rbtc_arbitrage 0.0.1

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data/.gitignore ADDED
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+ *.gem
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+ *.rbc
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+ .bundle
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+ .config
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+ .yardoc
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+ Gemfile.lock
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+ InstalledFiles
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+ _yardoc
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+ coverage
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+ doc/
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+ lib/bundler/man
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+ pkg
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+ rdoc
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+ spec/reports
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+ test/tmp
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+ test/version_tmp
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+ tmp
data/Gemfile ADDED
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+ source 'https://rubygems.org'
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+
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+ # Specify your gem's dependencies in rbtc_arbitrage.gemspec
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+ gemspec
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+ gem 'rspec'
data/LICENSE.txt ADDED
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+ Copyright (c) 2013 Hank Stoever
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+
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+ MIT License
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+
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+ Permission is hereby granted, free of charge, to any person obtaining
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+ a copy of this software and associated documentation files (the
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+ "Software"), to deal in the Software without restriction, including
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+ without limitation the rights to use, copy, modify, merge, publish,
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+ distribute, sublicense, and/or sell copies of the Software, and to
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+ permit persons to whom the Software is furnished to do so, subject to
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+ the following conditions:
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+
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+ The above copyright notice and this permission notice shall be
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+ included in all copies or substantial portions of the Software.
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+
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+ THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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+ EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
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+ MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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+ NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
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+ LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
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+ OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
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+ WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
data/README.md ADDED
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+ # RbtcArbitrage
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+
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+ A Ruby gem for automating arbitrage between the MtGox and Bitstamp bitcoin exchanges.
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+
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+ ## Installation
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+
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+ Install it yourself as:
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+
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+ $ gem install rbtc_arbitrage
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+
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+ ## Usage
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+
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+ After installing the gem, simply run `rbtc` in the command line.
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+
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+ #### Options
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+
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+ - **Live**: whether you want to actually execute trades. You must have configured your API keys and bitcoin addresses through the following environment variables:
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+ 1. MTGOX_KEY
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+ 2. MTGOX_SECRET
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+ 2. MTGOX_ADDRESS
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+ 2. BITSTAMP_KEY
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+ 2. BITSTAMP_SECRET
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+ 3. BITSTAMP_ADDRESS
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+
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+ - **Cutoff**: the minimum profit percentage required to execute a trade. Defaults to **%2.00**.
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+ - **Volume**: The amount of bitcoins to trade per transaction. Defaults to **0.01** (the minimum transaction size).
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+
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+ #### Examples
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+
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+ $ rbtc --live --cutoff 4
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+ $ rbtc --cutoff 0.5
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+ $ rbtc --cutoff 3 --volume 0.05
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+ $ rbtc
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+
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+ The output will look like this:
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+
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+ 07/08/2013 at 10:41AM
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+ Retrieving market information and balances
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+ Bitstamp: $74.0
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+ MtGox: $76.89
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+ buying 0.01 btc from Bitstamp for $0.74
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+ selling 0.01 btc on MtGox for $0.76
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+ profit: $0.02 (2.77%)
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+
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+
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+ ## Contributing
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+
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+ ### Pull Requests are welcome!
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+
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+ 1. Fork it
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+ 2. Create your feature branch (`git checkout -b my-new-feature`)
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+ 3. Commit your changes (`git commit -am 'Add some feature'`)
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+ 4. Push to the branch (`git push origin my-new-feature`)
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+ 5. Create new Pull Request
data/Rakefile ADDED
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+ require "bundler/gem_tasks"
data/bin/rbtc ADDED
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+ #!/usr/bin/env ruby
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+
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+ require 'rbtc_arbitrage'
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+ RbtcArbitrage::CLI.start ARGV
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+ module RbtcArbitrage
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+ class CLI < Thor
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+ attr_accessor :stamp, :mtgox
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+
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+ desc "arbitrage", "Get information about the current arbitrage levels."
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+ option :live, type: :boolean, default: false, desc: "Execute live trades."
