binance-sdk 1.0.4
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- checksums.yaml +7 -0
- data/lib/binance/sdk/account.rb +58 -0
- data/lib/binance/sdk/asset.rb +24 -0
- data/lib/binance/sdk/configuration.rb +66 -0
- data/lib/binance/sdk/endpoints.rb +43 -0
- data/lib/binance/sdk/error.rb +138 -0
- data/lib/binance/sdk/exchange.rb +39 -0
- data/lib/binance/sdk/klines.rb +45 -0
- data/lib/binance/sdk/orders.rb +111 -0
- data/lib/binance/sdk/request.rb +81 -0
- data/lib/binance/sdk/server.rb +15 -0
- data/lib/binance/sdk/ticker.rb +19 -0
- data/lib/binance/sdk/version.rb +7 -0
- data/lib/binance/sdk/websocket.rb +104 -0
- data/lib/binance-sdk.rb +24 -0
- metadata +173 -0
checksums.yaml
ADDED
@@ -0,0 +1,7 @@
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---
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SHA256:
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metadata.gz: d6b6fa1ee177c935d5342d2767c82c0c80d3c1befdebf4aaf4bf947fb5f01fbb
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data.tar.gz: 3ea7bcadb01ef35b7d6c74b0849644efc4b5ea77f837a28150cdbbb3bbf0bbb4
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SHA512:
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metadata.gz: 9194ed2de6be9c11529b762588d940d3ba88774c0ff05661b6332cdab111f831cd73c8835717baaeda7165f1bdb5868019a95ab6f8fb9d44e0658d98f2a3aaf9
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data.tar.gz: 62ed6aed957dad77dfd65f734221c79c6fc80713a0142657ffbbad4e2da296e24e1a25ae3f36992c3f3c96b938083355c395d7bf3f5e5b7417a1d974a0e7a068
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@@ -0,0 +1,58 @@
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module Binance
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module SDK
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class Account
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class << self
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def info!(recvWindow: 5000)
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timestamp = Configuration.timestamp
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params = { recvWindow: recvWindow, timestamp: timestamp }
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response = Request.send!(
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api_key_type: :read_info, path: "/sapi/v1/account/status",
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params: params.delete_if { |key, value| value.nil? },
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security_type: :user_data, api_key: Configuration.api_key, api_secret_key: Configuration.secret_key
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)
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puts response
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end
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def balance!(recvWindow: 5000, currency: 'USDT')
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timestamp = Configuration.timestamp
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params = { recvWindow: recvWindow, timestamp: timestamp }
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balance = Request.send!(
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api_key_type: :read_info, path: Endpoints.fetch(:account_balance),
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params: params.delete_if { |key, value| value.nil? },
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security_type: :user_data, api_key: Configuration.api_key, api_secret_key: Configuration.secret_key
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)
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if futures?
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balance.find { |i| i[:asset] == currency }[:balance].to_f
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else
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balance[:balances].find { |i| i[:asset] == currency }[:free]
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end
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end
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def positions
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params = {
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recvWindow: 60000,
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timestamp: Configuration.timestamp
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}
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Request.send!(
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api_key_type: :read_info, path: Endpoints.fetch(:account_position_risk),
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params: params.delete_if { |key, value| value.nil? },
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security_type: :user_data, api_key: Configuration.api_key, api_secret_key: Configuration.secret_key
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)
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end
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private
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def futures?
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Configuration.futures?
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end
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end
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end
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end
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end
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module Binance
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module SDK
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class Asset
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class << self
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def change_margin_type(symbol:, type: 'ISOLATED')
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params = {
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recvWindow: 60000,
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timestamp: Configuration.timestamp.to_i - 1000,
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symbol: symbol,
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marginType: type
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}
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Request.send!(
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method: :post,
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api_key_type: :read_info, path: Endpoints.fetch(:margin_type),
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params: params.delete_if { |_, value| value.nil? },
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security_type: :user_data, api_key: Configuration.api_key, api_secret_key: Configuration.secret_key
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)
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rescue Binance::SDK::Error::NoNeedToChangeMarginType
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end
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end
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end
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end
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end
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module Binance
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module SDK
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class Configuration
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class << self
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attr_writer :api_key, :locale, :read_info_api_key, :secret_key, :trading_api_key, :withdrawals_api_key, :futures, :testnet
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7
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def api_key(type: nil)
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raise Error.new(message: "Invalid api_key type: #{type}.") unless type.nil? || API_KEY_TYPES.include?(type)
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instance_api_key(type: type)
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end
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def secret_key
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14
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instance_variable_get("@secret_key") || ENV["BINANCE_SECRET_KEY"]
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end
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def futures?
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(instance_variable_get("@futures") || ENV["BINANCE_FUTURES"]) == true
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end
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def spot?
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!futures?
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end
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def testnet?
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(instance_variable_get("@testnet") || ENV["BINANCE_TESTNET"]) == true
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end
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def signed_request_signature(payload:, api_secret_key: nil)
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raise Error.new(message: "Environment variable 'BINANCE_SECRET_KEY' is required for signed requests.") unless api_secret_key || secret_key
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digest = OpenSSL::Digest::SHA256.new
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OpenSSL::HMAC.hexdigest(digest, api_secret_key || secret_key, payload)
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end
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36
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def tld
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37
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tld = ENV["BINANCE_TLD"]&.downcase&.to_sym || :com
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validate_tld!(tld)
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tld
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end
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def timestamp
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Time.now.strftime("%s%3N")
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end
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def validate_tld!(tld)
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error_message = "Invalid tld (top-level-domain): #{tld}. Use one of: #{ALLOWED_TLDS.join(", ")}."
