rbtc_arbitrage 0.0.2 → 0.1.0

checksums.yaml

@@ -1,7 +1,7 @@
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data/.rspec

@@ -0,0 +1,2 @@
+--color
+--format progress

data/.travis.yml

@@ -0,0 +1,5 @@
+language: ruby
+rvm:
+  - 2.0.0
+  - 1.9.3
+  - 1.9.2

data/Rakefile

@@ -1 +1,10 @@
 require "bundler/gem_tasks"
+require 'rspec/core/rake_task'
+
+desc "Run specs"
+RSpec::Core::RakeTask.new do |t|
+  # t.pattern = "./spec/**/*_spec.rb" # don't need this, it's default.
+  # Put spec opts in a file named .rspec in root
+end
+
+task default: :spec

data/lib/rbtc_arbitrage.rb

@@ -1,8 +1,7 @@
-require "rbtc_arbitrage/version"
 require 'thor'
-require 'rbtc_arbitrage/cli'
 require 'mtgox'
 require 'bitstamp'
+Dir[File.expand_path('../rbtc_arbitrage/*', __FILE__)].each { |f| require f }
 
 module RbtcArbitrage
 end

data/lib/rbtc_arbitrage/cli.rb

@@ -1,101 +1,16 @@
 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."
+    option :verbose, type: :boolean, default: true, desc: "Whether you wish to log information."
     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
+      RbtcArbitrage::Trader.new(options).trade
     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/trader.rb

@@ -0,0 +1,107 @@
+module RbtcArbitrage
+  class Trader
+    attr_accessor :stamp, :mtgox, :paid, :received, :options, :percent, :amount_to_buy
+
+    def initialize options={}
+      @stamp   = {}
+      @mtgox   = {}
+      @options = options
+      @options[:volume] ||= 0.01
+      @options[:cutoff] ||= 2
+
+      self
+    end
+
+    def trade
+      fetch_prices
+      log_info if options[:verbose]
+
+      if options[:cutoff] > percent
+        raise SecurityError, "Exiting because real profit (#{percent.round(2)}%) is less than cutoff (#{options[:cutoff].round(2)}%)"
+      end
+
+      execute_trade if options[:live]
+
+      self
+    end
+
+    def execute_trade
+      validate_env
+      get_balance
+      raise SecurityError, "--live flag is false. Not executing trade." unless options[:live]
+      if options[:verbose]
+        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)}"
+      end
+      if stamp[:price] < mtgox[:price]
+        if paid > stamp[:usd] || amount_to_buy > mtgox[:btc]
+          raise SecurityError, "Not enough funds. Exiting."
+        else
+          puts "Trading live!" if options[:verbose]
+          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]
+          raise SecurityError, "Not enough funds. Exiting."
+        else
+          puts "Trading live!" if options[:verbose]
+          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
+
+    def fetch_prices
+      @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
+      @percent = ((received/paid - 1) * 100).round(2)
+    end
+
+    def log_info
+      puts "Bitstamp: $#{stamp[:price].round(2)}"
+      puts "MtGox: $#{mtgox[:price].round(2)}"
+      lower_ex, higher_ex = stamp[:price] < mtgox[:price] ? %w{Bitstamp, MtGox} : %w{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)}"
+      puts "profit: $#{(received - paid).round(2)} (#{percent.round(2)}%)"
+    end
+
+    def validate_env
+      ["KEY", "SECRET", "ADDRESS"].each do |suffix|
+        ["MTGOX", "BITSTAMP"].each do |prefix|
+          key = "#{prefix}_#{suffix}"
+          if ENV[key].blank?
+            raise ArgumentError, "Exiting because missing required ENV variable $#{key}."
+          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

@@ -1,3 +1,3 @@
 module RbtcArbitrage
-  VERSION = "0.0.2"
+  VERSION = "0.1.0"
 end

data/spec/spec_helper.rb

@@ -0,0 +1,19 @@
+# This file was generated by the `rspec --init` command. Conventionally, all
+# specs live under a `spec` directory, which RSpec adds to the `$LOAD_PATH`.
+# Require this file using `require "spec_helper"` to ensure that it is only
+# loaded once.
+#
+# See http://rubydoc.info/gems/rspec-core/RSpec/Core/Configuration
+require 'rbtc_arbitrage'
+
+RSpec.configure do |config|
+  config.treat_symbols_as_metadata_keys_with_true_values = true
+  config.run_all_when_everything_filtered = true
+  config.filter_run :focus
+
+  # Run specs in random order to surface order dependencies. If you find an
+  # order dependency and want to debug it, you can fix the order by providing
+  # the seed, which is printed after each run.
+  #     --seed 1234
+  config.order = 'random'
+end

data/spec/trader_spec.rb

@@ -0,0 +1,40 @@
+require 'spec_helper'
+describe RbtcArbitrage::Trader do
+  before :each do
+    @trader = RbtcArbitrage::Trader.new
+
+    #clear env variables
+    ["KEY", "SECRET", "ADDRESS"].each do |suffix|
+      ["MTGOX", "BITSTAMP"].each do |prefix|
+        key      = "#{prefix}_#{suffix}"
+        ENV[key] = nil
+      end
+    end
+  end
+
+  describe "#validate_env" do
+    it "should raise errors when missing env variable" do
+      ["KEY", "SECRET", "ADDRESS"].each do |suffix|
+        ["MTGOX", "BITSTAMP"].each do |prefix|
+          key = "#{prefix}_#{suffix}"
+          expect { @trader.validate_env }.to raise_error(ArgumentError, "Exiting because missing required ENV variable $#{key}.")
+          ENV[key] = "some value"
+        end
+      end
+    end
+  end
+
+  describe "#fetch_prices" do
+    it "gets the right price set" do
+      stamp_price = Bitstamp.ticker.ask.to_f
+      mtgox_price = MtGox.ticker.buy
+      
+      @trader.fetch_prices
+
+      #allow for recent price changes
+      @trader.mtgox[:price].should be_within(0.02).of(mtgox_price)
+      @trader.stamp[:price].should be_within(0.02).of(stamp_price)
+    end
+  end
+
+end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: rbtc_arbitrage
 version: !ruby/object:Gem::Version
-  version: 0.0.2
+  version: 0.1.0
 platform: ruby
 authors:
 - Hank Stoever
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2013-07-08 00:00:00.000000000 Z
+date: 2013-07-09 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -117,6 +117,8 @@ extensions: []
 extra_rdoc_files: []
 files:
 - .gitignore
+- .rspec
+- .travis.yml
 - Gemfile
 - LICENSE.txt
 - README.md
@@ -124,8 +126,11 @@ files:
 - bin/rbtc
 - lib/rbtc_arbitrage.rb
 - lib/rbtc_arbitrage/cli.rb
+- lib/rbtc_arbitrage/trader.rb
 - lib/rbtc_arbitrage/version.rb
 - rbtc_arbitrage.gemspec
+- spec/spec_helper.rb
+- spec/trader_spec.rb
 homepage: ''
 licenses:
 - MIT
@@ -150,5 +155,7 @@ rubygems_version: 2.0.3
 signing_key: 
 specification_version: 4
 summary: A gem for conducting arbitrage with Bitcoin.
-test_files: []
+test_files:
+- spec/spec_helper.rb
+- spec/trader_spec.rb
 has_rdoc: