rbtc_arbitrage 1.2.0 → 1.2.1

checksums.yaml

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data/.travis.yml

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data/lib/rbtc_arbitrage.rb

@@ -3,6 +3,7 @@ require 'mtgox'
 require_relative 'rbtc_arbitrage/campbx.rb'
 require 'bitstamp'
 require 'btce'
+require 'coinbase'
 require_relative 'rbtc_arbitrage/client.rb'
 Dir["#{File.dirname(__FILE__)}/rbtc_arbitrage/**/*.rb"].each { |f| require(f) }
 

data/lib/rbtc_arbitrage/client.rb

@@ -35,6 +35,10 @@ module RbtcArbitrage
       ENV["#{exchange.to_s.upcase}_ADDRESS"]
     end
 
+    def logger
+      @options[:logger]
+    end
+
     private
 
     def set_key config, key, default

data/lib/rbtc_arbitrage/clients/coinbase_client.rb

@@ -0,0 +1,59 @@
+module RbtcArbitrage
+  module Clients
+    class CoinbaseClient
+      include RbtcArbitrage::Client
+
+      # return a symbol as the name
+      # of this exchange
+      def exchange
+        :coinbase
+      end
+
+      # Returns an array of Floats.
+      # The first element is the balance in BTC;
+      # The second is in USD.
+      def balance
+        if @options[:verbose]
+          warning = "Coinbase doesn't provide a USD balance because"
+          warning << " it connects to your bank account. Be careful, "
+          warning << "because this will withdraw directly from your accounts."
+          logger.warn warning
+        end
+        @balance ||= [interface.balance.to_f, max_float]
+      end
+
+      # Configures the client's API keys.
+      def validate_env
+        validate_keys :coinbase_key, :coinbase_address
+      end
+
+      # `action` is :buy or :sell
+      def trade action
+        interface.send("#{action}!".to_sym, @options[:volume])
+      end
+
+      # `action` is :buy or :sell
+      # Returns a Numeric type.
+      def price action
+        method = "#{action}_price".to_sym
+        @price ||= interface.send(method).to_f
+      end
+
+      # Transfers BTC to the address of a different
+      # exchange.
+      def transfer client
+        interface.send_money client.address, @options[:volume]
+      end
+
+      def interface
+        @interface ||= Coinbase::Client.new(ENV['COINBASE_KEY'])
+      end
+
+      private
+
+      def max_float
+        Float::MAX
+      end
+    end
+  end
+end

data/lib/rbtc_arbitrage/trader.rb

@@ -4,19 +4,21 @@ 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) }
+      opts = {}
+      config.each do |key, val|
+        opts[(key.to_sym rescue key) || key] = val
+      end
       @buyer   = {}
       @seller  = {}
       @options = {}
-      set_key config, :volume, 0.01
-      set_key config, :cutoff, 2
-      set_key config, :logger, Logger.new(STDOUT)
-      set_key config, :verbose, true
-      set_key config, :live, false
-      exchange = config[:buyer] || :bitstamp
+      set_key opts, :volume, 0.01
+      set_key opts, :cutoff, 2
+      set_key opts, :logger, Logger.new(STDOUT)
+      set_key opts, :verbose, true
+      set_key opts, :live, false
+      exchange = opts[:buyer] || :bitstamp
       @buy_client = client_for_exchange(exchange)
-      exchange = config[:seller] || :mtgox
+      exchange = opts[:seller] || :mtgox
       @sell_client = client_for_exchange(exchange)
       self
     end

data/lib/rbtc_arbitrage/version.rb

@@ -1,3 +1,3 @@
 module RbtcArbitrage
-  VERSION = "1.2.0"
+  VERSION = "1.2.1"
 end

data/rbtc_arbitrage.gemspec

@@ -28,4 +28,5 @@ Gem::Specification.new do |spec|
   spec.add_dependency "thor"
   spec.add_dependency "btce", '0.2.4'
   spec.add_dependency "bitstamp"
+  spec.add_dependency "coinbase", '1.2.4'
 end