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raise Error.new(message: error_message) unless ALLOWED_TLDS.include?(tld&.to_sym)
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end
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private
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API_KEY_TYPES = [:none, :read_info, :trading, :withdrawals].freeze
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ALLOWED_TLDS = [:com, :us].freeze
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def instance_api_key(type: nil)
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var = "#{type.to_s.downcase}_api_key".sub(/^\_/, "")
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instance_variable_get("@#{var}")
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end
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63
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end
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64
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end
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end
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66
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end
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module Binance
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2
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module SDK
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class Endpoints
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class << self
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def fetch(identifier)
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6
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Configuration.futures? ? future_endpoints[identifier] : spot_endpoints[identifier]
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end
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8
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private
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def future_endpoints
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12
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{
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server_time: '/fapi/v1/time',
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account_balance: '/fapi/v2/balance',
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account_position_risk: '/fapi/v2/positionRisk',
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exchange_info: '/fapi/v1/exchangeInfo',
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klines: '/fapi/v1/klines',
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put_order: '/fapi/v1/order',
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cancel_orders: '/fapi/v1/allOpenOrders',
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ticker_price: '/fapi/v1/ticker/price',
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change_leverage: '/fapi/v1/leverage',
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long_short_ratio: '/futures/data/globalLongShortAccountRatio',
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taker_buy_sell_volume: '/futures/data/takerlongshortRatio',
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margin_type: '/fapi/v1/marginType'
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}
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end
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def spot_endpoints
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{
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server_time: '/sapi/v1/time',
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account_balance: '/sapi/v2/balance',
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account_position_risk: '/sapi/v2/positionRisk',
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exchange_info: '/sapi/v1/exchangeInfo',
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klines: '/sapi/v1/klines',
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put_order: '/sapi/v1/order',
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cancel_orders: '/sapi/v1/allOpenOrders',
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ticker_price: '/sapi/v1/ticker/price',
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}
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39
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end
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40
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end
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41
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end
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end
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end
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@@ -0,0 +1,138 @@
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module Binance
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2
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module SDK
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class Error < StandardError
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4
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attr_reader :code, :msg, :symbol
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5
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|
6
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class << self
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7
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def is_error_response?(response:)
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8
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response.code >= 400
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end
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10
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def localized(message)
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code = message#.to_s.match(/\d+/).to_s.to_i
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case code
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when 1000 then Unknown
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when 1001 then Disconnected
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when 1002 then Unauthorized
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when 1003 then TooManyRequests
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when 1006 then UnexpectedResponse
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when 1007 then Timeout
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when 1013 then InvalidQuantity
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when 1014 then UnknownOrderComposition
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when 1015 then TooManyOrders
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when 1016 then ServiceShuttingDown
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when 1020 then UnsupportedOperation
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when 1021 then InvalidTimestamp
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when 1022 then InvalidSignature
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when 1100 then IllegalChars
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when 1101 then TooManyParameters
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when 1102 then MandatoryParamEmptyOrMalformed
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when 1103 then UnknownParam
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when 1104 then UnreadParameters
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when 1105 then ParamEmpty
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when 1106 then ParamNotRequired
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when 1111 then BadPrecision
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when 1112 then NoDepth
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when 1114 then TIFNotRequired
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when 1115 then InvalidTIF
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when 1116 then InvalidOrderType
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when 1117 then InvalidSide
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when 1118 then EmptyNewCLOrderId
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when 1119 then EmptyOrgCLOrderId
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when 1120 then BadInterval
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43
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when 1121 then BadSymbol
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when 1125 then InvalidListenKey
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when 1127 then IntervalTooLarge
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when 1128 then OptionalParamsBadCombo
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47
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when 1130 then InvalidParameter
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48
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when 2007 then InvalidCallbackRate
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49
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when 2010 then NewOrderRejected
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50
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when 2011 then CancelOrderRejected
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51
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when 2013 then NoSuchOrder
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52
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when 2014 then BadAPIKeyFormat
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53
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when 2015 then RejectedAPIKey
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54
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when 2016 then NoTradingWindow
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55
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when -1021 then TimestampOutsideRecvWindow
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56
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when -4131 then CounterPartyBestPrice
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when -4005 then QuantityGreaterThanMaxQuantity
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58
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when -1117 then InvalidSide
|
59
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when -4046 then NoNeedToChangeMarginType
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60
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when -4061 then IncorrectOrderPositionSide
|
61
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when -1120 then InvalidInterval
|
62
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else Binance::SDK::Error
|
63
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+
end
|
64
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+
end
|
65
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+
end
|
66
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+
|
67
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+
def initialize(code: nil, json: {}, message: nil, symbol: nil)
|
68
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+
@code = code || json[:code]
|
69
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+
@msg = message || json[:message]
|
70
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@symbol = message || json[:symbol]
|
71
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+
end
|
72
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+
|
73
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+
def inspect
|
74
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message = ""
|
75
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+
|
76
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+
message += "(#{code}) " unless code.nil?
|
77
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+
message += "@#{symbol} " unless symbol.nil?
|
78
|
+
message += "#{msg}" unless msg.nil?
