rbtc_arbitrage 0.0.1

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data/.gitignore

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+*.gem
+*.rbc
+.bundle
+.config
+.yardoc
+Gemfile.lock
+InstalledFiles
+_yardoc
+coverage
+doc/
+lib/bundler/man
+pkg
+rdoc
+spec/reports
+test/tmp
+test/version_tmp
+tmp

data/Gemfile

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+source 'https://rubygems.org'
+
+# Specify your gem's dependencies in rbtc_arbitrage.gemspec
+gemspec
+gem 'rspec'

data/LICENSE.txt

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+Copyright (c) 2013 Hank Stoever
+
+MIT License
+
+Permission is hereby granted, free of charge, to any person obtaining
+a copy of this software and associated documentation files (the
+"Software"), to deal in the Software without restriction, including
+without limitation the rights to use, copy, modify, merge, publish,
+distribute, sublicense, and/or sell copies of the Software, and to
+permit persons to whom the Software is furnished to do so, subject to
+the following conditions:
+
+The above copyright notice and this permission notice shall be
+included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
+MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
+LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
+OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
+WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

data/README.md

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+# RbtcArbitrage
+
+A Ruby gem for automating arbitrage between the MtGox and Bitstamp bitcoin exchanges.
+
+## Installation
+
+Install it yourself as:
+
+    $ gem install rbtc_arbitrage
+
+## Usage
+
+After installing the gem, simply run `rbtc` in the command line.
+
+#### Options
+
+- **Live**: whether you want to actually execute trades. You must have configured your API keys and bitcoin addresses through the following environment variables:
+	1. MTGOX_KEY
+	2. MTGOX_SECRET
+	2. MTGOX_ADDRESS
+	2. BITSTAMP_KEY
+	2. BITSTAMP_SECRET
+	3. BITSTAMP_ADDRESS
+	
+- **Cutoff**: the minimum profit percentage required to execute a trade. Defaults to **%2.00**.
+- **Volume**: The amount of bitcoins to trade per transaction. Defaults to **0.01** (the minimum transaction size).
+
+#### Examples
+
+	$ rbtc --live --cutoff 4
+	$ rbtc --cutoff 0.5
+	$ rbtc --cutoff 3 --volume 0.05
+	$ rbtc
+	
+The output will look like this:
+
+	07/08/2013 at 10:41AM
+	Retrieving market information and balances
+	Bitstamp: $74.0
+	MtGox: $76.89
+	buying 0.01 btc from Bitstamp for $0.74
+	selling 0.01 btc on MtGox for $0.76
+	profit: $0.02 (2.77%)
+
+
+## Contributing
+
+### Pull Requests are welcome!
+
+1. Fork it
+2. Create your feature branch (`git checkout -b my-new-feature`)
+3. Commit your changes (`git commit -am 'Add some feature'`)
+4. Push to the branch (`git push origin my-new-feature`)
+5. Create new Pull Request

data/Rakefile

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+require "bundler/gem_tasks"

data/bin/rbtc

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+#!/usr/bin/env ruby
+
+require 'rbtc_arbitrage'
+RbtcArbitrage::CLI.start ARGV

