bitmex-api 0.0.2 → 0.0.3

data/lib/bitmex/quote.rb

@@ -0,0 +1,32 @@
+module Bitmex
+  # Best Bid/Offer Snapshots & Historical Bins
+  # TODO: looks like all quotes related methods are forbidden
+  # @author Iulian Costan
+  class Quote < Base
+    # Get all quotes
+    # @!macro bitmex.filters
+    # @return [Array] the quotes
+    def all(filters = {})
+      client.get quotes_path, params: filters do |response|
+        response_handler response
+      end
+    end
+
+    # Get previous quotes in time buckets
+    # @param binSize ['1m','5m','1h','1d'] the interval to bucket by
+    # @!macro bitmex.filters
+    # @return [Array] the quotes by bucket
+    def bucketed(binSize = '1h', filters = {})
+      params = filters.merge binSize: binSize
+      client.get quotes_path(:bucketed), params: params do |response|
+        response_handler response
+      end
+    end
+
+    private
+
+    def quotes_path(action = '')
+      client.base_path :quote, action
+    end
+  end
+end

data/lib/bitmex/stats.rb

@@ -0,0 +1,35 @@
+module Bitmex
+  # Exchange statistics
+  # @author Iulian Costan
+  class Stats < Base
+    # Get exchange-wide and per-series turnover and volume statistics
+    # @return [Array] the statistics
+    def current
+      client.get stats_path do |response|
+        response_handler response
+      end
+    end
+
+    # Get historical exchange-wide and per-series turnover and volume statistics
+    # @return [Array] the history in XBT
+    def history
+      client.get stats_path(:history) do |response|
+        response_handler response
+      end
+    end
+
+    # Get a summary of exchange statistics in USD
+    # @return [Array] the history in USD
+    def history_usd
+      client.get stats_path(:historyUSD) do |response|
+        response_handler response
+      end
+    end
+
+    private
+
+    def stats_path(action = '')
+      base_path :stats, action
+    end
+  end
+end

data/lib/bitmex/trade.rb

@@ -0,0 +1,41 @@
+module Bitmex
+  # Individual and bucketed trades
+  # @author Iulian Costan
+  class Trade < Base
+    # Get all trades
+    # @example Get first 10 traders starting Jan 1st for XBTUSD
+    #   client.trades.all symbol: 'XBTUSD', startTime: '2019-01-01', count: 10
+    # @!macro bitmex.filters
+    # @return [Array] the trades
+    # @yield [trade] the trade
+    def all(filters = {}, &callback)
+      if block_given?
+        # TODO: investigate eventmachine + faye
+        EM.run { client.websocket.subscribe :trade, filters[:symbol], &callback }
+      else
+        client.get trade_path, params: filters do |response|
+          response_handler response
+        end
+      end
+    end
+
+    # Get previous trades in time buckets
+    # @example Get last hour in 2018 and first hour in 2019 in reverse order
+    #   client.trades.bucketed '1h', symbol: 'XBTUSD', endTime: Date.new(2019, 1, 1), count: 2, reverse: true
+    # @param binSize ['1m','5m','1h','1d'] the interval to bucket by
+    # @!macro bitmex.filters
+    # @return [Array] the trades by bucket
+    def bucketed(binSize = '1h', filters = {})
+      params = filters.merge binSize: binSize
+      client.get trade_path(:bucketed), params: params do |response|
+        response_handler response
+      end
+    end
+
+    private
+
+    def trade_path(action = '')
+      base_path :trade, action
+    end
+  end
+end

data/lib/bitmex/user.rb

@@ -20,7 +20,7 @@ module Bitmex
     end
 
     # Check if a referral code is valid. If the code is valid, responds with the referral code's discount (e.g. 0.1 for 10%) and false otherwise
-    # @param referral code
+    # @param code [String] the referral code
     # @return [Decimal, nil] the discount or nil
     def check_referral_code(code)
       get 'checkReferralCode', referralCode: code do |response|
@@ -89,18 +89,44 @@ module Bitmex
     end
 
     # Get your user events
+    # @param count [Integer] number of results to fetch
+    # @param startId [Double] cursor for pagination
     # @return [Array] the events
-    def events
-      data = get '', resource: 'userEvent'
+    def events(count: 150, startId: nil)
+      data = get '', resource: 'userEvent', count: count, startId: startId
       data.userEvents
     end
 
+    # Get your alias on the leaderboard
+    # @return [String] the alias on the leaderboard
+    def nickname
+      data = get 'name', resource: 'leaderboard'
+      data.name
+    end
+
+    # Get all raw executions for your account
+    # @!macro bitmex.filters
+    #   @param filters [Hash] the filters to apply
+    #   @option filters [String] :symbol the instrument symbol
+    #   @option filters [String] :filter generic table filter, send key/value pairs {https://www.bitmex.com/app/restAPI#Timestamp-Filters Timestamp Filters}
+    #   @option filters [String] :columns array of column names to fetch; if omitted, will return all columns.
+    #   @option filters [Double] :count (100) number of results to fetch.
+    #   @option filters [Double] :start Starting point for results.
+    #   @option filters [Boolean] :reverse (false) if true, will sort results newest first.
+    #   @option filters [Datetime, String] :startTime Starting date filter for results.
+    #   @option filters [Datetime, String] :endTime Ending date filter for results
+    # @return [Array] the raw transactions
+    def executions(filters = {})
+      params = filters.merge resource: :execution
+      get '', params
+    end
+
     private
 
     def method_missing(m, *args, &ablock)
       if @data.nil?
         get '' do |response|
-          fail response.body unless response.success?
+          raise response.body unless response.success?
 
