bitmex-api 0.0.1

checksums.yaml

@@ -0,0 +1,7 @@
+---
+SHA256:
+  metadata.gz: 6c0ad3797a640e5d993633783c03c687188c1f5e1501da09b31e2e2fae1eec50
+  data.tar.gz: 550b4b07e4ff4a2db3521f5cdb7b0b4739fdfbdaa4f76298150325073e7af9cd
+SHA512:
+  metadata.gz: 86357550081e44d06b37ec124b39389a491fa3811ae3a6dd6f9915f3d48ea4e989415f45dfb73c83ac30ba6ddd4ed6977b91dad967302c5171bd3366a9bccbeb
+  data.tar.gz: 548fcc1d6dbf5e2027a448f8440dde290659ff699ec1db22610cf9f537dfc08aeffae98dd93e0368d1f9988b0229a99e5ce3e35f129b16bdd44f96df53fab74c

data/.gitignore

@@ -0,0 +1,11 @@
+/.bundle/
+/.yardoc
+/_yardoc/
+/coverage/
+/doc/
+/pkg/
+/spec/reports/
+/tmp/
+
+# rspec failure tracking
+.rspec_status

data/.rspec

@@ -0,0 +1,3 @@
+--format documentation
+--color
+--require spec_helper

data/.ruby-version

@@ -0,0 +1 @@
+2.5.3

data/.travis.yml

@@ -0,0 +1,21 @@
+---
+sudo: false
+language: ruby
+cache: bundler
+rvm:
+  - 2.5.3
+
+env:
+  global:
+    - CC_TEST_REPORTER_ID=62a2cea238cf89f14f968d9a91fe41af7a11f414f6cc9194df7abc7887e61f6e
+
+before_install:
+  - gem install bundler -v 1.17.1
+  - curl -L https://codeclimate.com/downloads/test-reporter/test-reporter-latest-linux-amd64 > ./cc-test-reporter
+  - chmod +x ./cc-test-reporter
+
+before_script:
+  - ./cc-test-reporter before-build
+
+after_script:
+  - ./cc-test-reporter after-build --exit-code $TRAVIS_TEST_RESULT

data/CHANGELOG.md

@@ -0,0 +1,10 @@
+# Changelog
+
+ All notable changes to this project will be documented in this file.
+
+The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
+and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
+
+## [0.0.1] - 2019-01-03
+### Added
+- Public REST API support

data/CODE_OF_CONDUCT.md

@@ -0,0 +1,74 @@
+# Contributor Covenant Code of Conduct
+
+## Our Pledge
+
+In the interest of fostering an open and welcoming environment, we as
+contributors and maintainers pledge to making participation in our project and
+our community a harassment-free experience for everyone, regardless of age, body
+size, disability, ethnicity, gender identity and expression, level of experience,
+nationality, personal appearance, race, religion, or sexual identity and
+orientation.
+
+## Our Standards
+
+Examples of behavior that contributes to creating a positive environment
+include:
+
+* Using welcoming and inclusive language
+* Being respectful of differing viewpoints and experiences
+* Gracefully accepting constructive criticism
+* Focusing on what is best for the community
+* Showing empathy towards other community members
+
+Examples of unacceptable behavior by participants include:
+
+* The use of sexualized language or imagery and unwelcome sexual attention or
+advances
+* Trolling, insulting/derogatory comments, and personal or political attacks
+* Public or private harassment
+* Publishing others' private information, such as a physical or electronic
+  address, without explicit permission
+* Other conduct which could reasonably be considered inappropriate in a
+  professional setting
+
+## Our Responsibilities
+
+Project maintainers are responsible for clarifying the standards of acceptable
+behavior and are expected to take appropriate and fair corrective action in
+response to any instances of unacceptable behavior.
+
+Project maintainers have the right and responsibility to remove, edit, or
+reject comments, commits, code, wiki edits, issues, and other contributions
+that are not aligned to this Code of Conduct, or to ban temporarily or
+permanently any contributor for other behaviors that they deem inappropriate,
+threatening, offensive, or harmful.
+
+## Scope
+
+This Code of Conduct applies both within project spaces and in public spaces
+when an individual is representing the project or its community. Examples of
+representing a project or community include using an official project e-mail
+address, posting via an official social media account, or acting as an appointed
+representative at an online or offline event. Representation of a project may be
+further defined and clarified by project maintainers.
+
+## Enforcement
+
+Instances of abusive, harassing, or otherwise unacceptable behavior may be
+reported by contacting the project team at iulian.costan@gmail.com. All
+complaints will be reviewed and investigated and will result in a response that
+is deemed necessary and appropriate to the circumstances. The project team is
+obligated to maintain confidentiality with regard to the reporter of an incident.
+Further details of specific enforcement policies may be posted separately.
+
+Project maintainers who do not follow or enforce the Code of Conduct in good
+faith may face temporary or permanent repercussions as determined by other
+members of the project's leadership.
+
+## Attribution
+
+This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4,
+available at [http://contributor-covenant.org/version/1/4][version]
+
+[homepage]: http://contributor-covenant.org
+[version]: http://contributor-covenant.org/version/1/4/