|
79
|
+
end
|
80
|
+
|
81
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+
def message
|
82
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+
inspect
|
83
|
+
end
|
84
|
+
|
85
|
+
def to_s
|
86
|
+
inspect
|
87
|
+
end
|
88
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+
|
89
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+
class Unknown < Error; end
|
90
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+
class Disconnected < Error; end
|
91
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+
class Unauthorized < Error; end
|
92
|
+
class TooManyRequests < Error; end
|
93
|
+
class UnexpectedResponse < Error; end
|
94
|
+
class Timeout < Error; end
|
95
|
+
class InvalidQuantity < Error; end
|
96
|
+
class UnknownOrderComposition < Error; end
|
97
|
+
class TooManyOrders < Error; end
|
98
|
+
class ServiceShuttingDown < Error; end
|
99
|
+
class UnsupportedOperation < Error; end
|
100
|
+
class InvalidTimestamp < Error; end
|
101
|
+
class InvalidSignature < Error; end
|
102
|
+
class IllegalChars < Error; end
|
103
|
+
class TooManyParameters < Error; end
|
104
|
+
class MandatoryParamEmptyOrMalformed < Error; end
|
105
|
+
class UnknownParam < Error; end
|
106
|
+
class UnreadParameters < Error; end
|
107
|
+
class ParamEmpty < Error; end
|
108
|
+
class ParamNotRequired < Error; end
|
109
|
+
class BadPrecision < Error; end
|
110
|
+
class NoDepth < Error; end
|
111
|
+
class TIFNotRequired < Error; end
|
112
|
+
class InvalidTIF < Error; end
|
113
|
+
class InvalidOrderType < Error; end
|
114
|
+
class InvalidSide < Error; end
|
115
|
+
class EmptyNewCLOrderId < Error; end
|
116
|
+
class EmptyOrgCLOrderId < Error; end
|
117
|
+
class BadInterval < Error; end
|
118
|
+
class BadSymbol < Error; end
|
119
|
+
class InvalidListenKey < Error; end
|
120
|
+
class IntervalTooLarge < Error; end
|
121
|
+
class OptionalParamsBadCombo < Error; end
|
122
|
+
class InvalidParameter < Error; end
|
123
|
+
class NewOrderRejected < Error; end
|
124
|
+
class CancelOrderRejected < Error; end
|
125
|
+
class NoSuchOrder < Error; end
|
126
|
+
class BadAPIKeyFormat < Error; end
|
127
|
+
class RejectedAPIKey < Error; end
|
128
|
+
class NoTradingWindow < Error; end
|
129
|
+
class CounterPartyBestPrice < Error; end
|
130
|
+
class InvalidCallbackRate < Error; end
|
131
|
+
class QuantityGreaterThanMaxQuantity < Error; end
|
132
|
+
class TimestampOutsideRecvWindow < Error; end
|
133
|
+
class NoNeedToChangeMarginType < Error; end
|
134
|
+
class IncorrectOrderPositionSide < Error; end
|
135
|
+
class InvalidInterval < Error; end
|
136
|
+
end
|
137
|
+
end
|
138
|
+
end
|
@@ -0,0 +1,39 @@
|
|
1
|
+
module Binance
|
2
|
+
module SDK
|
3
|
+
class Exchange
|
4
|
+
class << self
|
5
|
+
def info!
|
6
|
+
timestamp = Configuration.timestamp
|
7
|
+
|
8
|
+
params = { recvWindow: 5000, timestamp: timestamp }
|
9
|
+
|
10
|
+
Request.send!(
|
11
|
+
api_key_type: :read_info, path: Endpoints.fetch(:exchange_info),
|
12
|
+
params: params.delete_if { |key, value| value.nil? },
|
13
|
+
security_type: :user_data, api_key: Configuration.api_key, api_secret_key: Configuration.secret_key
|
14
|
+
)
|
15
|
+
end
|
16
|
+
|
17
|
+
def long_short_ratio(symbol:, period:, limit: 30)
|
18
|
+
params = { recvWindow: 5000, timestamp: Configuration.timestamp, symbol: symbol, period: period, limit: limit }
|
19
|
+
|
20
|
+
Request.send!(
|
21
|
+
api_key_type: :read_info, path: Endpoints.fetch(:long_short_ratio),
|
22
|
+
params: params.delete_if { |_, value| value.nil? },
|
23
|
+
security_type: :user_data, api_key: Configuration.api_key, api_secret_key: Configuration.secret_key
|
24
|
+
)
|
25
|
+
end
|
26
|
+
|
27
|
+
def taker_buy_sell_volume(symbol:, period:, limit: 30)
|
28
|
+
params = { recvWindow: 5000, timestamp: Configuration.timestamp, symbol: symbol, period: period, limit: limit }
|
29
|
+
|
30
|
+
Request.send!(
|
31
|
+
api_key_type: :read_info, path: Endpoints.fetch(:taker_buy_sell_volume),
|
32
|
+
params: params.delete_if { |_, value| value.nil? },
|
33
|
+
security_type: :user_data, api_key: Configuration.api_key, api_secret_key: Configuration.secret_key
|
34
|
+
)
