rapflag 0.0.5 → 0.0.6

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
-  metadata.gz: 6ebe872b465fc28d5793765b814774686c7bfca2
-  data.tar.gz: d32509833cf09ca2abe35ab32ed131b113a7b4b9
+  metadata.gz: 1ffaa4c17111d1c37c02118a096dff0930a93819
+  data.tar.gz: 2787ec4a5db18aee84c1947aeb2c5cfeac173a08
 SHA512:
-  metadata.gz: '09e3dca7d5999a73b2df9bc40952fdf2981b040bfcd1a638ca72dadcd733996d12cb9171f32c35761c67c503cbbd37b19ad26940ee34f47ea2a0438dd96c3fa4'
-  data.tar.gz: e6069e7b5906814d22dbefb63d8257635bacef889bf08fa08a216ec7d14a7dc38060b20f6396223fdb17f7fdf6662a0f22bf48fc657aa8563961d1b13420a469
+  metadata.gz: ae3137d9aee15c69368d7d61d98effb9d8c383ad4cd338a4e63bdeb33264348af3de3d57b5a4175bc09c9250b18efecc798de10eab82c53eae4a4c74f064a336
+  data.tar.gz: 893844bbc5508ce8effda45098b1de91baaae9834ebb86d7359926662d901d248e5adbacbdfabe37cda8880429575151535d1757b85887a7faab220521191f4a

data/Gemfile

@@ -1,5 +1,3 @@
 source "https://rubygems.org"
 
 gemspec
-# gem 'poloniex', :path => '../poloniex'
-gem 'poloniex', :git => 'https://github.com/ngiger/poloniex.git'

data/History.md

@@ -1,3 +1,7 @@
+# 0.0.6 of 2017.04.11
+
+* Download complete lending history not only he default of 500 items
+
 # 0.0.5 of 2017.04.10
 
 * Fixed daily balance for poloniex

data/bin/rapflag

@@ -27,7 +27,6 @@ RAPFLAG::Wallets.each do |wallet|
     end
     if Opts[:dump]
       crypto_api.dump_history
-      exit(0)
     end
     crypto_api.fetch_csv_history
     exit(0) if Opts[:poloniex]

data/lib/rapflag/poloniex.rb

@@ -11,7 +11,8 @@ module RAPFLAG
 
   class Poloniex < History
     attr_reader :complete_balances, :active_loans, :lending_history, :deposits, :withdrawals, :deposit_addresses,
-        :trade_history, :available_account_balances, :open_orders, :tradable_balances
+        :trade_history, :available_account_balances, :open_orders, :tradable_balances,
+        :output_prefix
 
     @@btc_to_usd = {}
     @@bfx_to_usd = {}
@@ -51,7 +52,7 @@ module RAPFLAG
     def dump_history
       load_history_info
       FileUtils.makedirs('output') unless File.directory?('output')
-      CSV.open('output/trade_history.csv','w+',
+      CSV.open("#{@output_prefix}/trade_history.csv",'w+',
                :col_sep => ';',
                :write_headers=> true,
                :headers => [ 'currency_pair'] + @trade_history.values.first.first.to_h.keys
@@ -62,7 +63,7 @@ module RAPFLAG
           end
         end
       end
-      CSV.open('output/lending_history.csv','w+',
+      CSV.open("#{@output_prefix}/lending_history.csv",'w+',
                :col_sep => ';',
                :write_headers=> true,
                :headers => @lending_history.first.to_h.keys
@@ -71,7 +72,7 @@ module RAPFLAG
           csv << info.to_h.values
         end
       end
-      CSV.open('output/tradable_balances.csv','w+',
+      CSV.open("#{@output_prefix}/tradable_balances.csv",'w+',
                :col_sep => ';',
                :write_headers=> true,
                :headers => [ 'from_currency', 'to_from_currency', ]
@@ -82,7 +83,7 @@ module RAPFLAG
           end
         end
       end
-      CSV.open('output/complete_balances.csv', 'w+',
+      CSV.open("#{@output_prefix}/complete_balances.csv",'w+',
                :col_sep => ';',
                :write_headers=> true,
                :headers => [ 'currency', 'available', 'onOrders', 'btcValue' ]
@@ -91,7 +92,7 @@ module RAPFLAG
           csv << [balance[0]] + balance[1].values
         end
       end
-      CSV.open('output/active_loans.csv', 'w+',
+      CSV.open("#{@output_prefix}/active_loans.csv",'w+',
                :col_sep => ';',
                :write_headers=> true,
                :headers => [ 'key', 'id', 'currency', 'rate', 'amount', 'duration', 'autoRenew', 'date', 'fees', ]
@@ -103,7 +104,7 @@ module RAPFLAG
         end
       end
 
-      CSV.open('output/available_account_balances.csv', 'w+',
+      CSV.open("#{@output_prefix}/available_account_balances.csv",'w+',
                :col_sep => ';',
                :write_headers=> true,
                :headers => [ 'key', 'currency', 'balance']
@@ -114,7 +115,7 @@ module RAPFLAG
           end
         end
       end
-      CSV.open('output/deposit_addresses.csv', 'w+',
+      CSV.open("#{@output_prefix}/deposit_addresses.csv",'w+',
                :col_sep => ';',
                :write_headers=> true,
                :headers => [ 'currency', 'id']
@@ -123,7 +124,7 @@ module RAPFLAG
           csv << [currency, id]
         end
       end
-      CSV.open('output/withdrawals.csv','w+',
+      CSV.open("#{@output_prefix}/withdrawals.csv",'w+',
                :col_sep => ';',
                :write_headers=> true,
                :headers => @deposits.first.to_h.keys
@@ -132,7 +133,7 @@ module RAPFLAG
           csv << info.to_h.values
         end
       end
-      CSV.open('output/deposits.csv','w+',
+      CSV.open("#{@output_prefix}/deposits.csv",'w+',
                :col_sep => ';',
                :write_headers=> true,
                :headers => @withdrawals.first.to_h.keys
@@ -191,55 +192,56 @@ module RAPFLAG
                    Time.parse(@lending_history.collect{|x| x.close}.min).to_i,
                    @withdrawals.collect{|x| x.timestamp}.min,].min
 
-      min_date = Time.at(min_time).to_date
+      min_date = Time.at(min_time).to_date - 1
       max_date = Time.at(max_time).to_date
 
       puts "We start using the available_account_balances"
       pp @available_account_balances
-      puts
-      puts "Should we better start using the complete_balances"
       pp @complete_balances
-      puts "How should I handle the following currency_pair"
-      pp @trade_history.keys
       @available_account_balances.each do |key, balances|
         balances.each do |currency, balance|
           puts "Calculation history for #{key} #{currency} with current balance of #{balance}"
-          out_name = "output/poloniex/#{key}_#{currency}.csv"
+          out_name = "#{@output_prefix}/#{key}_#{currency}.csv"
           FileUtils.makedirs(File.dirname(out_name)) unless File.exists?(File.dirname(out_name))
           @history = []
-          current_day =  max_date
-          current_balance  = balance.to_f
-          while (current_day >= min_date)
+          current_day = min_date
+          current_balance  = 0.0
+          while (current_day < max_date)
+            puts "#{key}: at #{current_day}" if current_day.day == 1 && current_day.month % 3 == 1
             entry = OpenStruct.new
             entry.current_day = current_day
-            entry.current_balance = current_balance
+            entry.balance_BEG = current_balance
 
             deposits = find_per_currency_and_day(@deposits, currency,current_day)
             sum_deposits = 0.0; deposits.each{ |x| sum_deposits += x.amount.to_f }
-            entry.deposits = sum_deposits
 
             withdrawals = find_per_currency_and_day(@withdrawals, currency, current_day)
             sum_withdrawals = 0.0; withdrawals.each{ |x| sum_withdrawals += x.amount.to_f }
-            entry.withdrawals = sum_withdrawals
 
             lendings = find_lending_info_day(currency, current_day)
-            earned = 0.0;  sum_fee = 0.0; lendings.each{ |x| earned += x.earned.to_f; sum_fee += x.fee.to_f }
-            entry.earned = earned
-            entry.fees = sum_fee
+            # fee field is negative, therefore we let sum_fee be negative, too
+            income = 0.0;  sum_fee = 0.0; lendings.each{ |x| income += x.earned.to_f; sum_fee += x.fee.to_f }
 
             # End_of_Day_Balance = End_of_Day_Balance(-1) + Deposits - Withdrawals + Lending_Income - Trading_Fees + Purchases - Sales
             sales = find_day_trade(currency, current_day, 'buy')
             sum_sales = 0.0; sales.each{ |sale| sum_sales += sale.amount.to_f*sale.rate.to_f }
-            entry.sales = sum_sales
 
             purchases = find_day_trade(currency, current_day, 'sell')
-            sum_purchase = 0.0; purchases.each{ |purchase| sum_purchase += purchase.amount.to_f+purchase.rate.to_f }
+            sum_purchase = 0.0; purchases.each{ |purchase| sum_purchase += purchase.amount.to_f*purchase.rate.to_f }
+            diff_day = sum_deposits - sum_withdrawals + sum_purchase - sum_sales + income
+
+            entry.deposits = sum_deposits
+            entry.income = income
+            entry.withdraw = sum_withdrawals
+            entry.sales = sum_sales
             entry.purchases = sum_purchase
-            entry.day_difference = sum_deposits - sum_withdrawals + sum_purchase - sum_sales + sum_fee
+            entry.balance_END = current_balance + diff_day
+            entry.fees = sum_fee
+            entry.day_difference = diff_day
             @history << entry
-            current_day -= 1
+            current_day += 1
             # balance for previous day
-            current_balance = entry.current_balance - entry.day_difference
+            current_balance = entry.balance_END
           end
           next unless @history.size > 0
           CSV.open(out_name,'w+',
@@ -256,6 +258,7 @@ module RAPFLAG
     end
     private
     def check_config
+      @output_prefix = 'output/poloniex'
       @spec_data = File.expand_path(File.join(File.dirname(__FILE__), '..', '..', 'spec', 'data'))
       ['poloniex_api_key',
        'poloniex_secret',
@@ -269,24 +272,57 @@ module RAPFLAG
       nil
     end
     private
+
+    def load_lending_history
+      # we must load this history in pieces, as we cannot return all items at once
+      end_time = Time.now.to_i
+      limit = 1000
+      full_history = []
+      while true
+        @lending_history = []
+        puts "After #{full_history.size} items. Loading upto #{limit} lending_history items before #{Time.at(end_time)}"
+        lendings = load_or_save_json(:lending_history, {:start => 0, :end_time => end_time, :limit => limit})
+        break if lendings.size == 0
+        lendings.each_with_index {|item| full_history.push(OpenStruct.new(item.clone)) };
+        min_time = lendings.collect{|x| x['close']}.min
+        min_time_i = Time.parse(min_time).to_i
+        end_time = min_time_i-1
+        break if defined?(RSpec) # We don't simulate loading more than 1 json file
+      end
+      @lending_history = full_history
+      puts "Loaded #{@lending_history.size} lending_history items"
+    end
+
     def load_or_save_json(name, param = nil)
+      load_json = nil
       json_file = File.join(@spec_data, name.to_s + '.json')
       parse_body = "@#{name} = JSON.parse(body)"
-      load_json = param ? "::Poloniex.#{name.to_s}('#{param}').body" : "::Poloniex.#{name.to_s}.body"
       body = nil
       if File.directory?(@spec_data) && File.exist?(json_file) && defined?(RSpec)
         body = IO.read(json_file)
       else
+        if param
+          if param.is_a?(String)
+            load_json = "::Poloniex.#{name.to_s}('#{param}').body"
+          else
+            load_json = "::Poloniex.#{name.to_s}(#{param.values.join(',')}).body"
+          end
+        else
+          load_json = "::Poloniex.#{name.to_s}.body"
+        end
+        # puts "Poloniex version #{::Poloniex::VERSION}: Will call '#{load_json}' for #{name}"
         body = eval(load_json)
-        File.open(json_file, 'w+') { |f| f.write(body)} if defined?(RSpec) && body
+        FileUtils.makedirs(File.dirname(json_file))
+        File.open(json_file, 'w+') { |f| f.write(body)} if body && defined?(RSpec)
       end
       eval(parse_body) if body
     rescue => error
-      puts "Calling '#{load_json}' for #{name} failed with error: #{error}"
+      puts "Calling version #{::Poloniex::VERSION} '#{load_json}' for #{name} failed with error: #{error}"
       # puts "Backtrace #{error.backtrace.join("\n")}"
       exit(1)
     end
     def load_history_info
+      return if @balances && @balances.size > 0
       check_config
       begin
         @balances = load_or_save_json(:balances)
@@ -297,6 +333,7 @@ module RAPFLAG
         puts "Backtrace #{error.backtrace.join("\n")}"
         exit 1
       end
+      load_lending_history
       @active_loans = load_or_save_json(:active_loans)
       @available_account_balances = load_or_save_json(:available_account_balances)
       all = load_or_save_json(:complete_balances)
@@ -309,10 +346,6 @@ module RAPFLAG
       @deposits_withdrawals['deposits'].each {|x| @deposits << OpenStruct.new(x) };
       @withdrawals =[]
       @deposits_withdrawals['withdrawals'].each {|x| @withdrawals << OpenStruct.new(x) };
-      info = load_or_save_json(:lending_history)
-      @lending_history = []
-      info.each {|x| @lending_history << OpenStruct.new(x) };
-
       @open_orders  = load_or_save_json(:open_orders, 'all')
       info  = load_or_save_json(:trade_history, 'all')
       @trade_history = {}
@@ -326,6 +359,7 @@ module RAPFLAG
       @active_loans   # key
       @provided_loans = []; @active_loans['provided'].each {|x| @provided_loans << OpenStruct.new(x) };
       @used_loans = []; @active_loans['used'].each {|x| @used_loans << OpenStruct.new(x) };
+
     end
   end
 end

