rbtc_arbitrage 1.3.0 → 1.4.0
Sign up to get free protection for your applications and to get access to all the features.
- checksums.yaml +4 -4
- data/.travis.yml +3 -0
- data/Gemfile.lock +12 -1
- data/bin/rbtc +1 -0
- data/lib/rbtc_arbitrage/cli.rb +1 -0
- data/lib/rbtc_arbitrage/trader.rb +57 -0
- data/lib/rbtc_arbitrage/version.rb +1 -1
- data/lib/rbtc_arbitrage.rb +1 -0
- data/rbtc_arbitrage.gemspec +1 -0
- data/spec/trader_spec.rb +91 -0
- metadata +16 -2
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
|
|
1
1
|
---
|
2
2
|
SHA1:
|
3
|
-
metadata.gz:
|
4
|
-
data.tar.gz:
|
3
|
+
metadata.gz: 35a3e079318e368f33db37bb070cef7acd9dc3d5
|
4
|
+
data.tar.gz: 23327807ba84e9d20b99e170d25b4088c64b7587
|
5
5
|
SHA512:
|
6
|
-
metadata.gz:
|
7
|
-
data.tar.gz:
|
6
|
+
metadata.gz: 8dbab32dba09e0ae422ca3ecc5bfe20dba8f5e76de1af1efaa0c8f8a537151d78fd6345472bd737288f623f088834915acffdd7e44f4872cf4dc6aaf54d09fbd
|
7
|
+
data.tar.gz: cb577476f076d7f1285cff313bd80dac03f077b8ec53a973df02aa0605ff071d406c8f8c5988d7bf0dbd817264a8d26105ebe535a2a52f4cfaf43c9b958d9839
|
data/.travis.yml
CHANGED
@@ -19,3 +19,6 @@ env:
|
|
19
19
|
- secure: IFyJX6lAmBpef0I50UPCy6L5IRxqRKoPhv74s5y0FPB4chrir7iMZ7Sd1IczxV7ly4Dt7hdALHP1qMTmkcGmTV6YOzwR46G4JAwWtX2xlf4OYk4jey7qjNsS6iijD6dvdYjqSKUuGaX3Til3kUOLcA3hhINvHxj5unv2pHB2W70=
|
20
20
|
- secure: YiYtCBJNfgWuzQ059RMmZxM00bs4c/GuqaEaKufLPPByJHHt3z4jCNT5lurox/RIqSYTv+1Nvgor1xJZF4VPDIhtoCpVRe3g5Pvubrp4gWQry11ta0f1JhPSrm5ORlF1hpHPfzHHSh+/YVmKcO8agQAaIgfKcXDzsE6j5QqiGWQ=
|
21
21
|
- secure: TCrSkWTG2A7ZHxU/J82R1oRn3+ISYHOZmukvBT/OkOh35yjhtig3KhroYki67guCClVxov+ZPvCRUKgmsEoVng1ljk/ZXyyNf4QNVccEJxHCwIRiqs36jlC2ebd8g+JJUPrnnWGO/U5vBm+WlrOb4lFlIsBuCYI+FBAFYTPmKEs=
|
22
|
+
- secure: cePvBAt6j7UwybsP6Cs5a7mwaXMHDteXC1ENsNMy69qV5mae7oRKqsfavZ8ar33apNXqALXDWiDnHH7wPccMl3GXIquHE7I73lAOcEu4V+f7nHqqFuJezA12IL0swOQhDNK23C5ibkFftlpG2jTxHpaRLaDNCuv404cREalwwgA=
|
23
|
+
- secure: PLTV2N3BYlqXmDDuOuZGk83YApX3oEIpskkWHUGj8f3wBpjOSPxuLBdpSGMXRqT2kIMJqle65gqlYpwh4NcTgqL93iNAT9fh7WDyNx/SUL+Mz04kphAC6N0VPyg7nvTi33bDbkmAAFNc+1yoWKAlB2gjKKXFtdxTwMp4SjvNsfs=
|
24
|
+
- secure: nyFUNdswDOM0UgW3T/jeEvIyZPSGq+ZEpyYw6KGpwb7a5F1DbAfoSy6zJGWK6S3vKf6814e43HmawhJlhcD9KYOV783O7KYu54FTmhZ/SP9QhNV+w1hiKKRQcTlJdjbPIuO5piuMDMCPacCJa+C9YO0lhhxfZ+/6F4SNR1fteN0=
|
data/Gemfile.lock
CHANGED
@@ -1,7 +1,7 @@
|
|
1
1
|
PATH
|
2
2
|
remote: .
|
3
3
|
specs:
|
4
|
-
rbtc_arbitrage (1.
|
4
|
+
rbtc_arbitrage (1.4.0)
|
5
5
|
activemodel (>= 3.1)
|
6
6
|
activesupport (>= 3.1)
|
7
7
|
bitstamp
|
@@ -9,6 +9,7 @@ PATH
|
|
9
9
|
btce (= 0.2.4)
|
10
10
|
coinbase (= 1.2.4)
|
11
11
|
mtgox
|
12
|
+
pony
|
12
13
|
thor
|
13
14
|
|
14
15
|
GEM
|
@@ -78,6 +79,10 @@ GEM
|
|
78
79
|
rb-fsevent (>= 0.9.3)
|
79
80
|
rb-inotify (>= 0.9)
|
80
81
|
lumberjack (1.0.4)
|
82
|
+
mail (2.2.7)
|
83
|
+
activesupport (>= 2.3.6)
|
84
|
+
mime-types
|
85
|
+
treetop (>= 1.4.5)
|
81
86
|
method_source (0.8.2)
|
82
87
|
mime-types (2.0)
|
83
88
|
minitest (4.7.5)
|
@@ -91,6 +96,9 @@ GEM
|
|
91
96
|
multi_json (1.8.2)
|
92
97
|
multi_xml (0.5.5)
|
93
98
|
multipart-post (1.2.0)
|
99
|
+
polyglot (0.3.3)
|
100
|
+
pony (1.6.2)
|
101
|
+
mail (>= 2.0)
|
94
102
|
pry (0.9.12.4)
|
95
103
|
coderay (~> 1.0)
|
96
104
|
method_source (~> 0.8)
|
@@ -137,6 +145,9 @@ GEM
|
|
137
145
|
tilt (1.4.1)
|
138
146
|
timers (1.1.0)
|
139
147
|
tins (0.13.1)
|
148
|
+
treetop (1.4.15)
|
149
|
+
polyglot
|
150
|
+
polyglot (>= 0.3.1)
|
140
151
|
tzinfo (0.3.38)
|
141
152
|
vcr (2.8.0)
|
142
153
|
webmock (1.16.1)
|
data/bin/rbtc
CHANGED
data/lib/rbtc_arbitrage/cli.rb
CHANGED
@@ -9,6 +9,7 @@ module RbtcArbitrage
|
|
9
9
|
option :buyer, type: :string, default: "bitstamp"
|
10
10
|
option :seller, type: :string, default: "mtgox"
|
11
11
|
option :repeat, type: :numeric, default: nil
|
12
|
+
option :notify, type: :boolean, default: false
|
12
13
|
def trade
|
13
14
|
RbtcArbitrage::Trader.new(options).trade
|
14
15
|
end
|
@@ -17,6 +17,7 @@ module RbtcArbitrage
|
|
17
17
|
set_key opts, :verbose, true
|
18
18
|
set_key opts, :live, false
|
19
19
|
set_key opts, :repeat, nil
|
20
|
+
set_key opts, :notify, false
|
20
21
|
exchange = opts[:buyer] || :bitstamp
|
21
22
|
@buy_client = client_for_exchange(exchange)
|
22
23
|
exchange = opts[:seller] || :mtgox
|
@@ -38,9 +39,12 @@ module RbtcArbitrage
|
|
38
39
|
|
39
40
|
execute_trade if options[:live]
|
40
41
|
|
42
|
+
notify
|
43
|
+
|
41
44
|
if @options[:repeat]
|
42
45
|
trade_again
|
43
46
|
end
|
47
|
+
|
44
48
|
self
|
45
49
|
end
|
46
50
|
|
@@ -104,6 +108,15 @@ module RbtcArbitrage
|
|
104
108
|
[@sell_client, @buy_client].each do |client|
|
105
109
|
client.validate_env
|
106
110
|
end
|
111
|
+
if options[:notify]
|
112
|
+
["PASSWORD","USERNAME","EMAIL"].each do |key|
|
113
|
+
key = "SENDGRID_#{key}"
|
114
|
+
unless ENV[key]
|
115
|
+
raise ArgumentError, "Exiting because missing required ENV variable $#{key}."
|
116
|
+
end
|
117
|
+
end
|
118
|
+
setup_pony
|
119
|
+
end
|
107
120
|
end
|
108
121
|
|
109
122
|
def client_for_exchange market
|
@@ -119,5 +132,49 @@ module RbtcArbitrage
|
|
119
132
|
raise ArgumentError, "Invalid exchange - '#{market}'"
|
120
133
|
end
|
121
134
|
end
|
135
|
+
|
136
|
+
def notify
|
137
|
+
return false unless options[:notify]
|
138
|
+
return false unless @percent > options[:cutoff]
|
139
|
+
setup_pony
|
140
|
+
|
141
|
+
options[:logger].info "Sending email to #{ENV['SENDGRID_EMAIL']}"
|
142
|
+
Pony.mail({
|
143
|
+
body: notification,
|
144
|
+
to: ENV['SENDGRID_EMAIL'],
|
145
|
+
})
|
146
|
+
end
|
147
|
+
|
148
|
+
def setup_pony
|
149
|
+
Pony.options = {
|
150
|
+
from: "info@uludum.org",
|
151
|
+
subject: "rbtc_arbitrage notification",
|
152
|
+
via: :smtp,
|
153
|
+
via_options: {
|
154
|
+
address: 'smtp.sendgrid.net',
|
155
|
+
port: '587',
|
156
|
+
domain: 'heroku.com',
|
157
|
+
user_name: ENV['SENDGRID_USERNAME'],
|
158
|
+
password: ENV['SENDGRID_PASSWORD'],
|
159
|
+
authentication: :plain,
|
160
|
+
enable_starttls_auto: true
|
161
|
+
}
|
162
|
+
}
|
163
|
+
end
|
164
|
+
|
165
|
+
def notification
|
166
|
+
lower_ex = @buy_client.exchange.to_s.capitalize
|
167
|
+
higher_ex = @sell_client.exchange.to_s.capitalize
|
168
|
+
<<-eos
|
169
|
+
Update from your friendly rbtc_arbitrage trader:
|
170
|
+
#{lower_ex}: $#{buyer[:price].round(2)}
|
171
|
+
#{higher_ex}: $#{seller[:price].round(2)}
|
172
|
+
buying #{@options[:volume]} btc from #{lower_ex} for $#{@paid.round(2)}
|
173
|
+
selling #{@options[:volume]} btc on #{higher_ex} for $#{@received.round(2)}
|
174
|
+
profit: $#{(@received - @paid).round(2)} (#{@percent.round(2)}%)
|
175
|
+
|
176
|
+
options
|
177
|
+
eos
|
178
|
+
end
|
122
179
|
end
|
123
180
|
end
|
data/lib/rbtc_arbitrage.rb
CHANGED
data/rbtc_arbitrage.gemspec
CHANGED
data/spec/trader_spec.rb
CHANGED
@@ -37,6 +37,20 @@ describe RbtcArbitrage::Trader do
|
|
37
37
|
end
|
38
38
|
end
|
39
39
|
end
|
40
|
+
|
41
|
+
["PASSWORD","USERNAME","EMAIL"].each do |key|
|
42
|
+
key = "SENDGRID_#{key}"
|
43
|
+
it "should raise if --notify and not ENV[#{key}]" do
|
44
|
+
trader.sell_client.stub(:validate_env)
|
45
|
+
trader.buy_client.stub(:validate_env)
|
46
|
+
old_val = ENV[key]
|
47
|
+
ENV[key] = nil
|
48
|
+
trader.options[:notify] = true
|
49
|
+
expect { trader.validate_env }.to raise_error(ArgumentError)
|
50
|
+
trader.options[:notify] = false
|
51
|
+
expect { trader.validate_env }.not_to raise_error
|
52
|
+
end
|
53
|
+
end
|
40
54
|
end
|
41
55
|
|
42
56
|
describe "#fetch_prices" do
|
@@ -71,6 +85,7 @@ describe RbtcArbitrage::Trader do
|
|
71
85
|
live: true,
|
72
86
|
seller: :bitstamp,
|
73
87
|
buyer: :mtgox,
|
88
|
+
notify: true,
|
74
89
|
}
|
75
90
|
}
|
76
91
|
|
@@ -142,6 +157,7 @@ describe RbtcArbitrage::Trader do
|
|
142
157
|
describe "#trade" do
|
143
158
|
it "calls the right methods" do
|
144
159
|
trader.should_receive(:fetch_prices)
|
160
|
+
trader.should_receive(:notify)
|
145
161
|
trader.should_not_receive(:log_info)
|
146
162
|
trader.should_not_receive(:execute_trade)
|
147
163
|
|
@@ -225,4 +241,79 @@ describe RbtcArbitrage::Trader do
|
|
225
241
|
end
|
226
242
|
end
|
227
243
|
|
244
|
+
describe "#notify" do
|
245
|
+
it "returns false when notify == false" do
|
246
|
+
trader.notify.should == false
|
247
|
+
end
|
248
|
+
|
249
|
+
it "returns false unless cutoff < percent" do
|
250
|
+
trader.options[:notify] = true
|
251
|
+
trader.instance_variable_set :@percent, 1
|
252
|
+
trader.notify.should == false
|
253
|
+
end
|
254
|
+
|
255
|
+
it "calls Sendgrid when notify == true" do
|
256
|
+
trader.options[:notify] = true
|
257
|
+
trader.instance_variable_set :@percent, 3
|
258
|
+
trader.instance_variable_set :@paid, 5
|
259
|
+
trader.instance_variable_set :@received, 6
|
260
|
+
trader.buyer[:price] = 1
|
261
|
+
trader.seller[:price] = 1
|
262
|
+
|
263
|
+
trader.options[:logger].should_receive(:info)
|
264
|
+
Pony.should_receive(:mail).with({
|
265
|
+
to: ENV['SENDGRID_EMAIL'],
|
266
|
+
body: trader.notification,
|
267
|
+
})
|
268
|
+
|
269
|
+
trader.notify
|
270
|
+
end
|
271
|
+
end
|
272
|
+
|
273
|
+
describe "#setup_pony" do
|
274
|
+
it "gets called on validation when --notify" do
|
275
|
+
["PASSWORD","USERNAME","EMAIL"].each do |key|
|
276
|
+
key = "SENDGRID_#{key}"
|
277
|
+
ENV[key] ||= "something"
|
278
|
+
end
|
279
|
+
trader.options[:notify] = true
|
280
|
+
trader.should_receive(:setup_pony).once
|
281
|
+
trader.validate_env
|
282
|
+
end
|
283
|
+
it "sets up pony correctly" do
|
284
|
+
opts = {
|
285
|
+
from: "info@uludum.org",
|
286
|
+
subject: "rbtc_arbitrage notification",
|
287
|
+
:via => :smtp,
|
288
|
+
:via_options => {
|
289
|
+
:address => 'smtp.sendgrid.net',
|
290
|
+
:port => '587',
|
291
|
+
:domain => 'heroku.com',
|
292
|
+
:user_name => ENV['SENDGRID_USERNAME'],
|
293
|
+
:password => ENV['SENDGRID_PASSWORD'],
|
294
|
+
:authentication => :plain,
|
295
|
+
:enable_starttls_auto => true
|
296
|
+
}
|
297
|
+
}
|
298
|
+
Pony.should_receive(:options=).with(opts)
|
299
|
+
trader.setup_pony
|
300
|
+
end
|
301
|
+
end
|
302
|
+
|
303
|
+
describe "#notification" do
|
304
|
+
it "includes the right values" do
|
305
|
+
trader.instance_variable_set :@percent, 3
|
306
|
+
trader.instance_variable_set :@paid, 5
|
307
|
+
trader.instance_variable_set :@received, 8
|
308
|
+
trader.buyer[:price] = 1.00453
|
309
|
+
trader.seller[:price] = 3.50453
|
310
|
+
|
311
|
+
value = trader.notification
|
312
|
+
value.should include("$1.0")
|
313
|
+
value.should include("$3.5")
|
314
|
+
value.should include("$3.0")
|
315
|
+
value.should include("3.0%")
|
316
|
+
end
|
317
|
+
end
|
318
|
+
|
228
319
|
end
|
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: rbtc_arbitrage
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 1.
|
4
|
+
version: 1.4.0
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Hank Stoever
|
8
8
|
autorequire:
|
9
9
|
bindir: bin
|
10
10
|
cert_chain: []
|
11
|
-
date:
|
11
|
+
date: 2014-01-03 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: bundler
|
@@ -150,6 +150,20 @@ dependencies:
|
|
150
150
|
- - '='
|
151
151
|
- !ruby/object:Gem::Version
|
152
152
|
version: 1.2.4
|
153
|
+
- !ruby/object:Gem::Dependency
|
154
|
+
name: pony
|
155
|
+
requirement: !ruby/object:Gem::Requirement
|
156
|
+
requirements:
|
157
|
+
- - '>='
|
158
|
+
- !ruby/object:Gem::Version
|
159
|
+
version: '0'
|
160
|
+
type: :runtime
|
161
|
+
prerelease: false
|
162
|
+
version_requirements: !ruby/object:Gem::Requirement
|
163
|
+
requirements:
|
164
|
+
- - '>='
|
165
|
+
- !ruby/object:Gem::Version
|
166
|
+
version: '0'
|
153
167
|
description: A gem for conducting arbitrage with Bitcoin.
|
154
168
|
email:
|
155
169
|
- hstove@gmail.com
|