Hedging client for Bitstamp

bithedge.js

var Bitstamp = require("bitstamp");

var id = process.env.BITHEDGE_ID;
var key = process.env.BITHEDGE_KEY;
var secret = process.env.BITHEDGE_SECRET;
var client = new Bitstamp(key, secret, id);

var stderr = process.stderr;
var argv = process.argv;
var op;

argv.shift();
argv.shift();

op = argv.shift();

if ("old" == op) {
	function pick(error, orders)
	{
		if (error) {
			stderr.write("Failed to get orders\n");
			process.exit(1);
		}

		if (orders.length > 1) {
			stderr.write("No obsolete orders\n");
			process.exit(1);
		}

		if (1 == orders.length)
			console.log(orders[0].id);
	}

	client.open_orders(pick);
} else if ("cancel" == op) {
	var order = argv.shift();

	function check(error)
	{
		if (error) {
			stderr.write("Failed to cancel\n");
			process.exit(1);
		}
	}

	if (order)
		client.cancel_order(order, check);
} else if ("balance" == op) {
	function show(error, balance)
	{
		var fee, usd, btc;

		if (error) {
			stderr.write("Failed to get balance\n");
			process.exit(1);
		}

		fee = balance.fee;
		usd = balance.usd_balance;
		btc = balance.btc_balance;

		console.log(fee, usd, btc);
	}

	client.balance(show);
} else if ("up" == op) {
	var fee = argv.shift();
	var usd = argv.shift();
	var btc = argv.shift();
	var delta, amount, price;

	fee = parseFloat(fee);
	usd = parseFloat(usd);
	btc = parseFloat(btc);

	delta = Math.ceil(100 / fee) / 100;
	delta -= 0.01;
	usd -= 0.01;

	price = (usd + 2 * delta) / btc;
	amount = delta / price;

	price = price.toFixed(2);
	amount = amount.toFixed(8);

	client.sell(amount, price, console.log);
} else if ("down" == op) {
	var fee = argv.shift();
	var usd = argv.shift();
	var btc = argv.shift();
	var delta, amount, price;

	fee = parseFloat(fee);
	usd = parseFloat(usd);
	btc = parseFloat(btc);

	delta = Math.ceil(100 / fee) / 100;
	delta -= 0.01;
	usd -= 0.01;

	price = (usd - 2 * delta) / btc;
	amount = delta / price;

	price = price.toFixed(2);
	amount = amount.toFixed(8);

	client.buy(amount, price, console.log);
} else {
	stderr.write("Unknown operation\n");
	process.exit(1);
}

Makefile

HEDGE = node bithedge

all:
	npm install bitstamp

hedge:
	$(HEDGE) old >|old.txt
	cat old.txt
	$(HEDGE) cancel `cat old.txt`
	$(HEDGE) balance >|balance.txt
	cat balance.txt
	$(HEDGE) down `cat balance.txt` | tee hedge.txt
	sleep 7
	$(HEDGE) up `cat balance.txt` | tee -a hedge.txt
	mailx -s "`cat balance.txt`" me <hedge.txt

loop:
	-while date; do \
		$(MAKE) hedge & pid=$$!; \
		sleep 60; \
		kill $$pid; \
	done

clean:
	-rm -fr *.txt node_modules