a

Gemfile

@@ -3,17 +3,18 @@ source 'https://rubygems.org'
 gemspec
 group :development do
   gem 'rspec'
-  gem "activemodel", ">= 3.1"
-  gem "activesupport", ">= 3.1"
+  gem "activemodel"
+  gem "activesupport"
   gem 'guard'
   gem 'ruby_gntp'
   gem 'guard-rspec'
   gem 'simplecov'
   gem 'coveralls', require: false
-  gem "webmock"
+  gem "webmock", "1.16"
   gem 'vcr'
   gem 'codeclimate-test-reporter'
   gem 'hashie'
   gem 'sinatra'
   gem 'dotenv'
+  gem 'mexbt', "0.0.9"
 end

Gemfile.lock

@@ -10,6 +10,7 @@ PATH
       coinbase (= 2.1.0)
       faraday (= 0.8.8)
       mail (= 2.6.1)
+      mexbt (= 0.0.9)
       pony (= 1.10)
       rake (= 10.1.1)
       stathat (= 0.1.7)
@@ -20,16 +21,16 @@ PATH
 GEM
   remote: https://rubygems.org/
   specs:
-    activemodel (4.1.5)
-      activesupport (= 4.1.5)
+    activemodel (4.1.12)
+      activesupport (= 4.1.12)
       builder (~> 3.1)
-    activesupport (4.1.5)
+    activesupport (4.1.12)
       i18n (~> 0.6, >= 0.6.9)
       json (~> 1.7, >= 1.7.7)
       minitest (~> 5.1)
       thread_safe (~> 0.1)
       tzinfo (~> 1.1)
-    addressable (2.3.5)
+    addressable (2.3.8)
     bitstamp-rbtc-arbitrage (0.4.0)
       activemodel (>= 3.1)
       activesupport
@@ -58,9 +59,9 @@ GEM
       simplecov (>= 0.7)
       term-ansicolor
       thor
-    crack (0.4.1)
-      safe_yaml (~> 0.9.0)
-    curb (0.8.6)
+    crack (0.4.2)
+      safe_yaml (~> 1.0.0)
+    curb (0.8.8)
     diff-lcs (1.2.5)
     docile (1.1.1)
     dotenv (0.11.1)
@@ -80,12 +81,12 @@ GEM
       guard (>= 2.1.1)
       rspec (~> 3.0.0.beta, >= 2.14, < 4.0)
     hashie (2.0.5)
-    httparty (0.13.1)
+    httparty (0.13.5)
       json (~> 1.8)
       multi_xml (>= 0.5.2)
     i18n (0.6.9)
-    json (1.8.1)
-    jwt (1.0.0)
+    json (1.8.3)
+    jwt (1.5.1)
     listen (2.4.0)
       celluloid (>= 0.15.2)
       rb-fsevent (>= 0.9.3)
@@ -94,17 +95,21 @@ GEM
     mail (2.6.1)
       mime-types (>= 1.16, < 3)
     method_source (0.8.2)
+    mexbt (0.0.9)
+      activesupport (>= 4.1.8)
+      rest_client (= 1.8.2)
     mime-types (2.0)
-    minitest (5.4.0)
+    minitest (5.7.0)
     monetize (0.3.0)
       money (~> 6.1.0.beta1)
     money (6.1.1)
       i18n (~> 0.6.4)
-    monkey-patch (0.0.16)
+    monkey-patch (0.0.17)
       activesupport
     multi_json (1.10.1)
     multi_xml (0.5.5)
     multipart-post (1.2.0)
+    netrc (0.7.9)
     oauth2 (0.9.4)
       faraday (>= 0.8, < 0.10)
       jwt (~> 1.0)
@@ -126,6 +131,8 @@ GEM
       ffi (>= 0.5.0)
     rest-client (1.6.7)
       mime-types (>= 1.16)
+    rest_client (1.8.2)
+      netrc (~> 0.7.7)
     rspec (3.0.0.beta1)
       rspec-core (= 3.0.0.beta1)
       rspec-expectations (= 3.0.0.beta1)
@@ -140,7 +147,7 @@ GEM
     rspec-support (3.0.0.beta1)
     ruby-hmac (0.4.0)
     ruby_gntp (0.3.4)
-    safe_yaml (0.9.7)
+    safe_yaml (1.0.4)
     simplecov (0.8.2)
       docile (~> 1.1.0)
       multi_json
@@ -156,33 +163,34 @@ GEM
     term-ansicolor (1.2.2)
       tins (~> 0.8)
     thor (0.18.1)
-    thread_safe (0.3.4)
+    thread_safe (0.3.5)
     tilt (1.4.1)
     timers (1.1.0)
     tins (0.13.1)
     tzinfo (1.2.2)
       thread_safe (~> 0.1)
     vcr (2.8.0)
-    webmock (1.16.1)
+    webmock (1.16.0)
       addressable (>= 2.2.7)
       crack (>= 0.3.2)
 
 PLATFORMS
   ruby
 
 DEPENDENCIES
-  activemodel (>= 3.1)
-  activesupport (>= 3.1)
+  activemodel
+  activesupport
   codeclimate-test-reporter
   coveralls
   dotenv
   guard
   guard-rspec
   hashie
+  mexbt (= 0.0.9)
   rbtc_arbitrage!
   rspec
   ruby_gntp
   simplecov
   sinatra
   vcr
-  webmock
+  webmock (= 1.16)

lib/rbtc_arbitrage/bitso.rb

@@ -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

lib/rbtc_arbitrage/cli.rb

@@ -6,8 +6,8 @@ class CLI < Thor
     option :cutoff, type: :numeric, default: 2, desc: "The minimum profit level required to execute a trade."
     option :volume, type: :numeric, default: 0.01, desc: "The amount of bitcoins to trade per transaction."
     option :verbose, type: :boolean, default: true, desc: "Whether you wish to log information."
-    option :buyer, type: :string, default: "bitstamp"
-    option :seller, type: :string, default: "campbx"
+    option :buyer, type: :string, default: "bitso"
+    option :seller, type: :string, default: "bitso"
     option :repeat, type: :numeric, default: nil
     option :notify, type: :boolean, default: false
     def trade

lib/rbtc_arbitrage/clients/bitso_client.rb

@@ -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

lib/rbtc_arbitrage/clients/mexbt_client.rb

@@ -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
+
+      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

rbtc_arbitrage.gemspec

@@ -34,4 +34,5 @@ Gem::Specification.new do |spec|
   spec.add_dependency "bitstamp-rbtc-arbitrage", "0.4.0"
   spec.add_dependency "tzinfo", '~> 1.1'
   spec.add_dependency "mail", "2.6.1"
+  spec.add_dependency 'mexbt', "0.0.9"
 end