bitmex-api 0.0.3 → 0.1.0

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Files changed (24) hide show
  1. checksums.yaml +4 -4
  2. data/CHANGELOG.md +9 -0
  3. data/Gemfile.lock +28 -13
  4. data/LICENSE +21 -0
  5. data/README.md +201 -24
  6. data/TODOs.org +10 -2
  7. data/bin/chat.rb +1 -1
  8. data/bitmex.gemspec +22 -23
  9. data/lib/bitmex.rb +15 -0
  10. data/lib/bitmex/apikey.rb +6 -6
  11. data/lib/bitmex/base.rb +13 -7
  12. data/lib/bitmex/chat.rb +18 -20
  13. data/lib/bitmex/client.rb +67 -196
  14. data/lib/bitmex/instrument.rb +10 -15
  15. data/lib/bitmex/order.rb +12 -13
  16. data/lib/bitmex/position.rb +20 -11
  17. data/lib/bitmex/quote.rb +19 -10
  18. data/lib/bitmex/rest.rb +103 -0
  19. data/lib/bitmex/stats.rb +4 -4
  20. data/lib/bitmex/trade.rb +24 -13
  21. data/lib/bitmex/user.rb +26 -48
  22. data/lib/bitmex/version.rb +1 -1
  23. data/lib/bitmex/websocket.rb +80 -30
  24. metadata +19 -17
data/lib/bitmex/user.rb CHANGED
@@ -6,11 +6,13 @@ module Bitmex
6
6
  #
7
7
  # @author Iulian Costan
8
8
  class User
9
- attr_reader :client
9
+ attr_reader :rest, :websocket
10
10
 
11
- # @param client [Bitmex::Client] the HTTP client
12
- def initialize(client)
13
- @client = client
11
+ # @param rest [Bitmex::Rest] the HTTP client
12
+ # @param websocket [Bitmex::Websocket] the Websocket client
13
+ def initialize(rest, websocket)
14
+ @rest = rest
15
+ @websocket = websocket
14
16
  end
15
17
 
16
18
  # Get your current affiliate/referral status.
@@ -41,7 +43,7 @@ module Bitmex
41
43
  # @return [String] the address
42
44
  def deposit_address(currency = 'XBt')
43
45
  get 'depositAddress', currency: currency do |response|
44
- fail response.body unless response.success?
46
+ raise response.body unless response.success?
45
47
 
46
48
  response.to_s
47
49
  end
@@ -106,8 +108,8 @@ module Bitmex
106
108
 
107
109
  # Get all raw executions for your account
108
110
  # @!macro bitmex.filters
109
- # @param filters [Hash] the filters to apply
110
- # @option filters [String] :symbol the instrument symbol
111
+ # @param filters [Hash] the filters to apply to mostly REST API requests with a few exceptions
112
+ # @option filters [String] :symbol the instrument symbol, this filter works in both REST and Websocket APIs
111
113
  # @option filters [String] :filter generic table filter, send key/value pairs {https://www.bitmex.com/app/restAPI#Timestamp-Filters Timestamp Filters}
112
114
  # @option filters [String] :columns array of column names to fetch; if omitted, will return all columns.
113
115
  # @option filters [Double] :count (100) number of results to fetch.
@@ -116,47 +118,33 @@ module Bitmex
116
118
  # @option filters [Datetime, String] :startTime Starting date filter for results.
117
119
  # @option filters [Datetime, String] :endTime Ending date filter for results
118
120
  # @return [Array] the raw transactions
119
- def executions(filters = {})
120
- params = filters.merge resource: :execution
121
- get '', params
121
+ # @yield [Hash] the execution
122
+ def executions(filters = {}, &ablock)
123
+ if block_given?
124
+ websocket.listen execution: filters[:symbol], &ablock
125
+ else
126
+ get '', filters.merge(resource: :execution)
127
+ end
122
128
  end
123
129
 
124
130
  private
125
131
 
126
- def method_missing(m, *args, &ablock)
127
- if @data.nil?
128
- get '' do |response|
129
- raise response.body unless response.success?
130
-
131
- @data = Bitmex::Mash.new response
132
- end
133
- end
134
- @data.send m
132
+ def method_missing(name, *_args, &_ablock)
133
+ @data = get '' if @data.nil?
134
+ @data.send name
135
135
  end
136
136
 
137
137
  def put(action, params, &ablock)
138
138
  path = user_path action
139
- client.put path, params: params, auth: true do |response|
140
- if block_given?
141
- yield response
142
- else
143
- raise response.body unless response.success?
144
-
145
- response_to_mash response
146
- end
139
+ rest.put path, params: params, auth: true do |response|
140
+ response_handler response_handler, &ablock
147
141
  end
148
142
  end
149
143
 
150
144
  def get(action, params = {}, &ablock)
151
145
  path = user_path action, params
152
- client.get path, auth: true do |response|
153
- if block_given?
154
- yield response
155
- else
156
- raise response.body unless response.success?
157
-
158
- response_to_mash response
159
- end
146
+ rest.get path, auth: true do |response|
147
+ response_handler response, &ablock
160
148
  end
161
149
  end
162
150
 
@@ -171,21 +159,11 @@ module Bitmex
171
159
  path
172
160
  end
173
161
 
174
- def response_handler(response, ablock)
175
- if ablock
162
+ def response_handler(response, &ablock)
163
+ if block_given?
176
164
  ablock.yield response
177
165
  else
178
- raise response.body unless response.success?
179
-
180
- response_to_mash response
181
- end
182
- end
183
-
184
- def response_to_mash(response)
185
- if response.parsed_response.is_a? Array
186
- response.to_a.map { |s| Bitmex::Mash.new s }
187
- else
188
- Bitmex::Mash.new response
166
+ rest.response_handler response
189
167
  end
190
168
  end
191
169
  end
data/lib/bitmex/version.rb CHANGED
@@ -1,3 +1,3 @@
1
1
  module Bitmex
2
- VERSION = '0.0.3'
2
+ VERSION = '0.1.0'
3
3
  end
data/lib/bitmex/websocket.rb CHANGED
@@ -1,43 +1,29 @@
1
+ require 'faye/websocket'
2
+ require 'eventmachine'
3
+
1
4
  module Bitmex
2
- # Websocket API
5
+ # Websocket API support
3
6
  # https://www.bitmex.com/app/wsAPI
4
7
  class Websocket
8
+ attr_reader :host, :api_key, :api_secret
9
+
5
10
  # Create new websocket instance
6
- # @param url the URL to connect to
7
- # @return new websocket instance
8
- def initialize(url)
9
- @callbacks = {}
10
- @faye = Faye::WebSocket::Client.new url
11
- @faye.on :open do |event|
12
- # puts [:open, event]
13
- end
14
- @faye.on :error do |event|
15
- raise [:error, event.data]
16
- end
17
- @faye.on :close do |event|
18
- # puts [:close, event.reason]
19
- @faye = nil
20
- end
21
- @faye.on :message do |event|
22
- json = JSON.parse event.data
23
- topic = json['table']
24
- data = json['data']
11
+ # @param host [String] the underlying host to connect to
12
+ # @param api_key [String] the api key
13
+ # @param api_secret [String] the api secret
14
+ # @return [Bitmex::Websocket] new websocket instance
15
+ def initialize(host, api_key: nil, api_secret: nil)
16
+ @host = host
17
+ @api_key = api_key
18
+ @api_secret = api_secret
25
19
 
26
- callback = @callbacks[topic]
27
- if callback
28
- data&.each do |payload|
29
- callback.yield Bitmex::Mash.new(payload)
30
- end
31
- else
32
- puts "==> #{event.data}"
33
- end
34
- end
35
20
  end
36
21
 
37
22
  # Subscribe to a specific topic and optionally filter by symbol
38
23
  # @param topic [String] topic to subscribe to e.g. 'trade'
39
24
  # @param symbol [String] symbol to filter by e.g. 'XBTUSD'
40
- def subscribe(topic, symbol = nil, &callback)
25
+ # @yield [Array] data payload
26
+ def subscribe(topic, symbol = nil, auth: false, &callback)
41
27
  raise 'callback block is required' unless block_given?
42
28
 
43
29
  @callbacks[topic.to_s] = callback
@@ -56,12 +42,76 @@ module Bitmex
56
42
  @faye.send payload.to_json.to_s
57
43
  end
58
44
 
45
+ # Listen to generic topics
46
+ # @param topics [Hash] topics to listen to e.g. { trade: "XBTUSD" }
47
+ # @yield [data] data pushed via websocket
48
+ def listen(topics, &ablock)
49
+ EM.run do
50
+ connect
51
+
52
+ topics.each do |topic, symbol|
53
+ subscribe topic, symbol, &ablock
54
+ end
55
+ end
56
+ end
57
+
58
+ # Stop websocket listener
59
+ def stop
60
+ EM.stop_event_loop
61
+ end
62
+
59
63
  private
60
64
 
65
+ def connect
66
+ @faye = Faye::WebSocket::Client.new realtime_url, [], headers: headers
67
+ @callbacks = {}
68
+ @faye.on :open do |_event|
69
+ # puts [:open, event.data]
70
+ end
71
+ @faye.on :error do |event|
72
+ raise event.message
73
+ end
74
+ @faye.on :close do |_event|
75
+ # puts [:close, event.reason]
76
+ @faye = nil
77
+ end
78
+ @faye.on :message do |event|
79
+ json = JSON.parse event.data
80
+ topic = json['table']
81
+ data = json['data']
82
+
83
+ callback = @callbacks[topic]
84
+ if callback
85
+ data&.each do |payload|
86
+ callback.yield Bitmex::Mash.new(payload)
87
+ end
88
+ else
89
+ puts "==> #{event.data}"
90
+ end
91
+ end
92
+ end
93
+
94
+ def headers
95
+ Bitmex.headers api_key, api_secret, 'GET', '/realtime', ''
96
+ end
97
+
98
+ # def authenticate
99
+ # if api_key && api_secret
100
+ # expires = Time.now.utc.to_i + 60
101
+ # signature = Bitmex.signature(api_secret, 'GET', '/realtime', expires, '')
102
+ # authentication = { op: :authKeyExpires, args: [api_key, expires, signature] }
103
+ # @faye.send authentication.to_json.to_s
104
+ # end
105
+ # end
106
+
61
107
  def subscription(topic, symbol)
62
108
  subscription = topic.to_s
63
109
  subscription += ":#{symbol}" if symbol
64
110
  subscription
65
111
  end
112
+
113
+ def realtime_url
114
+ "wss://#{host}/realtime"
115
+ end
66
116
  end
67
117
  end
metadata CHANGED
@@ -1,17 +1,17 @@
1
1
  --- !ruby/object:Gem::Specification
2
2
  name: bitmex-api
3
3
  version: !ruby/object:Gem::Version
4
- version: 0.0.3
4
+ version: 0.1.0
5
5
  platform: ruby
6
6
  authors:
7
7
  - Iulian Costan
8
8
  autorequire:
9
9
  bindir: exe
10
10
  cert_chain: []
11
- date: 2019-01-31 00:00:00.000000000 Z
11
+ date: 2019-02-11 00:00:00.000000000 Z
12
12
  dependencies:
13
13
  - !ruby/object:Gem::Dependency
14
- name: httparty
14
+ name: eventmachine
15
15
  requirement: !ruby/object:Gem::Requirement
16
16
  requirements:
17
17
  - - ">="
@@ -25,7 +25,7 @@ dependencies:
25
25
  - !ruby/object:Gem::Version
26
26
  version: '0'
27
27
  - !ruby/object:Gem::Dependency
28
- name: hashie
28
+ name: faye-websocket
29
29
  requirement: !ruby/object:Gem::Requirement
30
30
  requirements:
31
31
  - - ">="
@@ -39,7 +39,7 @@ dependencies:
39
39
  - !ruby/object:Gem::Version
40
40
  version: '0'
41
41
  - !ruby/object:Gem::Dependency
42
- name: faye-websocket
42
+ name: hashie
43
43
  requirement: !ruby/object:Gem::Requirement
44
44
  requirements:
45
45
  - - ">="
@@ -53,7 +53,7 @@ dependencies:
53
53
  - !ruby/object:Gem::Version
54
54
  version: '0'
55
55
  - !ruby/object:Gem::Dependency
56
- name: eventmachine
56
+ name: httparty
57
57
  requirement: !ruby/object:Gem::Requirement
58
58
  requirements:
59
59
  - - ">="
@@ -67,7 +67,7 @@ dependencies:
67
67
  - !ruby/object:Gem::Version
68
68
  version: '0'
69
69
  - !ruby/object:Gem::Dependency
70
- name: bundler
70
+ name: bump
71
71
  requirement: !ruby/object:Gem::Requirement
72
72
  requirements:
73
73
  - - ">="
@@ -81,7 +81,7 @@ dependencies:
81
81
  - !ruby/object:Gem::Version
82
82
  version: '0'
83
83
  - !ruby/object:Gem::Dependency
84
- name: rake
84
+ name: bundler
85
85
  requirement: !ruby/object:Gem::Requirement
86
86
  requirements:
87
87
  - - ">="
@@ -95,7 +95,7 @@ dependencies:
95
95
  - !ruby/object:Gem::Version
96
96
  version: '0'
97
97
  - !ruby/object:Gem::Dependency
98
- name: rspec
98
+ name: dotenv
99
99
  requirement: !ruby/object:Gem::Requirement
100
100
  requirements:
101
101
  - - ">="
@@ -109,7 +109,7 @@ dependencies:
109
109
  - !ruby/object:Gem::Version
110
110
  version: '0'
111
111
  - !ruby/object:Gem::Dependency
112
- name: bump
112
+ name: pry
113
113
  requirement: !ruby/object:Gem::Requirement
114
114
  requirements:
115
115
  - - ">="
@@ -123,7 +123,7 @@ dependencies:
123
123
  - !ruby/object:Gem::Version
124
124
  version: '0'
125
125
  - !ruby/object:Gem::Dependency
126
- name: pry
126
+ name: pry-doc
127
127
  requirement: !ruby/object:Gem::Requirement
128
128
  requirements:
129
129
  - - ">="
@@ -137,7 +137,7 @@ dependencies:
137
137
  - !ruby/object:Gem::Version
138
138
  version: '0'
139
139
  - !ruby/object:Gem::Dependency
140
- name: pry-doc
140
+ name: rake
141
141
  requirement: !ruby/object:Gem::Requirement
142
142
  requirements:
143
143
  - - ">="
@@ -151,7 +151,7 @@ dependencies:
151
151
  - !ruby/object:Gem::Version
152
152
  version: '0'
153
153
  - !ruby/object:Gem::Dependency
154
- name: simplecov
154
+ name: reek
155
155
  requirement: !ruby/object:Gem::Requirement
156
156
  requirements:
157
157
  - - ">="
@@ -165,7 +165,7 @@ dependencies:
165
165
  - !ruby/object:Gem::Version
166
166
  version: '0'
167
167
  - !ruby/object:Gem::Dependency
168
- name: dotenv
168
+ name: rspec
169
169
  requirement: !ruby/object:Gem::Requirement
170
170
  requirements:
171
171
  - - ">="
@@ -193,7 +193,7 @@ dependencies:
193
193
  - !ruby/object:Gem::Version
194
194
  version: '0'
195
195
  - !ruby/object:Gem::Dependency
196
- name: reek
196
+ name: simplecov
197
197
  requirement: !ruby/object:Gem::Requirement
198
198
  requirements:
199
199
  - - ">="
@@ -206,7 +206,7 @@ dependencies:
206
206
  - - ">="
207
207
  - !ruby/object:Gem::Version
208
208
  version: '0'
209
- description: Ruby library for BitMEX API
209
+ description: Fully-featured, idiomatic Ruby library for BitMEX API
210
210
  email:
211
211
  - iulian.costan@gmail.com
212
212
  executables: []
@@ -221,6 +221,7 @@ files:
221
221
  - CODE_OF_CONDUCT.md
222
222
  - Gemfile
223
223
  - Gemfile.lock
224
+ - LICENSE
224
225
  - README.md
225
226
  - Rakefile
226
227
  - TODOs.org
@@ -240,6 +241,7 @@ files:
240
241
  - lib/bitmex/order.rb
241
242
  - lib/bitmex/position.rb
242
243
  - lib/bitmex/quote.rb
244
+ - lib/bitmex/rest.rb
243
245
  - lib/bitmex/stats.rb
244
246
  - lib/bitmex/trade.rb
245
247
  - lib/bitmex/user.rb
@@ -271,5 +273,5 @@ rubyforge_project:
271
273
  rubygems_version: 2.7.6
272
274
  signing_key:
273
275
  specification_version: 4
274
- summary: Ruby library for BitMEX API
276
+ summary: Fully-featured, idiomatic Ruby library for BitMEX API
275
277
  test_files: []