bitmex-api 0.1.0 → 0.1.1

checksums.yaml

@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -5,6 +5,13 @@
 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).
 
+## [0.1.1] - 2019-03-06
+### Added
+- functional state transfer from one websocket block to the next
+### Fixed
+- topic with multiple symbols issue
+- loading ENV vars in bin/console
+
 ## [0.1.0] - 2019-02-11
 ### Added
 - authentication via websocket

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    bitmex-api (0.1.0)
+    bitmex-api (0.1.1)
       eventmachine
       faye-websocket
       hashie
@@ -15,7 +15,7 @@ GEM
       descendants_tracker (~> 0.0.4)
       ice_nine (~> 0.11.0)
       thread_safe (~> 0.3, >= 0.3.1)
-    bump (0.7.0)
+    bump (0.8.0)
     codeclimate-engine-rb (0.4.1)
       virtus (~> 1.0)
     coderay (1.1.2)
@@ -25,7 +25,7 @@ GEM
       thread_safe (~> 0.3, >= 0.3.1)
     diff-lcs (1.3)
     docile (1.3.1)
-    dotenv (2.6.0)
+    dotenv (2.7.1)
     equalizer (0.0.11)
     eventmachine (1.2.7)
     faye-websocket (0.10.7)
@@ -37,14 +37,14 @@ GEM
       multi_xml (>= 0.5.2)
     ice_nine (0.11.2)
     jaro_winkler (1.5.2)
-    json (2.1.0)
+    json (2.2.0)
     kwalify (0.7.2)
     method_source (0.9.2)
     mime-types (3.2.2)
       mime-types-data (~> 3.2015)
     mime-types-data (3.2018.0812)
     multi_xml (0.6.0)
-    parallel (1.13.0)
+    parallel (1.14.0)
     parser (2.6.0.0)
       ast (~> 2.4.0)
     powerpack (0.1.2)
@@ -76,11 +76,12 @@ GEM
       diff-lcs (>= 1.2.0, < 2.0)
       rspec-support (~> 3.8.0)
     rspec-support (3.8.0)
-    rubocop (0.63.1)
+    rubocop (0.65.0)
       jaro_winkler (~> 1.5.1)
       parallel (~> 1.10)
       parser (>= 2.5, != 2.5.1.1)
       powerpack (~> 0.1)
+      psych (>= 3.1.0)
       rainbow (>= 2.2.2, < 4.0)
       ruby-progressbar (~> 1.7)
       unicode-display_width (~> 1.4.0)

data/Rakefile

@@ -1,5 +1,6 @@
-require "bundler/gem_tasks"
-require "rspec/core/rake_task"
+require 'bundler/gem_tasks'
+require 'rspec/core/rake_task'
+require 'bump/tasks'
 
 RSpec::Core::RakeTask.new(:spec)
 

data/TODOs.org

@@ -31,3 +31,7 @@
 ** refactoring: make user model to extend base class as well
 ** DONE Release 1.0: API endpoints, examples in README
    CLOSED: [2019-02-11 Mon] SCHEDULED: <2019-02-11 Mon>
+** DONE add triangular, functional state transfer, fix multiple symbols issue
+   CLOSED: [2019-02-13 Wed] SCHEDULED: <2019-02-13 Wed>
+** DONE release 0.1.1
+   CLOSED: [2019-03-06 Wed] SCHEDULED: <2019-03-06 Wed>

data/bin/console

@@ -1,7 +1,11 @@
 #!/usr/bin/env ruby
 
-require "bundler/setup"
-require "bitmex"
+require 'dotenv'
+Dotenv.load
+Dotenv.require_keys('API_KEY', 'API_SECRET')
+
+require 'bundler/setup'
+require 'bitmex'
 
 # You can add fixtures and/or initialization code here to make experimenting
 # with your gem easier. You can also use a different console, if you like.
@@ -10,5 +14,5 @@ require "bitmex"
 # require "pry"
 # Pry.start
 
-require "irb"
+require 'irb'
 IRB.start(__FILE__)

data/bin/triangular.rb

@@ -0,0 +1,46 @@
+#!/usr/bin/env ruby
+
+require 'bundler/setup'
+require 'bitmex'
+
+puts 'Triangular arbitrage: XBTUSD-ETHUSD-ETHXBT...'
+
+client = Bitmex::Client.new
+client.websocket.listen quote: ['XBTUSD', 'ETHUSD', 'ETHH19'] do |quote, state|
+  # initialize
+  state = {
+    'max_profit' => -100, 'count' => 0,
+    'XBTUSD' => {}, 'ETHUSD' => {}, 'ETHH19' => {}
+  } unless state
+
+  # update state
+  state[quote.symbol] = { 'bid' => quote.bidPrice, 'ask' => quote.askPrice }
+  state['count'] += 1
+  puts "STATE: #{state}" if state['count']%100 == 0
+
+  # process
+  price1 = state['XBTUSD']['bid']
+  price2 = state['ETHUSD']['ask']
+  price3 = state['ETHH19']['bid']
+  if price1 && price2 && price3
+    x1 = price1
+    x2 = x1 / price2
+    x3 = x2 * price3
+    profit = ((x3 - 1) * 10000).to_i
+    if profit > state['max_profit']
+      state['max_profit'] = profit
+      puts "NEW PROFIT: #{profit} points"
+    end
+  end
+
+  # return updated state
+  state
+end
+
+#
+# Capital: 1 XBT
+# Short XBTUSD: 1 XBT x 3600 XBTUSD = 3600 USD
+# Long ETHUSD: 3600 USD / 122 ETHUSD = 22.5 ETH
+# Short ETHXBT: 22.5 ETH * 0.0339 ETHXBT = 0.7627 XBT
+# P&L: XBT
+#

data/lib/bitmex/version.rb

@@ -1,3 +1,3 @@
 module Bitmex
-  VERSION = '0.1.0'
+  VERSION = '0.1.1'
 end

data/lib/bitmex/websocket.rb

@@ -21,7 +21,7 @@ module Bitmex
 
     # 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'
+    # @param symbol [String, Array] symbol or symbols to filter
     # @yield [Array] data payload
     def subscribe(topic, symbol = nil, auth: false, &callback)
       raise 'callback block is required' unless block_given?
@@ -44,13 +44,18 @@ module Bitmex
 
     # Listen to generic topics
     # @param topics [Hash] topics to listen to e.g. { trade: "XBTUSD" }
-    # @yield [data] data pushed via websocket
+    # @yieldparam [Hash] data pushed via websocket
+    # @yieldparam [any] result state of the previous block execution if any
     def listen(topics, &ablock)
       EM.run do
         connect
 
         topics.each do |topic, symbol|
-          subscribe topic, symbol, &ablock
+          symbols = [symbol] if symbol.nil? || symbol.is_a?(String)
+          symbols ||= symbol
+          symbols.each do |symbol|
+            subscribe topic, symbol, &ablock
+          end
         end
       end
     end
@@ -83,7 +88,7 @@ module Bitmex
         callback = @callbacks[topic]
         if callback
           data&.each do |payload|
-            callback.yield Bitmex::Mash.new(payload)
+            @result = callback.yield Bitmex::Mash.new(payload), @result
           end
         else
           puts "==> #{event.data}"

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: bitmex-api
 version: !ruby/object:Gem::Version
-  version: 0.1.0
+  version: 0.1.1
 platform: ruby
 authors:
 - Iulian Costan
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2019-02-11 00:00:00.000000000 Z
+date: 2019-03-06 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: eventmachine
@@ -228,6 +228,7 @@ files:
 - bin/chat.rb
 - bin/console
 - bin/setup
+- bin/triangular.rb
 - bin/whales-watching.rb
 - bitmex.gemspec
 - lib/bitmex-api.rb