Markets configuration is now automatic

it fetches it through the API of every exchange

README.md

@@ -16,7 +16,7 @@ Run Arke with this command
 ```yaml
 log_level: INFO
 accounts:
-- id: 1
+- id: example-account1
   driver: rubykube
   debug: false
   host: "https://example.com"
@@ -25,18 +25,17 @@ accounts:
   secret: ""
   delay: 0.75
 
-- id: 2
+- id: example-account2
   driver: rubykube
   debug: false
   host: "https://example.com"
   ws: "wss://example.com"
   key: ""
   secret: ""
-  delay: 0.01
+  delay: 1
 
-- id: 3
+- id: binance-account
   driver: binance
-  host: "api.binance.com"
   key: ""
   secret: ""
   delay: 1
@@ -59,24 +58,14 @@ strategies:
     min_order_back_amount: 0.0002
 
   target:
-    account_id: 1
+    account_id: example-account1
     market:
       id: BTCUSDT
-      base: btc
-      quote: usdt
-      base_precision: 4
-      quote_precision: 4
-      min_ask_amount: 0.015
-      min_bid_amount: 0.015
 
   sources:
-  - account_id: 3
+  - account_id: binance-account
     market:
       id: BTCUSDT
-      base: BTC
-      quote: USDT
-      base_precision: 8
-      quote_precision: 8
 
 - id: BTCUSDT-micro
   type: microtrades
@@ -92,21 +81,17 @@ strategies:
     max_price: 230
 
   target:
-    account_id: 2
+    account_id: example-account2
     market:
       id: BTCUSDT
-      base: btc
-      quote: usdt
-      base_precision: 4
-      quote_precision: 4
 
 ```
 
 #### Account config
 
 | Field    | Description                                                  |
 | -------- | ------------------------------------------------------------ |
-| `id`     | ID identifying the account (have to be unique)               |
+| `id`     | ID identifying the account (must be unique)                  |
 | `driver` | Name of exchange driver (supported values are: `rubykube`, `binance`, `bitfinex`) |
 | `debug`  | Flag to extend logs verbosity, valid values are: `true` or `false` |
 | `host`   | Base URL of the exchange API                                 |
@@ -227,10 +212,6 @@ The spread applied on circuitbraker strategy should be lower than the spead used
 | Field                   | Description                                                  |
 | ----------------------- | ------------------------------------------------------------ |
 | `id`                    | ID of market                                                 |
-| `base`                  | Base currency of market                                      |
-| `quote`                 | Quote currency of market                                     |
-| `base_precision`        | Base precision of market                                     |
-| `quote_precision`       | Quote precision of market                                    |
 
 
 

bin/luno-fetch-markets-config

@@ -0,0 +1,21 @@
+#!/bin/ruby
+# frozen_string_literal: true
+
+require "pp"
+require "json"
+require "faraday"
+
+pairs = %w[XBTEUR XBTIDR ETHNGN ETHZAR XBTMYR XBTNGN ETHXBT XBTZAR XBTZMW XBTSGD XBTUGX BCHXBT]
+config = {}
+
+pairs.each do |pair|
+  raise "Can't deduce base/quote from #{pair}" if pair.size != 6
+
+  warn "fetching #{pair}"
+  response = Faraday.get "https://www.luno.com/ajax/1/market_params?pair=#{pair}"
+  config[pair] = JSON.parse(response.body)
+  config[pair]["base_unit"] = pair[0..2]
+  config[pair]["quote_unit"] = pair[3..5]
+end
+
+pp config

config/strategies.yml

@@ -1,14 +1,14 @@
-log_level: DEBUG
+log_level: INFO
 
 accounts:
 - id: demo
   driver: rubykube
   debug: false
   host: "https://demo.openware.com"
   ws: "wss://demo.openware.com"
-  key: "353886962a3b3a79"
-  secret: "36827b03603d94496518390737a30562"
-  delay: 3
+  key: "df6330db624fcc67"
+  secret: "c2ac593fd25281a4cbf9df6f88d700a0"
+  delay: 1
 
