bitmex-api 0.0.3 → 0.1.0

data/lib/bitmex/user.rb

@@ -6,11 +6,13 @@ module Bitmex
   #
   # @author Iulian Costan
   class User
-    attr_reader :client
+    attr_reader :rest, :websocket
 
-    # @param client [Bitmex::Client] the HTTP client
-    def initialize(client)
-      @client = client
+    # @param rest [Bitmex::Rest] the HTTP client
+    # @param websocket [Bitmex::Websocket] the Websocket client
+    def initialize(rest, websocket)
+      @rest = rest
+      @websocket = websocket
     end
 
     # Get your current affiliate/referral status.
@@ -41,7 +43,7 @@ module Bitmex
     # @return [String] the address
     def deposit_address(currency = 'XBt')
       get 'depositAddress', currency: currency do |response|
-        fail response.body unless response.success?
+        raise response.body unless response.success?
 
         response.to_s
       end
@@ -106,8 +108,8 @@ module Bitmex
 
     # Get all raw executions for your account
     # @!macro bitmex.filters
-    #   @param filters [Hash] the filters to apply
-    #   @option filters [String] :symbol the instrument symbol
+    #   @param filters [Hash] the filters to apply to mostly REST API requests with a few exceptions
+    #   @option filters [String] :symbol the instrument symbol, this filter works in both REST and Websocket APIs
     #   @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.
@@ -116,47 +118,33 @@ module Bitmex
     #   @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
+    # @yield [Hash] the execution
+    def executions(filters = {}, &ablock)
+      if block_given?
+        websocket.listen execution: filters[:symbol], &ablock
+      else
+        get '', filters.merge(resource: :execution)
+      end
     end
 
     private
 
-    def method_missing(m, *args, &ablock)
-      if @data.nil?
-        get '' do |response|
-          raise response.body unless response.success?
-
-          @data = Bitmex::Mash.new response
-        end
-      end
-      @data.send m
+    def method_missing(name, *_args, &_ablock)
+      @data = get '' if @data.nil?
+      @data.send name
     end
 
     def put(action, params, &ablock)
       path = user_path action
-      client.put path, params: params, auth: true do |response|
-        if block_given?
-          yield response
-        else
-          raise response.body unless response.success?
-
-          response_to_mash response
-        end
+      rest.put path, params: params, auth: true do |response|
+        response_handler response_handler, &ablock
       end
     end
 
     def get(action, params = {}, &ablock)
       path = user_path action, params
-      client.get path, auth: true do |response|
-        if block_given?
-          yield response
-        else
-          raise response.body unless response.success?
-
-          response_to_mash response
-        end
+      rest.get path, auth: true do |response|
+        response_handler response, &ablock
       end
     end
 
@@ -171,21 +159,11 @@ module Bitmex
       path
     end
 
-    def response_handler(response, ablock)
-      if ablock
+    def response_handler(response, &ablock)
+      if block_given?
         ablock.yield response
       else
-        raise response.body unless response.success?
-
-        response_to_mash response
-      end
-    end
-
-    def response_to_mash(response)
-      if response.parsed_response.is_a? Array
-        response.to_a.map { |s| Bitmex::Mash.new s }
-      else
-        Bitmex::Mash.new response
+        rest.response_handler response
       end
     end
   end

data/lib/bitmex/version.rb

@@ -1,3 +1,3 @@
 module Bitmex
-  VERSION = '0.0.3'
+  VERSION = '0.1.0'
 end

data/lib/bitmex/websocket.rb

@@ -1,43 +1,29 @@
+require 'faye/websocket'
+require 'eventmachine'
+
 module Bitmex
-  # Websocket API
+  # Websocket API support
   # https://www.bitmex.com/app/wsAPI
   class Websocket
+    attr_reader :host, :api_key, :api_secret
+
     # 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']
+    # @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::Websocket] new websocket instance
+    def initialize(host, api_key: nil, api_secret: nil)
+      @host = host
+      @api_key = api_key
+      @api_secret = api_secret
 
-        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)
+    # @yield [Array] data payload
+    def subscribe(topic, symbol = nil, auth: false, &callback)
       raise 'callback block is required' unless block_given?
 
       @callbacks[topic.to_s] = callback
@@ -56,12 +42,76 @@ module Bitmex
       @faye.send payload.to_json.to_s
     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
+        connect
+
+        topics.each do |topic, symbol|
+          subscribe topic, symbol, &ablock
+        end
+      end
+    end
+
+    # Stop websocket listener
+    def stop
+      EM.stop_event_loop
+    end
+
     private
 
+    def connect
+      @faye = Faye::WebSocket::Client.new realtime_url, [], headers: headers
+      @callbacks = {}
+      @faye.on :open do |_event|
+        # puts [:open, event.data]
+      end
+      @faye.on :error do |event|
+        raise event.message
+      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
+
+    def headers
+      Bitmex.headers api_key, api_secret, 'GET', '/realtime', ''
+    end
+
+    # def authenticate
+    #   if api_key && api_secret
+    #     expires = Time.now.utc.to_i + 60
+    #     signature = Bitmex.signature(api_secret, 'GET', '/realtime', expires, '')
+    #     authentication = { op: :authKeyExpires, args: [api_key, expires, signature] }
+    #     @faye.send authentication.to_json.to_s
+    #   end
+    # end
+
     def subscription(topic, symbol)
       subscription = topic.to_s
       subscription += ":#{symbol}" if symbol
       subscription
     end
+
+    def realtime_url
+      "wss://#{host}/realtime"
+    end
   end
 end

metadata

@@ -1,17 +1,17 @@
 --- !ruby/object:Gem::Specification
 name: bitmex-api
 version: !ruby/object:Gem::Version
-  version: 0.0.3
+  version: 0.1.0
 platform: ruby
 authors:
 - Iulian Costan
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2019-01-31 00:00:00.000000000 Z
+date: 2019-02-11 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
-  name: httparty
+  name: eventmachine
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -25,7 +25,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: hashie
+  name: faye-websocket
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -39,7 +39,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: faye-websocket
+  name: hashie
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -53,7 +53,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: eventmachine
+  name: httparty
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -67,7 +67,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: bundler
+  name: bump
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -81,7 +81,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: rake
+  name: bundler
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -95,7 +95,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: rspec
+  name: dotenv
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -109,7 +109,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: bump
+  name: pry
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -123,7 +123,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: pry
+  name: pry-doc
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -137,7 +137,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: pry-doc
+  name: rake
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -151,7 +151,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: simplecov
+  name: reek
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -165,7 +165,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: dotenv
+  name: rspec
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -193,7 +193,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: reek
+  name: simplecov
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -206,7 +206,7 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
-description: Ruby library for BitMEX API
+description: Fully-featured, idiomatic Ruby library for BitMEX API
 email:
 - iulian.costan@gmail.com
 executables: []
@@ -221,6 +221,7 @@ files:
 - CODE_OF_CONDUCT.md
 - Gemfile
 - Gemfile.lock
+- LICENSE
 - README.md
 - Rakefile
 - TODOs.org
@@ -240,6 +241,7 @@ files:
 - lib/bitmex/order.rb
 - lib/bitmex/position.rb
 - lib/bitmex/quote.rb
+- lib/bitmex/rest.rb
 - lib/bitmex/stats.rb
 - lib/bitmex/trade.rb
 - lib/bitmex/user.rb
@@ -271,5 +273,5 @@ rubyforge_project:
 rubygems_version: 2.7.6
 signing_key: 
 specification_version: 4
-summary: Ruby library for BitMEX API
+summary: Fully-featured, idiomatic Ruby library for BitMEX API
 test_files: []