trade-o-matic 0.3.1 → 0.3.2

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
-  metadata.gz: 2e3ca1570f412bde6d4c5f68a6645e6d9fed6cb3
-  data.tar.gz: 1c070414b51612d93db781c98ffd4d6893de7f7f
+  metadata.gz: ffa9eaa9a1e1e4a7ae37faf694d4882fb95a356c
+  data.tar.gz: c184b0499a3414f1155ef69ddd22717456093075
 SHA512:
-  metadata.gz: bf4fea6ae9e13c29f3df4546a8ffdceadcff26575acec5f01dd30a181e91780652d2a39f4c244d6bea56773142477555a10d339bc01cd322c879c5dbaa408c8d
-  data.tar.gz: d80321f50158a5c28878754b0395ed6eb162cd1c0d867293c5cad64d238107177a497d9785b7d9a7b9ca43ccce99f2619b2ba3a1b13e508bb8c7f726b6ffbffc
+  metadata.gz: 5f8ba8f453091a648e7f953f9f7375e55c1c223ea15508867122371786b414aa0c03c1c2b467aba83f5136a37dfdffa17c201b172b2d25012d12be8a67939ede
+  data.tar.gz: c4caec6d3f480b81e0f81bc2e692cb63d4c8e0af80bc2883247ad826bbc8f5e35cb9ffe4fbcc294a9e1a1097e0ba8a40bf7ad2084dbb746d8815bd90bbf60371

data/lib/trade-o-matic/adapters/bitfinex_backend.rb

@@ -0,0 +1,162 @@
+require 'rest-client'
+require 'base64'
+require 'json'
+require 'trade-o-matic/adapters/base/raw_account_order'
+require 'trade-o-matic/adapters/base/raw_balance'
+
+module Trader
+  class BitfinexBackend
+    BASE_CUR = Currency.for_code(:BTC)
+    QUOTE_CUR = Currency.for_code(:BITFINEX_USD)
+    MAIN_MARKET = CurrencyPair.new BASE_CUR, QUOTE_CUR
+
+    CUR_EQUIV = {
+      'usd' => QUOTE_CUR,
+      'btc' => BASE_CUR
+    }
+
+    class BalanceAdaptor < RawBalance
+      attr_mapped(:amount)
+      attr_mapped(:available_amount, 'available')
+    end
+
+    class OrderAdaptor < RawAccountOrder
+      attr_mapped(:id)
+      attr_mapped(:pair) { |r| MAIN_MARKET }
+      attr_mapped(:price)
+      attr_mapped(:volume, 'original_amount')
+      attr_mapped(:executed_volume, 'executed_amount')
+      attr_mapped(:instruction) { |r| r['side'] == 'buy' ? Order::BID : Order::ASK }
+      attr_mapped(:status) do |r|
+        if r['is_live']
+          AccountOrder::OPEN
+        elsif r['is_cancelled']
+          AccountOrder::CANCELED
+        else
+          AccountOrder::CLOSED
+        end
+      end
+
+      def limit?
+        true
+      end
+    end
+
+    def initialize(_session=nil)
+      @session = _session
+    end
+
+    def get_available_markets
+      [MAIN_MARKET]
+    end
+
+    def fill_book(_book)
+      # TODO: consider book pair
+
+      _book.prepare Time.now
+
+      ob = public_get('book/BTCUSD')
+      ob['bids'].each { |o| _book.add_bid(o['price'], o['amount']) }
+      ob['asks'].each { |o| _book.add_ask(o['price'], o['amount']) }
+
+      tx = public_get('trades/BTCUSD', { timestamp: one_hour_ago })
+      tx.each do |t|
+        _book.add_transaction t['price'], t['amount'], Time.at(t['timestamp'])
+      end
+    end
+
+    def get_session(_credentials)
+      _credentials
+    end
+
+    def get_balance(_session, _currency)
+      raise "#{_currency} not supported" unless _currency == BASE_CUR || _currency == QUOTE_CUR
+
+      raw = auth_post(_session, 'balances')
+      wrap_balance raw, _currency
+    end
+
+    def get_orders(_session, _pair)
+      raise 'market not supported' unless _pair == MAIN_MARKET
+
+      raw = auth_post(_session, 'orders')
+      raw = raw.select { |o| o['type'].include? 'limit' }
+      raw.map { |o| wrap_order o }
+    end
+
+    def create_order(_session, _pair, _volume, _price, _type)
+      raise 'market not supported' unless _pair == MAIN_MARKET
+      raise 'market orders not supported' if _price.nil?
+
+      wrap_order auth_post(_session, 'order/new', {
+        exchange: "bitfinex",
+        symbol: "BTCUSD",
+        amount: _volume.to_s('F'),
+        price: _price.to_s('F'),
+        side: _type == Order::BID ? 'buy' : 'sell',
+        type: "exchange limit"
+      })
+    end
+
+    def fetch_order(_session, _id)
+      wrap_order auth_post(_session, 'order/status', { order_id: _id })
+    end
+
+    def cancel_order(_session, _id)
+      order = wrap_order auth_post(_session, 'order/cancel', { order_id: _id })
+      order = fetch_order(_session, _id) while order.status == AccountOrder::OPEN
+      order
+    end
+
+    private
+
+    attr_reader :session
+
+    def public_get(_url, _query = {})
+      resp = RestClient.get "https://api.bitfinex.com/v1/#{_url}/", params: _query
+      JSON.parse resp
+    end
+
+    def auth_post(_creds, _url, _data = {})
+      raise ArgumentError if !_creds.key?(:api_key) or !_creds.key?(:secret)
+
+      payload = build_payload("/v1/#{_url}", _data)
+      headers = {
+        'Content-Type' => 'application/json',
+        'Accept' => 'application/json',
+        'X-BFX-PAYLOAD' => payload,
+        'X-BFX-SIGNATURE' => sign_payload(_creds, payload),
+        'X-BFX-APIKEY' => _creds[:api_key],
+      }
+
+      resp = RestClient.post "https://api.bitfinex.com/v1/#{_url}/", nil, headers
+      JSON.parse resp
+    end
+
+    def build_payload(_url, _params = {})
+      payload = {}
+      payload['nonce'] = (Time.now.to_f * 10_000).to_i.to_s
+      payload['request'] = _url
+      payload.merge!(_params) if _params
+      Base64.strict_encode64(payload.to_json)
+    end
+
+    def sign_payload(_creds, _payload)
+      OpenSSL::HMAC.hexdigest('sha384', _creds[:secret], _payload)
+    end
+
+    def one_hour_ago
+      Time.now.to_i - 3600
+    end
+
+    def wrap_balance(_raw, _currency)
+      _raw = _raw.find { |b| b["type"] == "exchange" && CUR_EQUIV[b["currency"]] == _currency }
+      _raw = { "amount"=> "0.0", "available" => "0.0" } if _raw.nil?
+      BalanceAdaptor.new _raw
+    end
+
+    def wrap_order(_raw)
+      OrderAdaptor.new _raw
+    end
+  end
+end