           @data = Bitmex::Mash.new response
         end
@@ -108,26 +134,26 @@ module Bitmex
       @data.send m
     end
 
-    def put(resource, params, &ablock)
-      path = user_path resource
+    def put(action, params, &ablock)
+      path = user_path action
       client.put path, params: params, auth: true do |response|
         if block_given?
           yield response
         else
-          fail response.body unless response.success?
+          raise response.body unless response.success?
 
           response_to_mash response
         end
       end
     end
 
-    def get(resource, params = {}, &ablock)
-      path = user_path resource, params
+    def get(action, params = {}, &ablock)
+      path = user_path action, params
       client.get path, auth: true do |response|
         if block_given?
           yield response
         else
-          fail response.body unless response.success?
+          raise response.body unless response.success?
 
           response_to_mash response
         end
@@ -149,7 +175,7 @@ module Bitmex
       if ablock
         ablock.yield response
       else
-        fail response.body unless response.success?
+        raise response.body unless response.success?
 
         response_to_mash response
       end

data/lib/bitmex/version.rb

@@ -1,3 +1,3 @@
 module Bitmex
-  VERSION = '0.0.2'
+  VERSION = '0.0.3'
 end

data/lib/bitmex/websocket.rb

@@ -0,0 +1,67 @@
+module Bitmex
+  # Websocket API
+  # https://www.bitmex.com/app/wsAPI
+  class Websocket
+    # Create new websocket instance
+    # @param url the URL to connect to
+    # @return new websocket instance
+    def initialize(url)
+      @callbacks = {}
+      @faye = Faye::WebSocket::Client.new url
+      @faye.on :open do |event|
+        # puts [:open, event]
+      end
+      @faye.on :error do |event|
+        raise [:error, event.data]
+      end
+      @faye.on :close do |event|
+        # puts [:close, event.reason]
+        @faye = nil
+      end
+      @faye.on :message do |event|
+        json = JSON.parse event.data
+        topic = json['table']
+        data = json['data']
+
+        callback = @callbacks[topic]
+        if callback
+          data&.each do |payload|
+            callback.yield Bitmex::Mash.new(payload)
+          end
+        else
+          puts "==> #{event.data}"
+        end
+      end
+    end
+
+    # Subscribe to a specific topic and optionally filter by symbol
+    # @param topic [String] topic to subscribe to e.g. 'trade'
+    # @param symbol [String] symbol to filter by e.g. 'XBTUSD'
+    def subscribe(topic, symbol = nil, &callback)
+      raise 'callback block is required' unless block_given?
+
+      @callbacks[topic.to_s] = callback
+
+      payload = { op: :subscribe, args: [subscription(topic, symbol)] }
+      @faye.send payload.to_json.to_s
+    end
+
+    # Unsubscribe from a specific topic and symbol
+    # @param topic (see #subscribe)
+    # @param symbol (see #subscribe)
+    def unsubscribe(topic, symbol = nil)
+      @callbacks[topic.to_s] = nil
+
+      payload = { op: :unsubscribe, args: [subscription(topic, symbol)] }
+      @faye.send payload.to_json.to_s
+    end
+
+    private
+
+    def subscription(topic, symbol)
+      subscription = topic.to_s
+      subscription += ":#{symbol}" if symbol
+      subscription
+    end
+  end
+end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: bitmex-api
 version: !ruby/object:Gem::Version
-  version: 0.0.2
+  version: 0.0.3
 platform: ruby
 authors:
 - Iulian Costan
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2019-01-22 00:00:00.000000000 Z
+date: 2019-01-31 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: httparty
@@ -136,6 +136,20 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
+- !ruby/object:Gem::Dependency
+  name: pry-doc
+  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
@@ -164,6 +178,34 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
+- !ruby/object:Gem::Dependency
+  name: rubocop
+  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: reek
+  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
@@ -182,16 +224,27 @@ files:
 - README.md
 - Rakefile
 - TODOs.org
+- bin/chat.rb
 - bin/console
 - bin/setup
 - bin/whales-watching.rb
 - bitmex.gemspec
 - lib/bitmex-api.rb
 - lib/bitmex.rb
+- lib/bitmex/apikey.rb
+- lib/bitmex/base.rb
+- lib/bitmex/chat.rb
 - lib/bitmex/client.rb
+- lib/bitmex/instrument.rb
 - lib/bitmex/mash.rb
+- lib/bitmex/order.rb
+- lib/bitmex/position.rb
+- lib/bitmex/quote.rb
+- lib/bitmex/stats.rb
+- lib/bitmex/trade.rb
 - lib/bitmex/user.rb
 - lib/bitmex/version.rb
+- lib/bitmex/websocket.rb
 homepage: https://github.com/icostan/bitmex-api-ruby
 licenses: []
 metadata: