binance-connector-ruby 1.0.1

data/lib/binance/spot/websocket.rb

@@ -0,0 +1,147 @@
+# frozen_string_literal: true
+
+require 'binance/websocket_base'
+
+module Binance
+  class Spot
+    # Spot Websocket
+    class WebSocket < WebSocketBase
+      BASE_URL = 'wss://stream.binance.com:9443'
+
+      def initialize(options = {})
+        @base_url = options[:base_url] || BASE_URL
+        options[:base_url] = @base_url
+        super(options)
+      end
+
+      # Aggregate Trade Streams
+      # The Aggregate Trade Streams push trade information that is aggregated for a single taker order.
+      # Stream Name: <symbol>@aggTrade
+      # Update Speed: Real-time
+      #
+      # @param symbol [String]
+      # @see https://binance-docs.github.io/apidocs/spot/en/#aggregate-trade-streams
+      def agg_trade(symbol:, callbacks:)
+        url = "#{@base_url}/ws/#{symbol.downcase}@aggTrade"
+        create_connection(url, callbacks)
+      end
+
+      # Trade Streams
+      # The Trade Streams push raw trade information; each trade has a unique buyer and seller.
+      # Stream Name: <symbol>@trade
+      # Update Speed: Real-time
+      #
+      # @param symbol [String]
+      # @see https://binance-docs.github.io/apidocs/spot/en/#trade-streams
+      def trade(symbol:, callbacks:)
+        url = "#{@base_url}/ws/#{symbol.downcase}@trade"
+        create_connection(url, callbacks)
+      end
+
+      # Kline/Candlestick Streams
+      # The Kline/Candlestick Stream push updates to the current klines/candlestick every second.
+      # Stream Name: <symbol>@kline_<interval>
+      # Update Speed: 2000ms
+      #
+      # @param symbol [String]
+      # @param interval [String] 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w, 1M
+      # @see https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-streams
+      def kline(symbol:, interval:, callbacks:)
+        url = "#{@base_url}/ws/#{symbol.downcase}@kline_#{interval}"
+        create_connection(url, callbacks)
+      end
+
+      # Individual Symbol Mini Ticker Stream or All Market Mini Tickers Stream
+      # 24hr rolling window mini-ticker statistics. These are NOT the statistics of the UTC day, but a 24hr rolling window for the previous 24hrs.
+      # Stream Name: <symbol>@miniTicker or !miniTicker@arr
+      # Update Speed: 1000ms
+      #
+      # @option symbol [String]
+      # @see https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-mini-ticker-stream
+      def mini_ticker(callbacks:, symbol: nil)
+        url = if symbol.nil?
+                "#{@base_url}/ws/!miniTicker@arr"
+              else
+                "#{@base_url}/ws/#{symbol.downcase}@miniTicker"
+              end
+        create_connection(url, callbacks)
+      end
+
+      # Individual Symbol Ticker Streams or All Market Tickers Stream
+      # 24hr rollwing window ticker statistics for a single symbol. These are NOT the statistics of the UTC day, but a 24hr rolling window for the previous 24hrs.
+      # Stream Name: <symbol>@ticker or !ticker@arr
+      # Update Speed: 1000ms
+      #
+      # @option symbol [String]
+      # @see https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-ticker-streams
+      def symbol_ticker(callbacks:, symbol: nil)
+        url = if symbol.nil?
+                "#{@base_url}/ws/!ticker@arr"
+              else
+                "#{@base_url}/ws/#{symbol.downcase}@ticker"
+              end
+        create_connection(url, callbacks)
+      end
+
+      # Individual Symbol Book Ticker Streams or All Book Tickers Stream
+      # Pushes any update to the best bid or ask's price or quantity in real-time for a specified symbol.
+      # Stream Name: <symbol>@bookTicker or !bookTicker
+      # Update Speed: Real-time
+      #
+      # @option symbol [String]
+      # @see https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-book-ticker-streams
+      def book_ticker(callbacks:, symbol: nil)
+        url = if symbol.nil?
+                "#{@base_url}/ws/!bookTicker"
+              else
+                "#{@base_url}/ws/#{symbol.downcase}@bookTicker"
+              end
+        create_connection(url, callbacks)
+      end
+
+      # Partial Book Depth Streams
+      # Top bids and asks, Valid are 5, 10, or 20.
+      # Stream Name: <symbol>@depth<levels> OR <symbol>@depth<levels>@100ms.
+      # Update Speed: 1000ms or 100ms
+      #
+      # @param symbol [String]
+      # @param levels [Integer] 5, 10, or 20.
+      # @param speed [String] 1000ms or 100ms
+      # @see https://binance-docs.github.io/apidocs/spot/en/#partial-book-depth-streams
+      def partial_book_depth(symbol:, levels:, speed:, callbacks:)
+        url = "#{@base_url}/ws/#{symbol.downcase}@depth#{levels}@#{speed}"
+        create_connection(url, callbacks)
+      end
+
+      # Diff. Depth Stream
+      # Top bids and asks, Valid are 5, 10, or 20.
+      # Stream Name: <symbol>@depth<levels> OR <symbol>@depth<levels>@100ms.
+      # Update Speed: 1000ms or 100ms
+      #
+      # @param symbol [String]
+      # @param speed [String] 1000ms or 100ms
+      # @see https://binance-docs.github.io/apidocs/spot/en/#diff-depth-stream
+      def diff_book_depth(symbol:, speed:, callbacks:)
+        url = "#{@base_url}/ws/#{symbol.downcase}@depth@#{speed}"
+        create_connection(url, callbacks)
+      end
+
+      # Subscribe to a stream manually
+      # subscribe(stream: "btcusdt@miniTicker") or
+      # subscribe(stream: ["btcusdt@miniTicker", "ethusdt@miniTicker"])
+      #
+      # @param stream [String|Array]
+      def subscribe(stream:, callbacks:)
+        url = if stream.is_a?(Array)
+                "#{@base_url}/stream?streams=#{stream.join('/')}"
+              else
+                "#{@base_url}/ws/#{stream}"
+              end
+
+        subscribe_to(url, callbacks)
+      end
+
+      alias user_data subscribe
+    end
+  end
+end

data/lib/binance/spot.rb

@@ -0,0 +1,61 @@
+# frozen_string_literal: true
+
+require 'binance/session'
+require 'binance/authentication'
+require 'binance/utils/validation'
+require 'binance/utils/url'
+require 'binance/error'
+require 'binance/spot/blvt'
+require 'binance/spot/bswap'
+require 'binance/spot/c2c'
+require 'binance/spot/fiat'
+require 'binance/spot/futures'
+require 'binance/spot/loan'
+require 'binance/spot/margin'
+require 'binance/spot/market'
+require 'binance/spot/mining'
+require 'binance/spot/savings'
+require 'binance/spot/stream'
+require 'binance/spot/subaccount'
+require 'binance/spot/trade'
+require 'binance/spot/wallet'
+require 'binance/spot/websocket'
+
+module Binance
+  # Spot class includes the following modules:
+  # - Blvt
+  # - Bswap
+  # - C2C
+  # - Fiat
+  # - Futures
+  # - Loan
+  # - Margin
+  # - Market
+  # - Mining
+  # - Saving
+  # - Stream
+  # - Subaccount
+  # - Trade
+  # - Wallet
+  # @see https://binance-docs.github.io/apidocs/spot/en/
+  class Spot
+    include Binance::Spot::Blvt
+    include Binance::Spot::Bswap
+    include Binance::Spot::C2C
+    include Binance::Spot::Fiat
+    include Binance::Spot::Futures
+    include Binance::Spot::Loan
+    include Binance::Spot::Margin
+    include Binance::Spot::Market
+    include Binance::Spot::Mining
+    include Binance::Spot::Savings
+    include Binance::Spot::Stream
+    include Binance::Spot::Subaccount
+    include Binance::Spot::Trade
+    include Binance::Spot::Wallet
+
+    def initialize(key: '', secret: '', **kwargs)
+      @session = Session.new kwargs.merge(key: key, secret: secret)
+    end
+  end
+end