|
35
|
+
end
|
36
|
+
end
|
37
|
+
end
|
38
|
+
end
|
39
|
+
end
|
@@ -0,0 +1,45 @@
|
|
1
|
+
module Binance
|
2
|
+
module SDK
|
3
|
+
class Klines
|
4
|
+
class << self
|
5
|
+
# [
|
6
|
+
# [
|
7
|
+
# 1499040000000, // Open time
|
8
|
+
# "0.01634790", // Open
|
9
|
+
# "0.80000000", // High
|
10
|
+
# "0.01575800", // Low
|
11
|
+
# "0.01577100", // Close
|
12
|
+
# "148976.11427815", // Volume
|
13
|
+
# 1499644799999, // Close time
|
14
|
+
# "2434.19055334", // Quote asset volume
|
15
|
+
# 308, // Number of trades
|
16
|
+
# "1756.87402397", // Taker buy base asset volume
|
17
|
+
# "28.46694368", // Taker buy quote asset volume
|
18
|
+
# "17928899.62484339" // Ignore.
|
19
|
+
# ]
|
20
|
+
# ]
|
21
|
+
def data(symbol, interval = '5m', start_time = nil, end_time = nil, limit = nil, recvWindow: 5000, force_float: false)
|
22
|
+
timestamp = Configuration.timestamp
|
23
|
+
|
24
|
+
params = {
|
25
|
+
recvWindow: recvWindow,
|
26
|
+
timestamp: timestamp,
|
27
|
+
symbol: symbol,
|
28
|
+
interval: interval,
|
29
|
+
startTime: start_time,
|
30
|
+
endTime: end_time,
|
31
|
+
limit: limit
|
32
|
+
}
|
33
|
+
|
34
|
+
response = Request.send!(
|
35
|
+
api_key_type: :read_info, path: Endpoints.fetch(:klines),
|
36
|
+
params: params.delete_if { |key, value| value.nil? },
|
37
|
+
security_type: :user_data, api_key: Configuration.api_key, api_secret_key: Configuration.secret_key
|
38
|
+
)
|
39
|
+
|
40
|
+
force_float ? response.map! { |i| i.map(&:to_f) } : response
|
41
|
+
end
|
42
|
+
end
|
43
|
+
end
|
44
|
+
end
|
45
|
+
end
|
@@ -0,0 +1,111 @@
|
|
1
|
+
module Binance
|
2
|
+
module SDK
|
3
|
+
class Orders
|
4
|
+
class << self
|
5
|
+
def put_order!(symbol:, type: 'TRAILING_STOP_MARKET', side: 'BUY', callback_rate: 4, quantity: 1.0, working_type: nil, position_side: 'BOTH')
|
6
|
+
params = {
|
7
|
+
recvWindow: 60000,
|
8
|
+
timestamp: Configuration.timestamp.to_i - 1000,
|
9
|
+
symbol: symbol,
|
10
|
+
side: side,
|
11
|
+
type: type,
|
12
|
+
quantity: quantity,
|
13
|
+
callbackRate: callback_rate,
|
14
|
+
workingType: working_type,
|
15
|
+
positionSide: position_side,
|
16
|
+
}
|
17
|
+
|
18
|
+
Request.send!(
|
19
|
+
method: :post,
|
20
|
+
api_key_type: :read_info, path: Endpoints.fetch(:put_order),
|
21
|
+
params: params.delete_if { |_, value| value.nil? },
|
22
|
+
security_type: :user_data, api_key: Configuration.api_key, api_secret_key: Configuration.secret_key
|
23
|
+
)
|
24
|
+
end
|
25
|
+
|
26
|
+
def close_position!(symbol:, side:, quantity:)
|
27
|
+
params = {
|
28
|
+
recvWindow: 60000,
|
29
|
+
timestamp: Configuration.timestamp.to_i - 1000,
|
30
|
+
symbol: symbol,
|
31
|
+
side: side,
|
32
|
+
type: 'MARKET',
|
33
|
+
quantity: quantity,
|
34
|
+
positionSide: side,
|
35
|
+
}
|
36
|
+
|
37
|
+
Request.send!(
|
38
|
+
method: :post,
|
39
|
+
api_key_type: :read_info, path: Endpoints.fetch(:put_order),
|
40
|
+
params: params.delete_if { |_, value| value.nil? },
|
41
|
+
security_type: :user_data, api_key: Configuration.api_key, api_secret_key: Configuration.secret_key
|
42
|
+
)
|
43
|
+
end
|
44
|
+
|
45
|
+
def stop_loss(symbol:, side:, stop_price:)
|
46
|
+
params = {
|
47
|
+
recvWindow: 60000,
|
48
|
+
timestamp: Configuration.timestamp.to_i - 1000,
|
49
|
+
symbol: symbol,
|
50
|
+
type: 'STOP',
|
51
|
+
side: side,
|
52
|
+
stopPrice: stop_price
|
53
|
+
}
|
54
|
+
|
55
|
+
Request.send!(
|
56
|
+
method: :post,
|
57
|
+
api_key_type: :read_info, path: Endpoints.fetch(:put_order),
|
58
|
+
params: params.delete_if { |_, value| value.nil? },
|
59
|
+
security_type: :user_data, api_key: Configuration.api_key, api_secret_key: Configuration.secret_key
|
60
|
+
)
|
61
|
+
end
|
62
|
+
|
63
|
+
def cancel_order!(symbol:)
|
64
|
+
params = {
|
65
|
+
recvWindow: 60000,
|
66
|
+
timestamp: Configuration.timestamp.to_i - 1000,
|
67
|
+
symbol: symbol,
|
68
|
+
type: 'MARKET'
|
69
|
+
}
|
70
|
+
|
71
|
+
Request.send!(
|
72
|
+
method: :delete,
|
73
|
+
api_key_type: :read_info, path: Endpoints.fetch(:put_order),
|
74
|
+
params: params.delete_if { |_, value| value.nil? },
|
75
|
+
