rbtc_arbitrage_simple 1.2.3

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data/.gitignore

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+*.rbc
+.bundle
+.config
+.yardoc
+InstalledFiles
+_yardoc
+coverage
+doc/
+lib/bundler/man
+pkg
+rdoc
+spec/reports
+test/tmp
+test/version_tmp
+tmp

data/.rspec

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+--format d

data/.travis.yml

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data/Gemfile

@@ -0,0 +1,18 @@
+source 'https://rubygems.org'
+
+# Specify your gem's dependencies in rbtc_arbitrage.gemspec
+gemspec
+gem 'rspec'
+gem "activemodel", ">= 3.1"
+gem "activesupport", ">= 3.1"
+gem 'guard'
+gem 'ruby_gntp'
+# gem 'awesome_print'
+gem 'guard-rspec'
+gem 'simplecov'
+gem 'coveralls', require: false
+gem "webmock"
+gem 'vcr'
+gem 'codeclimate-test-reporter'
+gem 'hashie'
+gem 'sinatra'

data/Gemfile.lock

@@ -0,0 +1,156 @@
+PATH
+  remote: .
+  specs:
+    rbtc_arbitrage_simple (1.2.3)
+      activemodel (>= 3.1)
+      activesupport (>= 3.1)
+      btce (= 0.2.4)
+      coinbase (= 1.2.4)
+      mtgox
+      thor
+
+GEM
+  remote: https://rubygems.org/
+  specs:
+    activemodel (4.0.2)
+      activesupport (= 4.0.2)
+      builder (~> 3.1.0)
+    activesupport (4.0.2)
+      i18n (~> 0.6, >= 0.6.4)
+      minitest (~> 4.2)
+      multi_json (~> 1.3)
+      thread_safe (~> 0.1)
+      tzinfo (~> 0.3.37)
+    addressable (2.3.5)
+    atomic (1.1.14)
+    btce (0.2.4)
+      monkey-patch
+    builder (3.1.4)
+    celluloid (0.15.2)
+      timers (~> 1.1.0)
+    codeclimate-test-reporter (0.2.0)
+      simplecov (>= 0.7.1, < 1.0.0)
+    coderay (1.1.0)
+    coinbase (1.2.4)
+      hashie (>= 1.2.0)
+      httparty (>= 0.8.3)
+      money (>= 4.0.1)
+      multi_json (>= 1.3.4)
+    coveralls (0.7.0)
+      multi_json (~> 1.3)
+      rest-client
+      simplecov (>= 0.7)
+      term-ansicolor
+      thor
+    crack (0.4.1)
+      safe_yaml (~> 0.9.0)
+    diff-lcs (1.2.5)
+    docile (1.1.1)
+    faraday (0.8.8)
+      multipart-post (~> 1.2.0)
+    ffi (1.9.3)
+    formatador (0.2.4)
+    guard (2.2.5)
+      formatador (>= 0.2.4)
+      listen (~> 2.1)
+      lumberjack (~> 1.0)
+      pry (>= 0.9.12)
+      thor (>= 0.18.1)
+    guard-rspec (4.2.1)
+      guard (>= 2.1.1)
+      rspec (~> 3.0.0.beta, >= 2.14, < 4.0)
+    hashie (2.0.5)
+    httparty (0.12.0)
+      json (~> 1.8)
+      multi_xml (>= 0.5.2)
+    i18n (0.6.9)
+    json (1.8.1)
+    listen (2.4.0)
+      celluloid (>= 0.15.2)
+      rb-fsevent (>= 0.9.3)
+      rb-inotify (>= 0.9)
+    lumberjack (1.0.4)
+    method_source (0.8.2)
+    mime-types (2.0)
+    minitest (4.7.5)
+    money (6.0.0)
+      i18n (~> 0.6.4)
+    monkey-patch (0.0.14)
+      activesupport
+    mtgox (1.1.0)
+      faraday (~> 0.8, < 0.10)
+      json (~> 1.7, >= 1.7.7)
+    multi_json (1.8.2)
+    multi_xml (0.5.5)
+    multipart-post (1.2.0)
+    pry (0.9.12.4)
+      coderay (~> 1.0)
+      method_source (~> 0.8)
+      slop (~> 3.4)
+    rack (1.5.2)
+    rack-protection (1.5.1)
+      rack
+    rake (10.1.1)
+    rb-fsevent (0.9.3)
+    rb-inotify (0.9.3)
+      ffi (>= 0.5.0)
+    rest-client (1.6.7)
+      mime-types (>= 1.16)
+    rspec (3.0.0.beta1)
+      rspec-core (= 3.0.0.beta1)
+      rspec-expectations (= 3.0.0.beta1)
+      rspec-mocks (= 3.0.0.beta1)
+    rspec-core (3.0.0.beta1)
+      rspec-support (= 3.0.0.beta1)
+    rspec-expectations (3.0.0.beta1)
+      diff-lcs (>= 1.1.3, < 2.0)
+      rspec-support (= 3.0.0.beta1)
+    rspec-mocks (3.0.0.beta1)
+      rspec-support (= 3.0.0.beta1)
+    rspec-support (3.0.0.beta1)
+    ruby_gntp (0.3.4)
+    safe_yaml (0.9.7)
+    simplecov (0.8.2)
+      docile (~> 1.1.0)
+      multi_json
+      simplecov-html (~> 0.8.0)
+    simplecov-html (0.8.0)
+    sinatra (1.4.4)
+      rack (~> 1.4)
+      rack-protection (~> 1.4)
+      tilt (~> 1.3, >= 1.3.4)
+    slop (3.4.7)
+    term-ansicolor (1.2.2)
+      tins (~> 0.8)
+    thor (0.18.1)
+    thread_safe (0.1.3)
+      atomic
+    tilt (1.4.1)
+    timers (1.1.0)
+    tins (0.13.1)
+    tzinfo (0.3.38)
+    vcr (2.8.0)
+    webmock (1.16.1)
+      addressable (>= 2.2.7)
+      crack (>= 0.3.2)
+
+PLATFORMS
+  ruby
+
+DEPENDENCIES
+  activemodel (>= 3.1)
+  activesupport (>= 3.1)
+  bundler (~> 1.3)
+  codeclimate-test-reporter
+  coveralls
+  guard
+  guard-rspec
+  hashie
+  rake
+  rbtc_arbitrage_simple!
+  rspec
+  ruby_gntp
+  simplecov
+  sinatra
+  vcr
+  webmock

