rbtc_arbitrage_simple 1.2.3

data/lib/rbtc_arbitrage/cli.rb

@@ -0,0 +1,19 @@
+module RbtcArbitrage
+  class CLI < Thor
+
+    desc "arbitrage", "Get information about the current arbitrage levels."
+    option :live, type: :boolean, default: false, desc: "Execute live trades."
+    option :cutoff, type: :numeric, default: 2, desc: "The minimum profit level required to execute a trade."
+    option :volume, type: :numeric, default: 0.01, desc: "The amount of bitcoins to trade per transaction."
+    option :verbose, type: :boolean, default: true, desc: "Whether you wish to log information."
+    option :buyer, type: :string, default: "campbx"
+    option :seller, type: :string, default: "mtgox"
+    option :repeat, type: :numeric, default: nil
+    def trade
+      RbtcArbitrage::Trader.new(options).trade
+    end
+
+    default_task :trade
+
+  end
+end

data/lib/rbtc_arbitrage/client.rb

@@ -0,0 +1,48 @@
+module RbtcArbitrage
+  module Client
+    attr_accessor :options
+    attr_writer :balance
+
+    def initialize config={}
+      @options = config
+      @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
+      self
+    end
+
+    def validate_keys *args
+      args.each do |key|
+        key = key.to_s.upcase
+        if ENV[key].blank?
+          raise ArgumentError, "Exiting because missing required ENV variable $#{key}."
+        end
+      end
+    end
+
+    def buy
+      trade :buy
+    end
+
+    def sell
+      trade :sell
+    end
+
+    def address
+      ENV["#{exchange.to_s.upcase}_ADDRESS"]
+    end
+
+    def logger
+      @options[:logger]
+    end
+
+    private
+
+    def set_key config, key, default
+      @options[key] = config.has_key?(key) ? config[key] : default
+    end
+  end
+end

data/lib/rbtc_arbitrage/clients/btce_client.rb

@@ -0,0 +1,62 @@
+module RbtcArbitrage
+  module Clients
+    class BtceClient
+      include RbtcArbitrage::Client
+
+      def exchange
+        :btce
+      end
+
+      def balance
+        return @balance if @balance
+        begin
+          balances = interface.get_info["return"]["funds"]
+          @balance = [balances["btc"], balances["usd"]]
+        rescue NoMethodError => e
+          raise SecurityError, "Invalid API key for BTC-e"
+        end
+      end
+
+      def interface
+      end
+
+      def validate_env
+        validate_keys :btce_key, :btce_secret, :btce_address
+      end
+
+      def trade action
+        warning = "BTC-E does not support API bitcoin transfer. "
+        warning << "If you really want to trade, you will have "
+        warning << "to manually send bitcoin. Enter 'accept' to continue. \n> "
+        @options[:logger].warn warning if @options[:verbose]
+        return false unless gets.chomp == "accept"
+        opts = {
+          type: action,
+          rate: price(action),
+          amount: @options[:volume],
+          pair: "btc_usd"
+        }
+        interface.trade opts
+      end
+
+      def price action
+        return @ticker[action.to_s] if @ticker
+        @ticker = Btce::Ticker.new("btc_usd").json["ticker"]
+        @ticker[action.to_s]
+      end
+
+      def transfer client
+        if @options[:verbose]
+          error = "BTC-E does not have a 'transfer' API.\n"
+          error << "You must transfer bitcoin manually."
+          @options[:logger].error error
+        end
+      end
+
+      def interface
+        opts = {key: ENV['BTCE_KEY'], secret: ENV['BTCE_SECRET']}
+        @interface ||= Btce::TradeAPI.new(opts)
+      end
+    end
+  end
+end

data/lib/rbtc_arbitrage/clients/campbx_client.rb

@@ -0,0 +1,48 @@
+module RbtcArbitrage
+  module Clients
+    class CampbxClient
+      include RbtcArbitrage::Client
+
+      def exchange
+        :campbx
+      end
+
+      def balance
+        return @balance if @balance
+        funds = interface.my_funds
+        [funds["Total BTC"].to_f, funds["Total USD"].to_f]
+      end
+
+      def interface
+        @interface ||= CampBX::API.new(ENV['CAMPBX_KEY'],ENV['CAMPBX_SECRET'])
+      end
+
+      def validate_env
+        validate_keys :campbx_key, :campbx_secret
+
+      end
+
+      def trade action
+        trade_mode = "Quick#{action.to_s.capitalize}"
+        interface.trade_enter trade_mode, @options[:volume], price(action)
+      end
+
+      def price action
+        return @price if @price
+        action = {
+          buy: "Best Ask",
+          sell: "Best Bid",
+        }[action]
+        @price = interface.xticker[action].to_f
+      end
+
+      def transfer client
+        interface.send_btc client.address, @options[:volume]
+      end
+
+      def address
+        @address ||= interface.get_btc_address
+      end
+    end
+  end
+end

data/lib/rbtc_arbitrage/clients/client.rb.example

@@ -0,0 +1,46 @@
+module RbtcArbitrage
+  module Clients
+    class ExchangeClient
+      include RbtcArbitrage::Client
+
+      # return a symbol as the name
+      # of this exchange
+      def exchange
+      end
+
+      # Returns an array of Floats.
+      # The first element is the balance in BTC;
+      # The second is in USD.
+      def balance
+      end
+
+      def interface
+      end
+
+      # Configures the client's API keys.
+      def validate_env
+      end
+
+      # `action` is :buy or :sell
+      def trade action
+      end
+
+      # `action` is :buy or :sell
+      # Returns a Numeric type.
+      def price action
+      end
+
+      # Transfers BTC to the address of a different
+      # exchange.
+      def transfer client
+      end
+
+      # If there is an API method to fetch your
+      # BTC address, implement this, otherwise
+      # remove this method and set the ENV
+      # variable [this-exchange-name-in-caps]_ADDRESS
+      def address
+      end
+    end
+  end
+end

data/lib/rbtc_arbitrage/clients/coinbase_client.rb

@@ -0,0 +1,63 @@
+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
+
+      def address
+        @address ||= interface.receive_address.address
+      end
+
+      private
+
+      def max_float
+        Float::MAX
+      end
+    end
+  end
+end

data/lib/rbtc_arbitrage/clients/mtgox_client.rb

@@ -0,0 +1,56 @@
+module RbtcArbitrage
+  module Clients
+    class MtGoxClient
+      include RbtcArbitrage::Client
+
+      ##
+      # Returns an array of Floats.
+      # The first element is the balance in BTC;
+      # The second is in USD.
+      def balance
+        return @balance if @balance
+        balances = MtGox.balance
+        @balance = [balances[0].amount.to_f, balances[1].amount.to_f]
+      end
+
+      ##
+      # Configures the MtGox
+      # client's API keys.
+      def validate_env
+        validate_keys :mtgox_key, :mtgox_secret, :mtgox_address
+        MtGox.configure do |config|
+          config.key = ENV["MTGOX_KEY"]
+          config.secret = ENV["MTGOX_SECRET"]
+        end
+      end
+
+      def exchange
+        :mtgox
+      end
+
+      # `action` is :buy or :sell
+      # Returns a Numeric type.
+      def price action
+        return @price if @price
+        action = {
+          buy: :sell,
+          sell: :buy,
+        }[action]
+        @price = MtGox.ticker.send(action)
+      end
+
+      # `action` is :buy or :sell
+      def trade action
+        action = "#{action.to_s}!".to_sym
+        MtGox.send(action, @options[:volume], :market)
+      end
+
+      ##
+      # Transfers BTC to the address of a different
+      # exchange.
+      def transfer other_client
+        MtGox.withdraw! @options[:volume], other_client.address
+      end
+    end
+  end
+end

