rbtc_arbitrage_simple 1.2.3 → 1.4.4
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- checksums.yaml +4 -4
- data/.travis.yml +8 -0
- data/Gemfile.lock +17 -6
- data/README.md +2 -2
- data/bin/rbtc_simple +1 -0
- data/lib/rbtc_arbitrage.rb +1 -0
- data/lib/rbtc_arbitrage/cli.rb +1 -0
- data/lib/rbtc_arbitrage/trader.rb +72 -2
- data/lib/rbtc_arbitrage/version.rb +1 -1
- data/rbtc_arbitrage.gemspec +2 -1
- data/spec/trader_spec.rb +109 -1
- metadata +18 -4
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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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: ef0a86fb8de589d7b45bc44e07ce93222bad2e17
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4
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data.tar.gz: b78c0c931af1ff282bba897320eb59c0b5279615
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: ff3874ce7ee3bdecf7b30e8338d2472fe33371f1a62ecb135e1dfcbcb04e1342828415907990aba602262450a59096e0fc4f34447ac65930269d116f7e73e826
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7
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+
data.tar.gz: 77c3cdb383df68cd78e3facc9122f7001e55fd0179b1aca441abd5a286e2b771c2a731ed66a5e6c7c7708c7c406cbba1608bd80640462f212bc7a3d21478f167
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data/.travis.yml
CHANGED
@@ -6,6 +6,11 @@ rvm:
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- ruby-head
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- jruby-19mode
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- jruby-head
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matrix:
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allow_failures:
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- rvm: 2.1.0
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- rvm: ruby-head
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env:
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global:
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- secure: FdoR9cSL5JzSiGRgmrEGCx55VdP7QU6jt2vzeJyc+2Ho67UXxJuXWgFdwojs6X85O3in8YfSOInBLGXXsD8a3mBuvhsAaMmDLbhFKfEExsc9bnpTj3k95UMGRO3pGNkk1tfj/ohsLFs+yL4r/mFZ5pOoxWW0uhYuRPA+Jk39hZg=
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@@ -21,3 +26,6 @@ env:
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- secure: IFyJX6lAmBpef0I50UPCy6L5IRxqRKoPhv74s5y0FPB4chrir7iMZ7Sd1IczxV7ly4Dt7hdALHP1qMTmkcGmTV6YOzwR46G4JAwWtX2xlf4OYk4jey7qjNsS6iijD6dvdYjqSKUuGaX3Til3kUOLcA3hhINvHxj5unv2pHB2W70=
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- secure: YiYtCBJNfgWuzQ059RMmZxM00bs4c/GuqaEaKufLPPByJHHt3z4jCNT5lurox/RIqSYTv+1Nvgor1xJZF4VPDIhtoCpVRe3g5Pvubrp4gWQry11ta0f1JhPSrm5ORlF1hpHPfzHHSh+/YVmKcO8agQAaIgfKcXDzsE6j5QqiGWQ=
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- secure: TCrSkWTG2A7ZHxU/J82R1oRn3+ISYHOZmukvBT/OkOh35yjhtig3KhroYki67guCClVxov+ZPvCRUKgmsEoVng1ljk/ZXyyNf4QNVccEJxHCwIRiqs36jlC2ebd8g+JJUPrnnWGO/U5vBm+WlrOb4lFlIsBuCYI+FBAFYTPmKEs=
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+
- secure: cePvBAt6j7UwybsP6Cs5a7mwaXMHDteXC1ENsNMy69qV5mae7oRKqsfavZ8ar33apNXqALXDWiDnHH7wPccMl3GXIquHE7I73lAOcEu4V+f7nHqqFuJezA12IL0swOQhDNK23C5ibkFftlpG2jTxHpaRLaDNCuv404cREalwwgA=
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- secure: PLTV2N3BYlqXmDDuOuZGk83YApX3oEIpskkWHUGj8f3wBpjOSPxuLBdpSGMXRqT2kIMJqle65gqlYpwh4NcTgqL93iNAT9fh7WDyNx/SUL+Mz04kphAC6N0VPyg7nvTi33bDbkmAAFNc+1yoWKAlB2gjKKXFtdxTwMp4SjvNsfs=
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- secure: nyFUNdswDOM0UgW3T/jeEvIyZPSGq+ZEpyYw6KGpwb7a5F1DbAfoSy6zJGWK6S3vKf6814e43HmawhJlhcD9KYOV783O7KYu54FTmhZ/SP9QhNV+w1hiKKRQcTlJdjbPIuO5piuMDMCPacCJa+C9YO0lhhxfZ+/6F4SNR1fteN0=
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data/Gemfile.lock
CHANGED
@@ -1,12 +1,13 @@
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PATH
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remote: .
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specs:
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rbtc_arbitrage_simple (1.
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+
rbtc_arbitrage_simple (1.4.4)
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activemodel (>= 3.1)
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activesupport (>= 3.1)
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btce (= 0.2.4)
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coinbase (= 1.2.
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coinbase (= 1.2.6)
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mtgox
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pony
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thor
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GEM
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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.
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coinbase (1.2.6)
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hashie (>= 1.2.0)
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httparty (>= 0.8.3)
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money (
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money (= 5.1.1)
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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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@@ -70,11 +71,15 @@ GEM
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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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mail (2.2.7)
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activesupport (>= 2.3.6)
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mime-types
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treetop (>= 1.4.5)
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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 (
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i18n (~> 0.6.
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money (5.1.1)
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i18n (~> 0.6.0)
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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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@@ -83,6 +88,9 @@ GEM
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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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polyglot (0.3.3)
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pony (1.6.2)
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mail (>= 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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@@ -128,6 +136,9 @@ GEM
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tilt (1.4.1)
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timers (1.1.0)
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tins (0.13.1)
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treetop (1.4.15)
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polyglot
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polyglot (>= 0.3.1)
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tzinfo (0.3.38)
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vcr (2.8.0)
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webmock (1.16.1)
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data/README.md
CHANGED
@@ -8,11 +8,11 @@ A Ruby gem for executing arbitrage between the MtGox and Bitstamp bitcoin exchan
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[Why I open sourced a bitcoin arbitrate bot](http://hankstoever.com/posts/2-Why-I-open-sourced-a-bitcoin-arbitrage-bot)
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-
I'm also creating a course on [creating your own bitcoin arbitrage bot](https://www.uludum.org/funds/2)
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I'm also creating a course on [creating your own bitcoin arbitrage bot](https://www.uludum.org/funds/2)
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Donations accepted: **16BMcqf93eEpb2aWgMkJCSQQH85WzrpbdZ**
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[![Build Status](https://travis-ci.org/hstove/rbtc_arbitrage.png?branch=
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[![Build Status](https://travis-ci.org/hstove/rbtc_arbitrage.png?branch=no-native)](https://travis-ci.org/hstove/rbtc_arbitrage)
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[![Coverage Status](https://coveralls.io/repos/hstove/rbtc_arbitrage/badge.png)](https://coveralls.io/r/hstove/rbtc_arbitrage)
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[![Code Climate](https://codeclimate.com/github/hstove/rbtc_arbitrage.png)](https://codeclimate.com/github/hstove/rbtc_arbitrage)
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data/bin/rbtc_simple
CHANGED
data/lib/rbtc_arbitrage.rb
CHANGED
data/lib/rbtc_arbitrage/cli.rb
CHANGED
@@ -9,6 +9,7 @@ module RbtcArbitrage
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option :buyer, type: :string, default: "campbx"
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option :seller, type: :string, default: "mtgox"
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option :repeat, type: :numeric, default: nil
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+
option :notify, type: :boolean, default: false
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def trade
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RbtcArbitrage::Trader.new(options).trade
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end
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@@ -13,11 +13,14 @@ module RbtcArbitrage
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@options = {}
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set_key opts, :volume, 0.01
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set_key opts, :cutoff, 2
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-
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+
default_logger = Logger.new($stdout)
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default_logger.datetime_format = "%^b %e %Y %l:%M:%S %p %z"
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set_key opts, :logger, default_logger
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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] || :campbx
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set_key opts, :notify, false
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@buy_client = client_for_exchange(exchange)
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exchange = opts[:seller] || :mtgox