data/Guardfile

@@ -0,0 +1,8 @@
+guard 'rspec' do
+  watch(%r{^spec/.+_spec\.rb$})
+  watch(%r{^lib/rbtc_arbitrage/(.+)\.rb$}) { |m| "spec/#{m[1]}_spec.rb" }
+  watch('spec/spec_helper.rb')             { 'spec' }
+  watch(%r{^spec/clients/.+_spec\.rb$})
+  watch(%r{^lib/rbtc_arbitrage/clients/(.+)\.rb$}) { |m| "spec/clients/#{m[1]}_spec.rb" }
+end
+

data/LICENSE.txt

@@ -0,0 +1,22 @@
+Copyright (c) 2013 Hank Stoever
+
+MIT License
+
+Permission is hereby granted, free of charge, to any person obtaining
+a copy of this software and associated documentation files (the
+"Software"), to deal in the Software without restriction, including
+without limitation the rights to use, copy, modify, merge, publish,
+distribute, sublicense, and/or sell copies of the Software, and to
+permit persons to whom the Software is furnished to do so, subject to
+the following conditions:
+
+The above copyright notice and this permission notice shall be
+included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
+MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
+LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
+OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
+WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

data/Procfile

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+web: bundle exec ruby dummy_web_server.rb -p $PORT