data/lib/rbtc_arbitrage/trader.rb

@@ -0,0 +1,123 @@
+module RbtcArbitrage
+  class Trader
+    attr_reader :buy_client, :sell_client, :received
+    attr_accessor :buyer, :seller, :options
+
+    def initialize config={}
+      opts = {}
+      config.each do |key, val|
+        opts[(key.to_sym rescue key) || key] = val
+      end
+      @buyer   = {}
+      @seller  = {}
+      @options = {}
+      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
+      set_key opts, :repeat, nil
+      exchange = opts[:buyer] || :campbx
+      @buy_client = client_for_exchange(exchange)
+      exchange = opts[:seller] || :mtgox
+      @sell_client = client_for_exchange(exchange)
+      self
+    end
+
+    def set_key config, key, default
+      @options[key] = config.has_key?(key) ? config[key] : default
+    end
+
+    def trade
+      fetch_prices
+      log_info if options[:verbose]
+
+      if options[:live] && options[:cutoff] > @percent
+        raise SecurityError, "Exiting because real profit (#{@percent.round(2)}%) is less than cutoff (#{options[:cutoff].round(2)}%)"
+      end
+
+      execute_trade if options[:live]
+
+      if @options[:repeat]
+        trade_again
+      end
+      self
+    end
+
+    def trade_again
+      sleep @options[:repeat]
+      @logger.info " - " if @options[:verbose]
+      @buy_client = @buy_client.class.new(@options)
+      @sell_client = @sell_client.class.new(@options)
+      trade
+    end
+
+    def execute_trade
+      fetch_prices unless @paid
+      validate_env
+      raise SecurityError, "--live flag is false. Not executing trade." unless options[:live]
+      get_balance
+      if @percent > @options[:cutoff]
+        if @paid > buyer[:usd] || @options[:volume] > seller[:btc]
+          raise SecurityError, "Not enough funds. Exiting."
+        else
+          logger.info "Trading live!" if options[:verbose]
+          @buy_client.buy
+          @sell_client.sell
+          @buy_client.transfer @sell_client
+        end
+      else
+        logger.info "Not trading live because cutoff is higher than profit." if @options[:verbose]
+      end
+    end
+
+    def fetch_prices
+      logger.info "Fetching exchange rates" if @options[:verbose]
+      buyer[:price] = @buy_client.price(:buy)
+      seller[:price] = @sell_client.price(:sell)
+      prices = [buyer[:price], seller[:price]]
+      @paid = buyer[:price] * 1.006 * @options[:volume]
+      @received = seller[:price] * 0.994 * @options[:volume]
+      @percent = ((received/@paid - 1) * 100).round(2)
+    end
+
+    def log_info
+      lower_ex = @buy_client.exchange.to_s.capitalize
+      higher_ex = @sell_client.exchange.to_s.capitalize
+      logger.info "#{lower_ex}: $#{buyer[:price].round(2)}"
+      logger.info "#{higher_ex}: $#{seller[:price].round(2)}"
+      logger.info "buying #{@options[:volume]} btc from #{lower_ex} for $#{@paid.round(2)}"
+      logger.info "selling #{@options[:volume]} btc on #{higher_ex} for $#{@received.round(2)}"
+      logger.info "profit: $#{(@received - @paid).round(2)} (#{@percent.round(2)}%)"
+    end
+
+    def get_balance
+      @seller[:btc], @seller[:usd] = @sell_client.balance
+      @buyer[:btc], @buyer[:usd] = @buy_client.balance
+    end
+
+    def logger
+      @options[:logger]
+    end
+
+    def validate_env
+      [@sell_client, @buy_client].each do |client|
+        client.validate_env
+      end
+    end
+
+    def client_for_exchange market
+      market = market.to_sym unless market.is_a?(Symbol)
+      clazz = RbtcArbitrage::Clients.constants.find do |c|
+        clazz = RbtcArbitrage::Clients.const_get(c)
+        clazz.new.exchange == market
+      end
+      begin
+        clazz = RbtcArbitrage::Clients.const_get(clazz)
+        clazz.new @options
+      rescue TypeError => e
+        raise ArgumentError, "Invalid exchange - '#{market}'"
+      end
+    end
+  end
+end