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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,91 @@ | ||
| ## Ruby module for working with BITSO API | ||
| ## July 2015 | ||
|
|
||
| require 'json' | ||
| require 'net/http' | ||
| require 'uri' | ||
| require 'openssl' | ||
|
|
||
| class Bitso | ||
| API_BASE = 'https://api.bitso.com/v2/' | ||
| CALLS = { | ||
| 'ticker' => [FALSE, [] ], | ||
| 'order_book' => [FALSE, ['book', 'group'] ], | ||
| 'transactions' => [TRUE, [] ], | ||
| 'balance' => [TRUE, [] ], | ||
| 'user_transactions' => [TRUE, ['offset', 'limit', 'sort', 'book'] ], | ||
| 'open_orders' => [TRUE, ['book'] ], | ||
| 'lookup_order' => [TRUE, [ 'id' ] ], | ||
| 'cancel_order' => [TRUE, [ 'id' ] ], | ||
| 'buy' => [TRUE, [ 'amount', 'price'] ], | ||
| 'sell' => [TRUE, [ 'amount', 'price'] ], | ||
| 'bitcoin_deposit_address' => [TRUE, [] ], | ||
| 'bitcoin_withdrawal' => [TRUE, [ 'address', 'amount' ] ] | ||
| } | ||
| @@last = Time.new(0) | ||
|
|
||
| def initialize(client_id, key, secret) | ||
| @client_id = client_id | ||
| @key = key | ||
| @secret = secret | ||
|
|
||
| CALLS.each do |name| | ||
| define_singleton_method name[0], lambda { |*args| | ||
| data = CALLS[name[0]] | ||
| api_request( [name[0],data[0]], Hash[data[1].zip( args )] ) | ||
| } | ||
| end | ||
| end | ||
|
|
||
| def api_request( info, post_data={} ) | ||
| url, auth = info | ||
| uri = URI.parse(API_BASE + url) | ||
| http = Net::HTTP.new(uri.host, uri.port) | ||
| http.use_ssl=TRUE | ||
| # CampBX advises latency can be >4 minutes when markets are volatile | ||
| http.read_timeout = 300 | ||
| res = nil | ||
|
|
||
| request = Net::HTTP::Get.new(uri.request_uri) | ||
| if auth then | ||
| nonce = (Time.now.to_f*10000).to_i.to_s | ||
| sign_string = (nonce + @client_id + @key) | ||
| signature = OpenSSL::HMAC.hexdigest(OpenSSL::Digest.new('sha256'), @secret, sign_string) | ||
|
|
||
| post_data.merge!({ | ||
| 'key' => @key, | ||
| 'nonce' => nonce, | ||
| 'signature' => signature.upcase | ||
| }) | ||
|
|
||
| request = Net::HTTP::Post.new(uri.request_uri) | ||
| request.set_form_data( post_data ) | ||
| end | ||
|
|
||
| make_request(http, request) | ||
| end | ||
|
|
||
| def make_request http, request | ||
| # CampBX API: max 1 request per 500ms | ||
| delta = Time.now - @@last | ||
| #puts delta*1000 | ||
| if delta*1000 <= 500 then | ||
| #puts "sleeping! for #{0.5 - delta}" | ||
| sleep(0.5 - delta) | ||
| end | ||
|
|
||
| res = http.request(request) | ||
|
|
||
| @@last = Time.now # Update time after request returns | ||
| if res.message == 'OK' then # HTTP OK | ||
| begin | ||
| JSON.parse( res.body ) | ||
| rescue | ||
| res.body | ||
| end | ||
| else # HTTP ERROR | ||
| warn "HTTP Error: + #{res.code}" | ||
| end | ||
| end | ||
|
|
||
| end |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,56 @@ | ||
| module RbtcArbitrage | ||
| module Clients | ||
| class BitsoClient | ||
| include RbtcArbitrage::Client | ||
|
|
||
| def exchange | ||
| :bitso | ||
| end | ||
|
|
||
| def balance | ||
| return @balance if @balance | ||
| balances = interface.balance | ||
| puts "balances: #{balances['mxn_available']}" | ||
|
|
||
| @balance = [balances['btc_available'].to_f, balances['mxn_available'].to_f] | ||
| end | ||
|
|
||
| def interface | ||
| @interface ||= Bitso.new(ENV["BITSO_CLIENT_ID"], ENV["BITSO_KEY"], ENV["BITSO_SECRET"]) | ||
| end | ||
|
|
||
| def validate_env | ||
| validate_keys :bitso_key, :bitso_client_id, :bitso_secret | ||
| end | ||
|
|
||
| def price action | ||
| return @price if @price | ||
| action = { | ||
| buy: 'ask', | ||
| sell: 'bid', | ||
| }[action] | ||
|
|
||
| @price = interface.ticker[action].to_f | ||
| end | ||
|
|
||
| def trade action | ||
| price(action) unless @price #memoize | ||
| multiple = { | ||
| buy: 1, | ||
| sell: -1, | ||
| }[action] | ||
| price = (@price + 0.001 * multiple) | ||
| amount = @options[:volume] | ||
| interface.send(action, *[amount, price]) | ||
| end | ||
|
|
||
| def transfer other_client | ||
| interface.bitcoin_withdrawal(other_client.address, @options[:volume]) | ||
| end | ||
|
|
||
| def address | ||
| @address ||= interface.bitcoin_deposit_address | ||
| end | ||
| end | ||
| end | ||
| end |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,59 @@ | ||
| module RbtcArbitrage | ||
| module Clients | ||
| class MexbtClient | ||
| include RbtcArbitrage::Client | ||
|
|
||
| def balance | ||
| return @balance if @balance | ||
| balances = interface.balance | ||
| @balance = [balances[0].to_f, balances[1].to_f] | ||
| end | ||
|
|
||
| def validate_env | ||
| validate_keys :mexbt_public_key, :mexbt_private_key, :mexbt_user_id | ||
| Mexbt.configure do |config| | ||
| config.public_key = ENV['MEXBT_PUBLIC_KEY'] | ||
| config.private_key = ENV['MEXBT_PRIVATE_KEY'] | ||
| config.user_id = ENV['MEXBT_USER_ID'] # Your registered email address | ||
| end | ||
| end | ||
|
|
||
| def exchange | ||
| :mexbt | ||
| end | ||
|
|
||
| def interface | ||
| @interface ||= Mexbt::Account.new | ||
| end | ||
|
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||
| def price action | ||
| return @price if @price | ||
| action = { | ||
| buy: :ask, | ||
| sell: :bid, | ||
| }[action] | ||
| @price = Mexbt.ticker[action].to_f | ||
| end | ||
|
|
||
| def trade action | ||
| price(action) unless @price #memoize | ||
| multiple = { | ||
| buy: 1, | ||
| sell: -1 | ||
| }[action] | ||
| mexbt_options = { | ||
| price: (@price + 0.001 * multiple), | ||
| amount: @options[:volume], | ||
| side: action, | ||
| currency_pair: 'btcmxn' | ||
| } | ||
|
|
||
| interface.create_order(mexbt_options) | ||
| end | ||
|
|
||
| def transfer other_client | ||
| Mexbt.transfer(@options[:volume], other_client.address) | ||
| end | ||
| end | ||
| end | ||
| end |
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