
+          amount: BigDecimal.new(order["qty"], 15),
+          cost: BigDecimal.new(order["px"], 15) * BigDecimal.new(order["qty"], 15)
+        }
+        threshold_check = sums[threshold_symbol] + next_order[threshold_symbol]
+        if threshold_check > threshold_target
+          over = threshold_check - threshold_target
+          percent_needed = (next_order[threshold_symbol] - over) / next_order[threshold_symbol]
+          sums[other_symbol] += next_order[other_symbol] * percent_needed
+          sums[threshold_symbol] = threshold_target
+          break
+        else
+          sums[:amount] += next_order[:amount]
+          sums[:cost] += next_order[:cost]
+          break if sums[threshold_symbol] == threshold_target
+        end
+      end
+      if sums[threshold_symbol] < threshold_target
+        raise "Order book does not contain enough orders to satify simulated order!"
+      end
+      res = {
+        first_amount: round(sums[:amount], currency_pair, :first),
+        second_amount: round(sums[:cost], currency_pair, :second)
+      }
+      ActiveSupport::HashWithIndifferentAccess.new(res)
+    end
+
+    private
+
+    def round(amount, pair, which)
+      currency = which === :first ? pair.to_s[0,3] : pair.to_s[-3..-1]
+      decimal_places =
+        if ['btc', 'ltc'].include?(currency.downcase)
+          8
+        else
+          2
+        end
+      amount.round(decimal_places).to_f
+    end
   end
 end

data/lib/mexbt/version.rb

@@ -1,3 +1,3 @@
 module Mexbt
-  VERSION = "0.0.3"
+  VERSION = "0.0.4"
 end

data/mexbt.gemspec

@@ -5,6 +5,7 @@ require 'mexbt/version'
 
 Gem::Specification.new do |spec|
   spec.name          = "mexbt"
+  spec.description   = "A lightweight ruby client for the meXBT exchange API"
   spec.version       = Mexbt::VERSION
   spec.authors       = ["williamcoates"]
   spec.email         = ["william@mexbt.com"]
@@ -15,7 +16,7 @@ Gem::Specification.new do |spec|
   spec.executables   = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
   spec.test_files    = spec.files.grep(%r{^(test|spec|features)/})
   spec.require_paths = ["lib"]
-  spec.add_runtime_dependency "activesupport", ["= 4.1.8"]
+  spec.add_runtime_dependency "activesupport", [">= 4.1.8"]
   spec.add_runtime_dependency "rest_client", ["= 1.8.2"]
   spec.add_development_dependency "bundler", "~> 1.6"
   spec.add_development_dependency "rake"

data/spec/public_api_spec.rb

@@ -22,4 +22,46 @@ describe Mexbt do
     expect(res["trades"]).to eql([])
   end
 
+  context "simulating market orders" do
+
+    before do
+      allow(Mexbt).to receive(:order_book) do
+        {
+          "asks" => [{"px" => 1000, "qty" => 0.5}, {"px" => 2000, "qty" => 1}],
+          "bids" => [{"px" => 1000, "qty" => 0.5}, {"px" => 2000, "qty" => 1}]
+        }
+      end
+    end
+
+    it "calculates correctly buy orders with second_currency as the target currency" do
+      expect(Mexbt.simulate_market_order(second_currency: 100)["first_amount"]).to eql(0.1)
+      expect(Mexbt.simulate_market_order(second_currency: 500)["first_amount"]).to eql(0.5)
+      expect(Mexbt.simulate_market_order(second_currency: 600)["first_amount"]).to eql(0.55)
+      expect(Mexbt.simulate_market_order(second_currency: 1500)["first_amount"]).to eql(1.0)
+      expect(Mexbt.simulate_market_order(second_currency: 2500)["first_amount"]).to eql(1.5)
+      expect { Mexbt.simulate_market_order(second_currency: 2501)}.to raise_error("Order book does not contain enough orders to satify simulated order!")
+    end
+
+    it "calculates correctly buy orders with first_currency as the target currency" do
+      expect(Mexbt.simulate_market_order(first_currency: 0.5)["second_amount"]).to eql(500.0)
+      expect(Mexbt.simulate_market_order(first_currency: 1.5)["second_amount"]).to eql(2500.0)
+      expect(Mexbt.simulate_market_order(first_currency: 0.1)["second_amount"]).to eql(100.0)
+      expect(Mexbt.simulate_market_order(first_currency: 0.6)["second_amount"]).to eql(700.0)
+    end
+
+    it "calculates correctly sell orders with first_currency as the target currency" do
+      expect(Mexbt.simulate_market_order(side: :sell, first_currency: 0.01)["second_amount"]).to eql(20.0)
+      expect(Mexbt.simulate_market_order(side: :sell, first_currency: 0.1)["second_amount"]).to eql(200.0)
+      expect(Mexbt.simulate_market_order(side: :sell, first_currency: 1)["second_amount"]).to eql(2000.0)
+      expect(Mexbt.simulate_market_order(side: :sell, first_currency: 1.1)["second_amount"]).to eql(2100.0)
+      expect(Mexbt.simulate_market_order(side: :sell, first_currency: 1.4)["second_amount"]).to eql(2400.0)
+    end
+
+    it "calculates correctly sell orders with second_currency as the target currency" do
+      expect(Mexbt.simulate_market_order(side: :sell, second_currency: 1000)["first_amount"]).to eql(0.5)
+      expect(Mexbt.simulate_market_order(side: :sell, second_currency: 2001)["first_amount"]).to eql(1.001)
+      expect(Mexbt.simulate_market_order(side: :sell, second_currency: 2500)["first_amount"]).to eql(1.5)
+    end
+  end
+
 end

metadata

@@ -1,27 +1,27 @@
 --- !ruby/object:Gem::Specification
 name: mexbt
 version: !ruby/object:Gem::Version
-  version: 0.0.3
+  version: 0.0.4
 platform: ruby
 authors:
 - williamcoates
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2014-11-28 00:00:00.000000000 Z
+date: 2014-12-18 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: activesupport
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - '='
+    - - ">="
       - !ruby/object:Gem::Version
         version: 4.1.8
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - '='
+    - - ">="
       - !ruby/object:Gem::Version
         version: 4.1.8
 - !ruby/object:Gem::Dependency
@@ -80,7 +80,7 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
-description: 
+description: A lightweight ruby client for the meXBT exchange API
 email:
 - william@mexbt.com
 executables: []