data/lib/rbtc_arbitrage/cli.rb

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+module RbtcArbitrage
+  class CLI < Thor
+    attr_accessor :stamp, :mtgox
+
+    desc "arbitrage", "Get information about the current arbitrage levels."
+    option :live, type: :boolean, default: false, desc: "Execute live trades."
+    option :cutoff, type: :numeric, default: 2, desc: "The minimum profit level required to execute a trade."
+    option :volume, type: :numeric, default: 0.01, desc: "The amount of bitcoins to trade per transaction."
+    def trade
+      @stamp = {}; @mtgox = {}
+
+      if options[:live]
+        validate_env
+        get_balance
+      end
+
+      # puts "#{Time.now.strftime("%m/%d/%Y at %I:%M%p")}"
+      # puts "Retrieving market information and balances"
+      amount_to_buy = options[:volume]
+      stamp[:price] = Bitstamp.ticker.ask.to_f
+      mtgox[:price] = MtGox.ticker.buy
+      prices = [stamp[:price], mtgox[:price]]
+      paid = prices.min * 1.005 * amount_to_buy
+      received = prices.max * 0.994 * amount_to_buy
+
+      puts "Bitstamp: $#{stamp[:price].round(2)}"
+      puts "MtGox: $#{mtgox[:price].round(2)}"
+      lower_ex, higher_ex = stamp[:price] < mtgox[:price] ? [Bitstamp, MtGox] : [MtGox, Bitstamp]
+      puts "buying #{amount_to_buy} btc from #{lower_ex} for $#{paid.round(2)}"
+      puts "selling #{amount_to_buy} btc on #{higher_ex} for $#{received.round(2)}"
+      percent = ((received/paid - 1) * 100).round(2)
+      puts "profit: $#{(received - paid).round(2)} (#{percent.round(2)}%)"
+
+      if options[:cutoff] > percent
+        puts "Exiting because real profit (#{percent.round(2)}%) is less than cutoff (#{options[:cutoff].round(2)}%)"
+        return 0
+      end
+
+      if options[:live]
+        puts "Balances:"
+        puts "stamp usd: $#{stamp[:usd].round(2)} btc: #{stamp[:usd].round(2)}"
+        puts "mtgox usd: $#{mtgox[:usd].round(2)} btc: #{mtgox[:usd].round(2)}"
+        if stamp[:price] < mtgox[:price]
+          if paid > stamp[:usd] || amount_to_buy > mtgox[:btc]
+            puts "Not enough funds. Exiting."
+          else
+            puts "Trading live!"
+            Bitstamp.orders.buy amount_to_buy, stamp[:price] + 0.001
+            MtGox.sell! amount_to_buy, :market
+            Bitstamp.transfer amount_to_buy, ENV['MTGOX_ADDRESS']
+          end
+        else
+          if paid > mtgox[:usd] || amount_to_buy > stamp[:btc]
+            puts "Not enough funds. Exiting."
+          else
+            puts "Trading live!"
+            MtGox.buy! amount_to_buy, :market
+            Bitstamp.orders.sell amount_to_buy, stamp[:price] - 0.001
+            MtGox.withdraw amount_to_buy, ENV['BITSTAMP_ADDRESS']
+          end
+        end
+      end
+      0
+    end
+
+    default_task :trade
+
+    private
+
+    def validate_env
+      ["KEY", "SECRET", "ADDRESS"].each do |suffix|
+        ["MTGOX", "BITSTAMP"].each do |prefix|
+          key = "#{prefix}_#{suffix}"
+          if ENV[key].blank?
+            puts "Exiting because missing required ENV variable $#{key}."
+            return 0
+          end
+        end
+      end
+
+      MtGox.configure do |config|
+        config.key = ENV["MTGOX_KEY"]
+        config.secret = ENV["MTGOX_SECRET"]
+      end
+
+      Bitstamp.setup do |config|
+        config.key = ENV["BITSTAMP_KEY"]
+        config.secret = ENV["BITSTAMP_SECRET"]
+      end
+    end
+
+    def get_balance
+      balances = MtGox.balance
+      @mtgox[:btc] = balances[0].amount.to_f
+      @mtgox[:usd] = balances[1].amount.to_f
+      balances = Bitstamp.balance if options[:live]
+      @stamp[:usd] = balances["usd_available"].to_f
+      @stamp[:btc] = balances["btc_available"].to_f
+    end
+  end
+end

data/lib/rbtc_arbitrage/version.rb

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+module RbtcArbitrage
+  VERSION = "0.0.1"
+end

data/lib/rbtc_arbitrage.rb

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+require "rbtc_arbitrage/version"
+require 'thor'
+require 'rbtc_arbitrage/cli'
+require 'mtgox'
+require 'bitstamp'
+
+module RbtcArbitrage
+end

data/rbtc_arbitrage.gemspec

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+# coding: utf-8
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'rbtc_arbitrage/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = "rbtc_arbitrage"
+  spec.version       = RbtcArbitrage::VERSION
+  spec.authors       = ["Hank Stoever"]
+  spec.email         = ["hstove@gmail.com"]
+  spec.description   = %q{A gem for conducting arbitrage with Bitcoin.}
+  spec.summary       = %q{A gem for conducting arbitrage with Bitcoin.}
+  spec.homepage      = ""
+  spec.license       = "MIT"
+
+  spec.files         = `git ls-files`.split($/)
+  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_development_dependency "bundler", "~> 1.3"
+  spec.add_development_dependency "rake"
+
+  spec.add_dependency "mtgox"
+  spec.add_dependency "bitstamp"
+  spec.add_dependency "thor"
+end

metadata

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+--- !ruby/object:Gem::Specification
+name: rbtc_arbitrage
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+platform: ruby
+authors:
+- Hank Stoever
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2013-07-08 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.3'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.3'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: mtgox
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: bitstamp
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: thor
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ! '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+description: A gem for conducting arbitrage with Bitcoin.
+email:
+- hstove@gmail.com
+executables:
+- rbtc
+extensions: []
+extra_rdoc_files: []
+files:
+- .gitignore
+- Gemfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- bin/rbtc
+- lib/rbtc_arbitrage.rb
+- lib/rbtc_arbitrage/cli.rb
+- lib/rbtc_arbitrage/version.rb
+- rbtc_arbitrage.gemspec
+homepage: ''
+licenses:
+- MIT
+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: A gem for conducting arbitrage with Bitcoin.
+test_files: []
+has_rdoc: