bitfinex-rb 0.1.0 → 1.0.0

data/lib/{bitfinex → rest}/v1/margin_funding.rb

@@ -1,6 +1,5 @@
 module Bitfinex
-  module V1::MarginFundingClient
-
+  module RESTv1MarginFunding
     # Submit a new offer
     #
     # @param currency [string] The name of the currency, es: 'USD'

data/lib/rest/v1/order_book.rb

@@ -0,0 +1,17 @@
+module Bitfinex
+  module RESTv1OrderBook
+    # Get the full order book
+    #
+    # @param symbol [string]
+    # @param params :limit_bids [int] (optional) Limit the number of bids returned. May be 0 in which case the array of bids is empty. Default 50.
+    # @param params :limit_asks [int] (optional) Limit the number of asks returned. May be 0 in which case the array of asks is empty. Default 50.
+    # @param params :group [0/1] (optional) If 1, orders are grouped by price in the orderbook. If 0, orders are not grouped and sorted individually. Default 1
+    # @return [Hash] :bids [Array], :asks [Array]
+    # @example:
+    #   client.orderbook("btcusd")
+    def orderbook(symbol="btcusd", params = {})
+      check_params(params, %i{limit_bids limit_asks group})
+      get("book/#{symbol}", params).body
+    end
+  end
+end

data/lib/{bitfinex → rest}/v1/orders.rb

@@ -1,6 +1,5 @@
 module Bitfinex
-  module V1::OrdersClient
-
+  module RESTv1Orders
     # Submit a new order
     # @param symbol [string] The name of the symbol (see `#symbols`)
     # @param amount [decimal] Order size: how much to buy or sell
@@ -15,7 +14,7 @@ module Bitfinex
     # @example:
     #   client.new_order("usdbtc", 100, "market", "sell", 0)
     def new_order(symbol, amount, type, side, price = nil, params = {})
-      check_params(params, %i{is_hidden is_postonly ocoorder buy_price_oco})
+      check_params(params, %i{is_hidden is_postonly ocoorder buy_price_oco use_all_available})
 
       # for 'market' order, we need to pass a random positive price, not nil
       price ||= 0.001 if type == "market" || type == "exchange market"
@@ -59,13 +58,13 @@ module Bitfinex
     def cancel_orders(ids=nil)
       case ids
       when Array
-          authenticated_post("order/cancel/multi", params: {order_ids: ids.map(&:to_i)}).body
+        authenticated_post("order/cancel/multi", params: {order_ids: ids.map(&:to_i)}).body
       when Numeric, String
-          authenticated_post("order/cancel", params: {order_id: ids.to_i}).body
+        authenticated_post("order/cancel", params: {order_id: ids.to_i}).body
       when NilClass
-          authenticated_post("order/cancel/all").body
+        authenticated_post("order/cancel/all").body
       else
-          raise ParamsError
+        raise ParamsError
       end
     end
 
@@ -116,6 +115,5 @@ module Bitfinex
     def orders
       authenticated_post("orders").body
     end
-
   end
 end

data/lib/{bitfinex → rest}/v1/positions.rb

@@ -1,6 +1,5 @@
 module Bitfinex
-  module V1::PositionsClient
-
+  module RESTv1Positions
     # View your active positions.
     #
     # @return [Array]
@@ -23,5 +22,10 @@ module Bitfinex
     def claim_position(position_id, amount)
       authenticated_post("position/claim", params: {position_id: position_id, amount: amount}).body
     end
+
+    # Closes the specified position with a market order
+    def close_position(position_id)
+      authenticated_post("position/close", params: {position_id: position_id}).body
+    end
   end
 end

data/lib/{bitfinex → rest}/v1/stats.rb

@@ -1,6 +1,5 @@
 module Bitfinex
-  module V1::StatsClient
-
+  module RESTv1Stats
     # Various statistics about the requested pair.
     #
     # @param symbol [string] Symbol of the pair you want info about. Default 'btcusd'
@@ -10,6 +9,5 @@ module Bitfinex
     def stats(symbol = "btcusd")
       get("stats/#{symbol}").body
     end
-
   end
 end

data/lib/{bitfinex → rest}/v1/symbols.rb

@@ -1,6 +1,5 @@
 module Bitfinex
-  module V1::SymbolsClient
-
+  module RESTv1Symbols
     # Get a list of valid symbol IDs.
     #
     # @return [Array]

data/lib/rest/v1/ticker.rb

@@ -0,0 +1,13 @@
+module Bitfinex
+  module RESTv1Ticker
+    # Gives innermost bid and asks and information on the most recent trade, as well as high, low and volume of the last 24 hours.
+    #
+    # @param symbol [string] The name of hthe symbol
+    # @return [Hash]
+    # @example:
+    #   client.ticker
+    def ticker(symbol = "btcusd")
+      get("pubticker/#{symbol}").body
+    end
+  end
+end

data/lib/{bitfinex → rest}/v1/trades.rb

@@ -1,6 +1,5 @@
 module Bitfinex
-  module V1::TradesClient
-
+  module RESTv1Trades
     # Get a list of the most recent trades for the given symbol.
     #
     # @param symbol [string] the name of the symbol
@@ -13,19 +12,5 @@ module Bitfinex
       check_params(params, %i{timestamp limit_trades})
       get("trades/#{symbol}", params).body
     end
-
-    # Listen to the trades using websocket.
-    #
-    # @param pair [string]
-    # @param block [Block] The code to be executed when a new trade is executed
-    # @example:
-    #   client.listen_trades do |trade|
-    #     puts trade.inspect
-    #   end
-    def listen_trades(pair="BTCUSD", &block)
-      raise BlockMissingError unless block_given?
-      register_channel pair:pair, channel: 'trades', &block
-    end
-
   end
 end

data/lib/{bitfinex → rest}/v1/wallet.rb

@@ -1,6 +1,5 @@
 module Bitfinex
-  module V1::WalletClient
-
+  module RESTv1Wallet
     # See your balances.
     #
     # @param params :type [string] “trading”, “deposit” or “exchange”.

data/lib/rest/v2.rb

@@ -0,0 +1,47 @@
+require_relative './rest_client'
+require_relative './v2/margin'
+require_relative './v2/personal'
+require_relative './v2/stats'
+require_relative './v2/ticker'
+require_relative './v2/trading'
+require_relative './v2/utils'
+
+module Bitfinex
+  class RESTv2
+    attr_accessor :api_endpoint, :debug, :debug_connection, :api_version
+    attr_accessor :rest_timeout, :rest_open_timeout, :proxy
+    attr_accessor :api_key, :api_secret
+
+    include Bitfinex::RESTClient
+    include Bitfinex::RESTv2Margin
+    include Bitfinex::RESTv2Personal
+    include Bitfinex::RESTv2Stats
+    include Bitfinex::RESTv2Ticker
+    include Bitfinex::RESTv2Trading
+    include Bitfinex::RESTv2Utils
+
+    def initialize(args = {})
+      self.api_endpoint = args[:url] ? "#{args[:url]}/v2/" : "https://api.bitfinex.com/v2/"
+      self.proxy = args[:proxy] || nil
+      self.debug_connection = false
+      self.api_version = 2
+      self.rest_timeout = 30
+      self.rest_open_timeout = 30
+      self.api_key = args[:api_key]
+      self.api_secret = args[:api_secret]
+    end
+
+    def config
+      {
+        :api_endpoint => self.api_endpoint,
+        :debug_connection => self.debug_connection,
+        :api_version => self.api_version,
+        :rest_timeout => self.rest_timeout,
+        :rest_open_timeout => self.rest_open_timeout,
+        :proxy => self.proxy,
+        :api_key => self.api_key,
+        :api_secret => self.api_secret
+      }
+    end
+  end
+end

data/lib/{bitfinex → rest}/v2/margin.rb

@@ -1,5 +1,5 @@
 module Bitfinex
-  module V2::MarginClient
+  module RESTv2Margin
 
     # Get active offers
     #
@@ -20,7 +20,6 @@ module Bitfinex
       authenticated_post("auth/r/margin/#{symbol}").body
     end
 
-
     # Get account funding info
     #
     # @param symbol [string] default fUSD

data/lib/{bitfinex → rest}/v2/personal.rb

@@ -1,5 +1,5 @@
 module Bitfinex
-  module V2::PersonalClient
+  module RESTv2Personal
 
     # Get account wallets
     #
@@ -14,7 +14,7 @@ module Bitfinex
     # @example:
     #   client.performance
     def performance
-      authenticated_post("auth/r/stats/perf:1D/hist")
+      authenticated_post("auth/r/stats/perf::1D/hist")
     end
 
     # Get the list of alerts
@@ -53,7 +53,6 @@ module Bitfinex
       authenticated_post("auth/w/alert/price:#{symbol}:#{price}/del").body
     end
 
-
     # Calculate available balance for order/offer
     #
     # @param rate [int] Rate of the order/offer
@@ -75,20 +74,5 @@ module Bitfinex
       }
       authenticated_post("auth/calc/order/avail", params: params).body
     end
-
-    # Listen to authenticated channel
-    #
-    # Documentation:
-    #    https://docs.bitfinex.com/v2/reference#account-info
-    #
-    # example:
-    #   client.listen_account do |account|
-    #     puts account
-    #   end
-    def listen_account(&block)
-      raise BlockMissingError unless block_given?
-      ws_auth(&block)
-    end
-
   end
 end

data/lib/{bitfinex → rest}/v2/stats.rb

@@ -1,7 +1,5 @@
-# coding: utf-8
-
 module Bitfinex
-  module V2::StatsClient
+  module RESTv2Stats
 
     # Various statistics about the requested pair.
     #
@@ -22,6 +20,5 @@ module Bitfinex
       check_params(params, %i{sort})
       get("stats1/#{key}:#{size}:#{symbol}:#{side}/#{section}").body
     end
-
   end
 end

data/lib/rest/v2/ticker.rb

@@ -0,0 +1,20 @@
+module Bitfinex
+  module RESTv2Ticker
+
+    # Gives innermost bid and asks and information on
+    # the most recent trade, as well as high, low and
+    # volume of the last 24 hours.
+    #
+    # @param symbols a list of symbols
+    # @return [Hash]
+    # @example:
+    #   client.ticker("tBTCUSD","tLTCUSD","fUSD")
+    def ticker(*symbols)
+      if symbols.size == 1
+        get("ticker/#{symbols.first}").body
+      else
+        get("tickers", symbols: "#{symbols.flatten.join(",")}").body
+      end
+    end
+  end
+end

data/lib/{bitfinex → rest}/v2/trading.rb

@@ -1,5 +1,5 @@
 module Bitfinex
-  module V2::TradingClient
+  module RESTv2Trading
 
     # Provides a way to access charting candle info
     #
@@ -17,7 +17,7 @@ module Bitfinex
     #
     # @example:
     #   client.candles('tBTCUSD')
-    def candles(symbol = 'tBTCUSD', timeframe = '1m', section = "last", params = {})
+    def candles(symbol = 'tBTCUSD', timeframe = '1m', section = "hist", params = {})
       check_params(params, %i{limit start end sort})
       get("candles/trade:#{timeframe}:#{symbol}/#{section}", params).body
     end
@@ -87,7 +87,6 @@ module Bitfinex
       authenticated_post("auth/r/order/#{symbol}:#{order_id}/trades").body
     end
 
-
     # Get active positions
     #
     # return [Array]
@@ -95,52 +94,7 @@ module Bitfinex
     # @example:
     #    client.active_positions
     def active_positions
-      authenticated_post("auth/positions").body
+      authenticated_post("auth/r/positions").body
     end
-
-
-    # This channel sends a trade message whenever a trade occurs at Bitfinex.
-    # It includes all the pertinent details of the trade, such as price, size and time.
-    #
-    # @param symbol [string]
-    # @param block [Block] The code to be executed when a new ticker is sent by the server
-    #
-    # Documentation:
-    #   https://docs.bitfinex.com/v2/reference#ws-public-trades
-    #
-    # @example:
-    #   client.listen_trades("tBTCUSD") do |trade|
-    #     puts "traded #{trade[2][2]} BTC for #{trade[2][3]} USD"
-    #   end
-    def listen_trades(symbol="tBTCUSD", &block)
-      raise BlockMissingError unless block_given?
-      register_channel symbol: symbol, channel: "trades", &block
-    end
-
-    # The Order Books channel allow you to keep track of the state of the Bitfinex order book.
-    # It is provided on a price aggregated basis, with customizable precision.
-    # After receiving the response, you will receive a snapshot of the book,
-    # followed by updates upon any changes to the book.
-    #
-    # @param symbol [string]
-    # @param precision [string] Level of price aggregation (P0, P1, P2, P3, R0).
-    #       (default P0) R0 is raw books - These are the most granular books.
-    # @param frequency [string] Frequency of updates (F0, F1, F2, F3).
-    #       F0=realtime / F1=2sec / F2=5sec / F3=10sec (default F0)
-    # @param length [int] Number of price points ("25", "100") [default="25"]
-    #
-    # Documentation:
-    #   https://docs.bitfinex.com/v2/reference#ws-public-order-books
-    #   https://docs.bitfinex.com/v2/reference#ws-public-raw-order-books
-    #
-    # @example:
-    #   client.listen_book("tBTCUSD") do |trade|
-    #     puts "traded #{trade[2][2]} BTC for #{trade[2][3]} USD"
-    #   end
-    def listen_book(symbol="tBTCUSD", frequency="F0", length=25, precision="P0", &block)
-      raise BlockMissingError unless block_given?
-      register_channel symbol: symbol, channel: "book", prec: precision, freq: frequency, len: length, &block
-    end
-
   end
 end

data/lib/{bitfinex → rest}/v2/utils.rb

@@ -1,7 +1,5 @@
-# coding: utf-8
-
 module Bitfinex
-  module V2::UtilsClient
+  module RESTv2Utils
 
     # Calculate the average execution rate for Trading or Margin funding.
     #

data/lib/ws/ws2.rb

@@ -0,0 +1,529 @@
+require 'faye/websocket'
+require 'eventmachine'
+require 'logger'
+require 'emittr'
+require_relative '../models/alert'
+require_relative '../models/balance_info'
+require_relative '../models/candle'
+require_relative '../models/currency'
+require_relative '../models/funding_credit'
+require_relative '../models/funding_info'
+require_relative '../models/funding_loan'
+require_relative '../models/funding_offer'
+require_relative '../models/funding_ticker'
+require_relative '../models/funding_trade'
+require_relative '../models/ledger_entry'
+require_relative '../models/margin_info'
+require_relative '../models/movement'
+require_relative '../models/notification'
+require_relative '../models/order_book'
+require_relative '../models/order'
+require_relative '../models/position'
+require_relative '../models/public_trade'
+require_relative '../models/trade'
+require_relative '../models/trading_ticker'
+require_relative '../models/user_info'
+require_relative '../models/wallet'
+
+module Bitfinex
+  class WSv2
+    include Emittr::Events
+
+    INFO_SERVER_RESTART = 20051
+    INFO_MAINTENANCE_START = 20060
+    INFO_MAINTENANCE_END = 20061
+
+    FLAG_DEC_S = 8,         # enables all decimals as strings
+    FLAG_TIME_S = 32,       # enables all timestamps as strings
+    FLAG_TIMESTAMP = 32768, # timestamps in milliseconds
+    FLAG_SEQ_ALL = 65536,   # enable sequencing
+    FLAG_CHECKSUM = 131072  # enable OB checksums, top 25 levels per side
+
+    def initialize (params = {})
+      @l = Logger.new(STDOUT)
+      @l.progname = 'ws2'
+
+      @url = params[:url] || 'wss://api.bitfinex.com/ws/2'
+      @api_key = params[:api_key]
+      @api_secret = params[:api_secret]
+      @manage_obs = params[:manage_order_books]
+      @transform = !!params[:transform]
+      @seq_audit = !!params[:seq_audit]
+      @checksum_audit = !!params[:checksum_audit]
+
+      @enabled_flags = 0
+      @is_open = false
+      @is_authenticated = false
+      @channel_map = {}
+      @order_books = {}
+      @last_pub_seq = nil
+      @last_auth_seq = nil
+    end
+
+    def on_open (e)
+      @l.info 'client open'
+      @is_open = true
+      emit(:open)
+
+      enable_sequencing if @seq_audit
+      enable_ob_checksums if @checksum_audit
+    end
+
+    def on_message (e)
+      @l.info "recv #{e.data}"
+
+      msg = JSON.parse(e.data)
+      process_message(msg)
+
+      emit(:message, msg)
+    end
+
+    def on_close (e)
+      @l.info 'client closed'
+      @is_open = false
+      emit(:close)
+    end
+
+    def open!
+      if @is_open
+        raise Exception, 'already open'
+      end
+
+      EM.run {
+        @ws = Faye::WebSocket::Client.new(@url)
+
+        @ws.on(:open) do |e|
+          on_open(e)
+        end
+
+        @ws.on(:message) do |e|
+          on_message(e)
+        end
+
+        @ws.on(:close) do |e|
+          on_close(e)
+        end
+      }
+    end
+
+    def close!
+      @ws.close
+    end
+
+    def process_message (msg)
+      if @seq_audit
+        validate_message_seq(msg)
+      end
+
+      if msg.kind_of?(Array)
+        process_channel_message(msg)
+      elsif msg.kind_of?(Hash)
+        process_event_message(msg)
+      end
+    end
+
+    def validate_message_seq (msg)
+      return unless @seq_audit
+      return unless msg.kind_of?(Array)
+      return unless msg.size > 2
+
+      # The auth sequence # is the last value in channel 0 non-hb packets
+      if msg[0] == 0 && msg[1] != 'hb'
+        auth_seq = msg[-1]
+      else
+        auth_seq = nil
+      end
+
+      # all other packets provide a public sequence # as the last value. For
+      # chan 0 packets, these are included as the 2nd to last value
+      #
+      # note that error notifications lack seq
+      if msg[0] == 0 && msg[1] != 'hb' && !(msg[1] && msg[2][6] == 'ERROR')
+        pub_seq = msg[-2]
+      else
+        pub_seq = msg[-1]
+      end
+
+      return unless pub_seq.is_a?(Numeric)
+
+      if @last_pub_seq.nil?
+        @last_pub_seq = pub_seq
+        return
+      end
+
+      if pub_seq != (@last_pub_seq + 1) # check pub seq
+        @l.warn "invalid pub seq #; last #{@last_pub_seq}, got #{pub_seq}"
+      end
+
+      @last_pub_seq = pub_seq
+
+      return unless auth_seq.is_a?(Numeric)
+      return if auth_seq == 0
+      return if msg[1] == 'n' && msg[2][6] == 'ERROR' # error notifications
+      return if auth_seq == @last_auth_seq # seq didn't advance
+
+      if !@last_auth_seq.nil? && auth_seq != @last_auth_seq + 1
+        @l.warn "invalid auth seq #; last #{@last_auth_seq}, got #{auth_seq}"
+      end
+
+      @last_auth_seq = auth_seq
+    end
+
+    def process_channel_message (msg)
+      if !@channel_map.include?(msg[0])
+        @l.error "recv message on unknown channel: #{msg[0]}"
+        return
+      end
+
+      chan = @channel_map[msg[0]]
+      type = msg[1]
+
+      if msg.size < 2 || type == 'hb'
+        return
+      end
+
+      case chan['channel']
+      when 'ticker'
+        handle_ticker_message(msg, chan)
+      when 'trades'
+        handle_trades_message(msg, chan)
+      when 'candles'
+        handle_candles_message(msg, chan)
+      when 'book'
+        if type == 'cs'
+          handle_order_book_checksum_message(msg, chan)
+        else
+          handle_order_book_message(msg, chan)
+        end
+      when 'auth'
+        handle_auth_message(msg, chan)
+      end
+    end
+
+    def handle_ticker_message (msg, chan)
+      payload = msg[1]
+
+      if chan['symbol'][0] === 't'
+        emit(:ticker, chan['symbol'], @transform ? Models::TradingTicker.new(payload) : payload)
+      else
+        emit(:ticker, chan['symbol'], @transform ? Models::FundingTicker.new(payload) : payload)
+      end
+    end
+
+    def handle_trades_message (msg, chan)
+      if msg[1].kind_of?(Array)
+        payload = msg[1]
+        emit(:public_trades, chan['symbol'], @transform ? payload.map { |t| Models::PublicTrade.new(t) } : payload)
+      else
+        payload = @transform ? Models::PublicTrade.new(msg[2]) : msg[2]
+        type = msg[1]
+
+        emit(:public_trades, chan['symbol'], payload)
+
+        if type == 'te'
+          emit(:public_trade_entry, chan['symbol'], payload)
+        elsif type == 'tu'
+          emit(:public_trade_update, chan['symbol'], payload)
+        end
+      end
+    end
+
+    def handle_candles_message (msg, chan)
+      payload = msg[1]
+
+      if payload[0].kind_of?(Array)
+        emit(:candles, chan['key'], @transform ? payload.map { |c| Models::Candle.new(c) } : payload)
+      else
+        emit(:candles, chan['key'], @transform ? Models::Candle.new(payload) : payload)
+      end
+    end
+
+    def handle_order_book_checksum_message (msg, chan)
+      key = "#{chan['symbol']}:#{chan['prec']}:#{chan['len']}"
+      emit(:checksum, chan['symbol'], msg)
+
+      return unless @manage_obs
+      return unless @order_books.has_key?(key)
+
+      remote_cs = msg[2]
+      local_cs = @order_books[key].checksum
+
+      if local_cs != remote_cs
+        err = "OB checksum mismatch, have #{local_cs} want #{remote_cs} [#{chan['symbol']}"
+        @l.error err
+        emit(:error, err)
+      else
+        @l.info "OB checksum OK #{local_cs} [#{chan['symbol']}]"
+      end
+    end
+
+    def handle_order_book_message (msg, chan)
+      ob = msg[1]
+
+      if @manage_obs
+        key = "#{chan['symbol']}:#{chan['prec']}:#{chan['len']}"
+
+        if !@order_books.has_key?(key)
+          @order_books[key] = Models::OrderBook.new(ob, chan['prec'][0] == 'R')
+        else
+          @order_books[key].update_with(ob)
+        end
+
+        data = @order_books[key]
+      elsif @transform
+        data = Models::OrderBook.new(ob)
+      else
+        data = ob
+      end
+
+      emit(:order_book, chan['symbol'], data)
+    end
+
+    def handle_auth_message (msg, chan)
+      type = msg[1]
+      return if type == 'hb'
+      payload = msg[2]
+
+      case type
+      when 'n'
+        emit(:notification, @transform ? Models::Notification.new(payload) : payload)
+      when 'te'
+        emit(:trade_entry, @transform ? Models::Trade.new(payload) : payload)
+      when 'tu'
+        emit(:trade_update, @transform ? Models::Trade.new(payload) : payload)
+      when 'os'
+        emit(:order_snapshot, @transform ? payload.map { |o| Models::Order.new(o) } : payload)
+      when 'ou'
+        emit(:order_update, @transform ? Models::Order.new(payload) : payload)
+      when 'on'
+        emit(:order_new, @transform ? Models::Order.new(payload) : payload)
+      when 'oc'
+        emit(:order_close, @transform ? Models::Order.new(payload) : payload)
+      when 'ps'
+        emit(:position_snapshot, @transform ? payload.map { |p| Models::Position.new(p) } : payload)
+      when 'pn'
+        emit(:position_new, @transform ? Models::Position.new(payload) : payload)
+      when 'pu'
+        emit(:position_update, @transform ? Models::Position.new(payload) : payload)
+      when 'pc'
+        emit(:position_close, @transform ? Models::Position.new(payload) : payload)
+      when 'fos'
+        emit(:funding_offer_snapshot, @transform ? payload.map { |fo| Models::FundingOffer.new(fo) } : payload)
+      when 'fon'
+        emit(:funding_offer_new, @transform ? Models::FundingOffer.new(payload) : payload)
+      when 'fou'
+        emit(:funding_offer_update, @transform ? Models::FundingOffer.new(payload) : payload)
+      when 'foc'
+        emit(:funding_offer_close, @transform ? Models::FundingOffer.new(payload) : payload)
+      when 'fcs'
+        emit(:funding_credit_snapshot, @transform ? payload.map { |fc| Models::FundingCredit.new(fc) } : payload)
+      when 'fcn'
+        emit(:funding_credit_new, @transform ? Models::FundingCredit.new(payload) : payload)
+      when 'fcu'
+        emit(:funding_credit_update, @transform ? Models::FundingCredit.new(payload) : payload)
+      when 'fcc'
+        emit(:funding_credit_close, @transform ? Models::FundingCredit.new(payload) : payload)
+      when 'fls'
+        emit(:funding_loan_snapshot, @transform ? payload.map { |fl| Models::FundingLoan.new(fl) } : payload)
+      when 'fln'
+        emit(:funding_loan_new, @transform ? Models::FundingLoan.new(payload) : payload)
+      when 'flu'
+        emit(:funding_loan_update, @transform ? Models::FundingLoan.new(payload) : payload)
+      when 'flc'
+        emit(:funding_loan_close, @transform ? Models::FundingLoan.new(payload) : payload)
+      when 'ws'
+        emit(:wallet_snapshot, @transform ? payload.map { |w| Models::Wallet.new(payload) } : payload)
+      when 'wu'
+        emit(:wallet_update, @transform ? Models::Wallet.new(payload) : payload)
+      when 'bu'
+        emit(:balance_update, @transform ? Models::BalanceInfo.new(payload) : payload)
+      when 'miu'
+        emit(:margin_info_update, @transform ? Models::MarginInfo.new(payload) : payload)
+      when 'fiu'
+        emit(:funding_info_update, @transform ? Models::FundingInfo.new(payload) : payload)
+      when 'fte'
+        emit(:funding_trade_entry, @transform ? Models::FundingTrade.new(payload) : payload)
+      when 'ftu'
+        emit(:funding_trade_update, @transform ? Models::FundingTrade.new(payload) : payload)
+      end
+    end
+
+    def subscribe (channel, params = {})
+      @l.info 'subscribing to channel %s [%s]' % [channel, params]
+      @ws.send(JSON.generate(params.merge({
+        :event => 'subscribe',
+        :channel => channel,
+      })))
+    end
+
+    def subscribe_ticker (sym)
+      subscribe('ticker', { :symbol => sym })
+    end
+
+    def subscribe_trades (sym)
+      subscribe('trades', { :symbol => sym })
+    end
+
+    def subscribe_candles (key)
+      subscribe('candles', { :key => key })
+    end
+
+    def subscribe_order_book (sym, prec, len)
+      subscribe('book', {
+        :symbol => sym,
+        :prec => prec,
+        :len => len
+      })
+    end
+
+    def process_event_message (msg)
+      case msg['event']
+      when 'auth'
+        handle_auth_event(msg)
+      when 'subscribed'
+        handle_subscribed_event(msg)
+      when 'unsubscribed'
+        handle_unsubscribed_event(msg)
+      when 'info'
+        handle_info_event(msg)
+      when 'conf'
+        handle_config_event(msg)
+      when 'error'
+        handle_error_event(msg)
+      end
+    end
+
+    def handle_auth_event (msg)
+      if msg['status'] != 'OK'
+        @l.error "auth failed: #{msg['message']}"
+        return
+      end
+
+      @channel_map[msg['chanId']] = { 'channel' => 'auth' }
+      @is_authenticated = true
+      emit(:auth, msg)
+
+      @l.info 'authenticated'
+    end
+
+    def handle_info_event (msg)
+      if msg.include?('version')
+        if msg['version'] != 2
+          close!
+          raise Exception, "server not running API v2: #{msg['version']}"
+        end
+
+        platform = msg['platform']
+
+        @l.info "server running API v2 (platform: %s (%d))" % [
+          platform['status'] == 0 ? 'under maintenance' : 'operating normally',
+          platform['status']
+        ]
+      elsif msg.include?('code')
+        code = msg['code']
+
+        if code == INFO_SERVER_RESTART
+          @l.info 'server restarted, please reconnect'
+          emit(:server_restart)
+        elsif code == INFO_MAINTENANCE_START
+          @l.info 'server maintenance period started!'
+          emit(:maintenance_start)
+        elsif code == INFO_MAINTENANCE_END
+          @l.info 'server maintenance period ended!'
+          emit(:maintenance_end)
+        end
+      end
+    end
+
+    def handle_error_event (msg)
+      @l.error msg
+    end
+
+    def handle_config_event (msg)
+      if msg['status'] != 'OK'
+        @l.error "config failed: #{msg['message']}"
+      else
+        @l.info "flags updated to #{msg['flags']}"
+        @enabled_flags = msg['flags']
+      end
+    end
+
+    def handle_subscribed_event (msg)
+      @l.info "subscribed to #{msg['channel']} [#{msg['chanId']}]"
+      @channel_map[msg['chanId']] = msg
+      emit(:subscribed, msg['chanId'])
+    end
+
+    def handle_unsubscribed_event (msg)
+      @l.info "unsubscribed from #{msg['chanId']}"
+      @channel_map.delete(msg['chanId'])
+      emit(:unsubscribed, msg['chanId'])
+    end
+
+    def enable_flag (flag)
+      return unless @is_open
+
+      @ws.send(JSON.generate({
+        :event => 'conf',
+        :flags => @enabled_flags | flag
+      }))
+    end
+
+    def is_flag_enabled (flag)
+      (@enabled_flags & flag) == flag
+    end
+
+    def enable_sequencing (audit = true)
+      @seq_audit = audit
+      enable_flag(FLAG_SEQ_ALL)
+    end
+
+    def enable_ob_checksums
+      enable_flag(FLAG_CHECKSUM)
+    end
+
+    def auth! (calc = 0, dms = 0)
+      if @is_authenticated
+        raise Exception, 'already authenticated'
+      end
+
+      auth_nonce = new_nonce
+      auth_payload = "AUTH#{auth_nonce}#{auth_nonce}"
+      sig = sign(auth_payload)
+
+      @ws.send(JSON.generate({
+        :event => 'auth',
+        :apiKey => @api_key,
+        :authSig => sig,
+        :authPayload => auth_payload,
+        :authNonce => auth_nonce,
+        :dms => dms,
+        :calc => calc
+      }))
+    end
+
+    def new_nonce
+      Time.now.to_i.to_s
+    end
+
+    def sign (payload)
+      OpenSSL::HMAC.hexdigest('sha384', @api_secret, payload)
+    end
+
+    def submit_order (order)
+      return if !@is_authenticated
+
+      if order.kind_of?(Array)
+        packet = order
+      elsif order.instance_of?(Models::Order)
+        packet = order.to_new_order_packet
+      elsif order.kind_of?(Hash)
+        packet = Models::Order.new(order).to_new_order_packet
+      else
+        raise Exception, 'tried to submit order of unkown type'
+      end
+
+      @ws.send(JSON.generate([0, 'on', nil, packet]))
+    end
+  end
+end