data/lib/trade-o-matic/converters/sync_converter.rb

@@ -9,11 +9,11 @@ module Trader
     end
 
     def expired?
-      @last_sync < Time.new - @ttl
+      @rate.nil? || @last_sync < (Time.now - @ttl)
     end
 
     def rate
-      if @last_sync.nil? or expired?
+      if expired?
         @rate = @block.call
         @last_sync = Time.now
       end

data/lib/trade-o-matic/converters/web_converter.rb

@@ -0,0 +1,20 @@
+require 'pincers'
+
+module Trader
+  class WebConverter < SyncConverter
+    attr_reader :url, :path
+
+    def initialize(_url, _path, _ttl=30)
+      @url = _url
+      @path = _path
+
+      super(_ttl) do
+        pincers = Pincers.for_chenso
+        pincers.goto _url
+        el = pincers.search(_path).first
+        raise "No element found at #{_path}" if el.nil?
+        Standard.amount el.text.gsub(/[^\d\s\.\,]+/,'').strip
+      end
+    end
+  end
+end

data/lib/trade-o-matic/services/backend_factory.rb

@@ -33,6 +33,11 @@ module Trader
       BitstampBackend.new
     end
 
+    def build_bitfinex
+      require_relative '../adapters/bitfinex_backend'
+      BitfinexBackend.new
+    end
+
     def build_surbtc
       require_relative '../adapters/surbtc_backend'
       SurbtcBackend.new

data/lib/trade-o-matic/support/converter_configurator.rb

@@ -23,6 +23,11 @@ module Trader
       JsonApiConverter.new(_params['url'], _params['path'].split('.'), _params['ttl'] || 30)
     end
 
+    def configure_yaml_web(_params)
+      require 'trade-o-matic/converters/web_converter'
+      WebConverter.new(_params['url'], _params['path'], _params['ttl'] || 30)
+    end
+
     def invert(_converter)
       InverseConverter.new _converter
     end

data/lib/trade-o-matic/version.rb

@@ -1,3 +1,3 @@
 module Trader
-  VERSION = "0.3.1"
+  VERSION = "0.3.2"
 end

metadata

@@ -1,29 +1,29 @@
 --- !ruby/object:Gem::Specification
 name: trade-o-matic
 version: !ruby/object:Gem::Version
-  version: 0.3.1
+  version: 0.3.2
 platform: ruby
 authors:
 - Ignacio Baixas
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2016-04-12 00:00:00.000000000 Z
+date: 2016-04-29 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: rest-client
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - '>='
+    - - ~>
       - !ruby/object:Gem::Version
-        version: '0'
+        version: '1.8'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - '>='
+    - - ~>
       - !ruby/object:Gem::Version
-        version: '0'
+        version: '1.8'
 - !ruby/object:Gem::Dependency
   name: gli
   requirement: !ruby/object:Gem::Requirement
@@ -52,6 +52,20 @@ dependencies:
     - - ~>
       - !ruby/object:Gem::Version
         version: '2.0'
+- !ruby/object:Gem::Dependency
+  name: pincers
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '0.7'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '0.7'
 - !ruby/object:Gem::Dependency
   name: bundler
   requirement: !ruby/object:Gem::Requirement
@@ -239,6 +253,7 @@ files:
 - lib/trade-o-matic/adapters/base/raw_account_order.rb
 - lib/trade-o-matic/adapters/base/raw_balance.rb
 - lib/trade-o-matic/adapters/base/raw_resource.rb
+- lib/trade-o-matic/adapters/bitfinex_backend.rb
 - lib/trade-o-matic/adapters/bitstamp_backend.rb
 - lib/trade-o-matic/adapters/fake_backend.rb
 - lib/trade-o-matic/adapters/game_backend.rb
@@ -256,6 +271,7 @@ files:
 - lib/trade-o-matic/converters/inverse_converter.rb
 - lib/trade-o-matic/converters/json_api_converter.rb
 - lib/trade-o-matic/converters/sync_converter.rb
+- lib/trade-o-matic/converters/web_converter.rb
 - lib/trade-o-matic/core/account.rb
 - lib/trade-o-matic/core/account_order.rb
 - lib/trade-o-matic/core/account_proxy.rb