bitmex-api 0.0.2 → 0.0.3

data/lib/bitmex/client.rb

@@ -8,91 +8,176 @@ module Bitmex
     include HTTParty
     # logger ::Logger.new(STDOUT), :debug, :curl
 
-    ANNOUNCEMENT_ARGS = %w(urgent).freeze
-    APIKEY_ARGS = %w().freeze
-    CHAT_ARGS = %w(channels connected).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
-    POSITION_ARGS = %w().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
-
-    TESTNET_HOST = 'testnet.bitmex.com'.freeze
-    MAINNET_HOST = 'www.bitmex.com'.freeze
-
     AUTHORIZATIONS = %w(apikey execution position globalnotification order leaderboard quote user userevent)
 
     attr_reader :host, :api_key, :api_secret
 
+    # Create new client instance
+    # @param testnet [Boolean] true for testnet network
+    # @param api_key [String] the api key
+    # @param api_secret [String] the api secret
     def initialize(testnet: false, api_key: nil, api_secret: nil)
       @host = testnet ? TESTNET_HOST : MAINNET_HOST
       @api_key = api_key
       @api_secret = api_secret
     end
 
-    def orderbook(symbol)
-      execute 'orderbook', 'L2', { symbol: symbol } do |response|
-        response.to_a.map do |s|
-          Bitmex::Mash.new s
-        end
+    # Get site announcements
+    # @return [Array] the public announcements
+    def announcements
+      get base_path(:announcement) do |response|
+        response_handler response
       end
     end
 
-    #
-    # WebSocket API
-    #
-    # https://www.bitmex.com/app/wsAPI
-    #
-    def listen(options, &ablock)
-      EM.run do
-        ws = Faye::WebSocket::Client.new realtime_url
+    # Persistent API Keys for Developers
+    # @return [Bitmex::Apikey] the apikey instance
+    def apikey(api_key = nil)
+      Bitmex::Apikey.new self, api_key
+    end
 
-        topics = options.map{ |key, value| "#{key}:#{value}"}
-        subscription = { op: :subscribe, args: topics }
-        # puts subscription
+    # Trollbox Data
+    # @return [Bitmex::Chat] the chat instance
+    def chat
+      Bitmex::Chat.new self
+    end
 
-        ws.on :open do |event|
-          ws.send subscription.to_json.to_s
-        end
+    # Tradeable Contracts, Indices, and History
+    # @return [Bitmex::Instrument] the instrument model
+    def instrument
+      Bitmex::Instrument.new self
+    end
 
-        ws.on :message do |event|
-          json = JSON.parse event.data
-          data = json['data']
+    # Get funding history
+    # @!macro bitmex.filters
+    # @return [Array] the history
+    def funding(filters = {})
+      get base_path(:funding), params: filters do |response|
+        response_handler response
+      end
+    end
 
-          data&.each do |payload|
-            if block_given?
-              yield Bitmex::Mash.new(payload.merge topic: json['table'])
-            else
-              p value
-            end
-          end
-        end
+    # Get insurance fund history
+    # @!macro bitmex.filters
+    # @return [Array] the history
+    def insurance(filters = {})
+      get base_path(:insurance), params: filters do |response|
+        response_handler response
+      end
+    end
 
-        ws.on :error do |event|
-          raise [:error, event.data]
-        end
+    # Get current leaderboard
+    # @param ranking [notional ROE] the ranking type
+    # @return [Array] current leaders
+    def leaderboard(ranking = 'notional')
+      get base_path(:leaderboard), params: { method: ranking } do |response|
+        response_handler response
+      end
+    end
 
-        ws.on :close do |event|
-          # p [:close, event.reason]
-          ws = nil
-        end
+    # Get liquidation orders
+    # @!macro bitmex.filters
+    # @return [Array] the liquidations
+    def liquidations(filters = {})
+      get base_path(:liquidation), params: filters do |response|
+        response_handler response
+      end
+    end
+
+    # Order Placement, Cancellation, Amending, and History
+    # @return [Bitmex::Order] the order model
+    def orders
+      # TODO: use class method
+      Bitmex::Order.new(self)
+    end
+
+    # Get an order by id
+    # @param orderID [String] the order #
+    # @param clOrdID [String] the client order #
+    # @return [Bitmex::Order] the order model
+    def order(orderID: nil, clOrdID: nil)
+      raise ArgumentError, 'either orderID or clOrdID is required' if orderID.nil? && clOrdID.nil?
+
+      Bitmex::Order.new(self, orderID, clOrdID)
+    end
+
+    # Get current orderbook in vertical format
+    # @param symbol [String] instrument symbol, send a series (e.g. XBT) to get data for the nearest contract in that series
+    # @param depth [Integer] orderbook depth per side. send 0 for full depth.
+    # @return [Array] the orderbook
+    def orderbook(symbol, depth: 25)
+      params = { symbol: symbol, depth: depth }
+      get base_path('orderbook/L2'), params: params do |response|
+        response_handler response
       end
     end
 
