bitmex-api 0.0.3 → 0.1.0

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data/CHANGELOG.md

@@ -5,6 +5,15 @@
 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).
 
+## [0.1.0] - 2019-02-11
+### Added
+- authentication via websocket
+- idiomatic websocket support for all resources
+- license and badge
+- examples and APIs endpoints in README
+### Changed
+- extract REST API implementation into its own class
+
 ## [0.0.3] - 2019-01-31
 ### Added
 - Chat, instrument, apikey resources

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    bitmex-api (0.0.3)
+    bitmex-api (0.1.0)
       eventmachine
       faye-websocket
       hashie
@@ -11,21 +11,34 @@ GEM
   remote: https://rubygems.org/
   specs:
     ast (2.4.0)
+    axiom-types (0.1.1)
+      descendants_tracker (~> 0.0.4)
+      ice_nine (~> 0.11.0)
+      thread_safe (~> 0.3, >= 0.3.1)
     bump (0.7.0)
+    codeclimate-engine-rb (0.4.1)
+      virtus (~> 1.0)
     coderay (1.1.2)
+    coercible (1.0.0)
+      descendants_tracker (~> 0.0.1)
+    descendants_tracker (0.0.4)
+      thread_safe (~> 0.3, >= 0.3.1)
     diff-lcs (1.3)
     docile (1.3.1)
     dotenv (2.6.0)
+    equalizer (0.0.11)
     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)
+    httparty (0.16.4)
       mime-types (~> 3.0)
       multi_xml (>= 0.5.2)
+    ice_nine (0.11.2)
     jaro_winkler (1.5.2)
     json (2.1.0)
+    kwalify (0.7.2)
     method_source (0.9.2)
     mime-types (3.2.2)
       mime-types-data (~> 3.2015)
@@ -41,13 +54,15 @@ GEM
     pry-doc (1.0.0)
       pry (~> 0.11)
       yard (~> 0.9.11)
+    psych (3.1.0)
     rainbow (3.0.0)
     rake (12.3.2)
-    reek (1.3.7)
-      rainbow
-      ruby2ruby (~> 2.0.8)
-      ruby_parser (~> 3.3)
-      sexp_processor
+    reek (5.3.1)
+      codeclimate-engine-rb (~> 0.4.0)
+      kwalify (~> 0.7.0)
+      parser (>= 2.5.0.0, < 2.7, != 2.5.1.1)
+      psych (~> 3.1.0)
+      rainbow (>= 2.0, < 4.0)
     rspec (3.8.0)
       rspec-core (~> 3.8.0)
       rspec-expectations (~> 3.8.0)
@@ -70,18 +85,18 @@ GEM
       ruby-progressbar (~> 1.7)
       unicode-display_width (~> 1.4.0)
     ruby-progressbar (1.10.0)
-    ruby2ruby (2.0.8)
-      ruby_parser (~> 3.1)
-      sexp_processor (~> 4.0)
-    ruby_parser (3.12.0)
-      sexp_processor (~> 4.9)
-    sexp_processor (4.11.0)
     simplecov (0.16.1)
       docile (~> 1.1)
       json (>= 1.8, < 3)
       simplecov-html (~> 0.10.0)
     simplecov-html (0.10.2)
+    thread_safe (0.3.6)
     unicode-display_width (1.4.1)
+    virtus (1.0.5)
+      axiom-types (~> 0.1)
+      coercible (~> 1.0)
+      descendants_tracker (~> 0.0, >= 0.0.3)
+      equalizer (~> 0.0, >= 0.0.9)
     websocket-driver (0.7.0)
       websocket-extensions (>= 0.1.0)
     websocket-extensions (0.1.3)

data/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2019 Iulian Costan
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

data/README.md

@@ -3,8 +3,10 @@
 [![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)
 [![Inline docs](http://inch-ci.org/github/icostan/bitmex-api-ruby.svg?branch=master)](http://inch-ci.org/github/icostan/bitmex-api-ruby)
+[![Gem Version](https://badge.fury.io/rb/bitmex-api.svg)](https://badge.fury.io/rb/bitmex-api)
+[![Yard Docs](https://img.shields.io/badge/yard-docs-blue.svg)](https://www.rubydoc.info/gems/bitmex-api)
+[![License: MIT](https://img.shields.io/badge/license-MIT-blue.svg)](https://github.com/icostan/bitmex-api-ruby/blob/master/LICENSE)
 
 Fully featured, idiomatic Ruby library for [BitMEX API](https://www.bitmex.com/app/apiOverview).
 
@@ -26,74 +28,205 @@ Or install it yourself as:
 
 ## Usage
 
-### Bitmex client
+### Overview
+
+#### Bitmex client
 
 ```ruby
 require 'bitmex-api'
 
 client = Bitmex::Client.new
 
-# or add key and secret args if you want to access private APIs
+# or add api_key, api_secret if you want to access private APIs
 client = Bitmex::Client.new api_key: 'KEY', api_secret: 'SECRET'
 ```
 
-### REST and Websocket API
-
-#### Using REST API
+#### REST API
 
 Get last 10 messages in English channel:
 
 ```ruby
-messages = client.chat.messages channel_id: 1, count: 10, reverse: true
+messages = client.chat.messages channelID: 1, count: 10, reverse: true
 puts messages.first.name
 ```
 
-#### Using Websocket API
+All REST API requests return either an `Array` or `Bitmex::Mash`, a pseudo-object that extends `Hashie::Mash`.
+
+#### Websocket API
+
+Generic Websocket API is implemented in `#listen` method. See the list of available [Topics](https://www.bitmex.com/app/wsAPI#Subscriptions "Topics") to subscribe to.
+
+Listen to XBTUSD trades:
 
-Generic Websocket API is implemented in `Bitmex::Client#listen` method. See the list of available [Topics](https://www.bitmex.com/app/wsAPI#Subscriptions "Topics") to subscribe to.
+```ruby
+client.websocket.listen trade: 'XBTUSD' do |trade|
+  puts trade.homeNotional
+end
+```
 
-Listen to chat messages.
+Or multiple topics at the same time:
 
 ```ruby
-client.listen chat: 1 do |message|
+client.websocket.listen liquidation: 'XBTUSD', trade: 'XBTUSD' do |data|
+  puts data
+end
+```
+
+Pass blocks to methods to receive data via Websocket API.
+
+```ruby
+client.chat.messages channelID: 1 do |message|
   puts "#{message.user}: #{message.message}"
 end
 ```
 
-Listen to XBTUSD trades.
+All Websocket API blocks yield a pseudo-object `Bitmex::Mash`.
+
+### Examples
+
+#### Whales watching
+
+Filtering traders bigger than 10 XBT {file:bin/whales-watching.rb}
 
 ```ruby
-client.listen trade: 'XBTUSD' do |trade|
-  puts trade.homeNotional
+client = Bitmex::Client.new
+client.trades.all symbol: 'XBTUSD' do |trade|
+  puts "#{trade.side} #{trade.homeNotional} #{trade.symbol} @ #{trade.price}" if trade.homeNotional > 10
 end
 ```
 
-Or multiple topics at the same time.
+#### Trolls listening
+
+Listen to trollbox chat in realtime {file:bin/chat.rb}
 
 ```ruby
-client.listen liquidation: 'XBTUSD', trade: 'XBTUSD' do |data|
-  puts data
+client = Bitmex::Client.new
+client.chat.messages channelID: 1 do |message|
+  puts "#{message.user}: #{message.message}"
 end
 ```
 