data/lib/rapflag/version.rb

@@ -1,4 +1,4 @@
 module RAPFLAG
   Wallets = ['trading', 'exchange', 'deposit']
-  VERSION='0.0.5'
+  VERSION='0.0.6'
 end

data/rapflag.gemspec

@@ -17,7 +17,7 @@ Gem::Specification.new do |spec|
   spec.test_files    = spec.files.grep(%r{^(test|spec|features)/})
   spec.require_paths = ["lib"]
 
-  spec.add_dependency 'poloniex'
+  spec.add_dependency 'ypoloniex', '>= 1.0.2'
   spec.add_dependency 'bitfinex-rb'
   spec.add_dependency 'trollop'
 

data/spec/poloniex_spec.rb

@@ -20,13 +20,23 @@ describe RAPFLAG::Poloniex do
         expect(@rap.currency).to eql('BTC')
         expect(File.exist?(Poloniex_CSV_Test_Lending_File)).to eql(true)
         lines = IO.readlines(Poloniex_CSV_Test_Lending_File)
-        expect(lines.first.chomp).to eql('current_day;current_balance;deposits;withdrawals;earned;fees;sales;purchases;day_difference')
+        expect(lines.first.chomp).to eql('current_day;balance_BEG;deposits;income;withdraw;sales;purchases;balance_END;fees;day_difference')
+
         first_trade = lines.find{|line| /2017-03-25/.match(line)}.chomp
         day_difference = first_trade.split(';')[-1]
-        expect(day_difference.to_f).to eql(-1.0018463600000007)
+        expect(day_difference.to_f).to eql(-0.9895374700000007)
+
         second_trade = lines.find{|line| /2017-03-24/.match(line)}.chomp
         day_difference = second_trade.split(';')[-1]
-        expect(day_difference.to_f).to eql(-3.6816801927881175)
+        expect(day_difference.to_f).to eql(-3.6381863327881176)
+
+        third_trade = lines.find{|line| /2016-06-17/.match(line)}.chomp
+        day_difference = third_trade.split(';')[-1]
+        expect(day_difference.to_f).to eql(7.177347194443261)
+        income1 = first_trade.split(';')[3]
+        expect(income1.to_f).to eql(0.01046259)
+        income2 = second_trade.split(';')[3]
+        expect(income2.to_f).to eql(0.03696987000000001)
       end
       it 'should have correct size' do
         expect(@rap.history.size).to eql(368)

metadata

@@ -1,29 +1,29 @@
 --- !ruby/object:Gem::Specification
 name: rapflag
 version: !ruby/object:Gem::Version
-  version: 0.0.5
+  version: 0.0.6
 platform: ruby
 authors:
 - Zeno R.R. Davatz, Niklaus Giger
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2017-04-10 00:00:00.000000000 Z
+date: 2017-04-11 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
-  name: poloniex
+  name: ypoloniex
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: '0'
+        version: 1.0.2
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: '0'
+        version: 1.0.2
 - !ruby/object:Gem::Dependency
   name: bitfinex-rb
   requirement: !ruby/object:Gem::Requirement