Class: Devilicious::Arbitrer

Inherits:
Object
  • Object
show all
Defined in:
lib/devilicious/arbitrer.rb

Instance Method Summary collapse

Instance Method Details

#markets ⇒ Object 



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# File 'lib/devilicious/arbitrer.rb', line 3

def markets
  @markets ||= [

    Market::Kraken,
    Market::BitcoinDe,
    Market::BtcE,
    Market::HitBtc,
    Market::Bitcurex,
    Market::Bitstamp,
    Market::BitNz,
    Market::AnxBtc,

  ].map { |market| market.new }
end

#run! ⇒ Object 



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# File 'lib/devilicious/arbitrer.rb', line 18

def run!
  @market_queue = []
  spawn_observers!

  loop do
    sleep 1 while @market_queue.empty?

    market_1 = @market_queue.shift

    markets.each do |market_2|
      next if market_1 == market_2

      if market_1.order_book.nil? || market_2.order_book.nil?
        Log.debug "Order book(s) not available, skipping"
        next
      end

      # dup everything to avoid race conditions while calculating opportunities
      order_book_1 = market_1.order_book.dup
      order_book_2 = market_2.order_book.dup
      order_book_1.market = market_1.dup
      order_book_2.market = market_2.dup

      check_for_opportunity(order_book_1, order_book_2)
      check_for_opportunity(order_book_2, order_book_1)
    end
  end
end