+    # Summary of Open and Closed Positions
+    # @return [Array] the list of positions
+    def positions
+      # TODO: use class method
+      Bitmex::Position.new(self).all
+    end
+
+    # Get an open position
+    # @param symbol [String] symbol of position
+    # @return [Bitmex::Position] open position
+    def position(symbol)
+      Bitmex::Position.new(self, symbol)
+    end
+
+    # Best Bid/Offer Snapshots & Historical Bins
+    # @return [Bitmex::Quote] the quote model
+    def quotes
+      # TODO: use class method
+      Bitmex::Quote.new self
+    end
+
+    # Get model schemata for data objects returned by this AP
+    # @return [Hash] the schema
+    def schema
+      get base_path(:schema) do |response|
+        response_handler response
+      end
+    end
+
+    # Get settlement history
+    # @return [Array] the settlement history
+    def settlement
+      get base_path(:settlement) do |response|
+        response_handler response
+      end
+    end
+
+    # Exchange statistics
+    # @return [Bitmex::Stats] the stats model
+    def stats
+      Bitmex::Stats.new self
+    end
+
+    # Individual and bucketed trades
+    # @return [Bitmex::Trade] the trade model
+    def trades
+      Bitmex::Trade.new self
+    end
+
+    # Account operations
+    # @return [Bitmex::User] the user model
     def user
       Bitmex::User.new self
     end
 
+    # Listen to generic topics
+    # @param topics [Hash] topics to listen to e.g. { trade: "XBTUSD" }
+    # @yield [data] data pushed via websocket
+    def listen(topics, &ablock)
+      EM.run do
+        topics.each do |topic, symbol|
+          websocket.subscribe topic, symbol, &ablock
+        end
+      end
+    end
+
     #
     # Stop websocket listener
     #
@@ -100,7 +185,12 @@ module Bitmex
       EM.stop_event_loop
     end
 
-    def get(path, params: {}, auth: false)
+    def websocket
+      @websocket ||= Websocket.new realtime_url
+    end
+
+    # TODO: move these methods into rest client
+    def get(path, params: {}, auth: false, &ablock)
       options = {}
       options[:query] = params unless params.empty?
       options[:headers] = headers 'GET', path, '' if auth
@@ -117,10 +207,45 @@ module Bitmex
       options[:headers] = headers 'PUT', path, body, json: json if auth
 
       response = self.class.put "#{domain_url}#{path}", options
-      puts response.body
       yield response
     end
 
+    def post(path, params: {}, auth: true, json: true)
+      body = json ? params.to_json.to_s : URI.encode_www_form(params)
+
+      options = {}
+      options[:body] = body
+      options[:headers] = headers 'POST', path, body, json: json if auth
+
+      response = self.class.post "#{domain_url}#{path}", options
+      yield response
+    end
+
+    def delete(path, params: {}, auth: true, json: true)
+      body = json ? params.to_json.to_s : URI.encode_www_form(params)
+
+      options = {}
+      options[:body] = body
+      options[:headers] = headers 'DELETE', path, body, json: json if auth
+
+      response = self.class.delete "#{domain_url}#{path}", options
+      yield response
+    end
+
+    def base_path(resource, action = '')
+      "/api/v1/#{resource}/#{action}"
+    end
+
+    def response_handler(response)
+      fail response.body unless response.success?
+
+      if response.parsed_response.is_a? Array
+        response.to_a.map { |s| Bitmex::Mash.new s }
+      else
+        Bitmex::Mash.new response
+      end
+    end
+
     private
 
     def method_missing(m, *args, &ablock)