data/README.md

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+# RbtcArbitrage
+
+A Ruby gem for executing arbitrage between the MtGox and Bitstamp bitcoin exchanges.
+
+## Meta
+
+[Explanation of bitcoin arbitrage](http://hankstoever.com/posts/13-Everything-you-need-to-know-about-Bitcoin-arbitrage)
+
+[Why I open sourced a bitcoin arbitrate bot](http://hankstoever.com/posts/2-Why-I-open-sourced-a-bitcoin-arbitrage-bot)
+
+I'm also creating a course on [creating your own bitcoin arbitrage bot](https://www.uludum.org/funds/2) 
+
+Donations accepted: **16BMcqf93eEpb2aWgMkJCSQQH85WzrpbdZ**
+
+[![Build Status](https://travis-ci.org/hstove/rbtc_arbitrage.png?branch=master)](https://travis-ci.org/hstove/rbtc_arbitrage)
+[![Coverage Status](https://coveralls.io/repos/hstove/rbtc_arbitrage/badge.png)](https://coveralls.io/r/hstove/rbtc_arbitrage)
+[![Code Climate](https://codeclimate.com/github/hstove/rbtc_arbitrage.png)](https://codeclimate.com/github/hstove/rbtc_arbitrage)
+
+## Installation
+
+Install it yourself as:
+
+    $ gem install rbtc_arbitrage
+
+## Usage
+
+After installing the gem, simply run `rbtc` in the command line.
+
+#### Options
+
+- **Live**: whether you want to actually execute trades. You must have configured your API keys and bitcoin addresses through the following environment variables:
+	1. MTGOX_KEY
+	2. MTGOX_SECRET
+	2. MTGOX_ADDRESS
+	2. BITSTAMP_KEY
+	2. BITSTAMP_SECRET
+	3. BITSTAMP_ADDRESS
+	4. BITSTAMP_CLIENT_ID
+
+- **Cutoff**: the minimum profit percentage required to execute a trade. Defaults to **%2.00**.
+- **Volume**: The amount of bitcoins to trade per transaction. Defaults to **0.01** (the minimum transaction size).
+- **Buyer**: The exchange you'd like to buy bitcoins from during arbitrage. `"mtgox"` or `"bitstamp"`. Default is `bitstamp`
+- **Seller**: The exchange you'd like to sell bitcoins from during arbitrage. `"mtgox"` or `"bitstamp"`. Default is `mtgox`
+
+#### Examples
+
+	$ rbtc --live --cutoff 4
+	$ rbtc --cutoff 0.5
+	$ rbtc --cutoff 3 --volume 0.05
+	$ rbtc --seller bitstamp --buyer mtgox
+	$ rbtc
+
+The output will look like this:
+
+	07/08/2013 at 10:41AM
+	Retrieving market information and balances
+	Bitstamp: $74.0
+	MtGox: $76.89
+	buying 0.01 btc from Bitstamp for $0.74
+	selling 0.01 btc on MtGox for $0.76
+	profit: $0.02 (2.77%)
+
+## Changelog
+
+See [releases](https://github.com/hstove/rbtc_arbitrage/releases).
+
+## Contributing
+
+### Pull Requests are welcome!
+
+1. Fork it
+2. Create your feature branch (`git checkout -b my-new-feature`)
+3. Commit your changes (`git commit -am 'Add some feature'`)
+4. Push to the branch (`git push origin my-new-feature`)
+5. Create new Pull Request
+
+## Adding an exchange
+
+Right now there is support for only MtGox and Bitstamp, but adding support for other exchanges is dead simple. First, you'll need to create a new `client` in `lib/rbtc_arbitrage/clients`. Follow the example from the [mtgox client](https://github.com/hstove/rbtc_arbitrage/blob/master/lib/rbtc_arbitrage/clients/mtgox_client.rb). You'll need to provide custom implementations of the following methods:
+
+- `validate_env`
+- `balance`
+- `price`
+- `trade`
+- `exchange`
+- `transfer`
+
+Make sure that the methods accept the same arguments and return similar objects. At the same time, make sure you copy the [mtgox_cient_spec](https://github.com/hstove/rbtc_arbitrage/blob/master/spec/clients/mtgox_client_spec.rb) and change it to test your client.

data/Rakefile

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+require "bundler/gem_tasks"
+require 'rspec/core/rake_task'
+
+desc "Run specs"
+RSpec::Core::RakeTask.new do |t|
+  # t.pattern = "./spec/**/*_spec.rb" # don't need this, it's default.
+  # Put spec opts in a file named .rspec in root
+end
+
+task default: :spec

data/bin/rbtc_simple

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+#!/usr/bin/env ruby
+
+require 'rbtc_arbitrage'
+RbtcArbitrage::CLI.start ARGV

data/dummy_web_server.rb

@@ -0,0 +1,9 @@
+# This is a dummy web server that will
+# make it easy for us to run ruby
+# scripts on Heroku.
+
+require 'sinatra'
+
+get '/' do
+  "Hello, world"
+end

