atlasats 1.1.2 → 1.1.4

checksums.yaml

@@ -1,15 +1,15 @@
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data/lib/atlasats.rb

@@ -1,4 +1,4 @@
-require 'rubygems'
+orequire 'rubygems'
 require 'bundler/setup'
 require 'eventmachine'
 require 'httparty'
@@ -59,9 +59,9 @@ class AtlasClient
 	# For most accounts this will return todays orders both (open, cancelled and done except rejects)
 	# but for some users who do alot of orders you can only rely on it to give you open orders
 	def recent_orders()
-	  with_auth nil do |options|
-	    self.class.get("/api/v1/orders", options)
-    end
+		with_auth nil do |options|
+			self.class.get("/api/v1/orders", options)
+    	end
 	end
 	
 	# account
@@ -111,7 +111,7 @@ class AtlasClient
 	def subscribe_all_trades(&block)
 		Thread.new do
 			EM.run {
-				client = Faye::Client.new("#{@baseuri}:4000/api")
+				client = Faye::Client.new("#{@baseuri}/api/v1/streaming")
 				client.subscribe("/trades") do |msg|
 					begin
 						pmsg = JSON.parse(msg)

data/lib/atlasatsrt.rb

@@ -0,0 +1,134 @@
+require 'rubygems'
+require 'bundler/setup'
+require 'eventmachine'
+require 'faye'
+require 'json'
+require 'time'
+
+class HmacAuthExt
+	def initialize(key, secret)
+		@key = key
+		@secret = secret
+	end
+
+	def outgoing(message, callback)
+		path = message['channel']
+
+		ident = generate_ident(path, message['data'])
+
+		# todo:
+		message['ext'] ||= {}
+		message['ext']['ident'] = ident
+
+		callback.call(message)
+	end
+
+	def incoming(message, callback)
+		callback.call(message)
+	end
+
+	private
+
+	def generate_ident(path, body)
+		nounce = generate_nounce
+		signature = generate_signature(nounce, path, body)
+		ident = { 
+			"key" => @key,
+			"signature" => signature,
+			"nounce" => nounce
+		}
+	end
+
+	def generate_signature(nounce, path, body)
+		raw_signature = "#{@key}:#{nounce}:#{path}:#{body}"
+
+		return OpenSSL::HMAC.hexdigest(OpenSSL::Digest.new('sha256'), @secret, raw_signature)
+	end
+
+	def generate_nounce
+		Time.now.to_i
+	end
+
+end
+
+class AtlasRealtimeClient
+	def initialize(url, key, secret, account_id)
+		@url = url
+		@key = key
+		@secret = secret
+		@account_id = account_id
+
+		@client = Faye::Client.new(@url)
+		@client.add_extension(HmacAuthExt.new(@key, @secret))
+	end
+
+	# symbols = nil for all symbols, otherwise please provide array
+	def request_spinup
+		# account
+		#  -> account params
+		request_spinup_accountinfo
+		#  -> recent orders
+		request_spinup_orders
+		# market data
+		request_spinup_book
+	end
+
+	def subscribe_orders(&block)
+		@client.subscribe "/account/#{@account_id}/orders" do |message|
+			order = JSON.parse(message)
+			block.call(order)
+		end
+	end
+
+	def subscribe_trades(&block)
+		@client.subscribe "/trades" do |message|
+			trade = JSON.parse(message)
+			block.call(trade)
+		end
+	end
+
+	def subscribe_book(&block)
+		@client.subscribe "/market" do |message|
+			book = JSON.parse(message)
+			block.call(book)
+		end
+	end
+
+	def place_limit_order(client_order_id, item, currency, side, quantity, price)
+		send_action(:action => "order:create", :item => item, :currency => currency, :side => side, :quantity => quantity, :type => "limit", :price => price, :clid => client_order_id)
+	end
+
+	def place_market_order(client_order_id, item, currency, side, quantity)
+		send_action(:action => "order:create", :item => item, :currency => currency, :side => side, :quantity => quantity, :type => "market", :clid => client_order_id)
+	end
+
+	def cancel_order(orderid)
+		send_action(:action => "order:cancel", :oid => orderid)
+	end
+
+	private
+
+	def send_action(obj)
+		@client.publish("/actions", to_message(obj))
+	end
+
+	def request_spinup_accountinfo
+		create_request!(:type => "account")
+	end
+
+	def request_spinup_orders
+		create_request!(:type => "orders")
+	end
+
+	def request_spinup_book
+		create_request!(:type => "book")
+	end
+
+	def create_request!(obj)
+		@client.publish("/requests/#{@account_id}", to_message(obj))
+	end
+
+	def to_message(obj)
+		obj.to_json
+	end
+end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: atlasats
 version: !ruby/object:Gem::Version
-  version: 1.1.2
+  version: 1.1.4
 platform: ruby
 authors:
 - Habeel Ahmed
@@ -14,42 +14,60 @@ dependencies:
   name: eventmachine
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - '='
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.0'
+    - - ! '>='
       - !ruby/object:Gem::Version
         version: 1.0.3
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - '='
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.0'
+    - - ! '>='
       - !ruby/object:Gem::Version
         version: 1.0.3
 - !ruby/object:Gem::Dependency
   name: httparty
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - '='
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '0.11'
+    - - ! '>='
       - !ruby/object:Gem::Version
         version: 0.11.0
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - '='
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '0.11'
+    - - ! '>='
       - !ruby/object:Gem::Version
         version: 0.11.0
 - !ruby/object:Gem::Dependency
   name: faye
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - '='
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.0'
+    - - ! '>='
       - !ruby/object:Gem::Version
         version: 1.0.0
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - '='
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.0'
+    - - ! '>='
       - !ruby/object:Gem::Version
         version: 1.0.0
 description: Atlas ATS ruby library. Gives access to order placement and market data.
@@ -59,6 +77,7 @@ extensions: []
 extra_rdoc_files: []
 files:
 - lib/atlasats.rb
+- lib/atlasatsrt.rb
 homepage: http://rubygems.org/gems/atlasats
 licenses:
 - MIT