data/Gemfile

@@ -0,0 +1,6 @@
+source "https://rubygems.org"
+
+git_source(:github) {|repo_name| "https://github.com/#{repo_name}" }
+
+# Specify your gem's dependencies in bitmex.gemspec
+gemspec

data/Gemfile.lock

@@ -0,0 +1,70 @@
+PATH
+  remote: .
+  specs:
+    bitmex-api (0.0.1)
+      eventmachine
+      faye-websocket
+      hashie
+      httparty
+
+GEM
+  remote: https://rubygems.org/
+  specs:
+    bump (0.7.0)
+    coderay (1.1.2)
+    diff-lcs (1.3)
+    docile (1.3.1)
+    eventmachine (1.2.7)
+    faye-websocket (0.10.7)
+      eventmachine (>= 0.12.0)
+      websocket-driver (>= 0.5.1)
+    hashie (3.6.0)
+    httparty (0.16.3)
+      mime-types (~> 3.0)
+      multi_xml (>= 0.5.2)
+    json (2.1.0)
+    method_source (0.9.2)
+    mime-types (3.2.2)
+      mime-types-data (~> 3.2015)
+    mime-types-data (3.2018.0812)
+    multi_xml (0.6.0)
+    pry (0.12.2)
+      coderay (~> 1.1.0)
+      method_source (~> 0.9.0)
+    rake (12.3.2)
+    rspec (3.8.0)
+      rspec-core (~> 3.8.0)
+      rspec-expectations (~> 3.8.0)
+      rspec-mocks (~> 3.8.0)
+    rspec-core (3.8.0)
+      rspec-support (~> 3.8.0)
+    rspec-expectations (3.8.2)
+      diff-lcs (>= 1.2.0, < 2.0)
+      rspec-support (~> 3.8.0)
+    rspec-mocks (3.8.0)
+      diff-lcs (>= 1.2.0, < 2.0)
+      rspec-support (~> 3.8.0)
+    rspec-support (3.8.0)
+    simplecov (0.16.1)
+      docile (~> 1.1)
+      json (>= 1.8, < 3)
+      simplecov-html (~> 0.10.0)
+    simplecov-html (0.10.2)
+    websocket-driver (0.7.0)
+      websocket-extensions (>= 0.1.0)
+    websocket-extensions (0.1.3)
+
+PLATFORMS
+  ruby
+
+DEPENDENCIES
+  bitmex-api!
+  bump
+  bundler
+  pry
+  rake
+  rspec
+  simplecov
+
+BUNDLED WITH
+   1.17.1

data/README.md

@@ -0,0 +1,51 @@
+# Bitmex
+
+[![Build Status](https://travis-ci.org/icostan/bitmex-api-ruby.svg?branch=master)](https://travis-ci.org/icostan/bitmex-api-ruby)
+[![Maintainability](https://api.codeclimate.com/v1/badges/85c3eb58ef31dabc9159/maintainability)](https://codeclimate.com/github/icostan/bitmex-api-ruby/maintainability)
+[![Test Coverage](https://api.codeclimate.com/v1/badges/85c3eb58ef31dabc9159/test_coverage)](https://codeclimate.com/github/icostan/bitmex-api-ruby/test_coverage)
+[![Gem Version](https://badge.fury.io/rb/bitmex-api.svg)](https://badge.fury.io/rb/bitmex-api)
+
+Ruby library for BitMEX [API](https://www.bitmex.com/app/apiOverview).
+
+## Installation
+
+Add this line to your application's Gemfile:
+
+```ruby
+gem 'bitmex-api'
+```
+
+And then execute:
+
+    $ bundle
+
+Or install it yourself as:
+
+    $ gem install bitmex-api
+
+## Usage
+
+```ruby
+require 'bitmex'
+
+client = Bitmex::Client.new
+
+# first 10 trades after Jan 1st for XBTUSD product
+trades = client.trade symbol: 'XBTUSD', count: 10, startTime: '2019-01-01'
+trades.size
+trades.first
+```
+
+## Development
+
+After checking out the repo, run `bundle install` to install dependencies. Then, run `bundle exec rake` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
+
+To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
+
+## Contributing
+
+Bug reports and pull requests are welcome on GitHub at https://github.com/icostan/bitmex-api. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [Contributor Covenant](http://contributor-covenant.org) code of conduct.
+
+## Code of Conduct
+
+Everyone interacting in the Bitmex project’s codebases, issue trackers, chat rooms and mailing lists is expected to follow the [code of conduct](https://github.com/icostan/bitmex-api/blob/master/CODE_OF_CONDUCT.md).

data/Rakefile

@@ -0,0 +1,6 @@
+require "bundler/gem_tasks"
+require "rspec/core/rake_task"
+
+RSpec::Core::RakeTask.new(:spec)
+
+task :default => :spec

data/bin/console

@@ -0,0 +1,14 @@
+#!/usr/bin/env ruby
+
+require "bundler/setup"
+require "bitmex"
+
+# You can add fixtures and/or initialization code here to make experimenting
+# with your gem easier. You can also use a different console, if you like.
+
+# (If you use this, don't forget to add pry to your Gemfile!)
+# require "pry"
+# Pry.start
+
+require "irb"
+IRB.start(__FILE__)

data/bin/setup

@@ -0,0 +1,8 @@
+#!/usr/bin/env bash
+set -euo pipefail
+IFS=$'\n\t'
+set -vx
+
+bundle install
+
+# Do any other automated setup that you need to do here

data/bin/whales-watching.rb

@@ -0,0 +1,36 @@
+#!/usr/bin/env ruby
+
+require 'json'
+require 'faye/websocket'
+require 'eventmachine'
+
+product = (ARGV.first || 'BTCUSD')
+limit = (ARGV[1] || 10).to_i
+puts "==> Filter trades > #{limit} #{product}"
+
+EM.run {
+  ws = Faye::WebSocket::Client.new('wss://www.bitmex.com/realtime')
+
+  ws.on :open do |event|
+    p [:open]
+    ws.send "{\"op\": \"subscribe\", \"args\": [\"trade:#{product}\"]}"
+  end
+
+  ws.on :message do |event|
+    json = JSON.parse event.data
+    data = json['data']
+
+    data && data.select{ |trade| trade['homeNotional'].to_i > limit }.each do |trade|
+      p trade
+    end
+  end
+
+  ws.on :error do |event|
+    p [:error, event.data]
+  end
+
+  ws.on :close do |event|
+    p [:close, event.code, event.reason]
+    ws = nil
+  end
+}

data/bitmex.gemspec

@@ -0,0 +1,49 @@
+
+lib = File.expand_path("../lib", __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require "bitmex/version"
+
+Gem::Specification.new do |spec|
+  spec.name          = 'bitmex-api'
+  spec.version       = Bitmex::VERSION
+  spec.authors       = ['Iulian Costan']
+  spec.email         = ['iulian.costan@gmail.com']
+
+  spec.summary       = %q{Ruby library for BitMEX API}
+  spec.description   = %q{Ruby library for BitMEX API}
+  spec.homepage      = 'https://github.com/icostan/bitmex-api-ruby'
+
+  # Prevent pushing this gem to RubyGems.org. To allow pushes either set the 'allowed_push_host'
+  # to allow pushing to a single host or delete this section to allow pushing to any host.
+  if spec.respond_to?(:metadata)
+    spec.metadata["allowed_push_host"] = 'https://rubygems.org'
+
+    spec.metadata["homepage_uri"] = spec.homepage
+    spec.metadata["source_code_uri"] = 'https://github.com/icostan/bitmex-api-ruby.git'
+    spec.metadata["changelog_uri"] = 'https://github.com/icostan/bitmex-api-ruby/blob/master/CHANGELOG.md'
+  else
+    raise "RubyGems 2.0 or newer is required to protect against " \
+      "public gem pushes."
+  end
+
+  # Specify which files should be added to the gem when it is released.
+  # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
+  spec.files         = Dir.chdir(File.expand_path('..', __FILE__)) do
+    `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
+  end
+  spec.bindir        = "exe"
+  spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
+  spec.require_paths = ["lib"]
+
+  spec.add_dependency 'httparty'
+  spec.add_dependency 'hashie'
+  spec.add_dependency 'faye-websocket'
+  spec.add_dependency 'eventmachine'
+
+  spec.add_development_dependency 'bundler'
+  spec.add_development_dependency 'rake'
+  spec.add_development_dependency 'rspec'
+  spec.add_development_dependency 'bump'
+  spec.add_development_dependency 'pry'
+  spec.add_development_dependency 'simplecov'
+end

data/lib/bitmex-api.rb

@@ -0,0 +1 @@
+require_relative 'bitmex'

data/lib/bitmex.rb

@@ -0,0 +1,10 @@
+require 'httparty'
+require 'hashie'
+
+require 'bitmex/version'
+require 'bitmex/client'
+
+module Bitmex
+  class Error < StandardError; end
+  # Your code goes here...
+end

data/lib/bitmex/client.rb

@@ -0,0 +1,85 @@
+module Bitmex
+  class Client
+    include HTTParty
+
+    ANNOUNCEMENT_ARGS = %w(urgent).freeze
+    EXECUTION_ARGS = %w(tradeHistory).freeze
+    FUNDING_ARGS = %w().freeze
+    GLOBALNOTIFICATION_ARGS = %w().freeze
+    INSTRUMENT_ARGS = %w(active activeAndIndices activeIntervals compositeIndex indices).freeze
+    INSURANCE_ARGS = %w().freeze
+    LEADERBOARD_ARGS = %w().freeze
+    LIQUIDATION_ARGS = %w().freeze
+    ORDER_ARGS = %w().freeze
+    ORDERBOOK_ARGS = %w(L2).freeze
+    QUOTE_ARGS = %w(bucketed).freeze
+    SCHEMA_ARGS = %w(websocketHelp).freeze
+    SETTLEMENT_ARGS = %w().freeze
+    STATS_ARGS = %w(history historyUSD).freeze
+    TRADE_ARGS = %w(bucketed).freeze
+
+    attr_reader :base_url
+
+    def initialize(testnet: false)
+      @base_url = testnet ? 'https://testnet.bitmex.com/api/v1' : 'https://www.bitmex.com/api/v1'
+    end
+
+    def global_notification
+    end
+
+    def leaderboard
+    end
+
+    def order
+    end
+
+    def order_book(symbol)
+      execute 'orderbook', 'L2', ORDERBOOK_ARGS, symbol: symbol do |response|
+        response.to_a.map do |s|
+          Hashie::Mash.new s
+        end
+      end
+    end
+
+    def position
+    end
+
+    def user
+    end
+
+    def user_event
+    end
+
+    private
+
+    def method_missing(m, *args, &ablock)
+      name = m.to_s.gsub '_', ''
+      params = args.first || {}
+      type = params.delete :type
+      types = self.class.const_get "#{name.upcase}_ARGS"
+      execute name, type, types, params do |response|
+        if response.parsed_response.is_a? Array
+          response.to_a.map do |s|
+            Hashie::Mash.new s
+          end
+        else
+          Hashie::Mash.new response
+        end
+      end
+    end
+
+    def execute(endpoint, type, types, params, &ablock)
+      check! type, types
+
+      url = "#{base_url}/#{endpoint}/#{type}"
+      response = self.class.get url, query: params
+      fail response.message unless response.success?
+      yield response
+    end
+
+    def check!(type, types)
+      return true if type.nil? or type == ''
+      raise ArgumentError, "invalid argument #{type}, only #{types} are supported" if !types.include?(type.to_s)
+    end
+  end
+end

data/lib/bitmex/version.rb

@@ -0,0 +1,3 @@
+module Bitmex
+  VERSION = '0.0.1'
+end

metadata

@@ -0,0 +1,205 @@
+--- !ruby/object:Gem::Specification
+name: bitmex-api
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+platform: ruby
+authors:
+- Iulian Costan
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2019-01-03 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: httparty
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: hashie
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: faye-websocket
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: eventmachine
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: bump
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: pry
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: simplecov
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+description: Ruby library for BitMEX API
+email:
+- iulian.costan@gmail.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".gitignore"
+- ".rspec"
+- ".ruby-version"
+- ".travis.yml"
+- CHANGELOG.md
+- CODE_OF_CONDUCT.md
+- Gemfile
+- Gemfile.lock
+- README.md
+- Rakefile
+- bin/console
+- bin/setup
+- bin/whales-watching.rb
+- bitmex.gemspec
+- lib/bitmex-api.rb
+- lib/bitmex.rb
+- lib/bitmex/client.rb
+- lib/bitmex/version.rb
+homepage: https://github.com/icostan/bitmex-api-ruby
+licenses: []
+metadata:
+  allowed_push_host: https://rubygems.org
+  homepage_uri: https://github.com/icostan/bitmex-api-ruby
+  source_code_uri: https://github.com/icostan/bitmex-api-ruby.git
+  changelog_uri: https://github.com/icostan/bitmex-api-ruby/blob/master/CHANGELOG.md
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.7.6
+signing_key: 
+specification_version: 4
+summary: Ruby library for BitMEX API
+test_files: []