data/lib/bitmex/instrument.rb

@@ -0,0 +1,53 @@
+module Bitmex
+  # Tradeable Contracts, Indices, and History
+  # @author Iulian Costan
+  class Instrument < Base
+    # Get all instruments
+    # @!macro bitmex.filters
+    # @return [Array] all instruments
+    def all(filters = {})
+      client.get instrument_path, params: filters do |response|
+        response_handler response
+      end
+    end
+
+    # Get all active instruments and instruments that have expired in <24hrs.
+    # @return [Array] active instruments
+    def active
+      client.get instrument_path('active') do |response|
+        response_handler response
+      end
+    end
+
+    # Return all active contract series and interval pairs
+    # @return [Bitmex::Mash] active intervals and symbols
+    def intervals
+      client.get instrument_path('activeIntervals') do |response|
+        response_handler response
+      end
+    end
+
+    # Show constituent parts of an index.
+    # @!macro bitmex.filters
+    # @return [Array] the parts of an index
+    def composite_index(filters = { symbol: '.XBT' })
+      client.get instrument_path('compositeIndex'), params: filters do |response|
+        response_handler response
+      end
+    end
+
+    # Get all price indices
+    # @return [Array] all indices
+    def indices
+      client.get instrument_path('indices') do |response|
+        response_handler response
+      end
+    end
+
+    private
+
+    def instrument_path(action = '')
+      base_path :instrument, action
+    end
+  end
+end

data/lib/bitmex/order.rb

@@ -0,0 +1,78 @@
+module Bitmex
+  # Order Placement, Cancellation, Amending, and History
+  # @author Iulian Costan
+  class Order < Base
+    attr_reader :orderID, :clOrdID
+
+    def initialize(client, orderID = nil, clOrdID = nil)
+      super client
+      @orderID = orderID
+      @clOrdID = clOrdID
+    end
+
+    # Get your orders
+    # @!macro bitmex.filters
+    # @return [Array] the orders
+    def all(filters = {})
+      client.get order_path, params: filters, auth: true do |response|
+        response_handler response
+      end
+    end
+
+    # Amend the quantity or price of an open order
+    # @param attributes [Hash] the fields to update
+    # @option attributes [Integer] :orderQty Optional order quantity in units of the instrument (i.e. contracts)
+    # @option attributes [Integer] :leavesQty Optional leaves quantity in units of the instrument (i.e. contracts). Useful for amending partially filled orders.
+    # @option attributes [Double] :price Optional limit price for 'Limit', 'StopLimit', and 'LimitIfTouched' orders.
+    # @option attributes [Double] :stopPx Optional trigger price for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders. Use a price below the current price for stop-sell orders and buy-if-touched orders.
+    # @option attributes [Double] :pegOffsetValue Optional trailing offset from the current price for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders; use a negative offset for stop-sell orders and buy-if-touched orders. Optional offset from the peg price for 'Pegged' orders.
+    # @option attributes [String] :text Optional amend annotation. e.g. 'Adjust skew'
+    # @return [Bitmex::Mash] the updated order
+    def update(attributes)
+      params = attributes.merge orderID: orderID, origClOrdID: clOrdID
+      client.put order_path, params: params do |response|
+        response_handler response
+      end
+    end
+
+    # Place new order
+    # @param symbol [String] instrument symbol
+    # @param attributes [Hash] order attributes
+    # @option attributes [Buy, Sell] :side Order side. Defaults to 'Buy' unless orderQty is negative
+    # @option attributes [Integer] :orderQty Order quantity in units of the instrument (i.e. contracts)
+    # @option attributes [Double] :price Optional limit price for 'Limit', 'StopLimit', and 'LimitIfTouched' orders
+    # @option attributes [Double] :displayQty Optional quantity to display in the book. Use 0 for a fully hidden order.
+    # @option attributes [Double] :stopPx Optional trigger price for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders. Use a price below the current price for stop-sell orders and buy-if-touched orders. Use execInst of 'MarkPrice' or 'LastPrice' to define the current price used for triggering.
+    # @option attributes [String] :clOrdID Optional Client Order ID. This clOrdID will come back on the order and any related executions.
+    # @option attributes [Double] :pegOffsetValue Optional trailing offset from the current price for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders; use a negative offset for stop-sell orders and buy-if-touched orders. Optional offset from the peg price for 'Pegged' orders.
+    # @option attributes [LastPeg, MidPricePeg, MarketPeg, PrimaryPeg, TrailingStopPeg] :pegPriceType Optional peg price type.
+    # @option attributes [Market, Limit, Stop, StopLimit, MarketIfTouched, LimitIfTouched, MarketWithLeftOverAsLimit, Pegged] :ordType Order type. Defaults to 'Limit' when price is specified. Defaults to 'Stop' when stopPx is specified. Defaults to 'StopLimit' when price and stopPx are specified.
+    # @option attributes [Day, GoodTillCancel, ImmediateOrCancel, FillOrKill] :timeInForce Time in force. Defaults to 'GoodTillCancel' for 'Limit', 'StopLimit', 'LimitIfTouched', and 'MarketWithLeftOverAsLimit' orders.
+    # @option attributes [ParticipateDoNotInitiate, AllOrNone, MarkPrice, IndexPrice, LastPrice, Close, ReduceOnly, Fixed] :execInst Optional execution instructions. AllOrNone' instruction requires displayQty to be 0. 'MarkPrice', 'IndexPrice' or 'LastPrice' instruction valid for 'Stop', 'StopLimit', 'MarketIfTouched', and 'LimitIfTouched' orders.
+    # @option attributes [String] :text Optional amend annotation. e.g. 'Take profit'
+    # @return [Bitmex::Mash] the created order
+    def create(symbol, attributes)
+      params = attributes.merge symbol: symbol
+      client.post order_path, params: params do |response|
+        response_handler response
+      end
+    end
+
+    # Cancel an order
+    # @param text [String] Optional cancellation annotation. e.g. 'Spread Exceeded'.
+    # @return [Bitmex::Mash] the canceled order
+    def cancel(text = nil)
+      params = { orderID: orderID, clOrdID: clOrdID, text: text }
+      client.delete order_path, params: params do |response|
+        # a single order only
+        response_handler(response).first
+      end
+    end
+
+    private
+
+    def order_path(action = '')
+      client.base_path 'order', action
+    end
+  end
+end