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@sell_client = client_for_exchange(exchange)
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@@ -38,15 +41,18 @@ module RbtcArbitrage
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execute_trade if options[:live]
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notify
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if @options[:repeat]
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trade_again
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end
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+
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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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-
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+
logger.info " - " if @options[:verbose]
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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
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@@ -104,6 +110,15 @@ module RbtcArbitrage
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[@sell_client, @buy_client].each do |client|
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client.validate_env
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end
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if options[:notify]
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["PASSWORD","USERNAME","EMAIL"].each do |key|
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key = "SENDGRID_#{key}"
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unless ENV[key]
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raise ArgumentError, "Exiting because missing required ENV variable $#{key}."
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end
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end
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setup_pony
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end
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end
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def client_for_exchange market
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@@ -119,5 +134,60 @@ module RbtcArbitrage
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raise ArgumentError, "Invalid exchange - '#{market}'"
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end
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end
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def notify
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return false unless options[:notify]
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return false unless @percent > options[:cutoff]
|
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setup_pony
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options[:logger].info "Sending email to #{ENV['SENDGRID_EMAIL']}"
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Pony.mail({
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body: notification,
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to: ENV['SENDGRID_EMAIL'],
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})
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end
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def setup_pony
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Pony.options = {
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from: ENV['FROM_EMAIL'] || "info@example.org",
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subject: "rbtc_arbitrage notification",
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via: :smtp,
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via_options: {
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address: 'smtp.sendgrid.net',
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port: '587',
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domain: 'heroku.com',
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user_name: ENV['SENDGRID_USERNAME'],
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password: ENV['SENDGRID_PASSWORD'],
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authentication: :plain,
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enable_starttls_auto: true
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}
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}
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end
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def notification
|
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lower_ex = @buy_client.exchange.to_s.capitalize
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higher_ex = @sell_client.exchange.to_s.capitalize
|
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<<-eos
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Update from your friendly rbtc_arbitrage trader:
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-------------------
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#{lower_ex}: $#{buyer[:price].round(2)}
|
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#{higher_ex}: $#{seller[:price].round(2)}
|
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buying #{@options[:volume]} btc from #{lower_ex} for $#{@paid.round(2)}
|
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selling #{@options[:volume]} btc on #{higher_ex} for $#{@received.round(2)}
|
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profit: $#{(@received - @paid).round(2)} (#{@percent.round(2)}%)
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-------------------
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options:
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#{options.reject{|k,v| v.is_a?(Logger)}.collect{|k,v| "#{k}: #{v.to_s}"}.join(" | ")}
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-------------------
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https://github.com/hstove/rbtc_arbitrage
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eos
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end
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end
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end
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data/rbtc_arbitrage.gemspec
CHANGED
@@ -26,5 +26,6 @@ Gem::Specification.new do |spec|
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spec.add_dependency "activesupport", ">= 3.1"
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spec.add_dependency "thor"
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spec.add_dependency "btce", '0.2.4'
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spec.add_dependency "coinbase", '1.2.
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spec.add_dependency "coinbase", '1.2.6'
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spec.add_dependency "pony"
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end
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data/spec/trader_spec.rb
CHANGED
@@ -37,6 +37,20 @@ describe RbtcArbitrage::Trader do
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end
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end
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end
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["PASSWORD","USERNAME","EMAIL"].each do |key|
|
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key = "SENDGRID_#{key}"
|
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it "should raise if --notify and not ENV[#{key}]" do
|
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trader.sell_client.stub(:validate_env)
|
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trader.buy_client.stub(:validate_env)
|
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old_val = ENV[key]
|
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ENV[key] = nil
|
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trader.options[:notify] = true
|
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expect { trader.validate_env }.to raise_error(ArgumentError)
|
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trader.options[:notify] = false
|
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expect { trader.validate_env }.not_to raise_error
|
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end
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end
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end
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describe "#fetch_prices" do
|
@@ -71,6 +85,7 @@ describe RbtcArbitrage::Trader do
|
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live: true,
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seller: :btce,
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buyer: :mtgox,
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notify: true,
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}
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}
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@@ -142,6 +157,7 @@ describe RbtcArbitrage::Trader do
|
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describe "#trade" do
|
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it "calls the right methods" do
|
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trader.should_receive(:fetch_prices)
|
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+
trader.should_receive(:notify)
|
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trader.should_not_receive(:log_info)
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trader.should_not_receive(:execute_trade)
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@@ -183,15 +199,29 @@ describe RbtcArbitrage::Trader do
|
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end
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describe "#log_info" do
|
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-
|
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before :each do
|
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203
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trader.buyer[:price] = 1
|
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trader.seller[:price] = 1
|
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trader.instance_variable_set :@percent, 1
|
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trader.instance_variable_set :@paid, 1
|
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trader.instance_variable_set :@received, 1
|
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|
+
end
|
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|
+
it "calls logger.info" do
|
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|
trader.logger.should_receive(:info).exactly(5).times
|
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|
trader.log_info
|
194
212
|
end
|
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+
|
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+
it "formats the log correctly" do
|
215
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+
FileUtils.mkdir_p('tmp')
|
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|
+
date = DateTime.now.strftime "%^b %e %Y %l"
|
217
|
+
logger = Logger.new('tmp/log.info')
|
218
|
+
logger.datetime_format = trader.logger.datetime_format
|
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|
