Class: RbtcArbitrage::Trader

Inherits:
Object
  • Object
show all
Includes:
RbtcArbitrage::TraderHelpers::Logger, RbtcArbitrage::TraderHelpers::Notifier
Defined in:
lib/rbtc_arbitrage/trader.rb

Instance Attribute Summary collapse

Instance Method Summary collapse

Methods included from RbtcArbitrage::TraderHelpers::Logger

#log_info, #logger

Methods included from RbtcArbitrage::TraderHelpers::Notifier

#notification, #notify, #setup_pony

Constructor Details

#initialize(config = {}) ⇒ Trader

Returns a new instance of Trader.



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# File 'lib/rbtc_arbitrage/trader.rb', line 9

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
  default_logger = Logger.new($stdout)
  default_logger.datetime_format = "%^b %e %Y %l:%M:%S %p %z"
  set_key opts, :logger, default_logger
  set_key opts, :verbose, true
  set_key opts, :live, false
  set_key opts, :repeat, nil
  set_key opts, :notify, false
  exchange = opts[:buyer] || :bitstamp
  @buy_client = client_for_exchange(exchange)
  exchange = opts[:seller] || :campbx
  @sell_client = client_for_exchange(exchange)
  self
end

Instance Attribute Details

#buy_client ⇒ Object (readonly)

Returns the value of attribute buy_client.



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# File 'lib/rbtc_arbitrage/trader.rb', line 6

def buy_client
  @buy_client
end

#buyer ⇒ Object

Returns the value of attribute buyer.



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# File 'lib/rbtc_arbitrage/trader.rb', line 7

def buyer
  @buyer
end

#options ⇒ Object

Returns the value of attribute options.



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# File 'lib/rbtc_arbitrage/trader.rb', line 7

def options
  @options
end

#received ⇒ Object (readonly)

Returns the value of attribute received.



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# File 'lib/rbtc_arbitrage/trader.rb', line 6

def received
  @received
end

#sell_client ⇒ Object (readonly)

Returns the value of attribute sell_client.



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# File 'lib/rbtc_arbitrage/trader.rb', line 6

def sell_client
  @sell_client
end

#seller ⇒ Object

Returns the value of attribute seller.



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# File 'lib/rbtc_arbitrage/trader.rb', line 7

def seller
  @seller
end

Instance Method Details

#client_for_exchange(market) ⇒ Object 



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# File 'lib/rbtc_arbitrage/trader.rb', line 105

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

#execute_trade ⇒ Object

Raises:

  • (SecurityError) 


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# File 'lib/rbtc_arbitrage/trader.rb', line 64

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]
    buy_and_transfer!
  else
    logger.info "Not trading live because cutoff is higher than profit." if @options[:verbose]
  end
end

#fetch_prices ⇒ Object 



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# File 'lib/rbtc_arbitrage/trader.rb', line 76

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]]

  calculate_profit
end

#get_balance ⇒ Object 



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# File 'lib/rbtc_arbitrage/trader.rb', line 85

def get_balance
  @seller[:btc], @seller[:usd] = @sell_client.balance
  @buyer[:btc], @buyer[:usd] = @buy_client.balance
end

#set_key(config, key, default) ⇒ Object 



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# File 'lib/rbtc_arbitrage/trader.rb', line 33

def set_key config, key, default
  @options[key] = config.has_key?(key) ? config[key] : default
end

#trade ⇒ Object 



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# File 'lib/rbtc_arbitrage/trader.rb', line 37

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]

  notify

  if @options[:repeat]
    trade_again
  end

  self
end

#trade_again ⇒ Object 



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# File 'lib/rbtc_arbitrage/trader.rb', line 56

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

#validate_env ⇒ Object 



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# File 'lib/rbtc_arbitrage/trader.rb', line 90

def validate_env
  [@sell_client, @buy_client].each do |client|
    client.validate_env
  end
  if options[:notify]
    ["PASSWORD","USERNAME","EMAIL"].each do |key|
      key = "SENDGRID_#{key}"
      unless ENV[key]
        raise ArgumentError, "Exiting because missing required ENV variable $#{key}."
      end
    end
    setup_pony
  end
end