data/lib/binance/utils/faraday/custom_params_encoder.rb

@@ -0,0 +1,78 @@
+# frozen_string_literal: true
+
+require 'date'
+
+module Binance
+  module Utils
+    module Faraday
+      # Custom parameter encoder
+      module CustomParamsEncoder
+        class << self
+          extend Forwardable
+          def_delegators :'Faraday::Utils', :escape, :unescape
+        end
+
+        def self.encode(params)
+          if params.nil?
+            nil
+          elsif params.is_a?(Array)
+            # The params have form [['key1', 'value1'], ['key2', 'value2']].
+            encode_array params
+          elsif params.respond_to?(:to_hash)
+            params = params.to_hash.map do |key, value|
+              key = key.to_s if key.is_a?(Symbol)
+              [key, value]
+            end
+            encode_array params
+          else
+            raise TypeError, "Can't encode #{params.class}."
+          end
+        end
+
+        def self.encode_array(params)
+          buffer = ''.dup
+          params.each do |key, value|
+            encoded_key = escape(key)
+            if Binance::Utils::Validation.invalid?(value)
+              buffer << "#{encoded_key}&"
+            elsif value.is_a?(Array)
+              value.each do |sub_value|
+                buffer << "#{encoded_key}=#{escape sub_value}&"
+              end
+            else
+              value = value.to_s if [true, false].include?(value)
+              buffer << "#{encoded_key}=#{value}&"
+            end
+          end
+          buffer.chomp '&'
+        end
+
+        # rubocop:disable Metrics/AbcSize
+        def self.decode(query)
+          return nil if query.nil?
+
+          param_pairs = split_query query
+          param_pairs.each_with_object({}) do |pair, accu|
+            key = unescape(pair[0])
+            value = pair[1] || true
+            value = unescape(value.to_str.gsub(/\+/, ' ')) if value.respond_to?(:to_str)
+            if accu[key].is_a?(Array)
+              accu[key] << value
+            elsif accu[key] # already a value for this key
+              accu[key] = [accu[key], value]
+            else
+              accu[key] = value
+            end
+          end
+        end
+        # rubocop:enable Metrics/AbcSize
+
+        def self.split_query(query)
+          (query.split('&').map do |pair|
+            pair.split('=', 2) if pair && !pair.empty?
+          end).compact
+        end
+      end
+    end
+  end
+end

data/lib/binance/utils/faraday/middleware/signature.rb

@@ -0,0 +1,21 @@
+# frozen_string_literal: true
+
+require 'openssl'
+
+module Binance
+  module Utils
+    module Faraday
+      module Middleware
+        Signature = Struct.new(:app, :secret) do
+          def call(env)
+            hash = OpenSSL::HMAC.hexdigest(
+              OpenSSL::Digest.new('sha256'), secret, env.url.query
+            )
+            env.url.query = Url.add_param(env.url.query, 'signature', hash)
+            app.call env
+          end
+        end
+      end
+    end
+  end
+end

data/lib/binance/utils/faraday/middleware/timestamp.rb

@@ -0,0 +1,20 @@
+# frozen_string_literal: true
+
+require 'date'
+
+module Binance
+  module Utils
+    module Faraday
+      module Middleware
+        Timestamp = Struct.new(:app) do
+          def call(env)
+            env.url.query = Url.add_param(
+              env.url.query, 'timestamp', DateTime.now.strftime('%Q')
+            )
+            app.call env
+          end
+        end
+      end
+    end
+  end
+end

data/lib/binance/utils/faraday/middleware.rb

@@ -0,0 +1,4 @@
+# frozen_string_literal: true
+
+require_relative './middleware/timestamp'
+require_relative './middleware/signature'

data/lib/binance/utils/url.rb

@@ -0,0 +1,26 @@
+# frozen_string_literal: true
+
+module Binance
+  module Utils
+    # Url Utils
+    module Url
+      module_function
+
+      def build_query(params)
+        params.map do |key, value|
+          if value.is_a?(Array)
+            value.map { |v| "#{key}=#{v}" }.join('&')
+          else
+            "#{key}=#{value}"
+          end
+        end.join('&')
+      end
+
+      def add_param(query, key, value)
+        query = (query || '').dup
+        query << "&#{key}=#{value}"
+        query.delete_prefix('&')
+      end
+    end
+  end
+end

data/lib/binance/utils/validation.rb

@@ -0,0 +1,26 @@
+# frozen_string_literal: true
+
+module Binance
+  module Utils
+    # Client side validation
+    class Validation
+      class << self
+        def require_param(param_name, param_value)
+          raise Binance::RequiredParameterError.new(param_name, param_value) if invalid?(param_value)
+        end
+
+        def invalid?(param_value)
+          param_value.nil? ||
+            (array_or_hash?(param_value) && param_value.empty?) ||
+            (param_value.respond_to?(:to_str) && param_value.empty?)
+        end
+
+        private
+
+        def array_or_hash?(param_value)
+          param_value.is_a?(Array) || param_value.is_a?(Hash)
+        end
+      end
+    end
+  end
+end

data/lib/binance/version.rb

@@ -0,0 +1,5 @@
+# frozen_string_literal: true
+
+module Binance
+  VERSION = '1.0.1'
+end

