rbtc_arbitrage 1.1.0 → 1.2.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
-  metadata.gz: 148434f269c04f443fcfff7fa4296afcd99c3ebd
-  data.tar.gz: 108d60840e184dbb14e8349ca7983a6edeb599b2
+  metadata.gz: 5f1a7981428666494c3138632923d59f06720cf1
+  data.tar.gz: 847d059ba92dc899dc8f911a8f8cc03412620f3c
 SHA512:
-  metadata.gz: 6502ed6e3c1af4bb81c35b125ee91be0883893d1d494ffcc99e92a3066acac804b6d29cc8223f649836e7f7a7a03a51a71be2e3ab6c147ff00f3bffa81737f97
-  data.tar.gz: 6b6652d8fadd9e974282594882b605586da5284d7aa1be6a55a6523dd41a2c2f73930410d916d3c3ebfc0aa4a79bc89bf7058997372fa193ea0aee880264527c
+  metadata.gz: 95146a940a2d81ad26db01240834c98641ddd222ed66269329426d65a7248b8275a1484572d7f5718e960fe55e5d19a6592a1169defb4cd7d441a6095da6ecc7
+  data.tar.gz: ebeb1d24b38a920554ef29f2fac54fea81c9676bf94c0263f93e86038195d4297c2a44aacfee4ead4a540716d36e8f4bf25af56d3d6df4f9b3ddcf1e194ec166

data/lib/rbtc_arbitrage/clients/btce_client.rb

@@ -9,8 +9,12 @@ module RbtcArbitrage
 
       def balance
         return @balance if @balance
-        balances = interface.get_info["return"]["funds"]
-        @balance = [balances["btc"], balances["usd"]]
+        begin
+          balances = interface.get_info["return"]["funds"]
+          @balance = [balances["btc"], balances["usd"]]
+        rescue NoMethodError => e
+          raise SecurityError, "Invalid API key for BTC-e"
+        end
       end
 
       def interface

data/lib/rbtc_arbitrage/trader.rb

@@ -4,6 +4,8 @@ module RbtcArbitrage
     attr_accessor :buyer, :seller, :options
 
     def initialize config={}
+      config = config.to_hash
+      config.each { |k,v| config[k.to_sym] = v unless k.is_a?(Symbol) }
       @buyer   = {}
       @seller  = {}
       @options = {}
@@ -60,8 +62,8 @@ module RbtcArbitrage
       buyer[:price] = @buy_client.price(:buy)
       seller[:price] = @sell_client.price(:sell)
       prices = [buyer[:price], seller[:price]]
-      @paid = prices.min * 1.005 * @options[:volume]
-      @received = prices.max * 0.994 * @options[:volume]
+      @paid = buyer[:price] * 1.006 * @options[:volume]
+      @received = seller[:price] * 0.994 * @options[:volume]
       @percent = ((received/@paid - 1) * 100).round(2)
     end
 

data/lib/rbtc_arbitrage/version.rb

@@ -1,3 +1,3 @@
 module RbtcArbitrage
-  VERSION = "1.1.0"
+  VERSION = "1.2.0"
 end

data/spec/clients/btce_client_spec.rb

@@ -37,7 +37,7 @@ describe RbtcArbitrage::Clients::BtceClient do
   end
 
   describe "#balance" do
-    it "fetches the balance correctly", :vcr do
+    it "fetches the balance correctly" do
       balances = btce.get_info["return"]["funds"]
       expected = [balances["btc"], balances["usd"]]
       client.balance.should eql(expected)
@@ -45,6 +45,11 @@ describe RbtcArbitrage::Clients::BtceClient do
         b.should be_a(Float)
       end
     end
+
+    it "should raise if bad API keys", :vcr do
+      btce.unstub(:get_info)
+      expect { client.balance }.to raise_error(SecurityError)
+    end
   end
 
   describe "#price" do

data/spec/support/cassettes/RbtcArbitrage_Clients_BtceClient/_balance/should_raise_if_bad_API_keys.yml

@@ -0,0 +1,53 @@
+---
+http_interactions:
+- request:
+    method: post
+    uri: https://btc-e.com/tapi
+    body:
+      encoding: US-ASCII
+      string: method=getInfo&nonce=1387758890
+    headers:
+      Accept-Encoding:
+      - gzip;q=1.0,deflate;q=0.6,identity;q=0.3
+      Accept:
+      - '*/*'
+      User-Agent:
+      - Ruby
+      Key:
+      - fake
+      Sign:
+      - !ruby/object:OpenSSL::HMAC {}
+      Content-Type:
+      - application/x-www-form-urlencoded
+  response:
+    status:
+      code: 200
+      message: OK
+    headers:
+      Server:
+      - cloudflare-nginx
+      Date:
+      - Mon, 23 Dec 2013 00:34:51 GMT
+      Content-Type:
+      - text/html; charset=utf-8
+      Transfer-Encoding:
+      - chunked
+      Connection:
+      - keep-alive
+      Set-Cookie:
+      - __cfduid=dd20e7e199fd945092427e1ea3835a2ee1387758891683; expires=Mon, 23-Dec-2019
+        23:50:00 GMT; path=/; domain=.btc-e.com; HttpOnly
+      X-Frame-Options:
+      - DENY
+      Expires:
+      - Thu, 01 Jan 1970 00:00:01 GMT
+      Cache-Control:
+      - no-cache
+      Cf-Ray:
+      - e10f7f0a9280669
+    body:
+      encoding: UTF-8
+      string: '{"success":0,"error":"invalid api key"}'
+    http_version: 
+  recorded_at: Mon, 23 Dec 2013 00:34:51 GMT
+recorded_with: VCR 2.7.0

data/spec/trader_spec.rb

@@ -6,9 +6,9 @@ describe RbtcArbitrage::Trader do
     before :each do
       @old_keys = {}
       #clear env variables
-      ["KEY", "SECRET", "ADDRESS"].each do |suffix|
-        ["MTGOX", "BITSTAMP"].each do |prefix|
-          key      = "#{prefix}_#{suffix}"
+      ["KEY", "SECRET"].each do |suffix|
+        RbtcArbitrage.clients.each do |client_class|
+          key      = "#{client_class.new.exchange.to_s.upcase}_#{suffix}"
           @old_keys[key] = ENV[key]
           ENV[key] = nil
         end
@@ -22,13 +22,19 @@ describe RbtcArbitrage::Trader do
       end
     end
 
-    it "should raise errors when missing env variable" do
-      ["KEY", "SECRET", "ADDRESS"].each do |suffix|
-        key = "#{trader.sell_client.exchange.to_s.upcase}_#{suffix}"
-        expect { trader.sell_client.validate_env }.to raise_error(ArgumentError, "Exiting because missing required ENV variable $#{key}.")
-        ENV[key] = "some value"
+    RbtcArbitrage.clients.each do |client|
+      describe client do
+        keys = ["KEY", "SECRET"]
+        keys << "ADDRESS" unless client.instance_methods(false).include?(:address)
+        client = client.new
+        prefix = client.exchange.to_s.upcase
+        keys.each do |suffix|
+          key = "#{prefix}_#{suffix}"
+          it "should raise errors when missing env variable $#{key}" do
+            expect { client.validate_env }.to raise_error(ArgumentError)
+          end
+        end
       end
-      expect { trader.sell_client.validate_env }.not_to raise_error
     end
   end
 
@@ -43,6 +49,15 @@ describe RbtcArbitrage::Trader do
       trader.buyer[:price].should be_within(0.02).of(stamp_price)
       trader.seller[:price].should be_within(0.02).of(mtgox_price)
     end
+
+    it "calculates profit and percent accurately" do
+      trader.buy_client.stub(:price) { 10.5 }
+      trader.sell_client.stub(:price) { 10 }
+
+      trader.fetch_prices
+      trader.instance_variable_get(:@paid).should == (10.5 * 1.006 * 0.01)
+      trader.instance_variable_get(:@received).should == (10 * 0.994 * 0.01)
+    end
   end
 
   describe "#initialize" do

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: rbtc_arbitrage
 version: !ruby/object:Gem::Version
-  version: 1.1.0
+  version: 1.2.0
 platform: ruby
 authors:
 - Hank Stoever
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2013-12-22 00:00:00.000000000 Z
+date: 2013-12-23 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -178,6 +178,7 @@ files:
 - spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_price/fetches_price_for_buy_correctly.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_price/fetches_price_for_sell_correctly.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_price/fetches_prices_correctly.yml
+- spec/support/cassettes/RbtcArbitrage_Clients_BtceClient/_balance/should_raise_if_bad_API_keys.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_BtceClient/_price/calls_btc-e.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_BtceClient/_price/fetches_price_for_buy_correctly.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_BtceClient/_price/fetches_price_for_sell_correctly.yml
@@ -233,6 +234,7 @@ test_files:
 - spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_price/fetches_price_for_buy_correctly.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_price/fetches_price_for_sell_correctly.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_price/fetches_prices_correctly.yml
+- spec/support/cassettes/RbtcArbitrage_Clients_BtceClient/_balance/should_raise_if_bad_API_keys.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_BtceClient/_price/calls_btc-e.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_BtceClient/_price/fetches_price_for_buy_correctly.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_BtceClient/_price/fetches_price_for_sell_correctly.yml