rbtc_arbitrage 1.2.3 → 1.3.0
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- checksums.yaml +4 -4
- data/.gitignore +0 -1
- data/Gemfile +2 -1
- data/Gemfile.lock +165 -0
- data/Procfile +1 -0
- data/dummy_web_server.rb +9 -0
- data/lib/rbtc_arbitrage/cli.rb +1 -0
- data/lib/rbtc_arbitrage/trader.rb +13 -1
- data/lib/rbtc_arbitrage/version.rb +1 -1
- data/spec/trader_spec.rb +35 -0
- metadata +4 -2
- data/btce-api-key.yml +0 -2
checksums.yaml
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---
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SHA1:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 073f034a32dc76e95d0e5a425a0716e4c97d2208
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data.tar.gz: fc051d210da396065843debde1122612f09bf331
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 09aa1b9843ff89cf3254d97801e1d1b2547cc4ae9be908d9abac68f5989250e447cc7b0f129c2540952937d58bb79ba4328acabc35767033f77cb24f53b2f1df
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data.tar.gz: c90035506f8efeefc460761e1e2d4e61bc2313d4e69f251cfdb1c9d51df5facb1ba1335773d657a3c6b85ef04e315b048a403ccd74bc652f44f85c76a8bc5408
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data/.gitignore
CHANGED
data/Gemfile
CHANGED
data/Gemfile.lock
ADDED
@@ -0,0 +1,165 @@
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PATH
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remote: .
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specs:
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4
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rbtc_arbitrage (1.3.0)
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activemodel (>= 3.1)
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activesupport (>= 3.1)
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bitstamp
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bitstamp
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btce (= 0.2.4)
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coinbase (= 1.2.4)
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mtgox
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thor
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GEM
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remote: https://rubygems.org/
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specs:
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activemodel (4.0.2)
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activesupport (= 4.0.2)
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builder (~> 3.1.0)
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activesupport (4.0.2)
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i18n (~> 0.6, >= 0.6.4)
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minitest (~> 4.2)
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multi_json (~> 1.3)
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thread_safe (~> 0.1)
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tzinfo (~> 0.3.37)
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addressable (2.3.5)
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atomic (1.1.14)
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bitstamp (0.3.0)
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activemodel (>= 3.1)
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activesupport (>= 3.1)
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curb (> 0.8.1)
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ruby-hmac (= 0.4.0)
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btce (0.2.4)
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monkey-patch
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builder (3.1.4)
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celluloid (0.15.2)
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timers (~> 1.1.0)
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codeclimate-test-reporter (0.2.0)
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simplecov (>= 0.7.1, < 1.0.0)
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coderay (1.1.0)
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coinbase (1.2.4)
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hashie (>= 1.2.0)
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httparty (>= 0.8.3)
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money (>= 4.0.1)
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multi_json (>= 1.3.4)
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coveralls (0.7.0)
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multi_json (~> 1.3)
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rest-client
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simplecov (>= 0.7)
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term-ansicolor
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thor
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crack (0.4.1)
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safe_yaml (~> 0.9.0)
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curb (0.8.5)
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diff-lcs (1.2.5)
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docile (1.1.1)
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faraday (0.8.8)
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multipart-post (~> 1.2.0)
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ffi (1.9.3)
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formatador (0.2.4)
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guard (2.2.5)
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formatador (>= 0.2.4)
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listen (~> 2.1)
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lumberjack (~> 1.0)
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pry (>= 0.9.12)
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thor (>= 0.18.1)
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guard-rspec (4.2.1)
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guard (>= 2.1.1)
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rspec (~> 3.0.0.beta, >= 2.14, < 4.0)
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hashie (2.0.5)
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httparty (0.12.0)
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json (~> 1.8)
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multi_xml (>= 0.5.2)
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i18n (0.6.9)
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json (1.8.1)
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listen (2.4.0)
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celluloid (>= 0.15.2)
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rb-fsevent (>= 0.9.3)
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rb-inotify (>= 0.9)
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lumberjack (1.0.4)
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method_source (0.8.2)
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mime-types (2.0)
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minitest (4.7.5)
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money (6.0.0)
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i18n (~> 0.6.4)
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86