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+ option :cutoff, type: :numeric, default: 2, desc: "The minimum profit level required to execute a trade."
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+ option :volume, type: :numeric, default: 0.01, desc: "The amount of bitcoins to trade per transaction."
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+ def trade
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+ @stamp = {}; @mtgox = {}
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+
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+ if options[:live]
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+ validate_env
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+ get_balance
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+ end
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+
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+ # puts "#{Time.now.strftime("%m/%d/%Y at %I:%M%p")}"
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+ # puts "Retrieving market information and balances"
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+ amount_to_buy = options[:volume]
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+ stamp[:price] = Bitstamp.ticker.ask.to_f
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+ mtgox[:price] = MtGox.ticker.buy
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+ prices = [stamp[:price], mtgox[:price]]
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+ paid = prices.min * 1.005 * amount_to_buy
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+ received = prices.max * 0.994 * amount_to_buy
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+
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+ puts "Bitstamp: $#{stamp[:price].round(2)}"
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+ puts "MtGox: $#{mtgox[:price].round(2)}"
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+ lower_ex, higher_ex = stamp[:price] < mtgox[:price] ? [Bitstamp, MtGox] : [MtGox, Bitstamp]
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+ puts "buying #{amount_to_buy} btc from #{lower_ex} for $#{paid.round(2)}"
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+ puts "selling #{amount_to_buy} btc on #{higher_ex} for $#{received.round(2)}"
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+ percent = ((received/paid - 1) * 100).round(2)
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+ puts "profit: $#{(received - paid).round(2)} (#{percent.round(2)}%)"
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+
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+ if options[:cutoff] > percent
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+ puts "Exiting because real profit (#{percent.round(2)}%) is less than cutoff (#{options[:cutoff].round(2)}%)"
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+ return 0
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+ end
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+
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+ if options[:live]
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+ puts "Balances:"
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+ puts "stamp usd: $#{stamp[:usd].round(2)} btc: #{stamp[:usd].round(2)}"
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+ puts "mtgox usd: $#{mtgox[:usd].round(2)} btc: #{mtgox[:usd].round(2)}"
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+ if stamp[:price] < mtgox[:price]
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+ if paid > stamp[:usd] || amount_to_buy > mtgox[:btc]
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+ puts "Not enough funds. Exiting."
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+ else
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+ puts "Trading live!"
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+ Bitstamp.orders.buy amount_to_buy, stamp[:price] + 0.001
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+ MtGox.sell! amount_to_buy, :market
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+ Bitstamp.transfer amount_to_buy, ENV['MTGOX_ADDRESS']
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+ end
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+ else
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+ if paid > mtgox[:usd] || amount_to_buy > stamp[:btc]
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+ puts "Not enough funds. Exiting."
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+ else
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+ puts "Trading live!"
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+ MtGox.buy! amount_to_buy, :market
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+ Bitstamp.orders.sell amount_to_buy, stamp[:price] - 0.001
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+ MtGox.withdraw amount_to_buy, ENV['BITSTAMP_ADDRESS']
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+ end
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+ end
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+ end
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+ 0
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+ end
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+
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+ default_task :trade
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+
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+ private
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+
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+ def validate_env
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+ ["KEY", "SECRET", "ADDRESS"].each do |suffix|
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+ ["MTGOX", "BITSTAMP"].each do |prefix|
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+ key = "#{prefix}_#{suffix}"
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+ if ENV[key].blank?
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+ puts "Exiting because missing required ENV variable $#{key}."