 - id: bitfaker
   driver: bitfaker
@@ -27,11 +27,11 @@ accounts:
   delay: 1
 
 strategies:
-- id: copy-FTHUSD
+- id: copy-ETHUSD
   type: copy
   debug: true
   enabled: true
-  period: 5
+  period: 30
   params:
     spread_bids: 0.003
     spread_asks: 0.003
@@ -44,21 +44,12 @@ strategies:
   target:
     account_id: demo
     market:
-      id: fthusd
-      base: fth
-      quote: usd
-      base_precision: 2
-      quote_precision: 2
-      min_bid_amount: 0.01
-      min_ask_amount: 0.01
+      - id: ethusd
+
   sources:
   - account_id: binance
     market:
-      id: ETHUSDT
-      base: ETH
-      quote: USDT
-      min_bid_amount: 0.01
-      min_ask_amount: 0.01
+      - id: ETHUSDT
 
 - id: microtrades-FTHUSD
   type: microtrades
@@ -72,11 +63,4 @@ strategies:
     max_amount: 0.30
   target:
       account_id: demo
-      market:
-        id: fthusd
-        base: fth
-        quote: usd
-        base_precision: 2
-        quote_precision: 2
-        min_ask_amount: 0.01
-        min_bid_amount: 0.01
+      market: { id: ethusd }

lib/arke/action_executor.rb

@@ -83,9 +83,9 @@ def schedule(action)
         execute do
           order = action.params[:order]
           logger.info { "ACCOUNT:#{id} #{CREATING} #{colored_side(order.side)} order: #{action.params}" }
-          price = apply_precision(order.price, action.destination.quote_precision)
-          amount = apply_precision(order.amount, action.destination.base_precision.to_f,
-                                   order.side == :sell ? action.destination.min_ask_amount.to_f : action.destination.min_bid_amount.to_f)
+          price = apply_precision(order.price, action.destination.price_precision)
+          amount = apply_precision(order.amount, action.destination.amount_precision.to_f,
+                                   order.side == :sell ? action.destination.min_amount.to_f : action.destination.min_amount.to_f)
           begin
             order = Arke::Order.new(order.market, price, amount, order.side)
             action.destination.account.create_order(order)

lib/arke/exchange/base.rb

@@ -195,6 +195,10 @@ def balance(currency)
       @balances.find {|b| b["currency"].casecmp?(currency) }
     end
 
+    def market_config(_market)
+      raise "#{self.class} doesn't support market_config"
+    end
+
     def build_query(params)
       params.keys.sort.map {|k| "#{Faraday::Utils.escape(k)}=#{Faraday::Utils.escape(params[k])}" }.join("&")
     end

lib/arke/exchange/binance.rb

@@ -11,7 +11,7 @@ def initialize(opts)
       @client = ::Binance::Client::REST.new(api_key: @api_key, secret_key: @secret, adapter: @adapter)
       @min_notional = {}
       @min_quantity = {}
-      @base_precision = {}
+      @amount_precision = {}
       @markets = opts["markets"]
     end
 
@@ -102,13 +102,13 @@ def markets
 
     def get_amount(order)
       min_notional = @min_notional[order.market] ||= get_min_notional(order.market)
-      base_precision = @base_precision[order.market] ||= get_base_precision(order.market)
+      amount_precision = @amount_precision[order.market] ||= get_amount_precision(order.market)
       percentage = 0.2
       notional = order.price * order.amount
       if notional > min_notional
         order.amount
       elsif (min_notional * percentage) < notional
-        return (min_notional / order.price).ceil(base_precision)
+        return (min_notional / order.price).ceil(amount_precision)
       else
         raise "Amount of order too small"
       end
@@ -155,7 +155,7 @@ def fetch_openorders(market)
       end
     end
 