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monkey-patch (0.0.14)
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activesupport
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mtgox (1.1.0)
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faraday (~> 0.8, < 0.10)
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json (~> 1.7, >= 1.7.7)
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multi_json (1.8.2)
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multi_xml (0.5.5)
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multipart-post (1.2.0)
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pry (0.9.12.4)
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coderay (~> 1.0)
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method_source (~> 0.8)
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slop (~> 3.4)
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rack (1.5.2)
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99
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rack-protection (1.5.1)
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rack
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rake (10.1.1)
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rb-fsevent (0.9.3)
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rb-inotify (0.9.3)
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104
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ffi (>= 0.5.0)
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105
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rest-client (1.6.7)
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mime-types (>= 1.16)
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rspec (3.0.0.beta1)
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108
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rspec-core (= 3.0.0.beta1)
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rspec-expectations (= 3.0.0.beta1)
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rspec-mocks (= 3.0.0.beta1)
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rspec-core (3.0.0.beta1)
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rspec-support (= 3.0.0.beta1)
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113
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rspec-expectations (3.0.0.beta1)
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diff-lcs (>= 1.1.3, < 2.0)
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rspec-support (= 3.0.0.beta1)
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rspec-mocks (3.0.0.beta1)
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rspec-support (= 3.0.0.beta1)
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rspec-support (3.0.0.beta1)
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ruby-hmac (0.4.0)
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ruby_gntp (0.3.4)
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safe_yaml (0.9.7)
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simplecov (0.8.2)
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123
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docile (~> 1.1.0)
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124
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multi_json
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simplecov-html (~> 0.8.0)
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126
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simplecov-html (0.8.0)
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sinatra (1.4.4)
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rack (~> 1.4)
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rack-protection (~> 1.4)
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tilt (~> 1.3, >= 1.3.4)
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slop (3.4.7)
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term-ansicolor (1.2.2)
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tins (~> 0.8)
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thor (0.18.1)
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135
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thread_safe (0.1.3)
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136
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atomic
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137
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tilt (1.4.1)
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138
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timers (1.1.0)
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139
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tins (0.13.1)
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140
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tzinfo (0.3.38)
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141
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vcr (2.8.0)
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142
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webmock (1.16.1)
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143
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addressable (>= 2.2.7)
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144
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crack (>= 0.3.2)
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PLATFORMS
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ruby
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DEPENDENCIES
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activemodel (>= 3.1)
|
151
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activesupport (>= 3.1)
|
152
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+
bundler (~> 1.3)
|
153
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codeclimate-test-reporter
|
154
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coveralls
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155
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guard
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156
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guard-rspec
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hashie
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rake
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rbtc_arbitrage!
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rspec
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ruby_gntp
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simplecov
|
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sinatra
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vcr
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webmock
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data/Procfile
ADDED
@@ -0,0 +1 @@
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1
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web: bundle exec ruby dummy_web_server.rb -p $PORT
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data/dummy_web_server.rb
ADDED
data/lib/rbtc_arbitrage/cli.rb
CHANGED
@@ -8,6 +8,7 @@ module RbtcArbitrage
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8
8
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option :verbose, type: :boolean, default: true, desc: "Whether you wish to log information."
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9
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option :buyer, type: :string, default: "bitstamp"
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10
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option :seller, type: :string, default: "mtgox"
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11
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option :repeat, type: :numeric, default: nil
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def trade
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RbtcArbitrage::Trader.new(options).trade
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end
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@@ -16,6 +16,7 @@ module RbtcArbitrage
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set_key opts, :logger, Logger.new(STDOUT)
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set_key opts, :verbose, true
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set_key opts, :live, false
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set_key opts, :repeat, nil
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exchange = opts[:buyer] || :bitstamp
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@buy_client = client_for_exchange(exchange)
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exchange = opts[:seller] || :mtgox
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@@ -31,15 +32,26 @@ module RbtcArbitrage
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fetch_prices
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log_info if options[:verbose]
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if options[:
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if options[:live] && options[:cutoff] > @percent
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raise SecurityError, "Exiting because real profit (#{@percent.round(2)}%) is less than cutoff (#{options[:cutoff].round(2)}%)"
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end
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38
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execute_trade if options[:live]
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if @options[:repeat]
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trade_again
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end
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self
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end
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def trade_again
|
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sleep @options[:repeat]
|
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@logger.info " - " if @options[:verbose]
|
50
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@buy_client = @buy_client.class.new(@options)
|
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@sell_client = @sell_client.class.new(@options)
|
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trade
|
53
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end
|
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|
43
55
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def execute_trade
|
44
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fetch_prices unless @paid
|
45
57
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validate_env
|
data/spec/trader_spec.rb
CHANGED
@@ -161,6 +161,14 @@ describe RbtcArbitrage::Trader do
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161
161
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expect { trader.trade }.to raise_error(SecurityError)
|
162
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end
|
163
163
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164
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it "should repeat if specified" do
|
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trader.options[:repeat] = 10
|
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trader.should_receive(:fetch_prices)
|
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trader.should_receive(:trade).and_call_original
|
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trader.should_receive(:trade_again)
|
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trader.trade
|
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end
|
171
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|
164
172
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it "calls #execute_trade if percent > cutoff" do
|
165
173
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trader.options[:live] = true
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trader.options[:cutoff] = 1
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@@ -190,4 +198,31 @@ describe RbtcArbitrage::Trader do
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190
198
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it { trader.logger.should == trader.options[:logger] }
|
191
199
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end
|
192
200
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201
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describe "#trade_again" do
|
202
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before(:each) { trader.options[:repeat] = 10 }
|
203
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|
204
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it "should call #trade" do
|
205
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trader.should_receive(:sleep).with(10)
|
206
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trader.should_receive(:trade)
|
207
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trader.trade_again
|
208
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end
|
209
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|
210
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it "should create new clients" do
|
211
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buy_client = trader.buy_client
|
212
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sell_client = trader.sell_client
|
213
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trader.should_receive(:sleep)
|
214
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trader.should_receive(:trade)
|
215
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trader.trade_again
|
216
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buy_client.should_not == trader.buy_client
|
217
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sell_client.should_not == trader.sell_client
|
218
|
+
end
|
219
|
+
end
|
220
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+
|
221
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+
describe "#client_for_exchange" do
|
222
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+
it "should raise if wrong market" do
|
223
|
+
error = "Invalid exchange - 'test'"
|
224
|
+
expect { trader.client_for_exchange(:test) }.to raise_error(ArgumentError, error)
|
225
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+
end
|
226
|
+
end
|
227
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+
|
193
228
|
end
|
metadata
CHANGED
@@ -1,7 +1,7 @@
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1
1
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--- !ruby/object:Gem::Specification
|
2
2
|
name: rbtc_arbitrage
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 1.
|
4
|
+
version: 1.3.0
|
5
5
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platform: ruby
|
6
6
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authors:
|
7
7
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- Hank Stoever
|
@@ -162,12 +162,14 @@ files:
|
|
162
162
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- .rspec
|
163
163
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- .travis.yml
|
164
164
|
- Gemfile
|
165
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+
- Gemfile.lock
|
165
166
|
- Guardfile
|
166
167
|
- LICENSE.txt
|
168
|
+
- Procfile
|
167
169
|
- README.md
|
168
170
|
- Rakefile
|
169
171
|
- bin/rbtc
|
170
|
-
-
|
172
|
+
- dummy_web_server.rb
|
171
173
|
- lib/rbtc_arbitrage.rb
|
172
174
|
- lib/rbtc_arbitrage/campbx.rb
|
173
175
|
- lib/rbtc_arbitrage/cli.rb
|
data/btce-api-key.yml
DELETED