+
trader.options[:logger] = logger
|
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|
+
trader.log_info
|
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|
+
contents = File.read("tmp/log.info")
|
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+
contents.should include(date)
|
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|
+
contents.should include(" INFO -- ")
|
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|
+
end
|
195
225
|
end
|
196
226
|
|
197
227
|
describe "#logger" do
|
@@ -225,4 +255,82 @@ describe RbtcArbitrage::Trader do
|
|
225
255
|
end
|
226
256
|
end
|
227
257
|
|
258
|
+
describe "#notify" do
|
259
|
+
it "returns false when notify == false" do
|
260
|
+
trader.notify.should == false
|
261
|
+
end
|
262
|
+
|
263
|
+
it "returns false unless cutoff < percent" do
|
264
|
+
trader.options[:notify] = true
|
265
|
+
trader.instance_variable_set :@percent, 1
|
266
|
+
trader.notify.should == false
|
267
|
+
end
|
268
|
+
|
269
|
+
it "calls Sendgrid when notify == true" do
|
270
|
+
trader.options[:notify] = true
|
271
|
+
trader.instance_variable_set :@percent, 3
|
272
|
+
trader.instance_variable_set :@paid, 5
|
273
|
+
trader.instance_variable_set :@received, 6
|
274
|
+
trader.buyer[:price] = 1
|
275
|
+
trader.seller[:price] = 1
|
276
|
+
|
277
|
+
trader.options[:logger].should_receive(:info)
|
278
|
+
Pony.should_receive(:mail).with({
|
279
|
+
to: ENV['SENDGRID_EMAIL'],
|
280
|
+
body: trader.notification,
|
281
|
+
})
|
282
|
+
|
283
|
+
trader.notify
|
284
|
+
end
|
285
|
+
end
|
286
|
+
|
287
|
+
describe "#setup_pony" do
|
288
|
+
it "gets called on validation when --notify" do
|
289
|
+
["PASSWORD","USERNAME","EMAIL"].each do |key|
|
290
|
+
key = "SENDGRID_#{key}"
|
291
|
+
ENV[key] ||= "something"
|
292
|
+
end
|
293
|
+
trader.options[:notify] = true
|
294
|
+
trader.should_receive(:setup_pony).once
|
295
|
+
trader.validate_env
|
296
|
+
end
|
297
|
+
it "sets up pony correctly" do
|
298
|
+
opts = {
|
299
|
+
from: "info@example.org",
|
300
|
+
subject: "rbtc_arbitrage notification",
|
301
|
+
:via => :smtp,
|
302
|
+
:via_options => {
|
303
|
+
:address => 'smtp.sendgrid.net',
|
304
|
+
:port => '587',
|
305
|
+
:domain => 'heroku.com',
|
306
|
+
:user_name => ENV['SENDGRID_USERNAME'],
|
307
|
+
:password => ENV['SENDGRID_PASSWORD'],
|
308
|
+
:authentication => :plain,
|
309
|
+
:enable_starttls_auto => true
|
310
|
+
}
|
311
|
+
}
|
312
|
+
Pony.should_receive(:options=).with(opts)
|
313
|
+
trader.setup_pony
|
314
|
+
end
|
315
|
+
end
|
316
|
+
|
317
|
+
describe "#notification" do
|
318
|
+
it "includes the right values" do
|
319
|
+
trader.instance_variable_set :@percent, 3
|
320
|
+
trader.instance_variable_set :@paid, 5
|
321
|
+
trader.instance_variable_set :@received, 8
|
322
|
+
trader.buyer[:price] = 1.00453
|
323
|
+
trader.seller[:price] = 3.50453
|
324
|
+
|
325
|
+
value = trader.notification
|
326
|
+
value.should include("$1.0")
|
327
|
+
value.should include("$3.5")
|
328
|
+
value.should include("$3.0")
|
329
|
+
value.should include("3.0%")
|
330
|
+
end
|
331
|
+
context "--live" do
|
332
|
+
it "should say that it made a trade"
|
333
|
+
end
|
334
|
+
end
|
335
|
+
|
228
336
|
end
|
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: rbtc_arbitrage_simple
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 1.
|
4
|
+
version: 1.4.4
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Hank Stoever
|
8
8
|
autorequire:
|
9
9
|
bindir: bin
|
10
10
|
cert_chain: []
|
11
|
-
date:
|
11
|
+
date: 2014-01-04 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: bundler
|
@@ -114,14 +114,28 @@ dependencies:
|
|
114
114
|
requirements:
|
115
115
|
- - '='
|
116
116
|
- !ruby/object:Gem::Version
|
117
|
-
version: 1.2.
|
117
|
+
version: 1.2.6
|
118
118
|
type: :runtime
|
119
119
|
prerelease: false
|
120
120
|
version_requirements: !ruby/object:Gem::Requirement
|
121
121
|
requirements:
|
122
122
|
- - '='
|
123
123
|
- !ruby/object:Gem::Version
|
124
|
-
version: 1.2.
|
124
|
+
version: 1.2.6
|
125
|
+
- !ruby/object:Gem::Dependency
|
126
|
+
name: pony
|
127
|
+
requirement: !ruby/object:Gem::Requirement
|
128
|
+
requirements:
|
129
|
+
- - '>='
|
130
|
+
- !ruby/object:Gem::Version
|
131
|
+
version: '0'
|
132
|
+
type: :runtime
|
133
|
+
prerelease: false
|
134
|
+
version_requirements: !ruby/object:Gem::Requirement
|
135
|
+
requirements:
|
136
|
+
- - '>='
|
137
|
+
- !ruby/object:Gem::Version
|
138
|
+
version: '0'
|
125
139
|
description: A gem for conducting arbitrage with Bitcoin.
|
126
140
|
email:
|
127
141
|
- hstove@gmail.com
|