data/spec/clients/coinbase_client_spec.rb

@@ -0,0 +1,58 @@
+require 'spec_helper'
+
+describe RbtcArbitrage::Clients::CoinbaseClient do
+  let(:client) { RbtcArbitrage::Clients::CoinbaseClient.new }
+  let(:coinbase) { client.interface }
+
+  it { client.exchange.should == :coinbase }
+
+  describe "#balance" do
+    it "fetches the balance correctly", :vcr do
+      balance = coinbase.balance.to_f
+      expected = [balance, Float::MAX]
+      client.balance.should eql(expected)
+      client.balance.each do |b|
+        b.should be_a(Float)
+      end
+    end
+
+    it "should warn about USD balance" do
+      client.options[:verbose] = true
+      client.options[:logger].should_receive :warn
+      client.instance_variable_set :@balance, [1, 1]
+      client.balance
+    end
+  end
+
+  describe "#price" do
+    [:buy, :sell].each do |action|
+      it "fetches price for #{action} correctly", :vcr do
+        client.price(action).should be_a(Float)
+      end
+    end
+
+    it "calls coinbase", :vcr do
+      client.price(:buy).should == coinbase.buy_price.to_f
+      client.instance_variable_set :@price, nil
+      client.price(:sell).should == coinbase.sell_price.to_f
+    end
+  end
+
+  describe "#trade" do
+    it "calls coinbase" do
+      coinbase.should_receive(:sell!).with(0.01)
+      client.trade(:sell)
+
+      coinbase.should_receive(:buy!).with(0.01)
+      client.trade(:buy)
+    end
+  end
+
+  describe "#transfer" do
+    it "calls coinbase correctly" do
+      sell_client = RbtcArbitrage::Clients::BitstampClient.new
+      coinbase.should_receive(:send_money).with(sell_client.address, 0.01)
+      client.transfer(sell_client)
+    end
+  end
+end

data/spec/spec_helper.rb

@@ -27,7 +27,6 @@ VCR.configure do |c|
 end
 
 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
   config.order = 'random'

data/spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_balance/fetches_the_balance_correctly.yml

@@ -0,0 +1,109 @@
+---
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+- request:
+    method: get
+    uri: https://coinbase.com/api/v1/account/balance
+    headers: {}
+  response:
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+      message: OK
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data/spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_price/calls_coinbase.yml

@@ -0,0 +1,215 @@
+---
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data/spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_price/fetches_price_for_buy_correctly.yml

@@ -0,0 +1,56 @@
+---
+http_interactions:
+- request:
+    method: get
+    uri: https://coinbase.com/api/v1/prices/buy
+    headers: {}
+  response:
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data/spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_price/fetches_price_for_sell_correctly.yml

@@ -0,0 +1,56 @@
+---
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+  response:
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+      - __cfduid=d2936097f4b45fff147030c15439c297f1387763172302; expires=Mon, 23-Dec-2019
+        23:50:00 GMT; path=/; domain=.coinbase.com; HttpOnly
+      - request_method=GET; path=/; secure
+      Status:
+      - 200 OK
+      Strict-Transport-Security:
+      - max-age=31536000
+      - max-age=31536000
+      X-Ua-Compatible:
+      - IE=Edge,chrome=1
+      Etag:
+      - '"f6ca8cefd54471be46d774df727e0885"'
+      Cache-Control:
+      - max-age=0, private, must-revalidate
+      X-Request-Id:
+      - 5780757a2e6a97f8de4347b0a7d38234
+      X-Runtime:
+      - '0.264541'
+      X-Frame-Options:
+      - SAMEORIGIN
+      X-Content-Type-Options:
+      - nosniff
+      X-Rack-Cache:
+      - miss
+      Vary:
+      - Accept-Encoding
+      Cf-Ray:
+      - e11607274740296
+    body:
+      encoding: UTF-8
+      string: '{"subtotal":{"amount":"629.48","currency":"USD"},"fees":[{"coinbase":{"amount":"6.29","currency":"USD"}},{"bank":{"amount":"0.15","currency":"USD"}}],"total":{"amount":"623.04","currency":"USD"},"amount":"623.04","currency":"USD"}'
+    http_version: 
+  recorded_at: Mon, 23 Dec 2013 01:46:12 GMT
+recorded_with: VCR 2.8.0

data/spec/trader_spec.rb

@@ -25,6 +25,7 @@ describe RbtcArbitrage::Trader do
     RbtcArbitrage.clients.each do |client|
       describe client do
         keys = ["KEY", "SECRET"]
+        keys.pop if client.new.exchange == :coinbase
         keys << "ADDRESS" unless client.instance_methods(false).include?(:address)
         client = client.new
         prefix = client.exchange.to_s.upcase

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: rbtc_arbitrage
 version: !ruby/object:Gem::Version
-  version: 1.2.0
+  version: 1.2.1
 platform: ruby
 authors:
 - Hank Stoever
@@ -136,6 +136,20 @@ dependencies:
     - - '>='
       - !ruby/object:Gem::Version
         version: '0'
+- !ruby/object:Gem::Dependency
+  name: coinbase
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '='
+      - !ruby/object:Gem::Version
+        version: 1.2.4
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '='
+      - !ruby/object:Gem::Version
+        version: 1.2.4
 description: A gem for conducting arbitrage with Bitcoin.
 email:
 - hstove@gmail.com
@@ -162,6 +176,7 @@ files:
 - lib/rbtc_arbitrage/clients/btce_client.rb
 - lib/rbtc_arbitrage/clients/campbx_client.rb
 - lib/rbtc_arbitrage/clients/client.rb.example
+- lib/rbtc_arbitrage/clients/coinbase_client.rb
 - lib/rbtc_arbitrage/clients/mtgox_client.rb
 - lib/rbtc_arbitrage/trader.rb
 - lib/rbtc_arbitrage/version.rb
@@ -171,6 +186,7 @@ files:
 - spec/clients/bitstamp_client_spec.rb
 - spec/clients/btce_client_spec.rb
 - spec/clients/campbx_client_spec.rb
+- spec/clients/coinbase_client_spec.rb
 - spec/clients/mtgox_client_spec.rb
 - spec/rbtc_arbitrage_spec.rb
 - spec/spec_helper.rb
@@ -185,6 +201,10 @@ files:
 - spec/support/cassettes/RbtcArbitrage_Clients_CampbxClient/_balance/fetches_the_balance_correctly.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_CampbxClient/_price/fetches_price_for_buy_correctly.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_CampbxClient/_price/fetches_price_for_sell_correctly.yml
+- spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_balance/fetches_the_balance_correctly.yml
+- spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_price/calls_coinbase.yml
+- spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_price/fetches_price_for_buy_correctly.yml
+- spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_price/fetches_price_for_sell_correctly.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_balance/fetches_the_balance_correctly.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_price/fetches_price_for_buy_correctly.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_price/fetches_price_for_sell_correctly.yml
@@ -227,6 +247,7 @@ test_files:
 - spec/clients/bitstamp_client_spec.rb
 - spec/clients/btce_client_spec.rb
 - spec/clients/campbx_client_spec.rb
+- spec/clients/coinbase_client_spec.rb
 - spec/clients/mtgox_client_spec.rb
 - spec/rbtc_arbitrage_spec.rb
 - spec/spec_helper.rb
@@ -241,6 +262,10 @@ test_files:
 - spec/support/cassettes/RbtcArbitrage_Clients_CampbxClient/_balance/fetches_the_balance_correctly.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_CampbxClient/_price/fetches_price_for_buy_correctly.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_CampbxClient/_price/fetches_price_for_sell_correctly.yml
+- spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_balance/fetches_the_balance_correctly.yml
+- spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_price/calls_coinbase.yml
+- spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_price/fetches_price_for_buy_correctly.yml
+- spec/support/cassettes/RbtcArbitrage_Clients_CoinbaseClient/_price/fetches_price_for_sell_correctly.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_balance/fetches_the_balance_correctly.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_price/fetches_price_for_buy_correctly.yml
 - spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_price/fetches_price_for_sell_correctly.yml