-    def get_base_precision(market)
+    def get_amount_precision(market)
       min_quantity = @min_quantity[market] ||= get_min_quantity(market)
       return 0 if min_quantity >= 1
 
@@ -167,16 +167,39 @@ def get_base_precision(market)
       n
     end
 
+    def get_symbol_info(market)
+      @exchange_info ||= @client.exchange_info["symbols"]
+      @exchange_info.find {|s| s["symbol"] == market }
+    end
+
+    def get_symbol_filter(market, filter)
+      get_symbol_info(market)["filters"].find {|f| f["filterType"] == filter }
+    end
+
     def get_min_quantity(market)
-      @client.exchange_info["symbols"]
-             .find {|s| s["symbol"] == market }["filters"]
-             .find {|f| f["filterType"] == "LOT_SIZE" }["minQty"].to_f
+      get_symbol_filter(market, "LOT_SIZE")["minQty"].to_f
     end
 
     def get_min_notional(market)
-      @client.exchange_info["symbols"]
-             .find {|s| s["symbol"] == market }["filters"]
-             .find {|f| f["filterType"] == "MIN_NOTIONAL" }["minNotional"].to_f
+      get_symbol_filter(market, "MIN_NOTIONAL")["minNotional"].to_f
+    end
+
+    def market_config(market)
+      info = get_symbol_info(market)
+      raise "#{market} not found" unless info
+
+      price_filter = get_symbol_filter(market, "PRICE_FILTER")
+
+      {
+        "id"               => info.fetch("symbol"),
+        "base_unit"        => info.fetch("baseAsset"),
+        "quote_unit"       => info.fetch("quoteAsset"),
+        "min_price"        => price_filter&.fetch("minPrice").to_f,
+        "max_price"        => price_filter&.fetch("maxPrice").to_f,
+        "min_amount"       => get_min_quantity(market),
+        "amount_precision" => info.fetch("baseAssetPrecision"),
+        "price_precision"  => info.fetch("quotePrecision")
+      }
     end
   end
 end

lib/arke/exchange/bitfaker.rb

@@ -45,20 +45,16 @@ def get_balances
       ]
     end
 
-    def get_market_infos(_market)
+    def market_config(_market)
       {
         "id"               => "BTCUSD",
-        "name"             => "BTC/USD",
         "base_unit"        => "BTC",
         "quote_unit"       => "USD",
-        "ask_fee"          => "0.0002",
-        "bid_fee"          => "0.0002",
-        "min_price"        => "0.0",
-        "max_price"        => "0.0",
-        "min_amount"       => "0.00001",
+        "min_price"        => 0.0,
+        "max_price"        => 0.0,
+        "min_amount"       => 0.1,
         "amount_precision" => 6,
         "price_precision"  => 6,
-        "state"            => "enabled",
       }
     end
 
@@ -98,9 +94,8 @@ def ping; end
     private
 
     def add_order(order)
-      _id, price, amount = order
-      side = amount.negative? ? :sell : :buy
-      amount = amount.abs
+      _id, _price, amount = order
+      amount.abs
     end
   end
 end

lib/arke/exchange/bitfinex.rb

@@ -124,6 +124,26 @@ def markets
       @connection.get("/v1/symbols").body
     end
 
+    def symbols_details
+      @symbols_details ||= @connection.get("/v1/symbols_details").body
+    end
+
+    def market_config(market)
+      info = symbols_details&.find {|i| i["pair"].downcase == market.downcase }
+      raise "Pair #{market} not found" unless info
+
+      {
+        "id"               => info.fetch("pair"),
+        "base_unit"        => nil,
+        "quote_unit"       => nil,
+        "min_price"        => nil,
+        "max_price"        => nil,
+        "min_amount"       => info.fetch("minimum_order_size"),
+        "amount_precision" => 8,
+        "price_precision"  => 8,
+      }
+    end
+
     def new_trade(data, market)
       amount = data[2]
       pm_id = @platform_markets[market]