data/lib/bitmex/position.rb

@@ -0,0 +1,77 @@
+module Bitmex
+  # Summary of Open and Closed Positions
+  # @author Iulian Costan
+  class Position < Base
+    attr_reader :symbol
+
+    # A new instance of Position
+    # @param client [Bitmex::Client] the HTTP client
+    # @param symbol [String] the symbol of the underlying position
+    def initialize(client, symbol = 'XBTUSD')
+      super client
+      @symbol = symbol
+    end
+
+    # Get your positions
+    # @return [Array] the list of positions
+    def all
+      client.get position_path, auth: true do |response|
+        response_handler response
+      end
+    end
+
+    # Enable isolated margin or cross margin per-position
+    # @param enabled [true, false] true for isolated margin, false cross margin
+    # @return [Hash] the updated position
+    def isolate(enabled: true)
+      path = position_path(:isolate)
+      params = { symbol: symbol, enabled: enabled }
+      client.post path, params: params do |response|
+        response_handler response
+      end
+    end
+
+    # Choose leverage for a position
+    # @param leverage [0-100] leverage value. send a number between 0.01 and 100 to enable isolated margin with a fixed leverage. send 0 to enable cross margin
+    # @return [Hash] the updated position
+    def leverage(leverage)
+      raise ArgumentError, "leverage #{leverage} is outside of [0..100] range" unless (0..100).include? leverage
+
+      path = position_path(:leverage)
+      params = { symbol: symbol, leverage: leverage }
+      client.post path, params: params do |response|
+        response_handler response
+      end
+    end
+
+    # Update your risk limit
+    # @param risk_limit [Double] new risk limit, in Satoshis.
+    # @return [Hash] the updated position
+    def risk_limit(risk_limit)
+      path = position_path(:riskLimit)
+      params = { symbol: symbol, riskLimit: risk_limit }
+      client.post path, params: params do |response|
+        response_handler response
+      end
+    end
+
+    # Transfer equity in or out of a position
+    # @example Transfer 1000 Satoshi
+    #   position = client.position('XBTUSD').transfer_margin 1000
+    # @param amount [Double] amount to transfer, in Satoshis. may be negative.
+    # @return [Hash] the updated position
+    def transfer_margin(amount)
+      path = position_path(:transferMargin)
+      params = { symbol: symbol, amount: amount }
+      client.post path, params: params do |response|
+        response_handler response
+      end
+    end
+
+    private
+
+    def position_path(action = '')
+      client.base_path :position, action
+    end
+  end
+end