data/lib/binance/websocket_base.rb

@@ -0,0 +1,84 @@
+# frozen_string_literal: true
+
+require 'logger'
+require 'websocket-eventmachine-client'
+
+module Binance
+  # Base Websocket
+  class WebSocketBase
+    def initialize(options = {})
+      @logger = options[:logger] || Logger.new($stdout)
+      @base_url = options[:base_url]
+      @ws_connection = nil
+    end
+
+    def create_connection(url, cbs)
+      @ws_connection = ::WebSocket::EventMachine::Client.connect(uri: url)
+      add_callbacks(cbs)
+    end
+
+    def subscribe_to(url, cbs)
+      create_connection(url, cbs)
+    end
+
+    private
+
+    def add_callbacks(cbs)
+      # check allowed callbacks
+      raise ArgumentError, 'Only :onopen, :onmessage, :onclose, :onping, :onpong, :onerror allowed' if %i[onopen onmessage onping onpong onerror onclose].union(cbs.keys).size > 6
+
+      onmessage(cbs)
+      onerror(cbs)
+      onping(cbs)
+      onpong(cbs)
+      onclose(cbs)
+    end
+
+    def onopen(cbs)
+      @ws_connection.onopen do
+        @logger.debug('connected to server')
+        event_callback(cbs, :onopen)
+      end
+    end
+
+    def onmessage(cbs)
+      @ws_connection.onmessage do |msg, type|
+        cbs[:onmessage].call(msg, type) if cbs.key?(:onmessage) && cbs[:onmessage].respond_to?(:call)
+      end
+    end
+
+    def onerror(cbs)
+      @ws_connection.onerror do |error|
+        @logger.error("Error occured: #{error}")
+        event_callback(cbs, :onerror, error)
+      end
+    end
+
+    def onping(cbs)
+      @ws_connection.onping do
+        @logger.info('Received ping from server')
+        @ws_connection.pong
+        @logger.info('Responded pong to server')
+        event_callback(cbs, :onping)
+      end
+    end
+
+    def onpong(cbs)
+      @ws_connection.onpong do
+        @logger.info('Received pong from server')
+        event_callback(cbs, :onpong)
+      end
+    end
+
+    def onclose(cbs)
+      @ws_connection.onclose do
+        @logger.info('Closed from server')
+        event_callback(cbs, :onclose)
+      end
+    end
+
+    def event_callback(cbs, event, data = nil)
+      cbs[event].call(data) if cbs.key?(event) && cbs[event].respond_to?(:call)
+    end
+  end
+end

data/lib/binance.rb

@@ -0,0 +1,5 @@
+# frozen_string_literal: true
+
+require 'json'
+require 'binance/version'
+require 'binance/spot'

metadata

@@ -0,0 +1,161 @@
+--- !ruby/object:Gem::Specification
+name: binance-connector-ruby
+version: !ruby/object:Gem::Version
+  version: 1.0.1
+platform: ruby
+authors:
+- Binance
+autorequire:
+bindir: exe
+cert_chain: []
+date: 2021-11-20 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.0'
+- !ruby/object:Gem::Dependency
+  name: gem-release
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.0'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+- !ruby/object:Gem::Dependency
+  name: faraday
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.8'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.8'
+- !ruby/object:Gem::Dependency
+  name: websocket-eventmachine-client
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.3'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.3'
+description: ''
+email:
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- CHANGELOG.md
+- LICENSE.txt
+- README.md
+- lib/binance.rb
+- lib/binance/authentication.rb
+- lib/binance/error.rb
+- lib/binance/session.rb
+- lib/binance/spot.rb
+- lib/binance/spot/blvt.rb
+- lib/binance/spot/bswap.rb
+- lib/binance/spot/c2c.rb
+- lib/binance/spot/fiat.rb
+- lib/binance/spot/futures.rb
+- lib/binance/spot/loan.rb
+- lib/binance/spot/margin.rb
+- lib/binance/spot/market.rb
+- lib/binance/spot/mining.rb
+- lib/binance/spot/savings.rb
+- lib/binance/spot/stream.rb
+- lib/binance/spot/subaccount.rb
+- lib/binance/spot/trade.rb
+- lib/binance/spot/wallet.rb
+- lib/binance/spot/websocket.rb
+- lib/binance/utils/faraday/custom_params_encoder.rb
+- lib/binance/utils/faraday/middleware.rb
+- lib/binance/utils/faraday/middleware/signature.rb
+- lib/binance/utils/faraday/middleware/timestamp.rb
+- lib/binance/utils/url.rb
+- lib/binance/utils/validation.rb
+- lib/binance/version.rb
+- lib/binance/websocket_base.rb
+homepage: https://github.com/binance/binance-connector-ruby
+licenses:
+- MIT
+metadata:
+  homepage_uri: https://github.com/binance/binance-connector-ruby
+  documentation_uri: https://binance-docs.github.io/apidocs/spot/en/
+  source_code_uri: https://github.com/binance/binance-connector-ruby
+post_install_message:
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: 2.5.0
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.1.2
+signing_key:
+specification_version: 4
+summary: This is a lightweight library that works as a connector to the Binance public
+  API.
+test_files: []