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+ return 0
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+ end
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+ end
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+ end
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+
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+ MtGox.configure do |config|
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+ config.key = ENV["MTGOX_KEY"]
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+ config.secret = ENV["MTGOX_SECRET"]
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+ end
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+
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+ Bitstamp.setup do |config|
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+ config.key = ENV["BITSTAMP_KEY"]
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+ config.secret = ENV["BITSTAMP_SECRET"]
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+ end
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+ end
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+
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+ def get_balance
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+ balances = MtGox.balance
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+ @mtgox[:btc] = balances[0].amount.to_f
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+ @mtgox[:usd] = balances[1].amount.to_f
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+ balances = Bitstamp.balance if options[:live]
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+ @stamp[:usd] = balances["usd_available"].to_f
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+ @stamp[:btc] = balances["btc_available"].to_f
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+ end
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+ end
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+ end
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+ module RbtcArbitrage
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+ VERSION = "0.0.1"
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+ end
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+ require "rbtc_arbitrage/version"
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+ require 'thor'
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+ require 'rbtc_arbitrage/cli'
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+ require 'mtgox'
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+ require 'bitstamp'
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+
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+ module RbtcArbitrage
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+ end
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+ # coding: utf-8
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+ lib = File.expand_path('../lib', __FILE__)
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+ $LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
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+ require 'rbtc_arbitrage/version'
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+
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+ Gem::Specification.new do |spec|
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+ spec.name = "rbtc_arbitrage"
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+ spec.version = RbtcArbitrage::VERSION
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+ spec.authors = ["Hank Stoever"]
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+ spec.email = ["hstove@gmail.com"]
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+ spec.description = %q{A gem for conducting arbitrage with Bitcoin.}
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+ spec.summary = %q{A gem for conducting arbitrage with Bitcoin.}
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+ spec.homepage = ""
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+ spec.license = "MIT"
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+
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+ spec.files = `git ls-files`.split($/)
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+ spec.executables = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
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+ spec.test_files = spec.files.grep(%r{^(test|spec|features)/})
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+ spec.require_paths = ["lib"]
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+
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+ spec.add_development_dependency "bundler", "~> 1.3"
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+ spec.add_development_dependency "rake"
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+
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+ spec.add_dependency "mtgox"
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+ spec.add_dependency "bitstamp"
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+ spec.add_dependency "thor"
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+ end
metadata ADDED
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+ --- !ruby/object:Gem::Specification
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+ name: rbtc_arbitrage
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+ version: !ruby/object:Gem::Version
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+ version: 0.0.1
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+ platform: ruby
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+ authors:
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+ - Hank Stoever
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+ autorequire:
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+ bindir: bin
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+ cert_chain: []
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+ date: 2013-07-08 00:00:00.000000000 Z
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+ dependencies:
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+ - !ruby/object:Gem::Dependency
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+ name: bundler
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ~>
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+ - !ruby/object:Gem::Version
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+ version: '1.3'
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+ type: :development
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ~>
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+ - !ruby/object:Gem::Version
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+ version: '1.3'
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+ - !ruby/object:Gem::Dependency
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+ name: rake
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ! '>='
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :development
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ! '>='
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: mtgox
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ! '>='
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :runtime
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ! '>='
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: bitstamp
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ! '>='
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :runtime
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ! '>='
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ - !ruby/object:Gem::Dependency
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+ name: thor
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ! '>='
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :runtime
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ! '>='
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ description: A gem for conducting arbitrage with Bitcoin.
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+ email:
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+ - hstove@gmail.com
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+ executables:
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+ - rbtc
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+ extensions: []
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+ extra_rdoc_files: []
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+ files:
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+ - .gitignore
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+ - Gemfile
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+ - LICENSE.txt
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+ - README.md
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+ - Rakefile
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+ - bin/rbtc
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+ - lib/rbtc_arbitrage.rb
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+ - lib/rbtc_arbitrage/cli.rb
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+ - lib/rbtc_arbitrage/version.rb
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+ - rbtc_arbitrage.gemspec
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+ homepage: ''
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+ licenses:
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+ - MIT
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+ metadata: {}
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+ post_install_message:
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+ rdoc_options: []
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+ require_paths:
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+ - lib
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+ required_ruby_version: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ! '>='
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ required_rubygems_version: !ruby/object:Gem::Requirement
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+ requirements:
116
+ - - ! '>='
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ requirements: []
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+ rubyforge_project:
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+ rubygems_version: 2.0.3
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+ signing_key:
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+ specification_version: 4
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+ summary: A gem for conducting arbitrage with Bitcoin.
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+ test_files: []
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+ has_rdoc: