bitmex-api 0.0.3 → 0.1.0

data/lib/bitmex/instrument.rb

@@ -5,43 +5,38 @@ module Bitmex
     # Get all instruments
     # @!macro bitmex.filters
     # @return [Array] all instruments
-    def all(filters = {})
-      client.get instrument_path, params: filters do |response|
-        response_handler response
+    # @yield [Hash] the instrument
+    def all(filters = {}, &ablock)
+      if block_given?
+        websocket.listen instrument: filters[:symbol], &ablock
+      else
+        rest.get instrument_path, params: filters
       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
+      rest.get instrument_path('active')
     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
+      rest.get instrument_path('activeIntervals')
     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
+      rest.get instrument_path('compositeIndex'), params: filters
     end
 
     # Get all price indices
     # @return [Array] all indices
     def indices
-      client.get instrument_path('indices') do |response|
-        response_handler response
-      end
+      rest.get instrument_path('indices')
     end
 
     private

data/lib/bitmex/order.rb

@@ -4,8 +4,8 @@ module Bitmex
   class Order < Base
     attr_reader :orderID, :clOrdID
 
-    def initialize(client, orderID = nil, clOrdID = nil)
-      super client
+    def initialize(rest, websocket = nil, orderID = nil, clOrdID = nil)
+      super rest, websocket
       @orderID = orderID
       @clOrdID = clOrdID
     end
@@ -13,9 +13,12 @@ module Bitmex
     # 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
+    # @yield [Hash] the order
+    def all(filters = {}, &ablock)
+      if block_given?
+        websocket.listen order: filters[:symbol], &ablock
+      else
+        rest.get order_path, params: filters, auth: true
       end
     end
 
@@ -30,9 +33,7 @@ module Bitmex
     # @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
+      rest.put order_path, params: params
     end
 
     # Place new order
@@ -53,9 +54,7 @@ module Bitmex
     # @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
+      rest.post order_path, params: params
     end
 
     # Cancel an order
@@ -63,7 +62,7 @@ module Bitmex
     # @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|
+      rest.delete order_path, params: params do |response|
         # a single order only
         response_handler(response).first
       end
@@ -72,7 +71,7 @@ module Bitmex
     private
 
     def order_path(action = '')
-      client.base_path 'order', action
+      rest.base_path 'order', action
     end
   end
 end

data/lib/bitmex/position.rb

@@ -5,18 +5,27 @@ module Bitmex
     attr_reader :symbol
 
     # A new instance of Position
-    # @param client [Bitmex::Client] the HTTP client
+    # @param rest [Bitmex::Rest] the HTTP rest
     # @param symbol [String] the symbol of the underlying position
-    def initialize(client, symbol = 'XBTUSD')
-      super client
+    def initialize(rest, websocket, symbol = 'XBTUSD')
+      super rest, websocket
       @symbol = symbol
     end
 
     # Get your positions
+    # @example Get all positions
+    #   positions = client.positions.all
+    # @example Listen for positions changes
+    #   client.positions.all do |position|
+    #     puts position.inspect
+    #   end
     # @return [Array] the list of positions
-    def all
-      client.get position_path, auth: true do |response|
-        response_handler response
+    # @yield [Hash] the position
+    def all(&ablock)
+      if block_given?
+        websocket.listen position: nil, &ablock
+      else
+        rest.get position_path, auth: true
       end
     end
 
@@ -26,7 +35,7 @@ module Bitmex
     def isolate(enabled: true)
       path = position_path(:isolate)
       params = { symbol: symbol, enabled: enabled }
-      client.post path, params: params do |response|
+      rest.post path, params: params do |response|
         response_handler response
       end
     end
@@ -39,7 +48,7 @@ module Bitmex
 
       path = position_path(:leverage)
       params = { symbol: symbol, leverage: leverage }
-      client.post path, params: params do |response|
+      rest.post path, params: params do |response|
         response_handler response
       end
     end
@@ -50,7 +59,7 @@ module Bitmex
     def risk_limit(risk_limit)
       path = position_path(:riskLimit)
       params = { symbol: symbol, riskLimit: risk_limit }
-      client.post path, params: params do |response|
+      rest.post path, params: params do |response|
         response_handler response
       end
     end
@@ -63,7 +72,7 @@ module Bitmex
     def transfer_margin(amount)
       path = position_path(:transferMargin)
       params = { symbol: symbol, amount: amount }
-      client.post path, params: params do |response|
+      rest.post path, params: params do |response|
         response_handler response
       end
     end
@@ -71,7 +80,7 @@ module Bitmex
     private
 
     def position_path(action = '')
-      client.base_path :position, action
+      rest.base_path :position, action
     end
   end
 end

data/lib/bitmex/quote.rb

@@ -1,32 +1,41 @@
 module Bitmex
   # Best Bid/Offer Snapshots & Historical Bins
-  # TODO: looks like all quotes related methods are forbidden
+  # Looks like all REST API methods return '403 Forbidden' but Web socket API works just fine.
   # @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
+    # @yield [Hash] the quote data
+    def all(filters = {}, &ablock)
+      if block_given?
+        websocket.listen quote: filters[:symbol], &ablock
+      else
+        rest.get quotes_path, params: filters
       end
     end
 
     # Get previous quotes in time buckets
-    # @param binSize ['1m','5m','1h','1d'] the interval to bucket by
+    # @param bin_size ['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
+    # @yield [Hash] the quote data
+    def bucketed(bin_size = '1h', filters = {}, &ablock)
+      check_binsize bin_size
+
+      if block_given?
+        topic = { "quoteBin#{bin_size}": filters[:symbol] }
+        websocket.listen topic, &ablock
+      else
+        params = filters.merge binSize: bin_size
+        rest.get quotes_path(:bucketed), params: params
       end
     end
 
     private
 
     def quotes_path(action = '')
-      client.base_path :quote, action
+      rest.base_path :quote, action
     end
   end
 end

data/lib/bitmex/rest.rb

@@ -0,0 +1,103 @@
+module Bitmex
+  # REST API support
+  # https://www.bitmex.com/api/explorer/
+  class Rest
+    include HTTParty
+    # logger ::Logger.new(STDOUT), :debug, :curl
+
+    attr_reader :host, :api_key, :api_secret
+
+    # Create new rest instance
+    # @param host [String] the underlying host to connect to
+    # @param api_key [String] the api key
+    # @param api_secret [String] the api secret
+    # @return [Bitmex::Rest] the REST implementation
+    def initialize(host, api_key: nil, api_secret: nil)
+      @host = host
+      @api_key = api_key
+      @api_secret = api_secret
+    end
+
+    # Execute GET request
+    # @param path [String] either absolute or relative URI path
+    # @param params [Hash] extra parameters to pass to GET request
+    # @param auth [Boolean] if the request needs authentication
+    # @return [Hash, Array] response wrapped in either array or hash
+    # @yield [HTTParty::Response] the underlying response
+    def get(path, params: {}, auth: false, &ablock)
+      path = base_path(path) unless path.to_s.start_with?('/')
+
+      options = {}
+      options[:query] = params unless params.empty?
+      options[:headers] = rest_headers 'GET', path, '' if auth
+
+      response = self.class.get "#{domain_url}#{path}", options
+      block_given? ? yield(response) : response_handler(response)
+    end
+
+    def put(path, params: {}, auth: true, json: true)
+      body = json ? params.to_json.to_s : URI.encode_www_form(params)
+
+      options = {}
+      options[:body] = body
+      options[:headers] = rest_headers 'PUT', path, body, json: json if auth
+
+      response = self.class.put "#{domain_url}#{path}", options
+      block_given? ? yield(response) : response_handler(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] = rest_headers 'POST', path, body, json: json if auth
+
+      response = self.class.post "#{domain_url}#{path}", options
+      block_given? ? yield(response) : response_handler(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] = rest_headers 'DELETE', path, body, json: json if auth
+
+      response = self.class.delete "#{domain_url}#{path}", options
+      block_given? ? yield(response) : response_handler(response)
+    end
+
+    def base_path(resource, action = '')
+      "/api/v1/#{resource}/#{action}"
+    end
+
+    def rest_headers(verb, path, body, json: true)
+      headers = headers verb, path, body
+      if json
+        headers['Content-Type'] = 'application/json'
+      else
+        headers['Content-Type'] = 'application/x-www-form-urlencoded'
+      end
+      headers
+    end
+
+    def headers(verb, path, body)
+      Bitmex.headers api_key, api_secret, verb, path, body
+    end
+
+    def response_handler(response)
+      raise Bitmex::ForbiddenError, 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
+
+    def domain_url
+      "https://#{host}"
+    end
+  end
+end

data/lib/bitmex/stats.rb

@@ -5,7 +5,7 @@ module Bitmex
     # Get exchange-wide and per-series turnover and volume statistics
     # @return [Array] the statistics
     def current
-      client.get stats_path do |response|
+      rest.get stats_path do |response|
         response_handler response
       end
     end
@@ -13,7 +13,7 @@ module Bitmex
     # 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|
+      rest.get stats_path(:history) do |response|
         response_handler response
       end
     end
@@ -21,7 +21,7 @@ module Bitmex
     # Get a summary of exchange statistics in USD
     # @return [Array] the history in USD
     def history_usd
-      client.get stats_path(:historyUSD) do |response|
+      rest.get stats_path(:historyUSD) do |response|
         response_handler response
       end
     end
@@ -29,7 +29,7 @@ module Bitmex
     private
 
     def stats_path(action = '')
-      base_path :stats, action
+      rest.base_path :stats, action
     end
   end
 end

data/lib/bitmex/trade.rb

@@ -5,37 +5,48 @@ module Bitmex
     # Get all trades
     # @example Get first 10 traders starting Jan 1st for XBTUSD
     #   client.trades.all symbol: 'XBTUSD', startTime: '2019-01-01', count: 10
+    # @example Listen to all XBTUSD trades
+    #   client.trades.all symbol: 'XBTUSD' do |trade|
+    #     puts trade.inspect
+    #   end
     # @!macro bitmex.filters
     # @return [Array] the trades
-    # @yield [trade] the trade
-    def all(filters = {}, &callback)
+    # @yield [Hash] the trade
+    def all(filters = {}, &ablock)
       if block_given?
-        # TODO: investigate eventmachine + faye
-        EM.run { client.websocket.subscribe :trade, filters[:symbol], &callback }
+        websocket.listen trade: filters[:symbol], &ablock
       else
-        client.get trade_path, params: filters do |response|
-          response_handler response
-        end
+        rest.get trade_path, params: filters
       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
+    # @example Listen to bucketed trades
+    #   client.trades.bucketed '1h', symbol: 'XBTUSD' do |bucket|
+    #     puts bucket.inspect
+    #   end
+    # @param bin_size ['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
+    # @yield [trade] the bucketed trade
+    def bucketed(bin_size = '1h', filters = {}, &ablock)
+      check_binsize bin_size
+
+      if block_given?
+        topic = { "tradeBin#{bin_size}": filters[:symbol] }
+        websocket.listen topic, &ablock
+      else
+        params = filters.merge binSize: bin_size
+        rest.get trade_path(:bucketed), params: params
       end
     end
 
     private
 
     def trade_path(action = '')
-      base_path :trade, action
+      rest.base_path :trade, action
     end
   end
 end