security_type: :user_data, api_key: Configuration.api_key, api_secret_key: Configuration.secret_key
|
76
|
+
)
|
77
|
+
end
|
78
|
+
|
79
|
+
def cancel_orders!(symbol:)
|
80
|
+
params = {
|
81
|
+
recvWindow: 60000,
|
82
|
+
timestamp: Configuration.timestamp.to_i - 1000,
|
83
|
+
symbol: symbol
|
84
|
+
}
|
85
|
+
|
86
|
+
Request.send!(
|
87
|
+
method: :delete,
|
88
|
+
api_key_type: :read_info, path: Endpoints.fetch(:cancel_orders),
|
89
|
+
params: params.delete_if { |_, value| value.nil? },
|
90
|
+
security_type: :user_data, api_key: Configuration.api_key, api_secret_key: Configuration.secret_key
|
91
|
+
)
|
92
|
+
end
|
93
|
+
|
94
|
+
def change_leverage(symbol:, leverage:)
|
95
|
+
params = {
|
96
|
+
symbol: symbol,
|
97
|
+
leverage: leverage.to_i,
|
98
|
+
timestamp: Configuration.timestamp
|
99
|
+
}
|
100
|
+
|
101
|
+
Request.send!(
|
102
|
+
method: :post,
|
103
|
+
api_key_type: :read_info, path: Endpoints.fetch(:change_leverage),
|
104
|
+
params: params,
|
105
|
+
security_type: :user_data, api_key: Configuration.api_key, api_secret_key: Configuration.secret_key
|
106
|
+
)
|
107
|
+
end
|
108
|
+
end
|
109
|
+
end
|
110
|
+
end
|
111
|
+
end
|
@@ -0,0 +1,81 @@
|
|
1
|
+
module Binance
|
2
|
+
module SDK
|
3
|
+
class Request
|
4
|
+
include HTTParty
|
5
|
+
|
6
|
+
class << self
|
7
|
+
SECURITY_TYPES = [:none, :trade, :user_data, :user_stream, :market_data, :margin].freeze
|
8
|
+
|
9
|
+
def send!(api_key_type: :none, headers: {}, method: :get, path: "/", params: {}, security_type: :none, tld: Configuration.tld, api_key: nil, api_secret_key: nil, testnet: false, futures: false)
|
10
|
+
Configuration.validate_tld!(tld)
|
11
|
+
|
12
|
+
if Configuration.testnet?
|
13
|
+
self.base_uri 'https://testnet.binancefuture.com'
|
14
|
+
else
|
15
|
+
if Configuration.futures?
|
16
|
+
self.base_uri 'https://fapi.binance.com'
|
17
|
+
else
|
18
|
+
self.base_uri 'https://api.binance.com'
|
19
|
+
end
|
20
|
+
end
|
21
|
+
|
22
|
+
raise Error.new(message: "Invalid security type #{security_type}") unless SECURITY_TYPES.include?(security_type)
|
23
|
+
all_headers = default_headers(api_key_type: api_key_type, security_type: security_type, api_key: api_key)
|
24
|
+
params.delete_if { |k, v| v.nil? }
|
25
|
+
|
26
|
+
if %w(trade user_data).include?(security_type&.to_s)
|
27
|
+
signature = signed_request_signature(params: params, api_secret_key: api_secret_key)
|
28
|
+
params.merge!(signature: signature)
|
29
|
+
end
|
30
|
+
|
31
|
+
case method
|
32
|
+
when :get
|
33
|
+
response = get(path, headers: all_headers, query: params)
|
34
|
+
when :post
|
35
|
+
response = post(path, query: params, headers: all_headers)
|
36
|
+
when :put
|
37
|
+
response = put(path, query: params, headers: all_headers)
|
38
|
+
when :delete
|
39
|
+
response = delete(path, query: params, headers: all_headers)
|
40
|
+
else
|
41
|
+
raise Error.new(message: "invalid http method used: #{method}")
|
42
|
+
end
|
43
|
+
|
44
|
+
process!(response: response || "{}")
|
45
|
+
end
|
46
|
+
|
47
|
+
private
|
48
|
+
|
49
|
+
def default_headers(api_key_type:, security_type:, api_key: nil)
|
50
|
+
headers = {}
|
51
|
+
headers["Content-Type"] = "application/json; charset=utf-8"
|
52
|
+
headers["X-MBX-APIKEY"] = (api_key || Configuration.api_key(type: api_key_type)) unless security_type == :none
|
53
|
+
headers
|
54
|
+
end
|
55
|
+
|
56
|
+
def process!(response:)
|
57
|
+
json = begin
|
58
|
+
JSON.parse(response.body, symbolize_names: true)
|
59
|
+
rescue JSON::ParserError => error
|
60
|
+
# binance 500 errors are html format
|
61
|
+
|
62
|
+
raise Error.new(message: "Error: #{error}")
|
63
|
+
end
|
64
|
+
raise Error.localized(json[:code]).new(json: json) if Error.is_error_response?(response: response)
|
65
|
+
json
|
66
|
+
end
|
67
|
+
|
68
|
+
def signed_request_signature(params:, api_secret_key: nil)
|
69
|
+
payload = params.map { |key, value| "#{key}=#{value}" }.join("&")
|
70
|
+
Configuration.signed_request_signature(payload: payload, api_secret_key: api_secret_key)
|
71
|
+
end
|
72
|
+
|
73
|
+
def base_url
|
74
|
+
return 'https://testnet.binancefuture.com' if testnet?
|
75
|
+
|
76
|
+
'https://api.binance.com'
|
77
|
+
end
|
78
|
+
end
|
79
|
+
end
|
80
|
+
end
|
81
|
+
end
|
@@ -0,0 +1,15 @@
|
|
1
|
+
module Binance
|
2
|
+
module SDK
|
3
|
+
class Server
|
4
|
+
class << self
|
5
|
+
def time
|
6
|
+
Request.send!(
|
7
|
+
api_key_type: :read_info, path: Endpoints.fetch(:server_time),
|
8
|
+
params: {},
|
9
|
+
security_type: :user_data, api_key: Configuration.api_key, api_secret_key: Configuration.secret_key
|
10
|
+
)
|
11
|
+
end
|
12
|
+
end
|
13
|
+
end
|
14
|
+
end
|
15
|
+
end
|
@@ -0,0 +1,19 @@
|
|
1
|
+
module Binance
|
2
|
+
module SDK
|
3
|
+
class Ticker
|
4
|
+
class << self
|
5
|
+
def price(symbol)
|
6
|
+
timestamp = Configuration.timestamp
|
7
|
+
|
8
|
+
params = { recvWindow: 5000, timestamp: timestamp, symbol: symbol }
|
9
|
+
|
10
|
+
Request.send!(
|
11
|
+
api_key_type: :read_info, path: Endpoints.fetch(:ticker_price),
|
12
|
+
params: params.delete_if { |_, value| value.nil? },
|
13
|
+
security_type: :user_data, api_key: Configuration.api_key, api_secret_key: Configuration.secret_key
|
14
|
+
)
|
15
|
+
end
|
16
|
+
end
|
17
|
+
end
|
18
|
+
end
|
19
|
+
end
|
@@ -0,0 +1,104 @@
|
|
1
|
+
# frozen_string_literal: true
|
2
|
+
|
3
|
+
module Binance
|
4
|
+
class WebSocket < Faye::WebSocket::Client
|
5
|
+
class Error < StandardError; end
|
6
|
+
|
7
|
+
def initialize(on_open: nil, on_close: nil)
|
8
|
+
websocket_api_url = if SDK::Configuration.futures?
|
9
|
+
'wss://fstream.binance.com/stream'
|
10
|
+
else
|
11
|
+
'wss://stream.binance.com:9443/stream'
|
12
|
+
end
|
13
|
+
super websocket_api_url, nil, ping: 180
|
14
|
+
|
15
|
+
@request_id_inc = 0
|
16
|
+
@user_stream_handlers = {}
|
17
|
+
|
18
|
+
on :open do |event|
|
19
|
+
on_open&.call(event)
|
20
|
+
end
|
21
|
+
|
22
|
+
on :message do |event|
|
23
|
+
process_data(event.data)
|
24
|
+
end
|
25
|
+
|
26
|
+
on :close do |event|
|
27
|
+
on_close&.call(event)