 ### API Endpoints
 
+#### Announcement
+
+Public announcements:
+
+```ruby
+announcements = client.announcements
+puts announcements.first.title
+
+client.announcements do |announcement|
+  puts announcement.content
+end
+```
+
+#### API Keys
+
+Persistent API keys for developers:
+
+```ruby
+keys = client.apikey.all
+puts keys.first
+```
+
+#### Chat
+
+Trollbox channels:
+
+```ruby
+channels = client.chat.channels
+puts channels.first
+
+client.chat.messages channelID: 1 do |message|
+  puts message.user
+end
+```
+
+#### Execution
+
+Raw order and balance data:
+
+```ruby
+executions = client.user.executions count: 5
+puts executions.first
+
+client.user.executions symbol: 'XBTUSD' do |execution|
+  puts execution
+end
+```
+
+#### Funding
+
+```ruby
+funding = client.funding symbol: 'XBTUSD', count: 5
+puts funding.first
+
+client.funding do |funding|
+  puts funding
+end
+```
+
+#### Instrument
+
+Tradeable instruments:
+
+```ruby
+instruments = client.instrument.active
+puts instruments.first
+
+
+client.instrument.all symbol: 'XBTUSD' do |instrument|
+  puts instrument
+end
+```
+
+#### Insurance
+
+Insurance fund:
+
+```ruby
+insurance = client.insurance count: 10
+puts insurance
+
+client.insurance do |insurance|
+  puts insurance.walletBalance
+end
+```
+
 #### Leaderboard
 
-See the rock stars.
+Top users:
 
 ```ruby
 leaders = client.leaderboard
 puts leaders.first.name
 ```
 
+#### Liquidation
+
+Active liquidation:
+
+```ruby
+liquidations = client.liquidations
+puts liquidations.first
+
+client.liquidations symbol: 'XBTUSD' do |liquidation|
+  puts liquidation.qty
+end
+```
+
 #### Order
 
 Get your orders.
 
 ```ruby
 orders = client.orders.all
-puts orders.size
+puts orders.first.side
+
+client.orders.all symbol: 'XBTUSD' do |order|
+  puts order.orderQty
+end
 ```
 
 Create new order, update and cancel.
@@ -106,37 +239,81 @@ order = client.order(clOrdID: order.clOrdID).cancel
 
 #### Orderbook
 
-Get first bid and ask.
+Get first bid and ask:
 
 ```ruby
 orderbook = client.orderbook 'XBTUSD', depth: 1
 puts orderbook.first.side
+
+client.orderbook 'XBTUSD' do |orderbook|
+  puts orderbook
+end
 ```
 
 #### Position
 
-Get all open positions or change leverage for an open position.
+Get all open positions or change leverage for an open position:
 
 ```ruby
 positions = client.positions
 puts positions.size
 
+client.positions.all do |position|
+  puts position.currentQty
+end
+
 position = client.position('XBTUSD').leverage 25
 puts position.leverage
 ```
 
+#### Quote
+
+Best bid/ask snapshot and historical bins:
+
+```ruby
+client.quotes.all symbol: 'XBTUSD' do |quote|
+  puts quote.askPrice
+end
+
+client.quotes.bucketed '1h', symbol: 'XBTUSD' do |bucket|
+  puts bucket.bidSize
+end
+```
+
+#### Schema
+
+Dynamic schema for developers:
+
+```ruby
+schema = client.schema
+puts schema
+```
+
+#### Settlement
+
+Historical settlement:
+
+```ruby
+settlements = client.settlements
+puts settlements.first.settlementType
+
+client.settlements do |settlements|
+  puts settlement.settledPrice
+end
+```
+
 #### Stats
 
-Exchange statistics.
+Exchange history:
 
 ```ruby
 history = subject.stats.history
-puts history
+puts history.turnover
 ```
 
 #### Trade
 
-Load first 15 trades after Jan 1st for XBTUSD.
+Load first 10 trades after Jan 1st for XBTUSD.
 
 ```ruby
 trades = client.trades.all symbol: 'XBTUSD', startTime: '2019-01-01', count: 10