rbtc_arbitrage 1.4.6 → 2.0.0
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- checksums.yaml +4 -4
- data/.gitmodules +3 -0
- data/Gemfile +17 -14
- data/Gemfile.lock +26 -28
- data/lib/rbtc_arbitrage.rb +2 -2
- data/lib/rbtc_arbitrage/cli.rb +1 -1
- data/lib/rbtc_arbitrage/trader.rb +8 -2
- data/lib/rbtc_arbitrage/version.rb +1 -1
- data/rbtc_arbitrage.gemspec +1 -3
- data/spec/clients/bitstamp_client_spec.rb +2 -2
- data/spec/rbtc_arbitrage_spec.rb +1 -1
- data/spec/spec_helper.rb +1 -1
- data/spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_transfer/calls_Bitstamp_correctly.yml +48 -0
- data/spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/should_raise_SecurityError_if_not_live.yml +46 -48
- data/spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/when_live/raises_SecurityError_if_not_enough_BTC.yml +52 -52
- data/spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/when_live/raises_SecurityError_if_not_enough_USD.yml +49 -46
- data/spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/when_live/should_fetch_balance.yml +43 -173
- data/spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/when_live/shouldn_t_raise_security_error.yml +87 -168
- data/spec/support/cassettes/RbtcArbitrage_Trader/_fetch_prices/gets_the_right_price_set.yml +101 -98
- data/spec/trader_spec.rb +4 -4
- metadata +6 -56
- data/lib/rbtc_arbitrage/clients/mtgox_client.rb +0 -56
- data/spec/clients/mtgox_client_spec.rb +0 -53
- data/spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_balance/fetches_the_balance_correctly.yml +0 -77
- data/spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_price/fetches_price_for_buy_correctly.yml +0 -44
- data/spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_price/fetches_price_for_sell_correctly.yml +0 -44
- data/spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_price/fetches_prices_correctly.yml +0 -85
data/spec/trader_spec.rb
CHANGED
@@ -56,13 +56,13 @@ describe RbtcArbitrage::Trader do
|
|
56
56
|
describe "#fetch_prices" do
|
57
57
|
it "gets the right price set", :vcr do
|
58
58
|
stamp_price = Bitstamp.ticker.ask.to_f
|
59
|
-
|
59
|
+
campbx_price = RbtcArbitrage::Clients::CampbxClient.new.price(:sell)
|
60
60
|
|
61
61
|
trader.fetch_prices
|
62
62
|
|
63
63
|
#allow for recent price changes
|
64
64
|
trader.buyer[:price].should be_within(0.02).of(stamp_price)
|
65
|
-
trader.seller[:price].should be_within(0.02).of(
|
65
|
+
trader.seller[:price].should be_within(0.02).of(campbx_price)
|
66
66
|
end
|
67
67
|
|
68
68
|
it "calculates profit and percent accurately" do
|
@@ -84,7 +84,7 @@ describe RbtcArbitrage::Trader do
|
|
84
84
|
verbose: false,
|
85
85
|
live: true,
|
86
86
|
seller: :bitstamp,
|
87
|
-
buyer: :
|
87
|
+
buyer: :campbx,
|
88
88
|
notify: true,
|
89
89
|
}
|
90
90
|
}
|
@@ -100,7 +100,7 @@ describe RbtcArbitrage::Trader do
|
|
100
100
|
end
|
101
101
|
|
102
102
|
it "sets the right exchanges" do
|
103
|
-
trader.buy_client.should be_a(RbtcArbitrage::Clients::
|
103
|
+
trader.buy_client.should be_a(RbtcArbitrage::Clients::CampbxClient)
|
104
104
|
trader.sell_client.should be_a(RbtcArbitrage::Clients::BitstampClient)
|
105
105
|
end
|
106
106
|
|
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:
|
4
|
+
version: 2.0.0
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Hank Stoever
|
8
8
|
autorequire:
|
9
9
|
bindir: bin
|
10
10
|
cert_chain: []
|
11
|
-
date: 2014-
|
11
|
+
date: 2014-03-23 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: bundler
|
@@ -38,20 +38,6 @@ dependencies:
|
|
38
38
|
- - '>='
|
39
39
|
- !ruby/object:Gem::Version
|
40
40
|
version: '0'
|
41
|
-
- !ruby/object:Gem::Dependency
|
42
|
-
name: mtgox
|
43
|
-
requirement: !ruby/object:Gem::Requirement
|
44
|
-
requirements:
|
45
|
-
- - '>='
|
46
|
-
- !ruby/object:Gem::Version
|
47
|
-
version: '0'
|
48
|
-
type: :runtime
|
49
|
-
prerelease: false
|
50
|
-
version_requirements: !ruby/object:Gem::Requirement
|
51
|
-
requirements:
|
52
|
-
- - '>='
|
53
|
-
- !ruby/object:Gem::Version
|
54
|
-
version: '0'
|
55
41
|
- !ruby/object:Gem::Dependency
|
56
42
|
name: faraday
|
57
43
|
requirement: !ruby/object:Gem::Requirement
|
@@ -66,20 +52,6 @@ dependencies:
|
|
66
52
|
- - '='
|
67
53
|
- !ruby/object:Gem::Version
|
68
54
|
version: 0.8.8
|
69
|
-
- !ruby/object:Gem::Dependency
|
70
|
-
name: bitstamp
|
71
|
-
requirement: !ruby/object:Gem::Requirement
|
72
|
-
requirements:
|
73
|
-
- - '>='
|
74
|
-
- !ruby/object:Gem::Version
|
75
|
-
version: '0'
|
76
|
-
type: :runtime
|
77
|
-
prerelease: false
|
78
|
-
version_requirements: !ruby/object:Gem::Requirement
|
79
|
-
requirements:
|
80
|
-
- - '>='
|
81
|
-
- !ruby/object:Gem::Version
|
82
|
-
version: '0'
|
83
55
|
- !ruby/object:Gem::Dependency
|
84
56
|
name: activemodel
|
85
57
|
requirement: !ruby/object:Gem::Requirement
|
@@ -136,20 +108,6 @@ dependencies:
|
|
136
108
|
- - '='
|
137
109
|
- !ruby/object:Gem::Version
|
138
110
|
version: 0.2.4
|
139
|
-
- !ruby/object:Gem::Dependency
|
140
|
-
name: bitstamp
|
141
|
-
requirement: !ruby/object:Gem::Requirement
|
142
|
-
requirements:
|
143
|
-
- - '>='
|
144
|
-
- !ruby/object:Gem::Version
|
145
|
-
version: '0'
|
146
|
-
type: :runtime
|
147
|
-
prerelease: false
|
148
|
-
version_requirements: !ruby/object:Gem::Requirement
|
149
|
-
requirements:
|
150
|
-
- - '>='
|
151
|
-
- !ruby/object:Gem::Version
|
152
|
-
version: '0'
|
153
111
|
- !ruby/object:Gem::Dependency
|
154
112
|
name: coinbase
|
155
113
|
requirement: !ruby/object:Gem::Requirement
|
@@ -187,6 +145,7 @@ extensions: []
|
|
187
145
|
extra_rdoc_files: []
|
188
146
|
files:
|
189
147
|
- .gitignore
|
148
|
+
- .gitmodules
|
190
149
|
- .rspec
|
191
150
|
- .travis.yml
|
192
151
|
- Gemfile
|
@@ -207,7 +166,6 @@ files:
|
|
207
166
|
- lib/rbtc_arbitrage/clients/campbx_client.rb
|
208
167
|
- lib/rbtc_arbitrage/clients/client.rb.example
|
209
168
|
- lib/rbtc_arbitrage/clients/coinbase_client.rb
|
210
|
-
- lib/rbtc_arbitrage/clients/mtgox_client.rb
|
211
169
|
- lib/rbtc_arbitrage/trader.rb
|
212
170
|
- lib/rbtc_arbitrage/version.rb
|
213
171
|
- rbtc_arbitrage.gemspec
|
@@ -217,13 +175,13 @@ files:
|
|
217
175
|
- spec/clients/btce_client_spec.rb
|
218
176
|
- spec/clients/campbx_client_spec.rb
|
219
177
|
- spec/clients/coinbase_client_spec.rb
|
220
|
-
- spec/clients/mtgox_client_spec.rb
|
221
178
|
- spec/rbtc_arbitrage_spec.rb
|
222
179
|
- spec/spec_helper.rb
|
223
180
|
- spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_balance/fetches_the_balance_correctly.yml
|
224
181
|
- spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_price/fetches_price_for_buy_correctly.yml
|
225
182
|
- spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_price/fetches_price_for_sell_correctly.yml
|
226
183
|
- spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_price/fetches_prices_correctly.yml
|
184
|
+
- spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_transfer/calls_Bitstamp_correctly.yml
|
227
185
|
- spec/support/cassettes/RbtcArbitrage_Clients_BtceClient/_balance/should_raise_if_bad_API_keys.yml
|
228
186
|
- spec/support/cassettes/RbtcArbitrage_Clients_BtceClient/_price/calls_btc-e.yml
|
229
187
|
- spec/support/cassettes/RbtcArbitrage_Clients_BtceClient/_price/fetches_price_for_buy_correctly.yml
|
@@ -235,10 +193,6 @@ files:
|
|
235
193
|
- spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_price/calls_coinbase.yml
|
236
194
|
- spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_price/fetches_price_for_buy_correctly.yml
|
237
195
|
- spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_price/fetches_price_for_sell_correctly.yml
|
238
|
-
- spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_balance/fetches_the_balance_correctly.yml
|
239
|
-
- spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_price/fetches_price_for_buy_correctly.yml
|
240
|
-
- spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_price/fetches_price_for_sell_correctly.yml
|
241
|
-
- spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_price/fetches_prices_correctly.yml
|
242
196
|
- spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/should_raise_SecurityError_if_not_live.yml
|
243
197
|
- spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/when_live/raises_SecurityError_if_not_enough_BTC.yml
|
244
198
|
- spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/when_live/raises_SecurityError_if_not_enough_USD.yml
|
@@ -267,7 +221,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
|
|
267
221
|
version: '0'
|
268
222
|
requirements: []
|
269
223
|
rubyforge_project:
|
270
|
-
rubygems_version: 2.0
|
224
|
+
rubygems_version: 2.2.0
|
271
225
|
signing_key:
|
272
226
|
specification_version: 4
|
273
227
|
summary: A gem for conducting arbitrage with Bitcoin.
|
@@ -278,13 +232,13 @@ test_files:
|
|
278
232
|
- spec/clients/btce_client_spec.rb
|
279
233
|
- spec/clients/campbx_client_spec.rb
|
280
234
|
- spec/clients/coinbase_client_spec.rb
|
281
|
-
- spec/clients/mtgox_client_spec.rb
|
282
235
|
- spec/rbtc_arbitrage_spec.rb
|
283
236
|
- spec/spec_helper.rb
|
284
237
|
- spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_balance/fetches_the_balance_correctly.yml
|
285
238
|
- spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_price/fetches_price_for_buy_correctly.yml
|
286
239
|
- spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_price/fetches_price_for_sell_correctly.yml
|
287
240
|
- spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_price/fetches_prices_correctly.yml
|
241
|
+
- spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_transfer/calls_Bitstamp_correctly.yml
|
288
242
|
- spec/support/cassettes/RbtcArbitrage_Clients_BtceClient/_balance/should_raise_if_bad_API_keys.yml
|
289
243
|
- spec/support/cassettes/RbtcArbitrage_Clients_BtceClient/_price/calls_btc-e.yml
|
290
244
|
- spec/support/cassettes/RbtcArbitrage_Clients_BtceClient/_price/fetches_price_for_buy_correctly.yml
|
@@ -296,10 +250,6 @@ test_files:
|
|
296
250
|
- spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_price/calls_coinbase.yml
|
297
251
|
- spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_price/fetches_price_for_buy_correctly.yml
|
298
252
|
- spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_price/fetches_price_for_sell_correctly.yml
|
299
|
-
- spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_balance/fetches_the_balance_correctly.yml
|
300
|
-
- spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_price/fetches_price_for_buy_correctly.yml
|
301
|
-
- spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_price/fetches_price_for_sell_correctly.yml
|
302
|
-
- spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_price/fetches_prices_correctly.yml
|
303
253
|
- spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/should_raise_SecurityError_if_not_live.yml
|
304
254
|
- spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/when_live/raises_SecurityError_if_not_enough_BTC.yml
|
305
255
|
- spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/when_live/raises_SecurityError_if_not_enough_USD.yml
|
@@ -1,56 +0,0 @@
|
|
1
|
-
module RbtcArbitrage
|
2
|
-
module Clients
|
3
|
-
class MtGoxClient
|
4
|
-
include RbtcArbitrage::Client
|
5
|
-
|
6
|
-
##
|
7
|
-
# Returns an array of Floats.
|
8
|
-
# The first element is the balance in BTC;
|
9
|
-
# The second is in USD.
|
10
|
-
def balance
|
11
|
-
return @balance if @balance
|
12
|
-
balances = MtGox.balance
|
13
|
-
@balance = [balances[0].amount.to_f, balances[1].amount.to_f]
|
14
|
-
end
|
15
|
-
|
16
|
-
##
|
17
|
-
# Configures the MtGox
|
18
|
-
# client's API keys.
|
19
|
-
def validate_env
|
20
|
-
validate_keys :mtgox_key, :mtgox_secret, :mtgox_address
|
21
|
-
MtGox.configure do |config|
|
22
|
-
config.key = ENV["MTGOX_KEY"]
|
23
|
-
config.secret = ENV["MTGOX_SECRET"]
|
24
|
-
end
|
25
|
-
end
|
26
|
-
|
27
|
-
def exchange
|
28
|
-
:mtgox
|
29
|
-
end
|
30
|
-
|
31
|
-
# `action` is :buy or :sell
|
32
|
-
# Returns a Numeric type.
|
33
|
-
def price action
|
34
|
-
return @price if @price
|
35
|
-
action = {
|
36
|
-
buy: :sell,
|
37
|
-
sell: :buy,
|
38
|
-
}[action]
|
39
|
-
@price = MtGox.ticker.send(action)
|
40
|
-
end
|
41
|
-
|
42
|
-
# `action` is :buy or :sell
|
43
|
-
def trade action
|
44
|
-
action = "#{action.to_s}!".to_sym
|
45
|
-
MtGox.send(action, @options[:volume], :market)
|
46
|
-
end
|
47
|
-
|
48
|
-
##
|
49
|
-
# Transfers BTC to the address of a different
|
50
|
-
# exchange.
|
51
|
-
def transfer other_client
|
52
|
-
MtGox.withdraw! @options[:volume], other_client.address
|
53
|
-
end
|
54
|
-
end
|
55
|
-
end
|
56
|
-
end
|
@@ -1,53 +0,0 @@
|
|
1
|
-
require 'spec_helper'
|
2
|
-
|
3
|
-
describe RbtcArbitrage::Clients::MtGoxClient do
|
4
|
-
let(:client) { RbtcArbitrage::Clients::MtGoxClient.new }
|
5
|
-
before(:each) { client.validate_env }
|
6
|
-
|
7
|
-
describe "#balance" do
|
8
|
-
it "fetches the balance correctly", :vcr do
|
9
|
-
balances = MtGox.balance
|
10
|
-
balance = client.balance
|
11
|
-
balance.should == [balances[0].amount.to_f, balances[1].amount.to_f]
|
12
|
-
end
|
13
|
-
end
|
14
|
-
|
15
|
-
describe "#price" do
|
16
|
-
[:buy, :sell].each do |action|
|
17
|
-
it "fetches price for #{action} correctly", :vcr do
|
18
|
-
client.price(action).should be_a(BigDecimal)
|
19
|
-
end
|
20
|
-
end
|
21
|
-
|
22
|
-
it "calls MtGox" do
|
23
|
-
hash = Hashie::Mash.new(buy: 10)
|
24
|
-
hash.should_receive(:buy)
|
25
|
-
MtGox.should_receive(:ticker) { hash }
|
26
|
-
client.price(:sell)
|
27
|
-
|
28
|
-
client.instance_variable_set(:@price, nil)
|
29
|
-
hash = Hashie::Mash.new(sell: 10)
|
30
|
-
hash.should_receive(:sell)
|
31
|
-
MtGox.should_receive(:ticker) { hash }
|
32
|
-
client.price(:buy)
|
33
|
-
end
|
34
|
-
end
|
35
|
-
|
36
|
-
describe "#trade" do
|
37
|
-
it "calls MtGox" do
|
38
|
-
MtGox.should_receive(:sell!).with(0.01, :market)
|
39
|
-
client.trade(:sell)
|
40
|
-
|
41
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client.trade(:buy)
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end
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end
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describe "#transfer" do
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it "calls MtGox correctly" do
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sell_client = RbtcArbitrage::Clients::BitstampClient.new
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MtGox.should_receive(:withdraw!).with(0.01, sell_client.address)
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client.transfer sell_client
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end
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end
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