Basic ruby script to pull active listings and match against a strategy every 300 milliseconds (max)

Gemfile

source "https://rubygems.org"

gem 'curb'

HOWTO

1. Install Ruby 2.1.0 (there are tutorials for this - if you're new, try the
   tool called RVM - http://rvm.io
   If you're installing Ruby on Windows, god help you. Hopefully you're either
   on Mac or Linux. Can't help you with Windows.
2. Put these files all into a single folder
3. Go into that folder
4. Type 'bundle install'
   If you get errors about not being able to find 'bundler', then type:
     gem install bundler
5. Type 'ruby lender.rb' to run the script
6. Press Ctrl+C to kill the script (or else it will run forever)

Sample output from the script is in the 'Sample output' file

lender.rb

# Script to interact with Prosper's API

require 'json'
require 'time'
require 'curb'

# Init
USER = ENV['PROSPER_USER']
PASS = ENV['PROSPER_PASS']

STRATEGIES = JSON.parse(File.read('./strategies.json'))

@queries = {
  account: Curl::Easy.new('https://api.prosper.com/api/Account'),
  investments: Curl::Easy.new('https://api.prosper.com/api/Investments'),
  active_listings: Curl::Easy.new('https://api.prosper.com/api/Listings')
}
@queries.each do |symbol, query|
  query.http_auth_types = :basic
  query.username = USER
  query.password = PASS
end

##
# Returns a string representation of the number of seconds (with millisecond
# precision) since the specified start time.
def seconds_since(start_time)
  "#{(Time.now-start_time).to_s[0..4]}s"
end

##
# Returns a JSON object containing the results of the query lookup, or nil if
# the query failed.
def perform_query(query_symbol)
  start_time = Time.now
  @queries[query_symbol].perform
  puts "Query time: #{seconds_since(start_time)}"
  @queries[query_symbol].response_code == 200 ? JSON.parse(@queries[query_symbol].body_str) : nil
end

##
# Returns the number of strategies that match the provided listing JSON string.
# This number maps directly to the number of buy orders to be placed under the
# current users' account.
def strategy_matches(listing_json)
  matches = []
  STRATEGIES.each do |s|
    matches << s if s["active"] && s["match_criterion"].all?{|data_point_name, acceptable_values| acceptable_values.include?(listing_json[data_point_name]) }
  end

  matches
end

##
# Print the investments JSON object nicely for human consumption.
def print_investments(investments_json)
  start_time = Time.now

  printf   "%-10s | %-6s | %-20s | %8s | %8s\n", "Date", "Amount", "Status", "Listing", "Loan"
  printf   "----------------------------------------------------------------\n"
  investments_json.each do |i|
    loan_number = case i["ListingStatusDescription"]
    when "Completed"
      i["LoanNumber"]
    when "Cancelled"
      i["ListingStatusDescription"] = "XX"
      "XX"
    else
      "--"
    end

    printf("%10s | $%5d | %-20s | %8s | %8s\n", i["InvestmentDate"][0..9], i["Amount"], i["ListingStatusDescription"][0..19], i["ListingNumber"], loan_number)
  end
  puts "Print time: #{seconds_since(start_time)}"

  nil
end

##
# Print the active listings JSON object nicely for human consumption.
def print_active_listings(listings_json)
  start_time = Time.now

  printf   "%7s | %4s | %4s | %4s | %4s | %8s | %7s | %6s | %5s | %-5s\n", "BUY", "Pop", "% Fd", "Age", "Term", "Listing", "FICO", "Rating", "Score", "ER"
  printf   "----------------------------------------------------------------------------------\n"
  listings_json.each do |l|
    matches = strategy_matches(l)
    percent_funded = l["PercentFunded"]
    age = Time.now - Time.parse(l["ListingCreationDate"])
    # Magic formula that make the popularity approach 500 when the listing is
    # <1ms  old, but drop to zero by the time it's 24 hours old
    popularity = (((-25 * Math::log(age))+284.1685739) * percent_funded).to_i
    popularity = 0 if popularity < 0

    printf "%7s | %4s | %4d | %3s | %4s | %8s | %7s | %6s | %5s | %5s\%\n", matches.collect{|m| m["id"]}.join(','), popularity.to_s, (percent_funded*100).to_i, (age/86400).to_s[0..3], l["ListingTerm"], l["ListingNumber"], l["FICOScore"], l["ProsperRating"], l["ProsperScore"], (l["EstimatedReturn"]*100).to_s[0..4]
  end
  puts "Print time: #{seconds_since(start_time)}"

  nil
end

begin
  print_active_listings(perform_query(:active_listings).sort_by{|l| l["ListingCreationDate"]})
  sleep 0.3
end while true

Sample output

The fields listed here are:

- BUY (if a strategy name is shown in this column, then that strategy matches that listing
- Pop (a rough guess at the popularity of that listing, based on its age and its percentage funded)
- % Fd (Percentage funded)
- Age (age since the listing was created - NOTE: probably not the same as the age since the listing
  was made public during feeding time)
- Term (36 or 60 months / 3 or 5 year)
- Listing (the listing ID)
- FICO (the borrow's FICO score range)
- Rating (the Prosper Rating)
- Score (the Prosper Score)
- ER (Estimated Return - pulled from the API - NOT my own calculation)

Query time: 1.477s
    BUY |  Pop | % Fd |  Age | Term |  Listing |    FICO | Rating | Score | ER   
----------------------------------------------------------------------------------
        |    0 |   76 | 10.1 |   60 |  1191512 | 820-850 |      A |    11 | 6.081%
        |    0 |   39 | 6.99 |   36 |  1212813 | 760-779 |      A |    11 | 5.568%
        |    0 |   33 | 5.08 |   36 |  1161322 | 740-759 |     AA |    10 | 4.261%
        |    0 |   89 | 5.00 |   36 |  1221276 | 680-699 |      A |     8 | 5.879%
        |    0 |   88 | 4.96 |   36 |  1162330 | 760-779 |      A |     8 | 6.705%
        |    0 |   61 | 4.22 |   36 |  1165903 | 700-719 |     AA |    10 | 4.553%
        |    0 |   38 | 3.86 |   36 |  1169683 | 700-719 |     AA |     8 | 4.929%
        |    0 |   73 | 3.35 |   36 |  1200347 | 740-759 |      A |    11 | 5.342%
        |    0 |   49 | 3.03 |   36 |  1201904 | 760-779 |     AA |    10 | 4.261%
        |    0 |   71 | 2.68 |   60 |  1202927 | 820-850 |      A |    10 | 5.879%
        |    0 |   90 | 2.42 |   36 |  1170511 | 680-699 |      A |     7 | 6.499%
        |    0 |   35 | 2.38 |   36 |  1170703 | 740-759 |     AA |    10 | 4.261%
        |    0 |   70 | 2.34 |   36 |  1226103 | 660-679 |      A |     8 | 6.081%
        |    0 |   34 | 2.28 |   36 |  1226514 | 720-739 |     AA |     8 | 4.929%
        |    0 |   94 | 2.23 |   36 |  1227039 | 720-739 |      A |     7 | 6.705%
        |    0 |   42 | 2.22 |   36 |  1227060 | 720-739 |      A |    10 | 5.568%
        |    0 |   35 | 2.20 |   36 |  1227270 | 760-779 |     AA |     6 | 4.929%
        |    0 |   33 | 2.17 |   36 |  1171417 | 760-779 |     AA |    10 | 4.806%
        |    0 |   28 | 2.09 |   36 |  1228101 | 780-799 |     AA |     7 | 4.929%
        |    0 |   22 | 2.04 |   36 |  1171837 | 760-779 |     AA |     9 | 4.261%
        |    0 |   64 | 1.46 |   36 |  1172950 | 800-819 |     AA |     6 | 4.806%
        |    0 |   19 | 1.40 |   36 |  1173310 | 720-739 |     AA |    10 | 4.261%
        |    0 |   43 | 1.20 |   36 |  1175035 | 720-739 |      A |     7 | 5.342%
        |    0 |   40 | 1.19 |   36 |  1175104 | 740-759 |     AA |     9 | 4.553%
        |    0 |   49 | 1.12 |   36 |  1175701 | 720-739 |     AA |    11 | 4.806%
        |    0 |   29 | 1.12 |   36 |  1175704 | 720-739 |     AA |     8 | 4.929%
        |    0 |   80 | 0.95 |   36 |  1176559 | 780-799 |     AA |    10 | 4.553%
        |    1 |   56 | 0.92 |   36 |  1176625 | 740-759 |      A |     9 | 5.568%
        |    0 |   22 | 0.90 |   36 |  1176715 | 720-739 |     AA |    10 | 4.261%
        |    3 |   39 | 0.73 |   36 |  1177198 | 740-759 |     AA |     8 | 4.806%
Print time: 0.003s

strategies.json

[
  {
    "id": "NSR-001",
    "name": "Bill Payers",
    "active": true,
    "match_criterion": {
      "ProsperRating": ["C", "E", "HR"],
      "FICOScore": ["640-659", "660-679", "680-699"],
      "PublicRecordsLast10Years": [0],
      "InquiriesLast6Months": [0]
    }
  }
]