rbtc_arbitrage_simple 1.2.3

data/spec/trader_spec.rb

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+require 'spec_helper'
+describe RbtcArbitrage::Trader do
+  let(:trader) { RbtcArbitrage::Trader.new(verbose: false) }
+  describe "#validate_env" do
+
+    before :each do
+      @old_keys = {}
+      #clear env variables
+      ["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
+      end
+    end
+
+    after :each do
+      @old_keys ||= {}
+      @old_keys.each do |k,v|
+        ENV[k] = v
+      end
+    end
+
+    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
+        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
+    end
+  end
+
+  describe "#fetch_prices" do
+    it "gets the right price set", :vcr do
+      stamp_price = CampBX::API.new.xticker["Best Ask"].to_f
+      mtgox_price = MtGox.ticker.buy
+
+      trader.fetch_prices
+
+      #allow for recent price changes
+      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
+    let(:options) {
+      {
+        volume: 1,
+        cutoff: 1,
+        logger: nil,
+        verbose: false,
+        live: true,
+        seller: :btce,
+        buyer: :mtgox,
+      }
+    }
+
+    let(:trader) { RbtcArbitrage::Trader.new(options) }
+
+    it "sets the right options" do
+      trader #memoize
+      options.each do |k,v|
+        next if [:seller,:buyer].include?(k)
+        trader.options[k].should == v
+      end
+    end
+
+    it "sets the right exchanges" do
+      trader.buy_client.should be_a(RbtcArbitrage::Clients::MtGoxClient)
+      trader.sell_client.should be_a(RbtcArbitrage::Clients::BtceClient)
+    end
+
+  end
+
+  describe "#execute_trade" do
+    it "should raise SecurityError if not live", :vcr do
+      expect { trader.execute_trade }.to raise_error(SecurityError)
+    end
+
+    context "when live" do
+      let(:trader) { RbtcArbitrage::Trader.new(verbose: false, cutoff: 100, live: true) }
+
+      it "shouldn't raise security error", :vcr do
+        expect { trader.execute_trade }.not_to raise_error
+      end
+
+      it "should fetch balance", :vcr do
+        trader.should_receive(:get_balance)
+        trader.execute_trade
+      end
+
+      it "raises SecurityError if not enough USD", :vcr do
+        trader.instance_variable_set :@percent, 101
+        trader.instance_variable_set :@paid, 10000
+        trader.buyer[:usd] = 0
+        expect { trader.execute_trade }.to raise_error(SecurityError)
+      end
+
+      it "raises SecurityError if not enough BTC", :vcr do
+        trader.instance_variable_set :@percent, 101
+        trader.instance_variable_set :@paid, 1
+        trader.buyer[:usd] = 2
+        trader.options[:volume] = 1
+        trader.seller[:btc] = 0
+        expect { trader.execute_trade }.to raise_error(SecurityError)
+      end
+
+      it "should buy and sell" do
+        trader.instance_variable_set :@percent, 101
+        trader.instance_variable_set :@paid, 1
+        trader.buyer[:usd] = 2
+        trader.options[:volume] = 1
+        trader.seller[:btc] = 2
+        trader.should_receive :get_balance
+        trader.buy_client.should_receive(:buy)
+        trader.sell_client.should_receive(:sell)
+        trader.buy_client.should_receive(:transfer).with(trader.sell_client)
+        trader.execute_trade
+      end
+    end
+  end
+
+  describe "#trade" do
+    it "calls the right methods" do
+      trader.should_receive(:fetch_prices)
+      trader.should_not_receive(:log_info)
+      trader.should_not_receive(:execute_trade)
+
+      trader.instance_variable_set :@percent, 0
+
+      trader.trade
+    end
+
+    it "raises SecurityError if cutoff > percent" do
+      trader.options[:live] = true
+      trader.options[:cutoff] = 10
+      trader.instance_variable_set :@percent, 1
+
+      trader.should_receive(:fetch_prices)
+      trader.should_not_receive(:log_info)
+
+      expect { trader.trade }.to raise_error(SecurityError)
+    end
+
+    it "should repeat if specified" do
+      trader.options[:repeat] = 10
+      trader.should_receive(:fetch_prices)
+      trader.should_receive(:trade).and_call_original
+      trader.should_receive(:trade_again)
+      trader.trade
+    end
+
+    it "calls #execute_trade if percent > cutoff" do
+      trader.options[:live] = true
+      trader.options[:cutoff] = 1
+      trader.instance_variable_set :@percent, 10
+
+      trader.should_receive(:fetch_prices)
+      trader.should_not_receive(:log_info)
+      trader.should_receive(:execute_trade)
+
+      trader.trade
+    end
+  end
+
+  describe "#log_info" do
+    it "calls logger.info" do
+      trader.buyer[:price] = 1
+      trader.seller[:price] = 1
+      trader.instance_variable_set :@percent, 1
+      trader.instance_variable_set :@paid, 1
+      trader.instance_variable_set :@received, 1
+      trader.logger.should_receive(:info).exactly(5).times
+      trader.log_info
+    end
+  end
+
+  describe "#logger" do
+    it { trader.logger.should == trader.options[:logger] }
+  end
+
+  describe "#trade_again" do
+    before(:each) { trader.options[:repeat] = 10 }
+
+    it "should call #trade" do
+      trader.should_receive(:sleep).with(10)
+      trader.should_receive(:trade)
+      trader.trade_again
+    end
+
+    it "should create new clients" do
+      buy_client = trader.buy_client
+      sell_client = trader.sell_client
+      trader.should_receive(:sleep)
+      trader.should_receive(:trade)
+      trader.trade_again
+      buy_client.should_not == trader.buy_client
+      sell_client.should_not == trader.sell_client
+    end
+  end
+
+  describe "#client_for_exchange" do
+    it "should raise if wrong market" do
+      error = "Invalid exchange - 'test'"
+      expect { trader.client_for_exchange(:test) }.to raise_error(ArgumentError, error)
+    end
+  end
+
+end

metadata

@@ -0,0 +1,249 @@
+--- !ruby/object:Gem::Specification
+name: rbtc_arbitrage_simple
+version: !ruby/object:Gem::Version
+  version: 1.2.3
+platform: ruby
+authors:
+- Hank Stoever
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2013-12-23 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.3'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.3'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: mtgox
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: activemodel
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '3.1'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '3.1'
+- !ruby/object:Gem::Dependency
+  name: activesupport
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '3.1'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '3.1'
+- !ruby/object:Gem::Dependency
+  name: thor
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: btce
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '='
+      - !ruby/object:Gem::Version
+        version: 0.2.4
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '='
+      - !ruby/object:Gem::Version
+        version: 0.2.4
+- !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
+executables:
+- rbtc_simple
+extensions: []
+extra_rdoc_files: []
+files:
+- .gitignore
+- .rspec
+- .travis.yml
+- Gemfile
+- Gemfile.lock
+- Guardfile
+- LICENSE.txt
+- Procfile
+- README.md
+- Rakefile
+- bin/rbtc_simple
+- dummy_web_server.rb
+- lib/rbtc_arbitrage.rb
+- lib/rbtc_arbitrage/campbx.rb
+- lib/rbtc_arbitrage/cli.rb
+- lib/rbtc_arbitrage/client.rb
+- 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
+- rbtc_arbitrage.gemspec
+- spec/cli_spec.rb
+- spec/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
+- spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_balance/fetches_the_balance_correctly.yml
+- 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
+- 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
+- spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_price/fetches_prices_correctly.yml
+- spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/should_raise_SecurityError_if_not_live.yml
+- spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/when_live/raises_SecurityError_if_not_enough_BTC.yml
+- spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/when_live/raises_SecurityError_if_not_enough_USD.yml
+- spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/when_live/should_fetch_balance.yml
+- spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/when_live/shouldn_t_raise_security_error.yml
+- spec/support/cassettes/RbtcArbitrage_Trader/_fetch_prices/gets_the_right_price_set.yml
+- spec/trader_spec.rb
+homepage: ''
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.0.6
+signing_key: 
+specification_version: 4
+summary: A gem for conducting arbitrage with Bitcoin.
+test_files:
+- spec/cli_spec.rb
+- spec/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
+- spec/support/cassettes/RbtcArbitrage_Clients_BitstampClient/_balance/fetches_the_balance_correctly.yml
+- 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
+- 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
+- spec/support/cassettes/RbtcArbitrage_Clients_MtGoxClient/_price/fetches_prices_correctly.yml
+- spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/should_raise_SecurityError_if_not_live.yml
+- spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/when_live/raises_SecurityError_if_not_enough_BTC.yml
+- spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/when_live/raises_SecurityError_if_not_enough_USD.yml
+- spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/when_live/should_fetch_balance.yml
+- spec/support/cassettes/RbtcArbitrage_Trader/_execute_trade/when_live/shouldn_t_raise_security_error.yml
+- spec/support/cassettes/RbtcArbitrage_Trader/_fetch_prices/gets_the_right_price_set.yml
+- spec/trader_spec.rb