data/lib/rbtc_arbitrage.rb

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+require 'thor'
+require 'mtgox'
+require_relative 'rbtc_arbitrage/campbx.rb'
+require 'btce'
+require 'coinbase'
+require_relative 'rbtc_arbitrage/client.rb'
+Dir["#{File.dirname(__FILE__)}/rbtc_arbitrage/**/*.rb"].each { |f| require(f) }
+
+module RbtcArbitrage
+  def self.clients
+    RbtcArbitrage::Clients.constants.collect do |c|
+      RbtcArbitrage::Clients.const_get(c)
+    end
+  end
+end

data/lib/rbtc_arbitrage/campbx.rb

@@ -0,0 +1,98 @@
+## Ruby module for working with CampBX API
+## May 2013
+## based on glenbot's python work @ https://github.com/glenbot/campbx/
+
+require 'json'
+require 'net/http'
+require 'uri'
+
+module CampBX
+  API_BASE = 'https://campbx.com/api/'
+
+  # { method_name => [ url, auth?, [ parameters ] ] }
+  # See: https://campbx.com/api.php for specifics.
+  # Each method returns a Hash with JSON data from the API.
+  # Some parameters are optional.
+  CALLS = {
+    'xdepth' => [ 'xdepth', FALSE, [] ],
+    'xticker' => [ 'xticker', FALSE, [] ],
+    'my_funds' => ['myfunds', TRUE, [] ],
+    'my_orders' => ['myorders', TRUE, [] ],
+    'my_margins' => ['mymargins', TRUE, [] ],
+    'send_instant' => ['sendinstant', TRUE, [ 'CBXCode', 'BTCAmt' ] ],
+    'get_btc_address' => ['getbtcaddr', TRUE, [] ],
+    'send_btc' => ['sendbtc', TRUE, [ 'BTCTo', 'BTCAmt' ] ],
+#   'dwolla' => [ nil, TRUE, [] ], # Coming Soon (TM)
+    'trade_cancel' => ['tradecancel', TRUE, [ 'Type', 'OrderID' ] ],
+    'trade_enter' => ['tradeenter', TRUE, [ 'TradeMode', 'Quantity', 'Price' ] ],
+    'trade_advanced' => ['tradeadv', TRUE, [ 'TradeMode', 'Price', 'Quantity', 'FillType', 'DarkPool', 'Expiry' ] ],
+#   'margin_buy' => [ nil, TRUE, [] ], # Coming Soon (TM)
+#   'short_sell' => [ nil, TRUE, [] ], # Coming Soon (TM)
+  }
+
+
+  class API
+    # CampBX API rate limiting probably per IP address (not account)
+    # which is why we don't limit per instance
+    @@last = Time.new(0)
+    @username  = nil
+    @password  = nil
+
+    def initialize( username=nil, password=nil )
+      @username = username
+      @password = password
+
+      # Build meta-methods for each API call
+      CALLS.each do |name|
+        define_singleton_method name[0], lambda { |*args|
+          data = CALLS[name[0]]
+          api_request( [data[0], data[1]], Hash[data[2].zip( args )] )
+        }
+      end
+    end
+
+    def api_request( info, post_data={} )
+      url, auth = info
+      uri = URI.parse(API_BASE + url + '.php')
+      http = Net::HTTP.new(uri.host, uri.port)
+      http.use_ssl=TRUE
+      # CampBX advises latency can be >4 minutes when markets are volatile
+      http.read_timeout = 300
+      res = nil
+
+      request = Net::HTTP::Get.new(uri.request_uri)
+      if auth then
+        post_data.merge!({
+          'user' => @username,
+          'pass' => @password,
+        })
+        request = Net::HTTP::Post.new(uri.request_uri)
+        request.set_form_data( post_data )
+      end
+
+      # debug # need to test w/valid credentials
+      #puts "Sending request to #{uri}"
+      #puts "Post Data: #{post_data}"
+
+      # CampBX API: max 1 request per 500ms
+      delta = Time.now - @@last
+      #puts delta*1000
+      if delta*1000 <= 500 then
+        #puts "sleeping! for #{0.5 - delta}"
+        sleep(0.5 - delta)
+      end
+
+      res = http.request(request)
+      @@last = Time.now # Update time after request returns
+
+      if res.message == 'OK' then # HTTP OK
+        JSON.parse( res.body )
+      else # HTTP ERROR
+        warn "HTTP Error: + #{res.code}"
+      end
+
+    end
+
+  end
+
+end