|
28
|
+
end
|
29
|
+
end
|
30
|
+
|
31
|
+
# stream name: <symbol>@kline_<interval>
|
32
|
+
#
|
33
|
+
# {
|
34
|
+
# "e": "kline", // Event type
|
35
|
+
# "E": 123456789, // Event time
|
36
|
+
# "s": "BTCUSDT", // Symbol
|
37
|
+
# "k": {
|
38
|
+
# "t": 123400000, // Kline start time
|
39
|
+
# "T": 123460000, // Kline close time
|
40
|
+
# "s": "BTCUSDT", // Symbol
|
41
|
+
# "i": "1m", // Interval
|
42
|
+
# "f": 100, // First trade ID
|
43
|
+
# "L": 200, // Last trade ID
|
44
|
+
# "o": "0.0010", // Open price
|
45
|
+
# "c": "0.0020", // Close price
|
46
|
+
# "h": "0.0025", // High price
|
47
|
+
# "l": "0.0015", // Low price
|
48
|
+
# "v": "1000", // Base asset volume
|
49
|
+
# "n": 100, // Number of trades
|
50
|
+
# "x": false, // Is this kline closed?
|
51
|
+
# "q": "1.0000", // Quote asset volume
|
52
|
+
# "V": "500", // Taker buy base asset volume
|
53
|
+
# "Q": "0.500", // Taker buy quote asset volume
|
54
|
+
# "B": "123456" // Ignore
|
55
|
+
# }
|
56
|
+
# }
|
57
|
+
|
58
|
+
def candlesticks!(symbols, interval, &on_receive)
|
59
|
+
symbols_fmt = symbols.is_a?(String) ? [symbols] : symbols
|
60
|
+
@candlesticks_handler = on_receive
|
61
|
+
subscribe(symbols_fmt.map { |s| "#{s.downcase}@kline_#{interval}" })
|
62
|
+
end
|
63
|
+
|
64
|
+
def user_data_stream!(listen_key, &on_receive)
|
65
|
+
@user_stream_handlers[listen_key] = on_receive
|
66
|
+
subscribe([listen_key])
|
67
|
+
end
|
68
|
+
|
69
|
+
private
|
70
|
+
|
71
|
+
def process_data(data)
|
72
|
+
json = JSON.parse(data, symbolize_names: true)
|
73
|
+
if json[:error]
|
74
|
+
raise Error.new("(#{json[:code]}) #{json[:msg]}")
|
75
|
+
elsif json.key?(:result)
|
76
|
+
# Binance stream connected successfully
|
77
|
+
else
|
78
|
+
case json[:data][:e]&.to_sym
|
79
|
+
when :kline
|
80
|
+
@candlesticks_handler&.call(json[:stream], json[:data])
|
81
|
+
when :outboundAccountPosition
|
82
|
+
when :balanceUpdate
|
83
|
+
when :executionReport
|
84
|
+
listen_key = json[:stream]
|
85
|
+
@user_stream_handlers[listen_key]&.call(listen_key, json[:data])
|
86
|
+
end
|
87
|
+
end
|
88
|
+
end
|
89
|
+
|
90
|
+
def request_id
|
91
|
+
@request_id_inc += 1
|
92
|
+
end
|
93
|
+
|
94
|
+
def subscribe(streams)
|
95
|
+
send(
|
96
|
+
{
|
97
|
+
method: 'SUBSCRIBE',
|
98
|
+
params: streams,
|
99
|
+
id: request_id
|
100
|
+
}.to_json
|
101
|
+
)
|
102
|
+
end
|
103
|
+
end
|
104
|
+
end
|
data/lib/binance-sdk.rb
ADDED
@@ -0,0 +1,24 @@
|
|
1
|
+
# frozen_string_literal: true
|
2
|
+
require 'pry'
|
3
|
+
require 'active_support/core_ext/string'
|
4
|
+
require 'awrence'
|
5
|
+
require 'httparty'
|
6
|
+
require 'faye/websocket'
|
7
|
+
require 'dry/inflector'
|
8
|
+
|
9
|
+
Dry::Inflector.new do |inflections|
|
10
|
+
inflections.acronym 'SDK'
|
11
|
+
end
|
12
|
+
|
13
|
+
require_relative 'binance/sdk/version'
|
14
|
+
require_relative 'binance/sdk/error'
|
15
|
+
require_relative 'binance/sdk/configuration'
|
16
|
+
require_relative 'binance/sdk/request'
|
17
|
+
require_relative 'binance/sdk/endpoints'
|
18
|
+
require_relative 'binance/sdk/account'
|
19
|
+
require_relative 'binance/sdk/klines'
|
20
|
+
require_relative 'binance/sdk/ticker'
|
21
|
+
require_relative 'binance/sdk/exchange'
|
22
|
+
require_relative 'binance/sdk/orders'
|
23
|
+
require_relative 'binance/sdk/websocket'
|
24
|
+
require_relative 'binance/sdk/asset'
|
metadata
ADDED
@@ -0,0 +1,173 @@
|
|
1
|
+
--- !ruby/object:Gem::Specification
|
2
|
+
name: binance-sdk
|
3
|
+
version: !ruby/object:Gem::Version
|
4
|
+
version: 1.0.4
|
5
|
+
platform: ruby
|
6
|
+
authors:
|
7
|
+
- Andrei Merfu
|
8
|
+
autorequire:
|
9
|
+
bindir: exe
|
10
|
+
cert_chain: []
|
11
|
+
date: 2022-01-24 00:00:00.000000000 Z
|
12
|
+
dependencies:
|
13
|
+
- !ruby/object:Gem::Dependency
|
14
|
+
name: pry
|
15
|
+
requirement: !ruby/object:Gem::Requirement
|
16
|
+
requirements:
|
17
|
+
- - ">="
|
18
|
+
- !ruby/object:Gem::Version
|
19
|
+
version: '0'
|
20
|
+
type: :development
|
21
|
+
prerelease: false
|
22
|
+
version_requirements: !ruby/object:Gem::Requirement
|
23
|
+
requirements:
|
24
|
+
- - ">="
|
25
|
+
- !ruby/object:Gem::Version
|
26
|
+
version: '0'
|
27
|
+
- !ruby/object:Gem::Dependency
|
28
|
+
name: rspec
|
29
|
+
requirement: !ruby/object:Gem::Requirement
|
30
|
+
requirements:
|
31
|
+
- - ">="
|
32
|
+
- !ruby/object:Gem::Version
|
33
|
+
version: '0'
|
34
|
+
type: :development
|
35
|
+
prerelease: false
|
36
|
+
version_requirements: !ruby/object:Gem::Requirement
|
37
|
+
requirements:
|
38
|
+
- - ">="
|
39
|
+
- !ruby/object:Gem::Version
|
40
|
+
version: '0'
|
41
|
+
- !ruby/object:Gem::Dependency
|
42
|
+
name: awrence
|
43
|
+
requirement: !ruby/object:Gem::Requirement
|
44
|
+
requirements:
|
45
|
+
- - ">="
|
46
|
+
- !ruby/object:Gem::Version
|
47
|
+
version: '0'
|
48
|
+
type: :runtime
|
49
|
+
prerelease: false
|
50
|
+
version_requirements: !ruby/object:Gem::Requirement
|
51
|
+
requirements:
|
52
|
+
- - ">="
|
53
|
+
- !ruby/object:Gem::Version
|
54
|
+
version: '0'
|
55
|
+
- !ruby/object:Gem::Dependency
|
56
|
+
name: httparty
|
57
|
+
requirement: !ruby/object:Gem::Requirement
|
58
|
+
requirements:
|
59
|
+
- - ">="
|
60
|
+
- !ruby/object:Gem::Version
|
61
|
+
version: '0'
|
62
|
+
type: :runtime
|
63
|
+
prerelease: false
|
64
|
+
version_requirements: !ruby/object:Gem::Requirement
|
65
|
+
requirements:
|
66
|
+
- - ">="
|
67
|
+
- !ruby/object:Gem::Version
|
68
|
+
version: '0'
|
69
|
+
- !ruby/object:Gem::Dependency
|
70
|
+
name: faye-websocket
|
71
|
+
requirement: !ruby/object:Gem::Requirement
|
72
|
+
requirements:
|
73
|
+
- - ">="
|
74
|
+
- !ruby/object:Gem::Version
|
75
|
+
version: '0'
|
76
|
+
type: :runtime
|
77
|
+
prerelease: false
|
78
|
+
version_requirements: !ruby/object:Gem::Requirement
|
79
|
+
requirements:
|
80
|
+
- - ">="
|
81
|
+
- !ruby/object:Gem::Version
|
82
|
+
version: '0'
|
83
|
+
- !ruby/object:Gem::Dependency
|
84
|
+
name: eventmachine
|
85
|
+
requirement: !ruby/object:Gem::Requirement
|
86
|
+
requirements:
|
87
|
+
- - ">="
|
88
|
+
- !ruby/object:Gem::Version
|
89
|
+
version: '0'
|
90
|
+
type: :runtime
|
91
|
+
prerelease: false
|
92
|
+
version_requirements: !ruby/object:Gem::Requirement
|
93
|
+
requirements:
|
94
|
+
- - ">="
|
95
|
+
- !ruby/object:Gem::Version
|
96
|
+
version: '0'
|
97
|
+
- !ruby/object:Gem::Dependency
|
98
|
+
name: dry-inflector
|
99
|
+
requirement: !ruby/object:Gem::Requirement
|
100
|
+
requirements:
|
101
|
+
- - ">="
|
102
|
+
- !ruby/object:Gem::Version
|
103
|
+
version: '0'
|
104
|
+
type: :runtime
|
105
|
+
prerelease: false
|
106
|
+
version_requirements: !ruby/object:Gem::Requirement
|
107
|
+
requirements:
|
108
|
+
- - ">="
|
109
|
+
- !ruby/object:Gem::Version
|
110
|
+
version: '0'
|
111
|
+
- !ruby/object:Gem::Dependency
|
112
|
+
name: activesupport
|
113
|
+
requirement: !ruby/object:Gem::Requirement
|
114
|
+
requirements:
|
115
|
+
- - "~>"
|
116
|
+
- !ruby/object:Gem::Version
|
117
|
+
version: 6.1.4
|
118
|
+
type: :runtime
|
119
|
+
prerelease: false
|
120
|
+
version_requirements: !ruby/object:Gem::Requirement
|
121
|
+
requirements:
|
122
|
+
- - "~>"
|
123
|
+
- !ruby/object:Gem::Version
|
124
|
+
version: 6.1.4
|
125
|
+
description: Ruby SDK for Binance API
|
126
|
+
email:
|
127
|
+
- andrei@amgital.com
|
128
|
+
executables: []
|
129
|
+
extensions: []
|
130
|
+
extra_rdoc_files: []
|
131
|
+
files:
|
132
|
+
- lib/binance-sdk.rb
|
133
|
+
- lib/binance/sdk/account.rb
|
134
|
+
- lib/binance/sdk/asset.rb
|
135
|
+
- lib/binance/sdk/configuration.rb
|
136
|
+
- lib/binance/sdk/endpoints.rb
|
137
|
+
- lib/binance/sdk/error.rb
|
138
|
+
- lib/binance/sdk/exchange.rb
|
139
|
+
- lib/binance/sdk/klines.rb
|
140
|
+
- lib/binance/sdk/orders.rb
|
141
|
+
- lib/binance/sdk/request.rb
|
142
|
+
- lib/binance/sdk/server.rb
|
143
|
+
- lib/binance/sdk/ticker.rb
|
144
|
+
- lib/binance/sdk/version.rb
|
145
|
+
- lib/binance/sdk/websocket.rb
|
146
|
+
homepage: https://github.com/andreimerfu/binance-sdk
|
147
|
+
licenses:
|
148
|
+
- MIT
|
149
|
+
metadata:
|
150
|
+
allowed_push_host: https://rubygems.org
|
151
|
+
homepage_uri: https://github.com/andreimerfu/binance-sdk
|
152
|
+
source_code_uri: https://github.com/andreimerfu/binance-sdk
|
153
|
+
changelog_uri: https://github.com/andreimerfu/binance-sdk/changelog.md
|
154
|
+
post_install_message:
|
155
|
+
rdoc_options: []
|
156
|
+
require_paths:
|
157
|
+
- lib
|
158
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
159
|
+
requirements:
|
160
|
+
- - ">="
|
161
|
+
- !ruby/object:Gem::Version
|
162
|
+
version: 3.1.0
|
163
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
164
|
+
requirements:
|
165
|
+
- - ">="
|
166
|
+
- !ruby/object:Gem::Version
|
167
|
+
version: '0'
|
168
|
+
requirements: []
|
169
|
+
rubygems_version: 3.3.3
|
170
|
+
signing_key:
|
171
|
+
specification_version: 4
|
172
|
+
summary: binance-sdk-1.0.4
|
173
|
+
test_files: []
|