bitmex-api 0.0.1 → 0.0.2

checksums.yaml

@@ -1,7 +1,7 @@
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data/.gitignore

@@ -9,3 +9,4 @@
 
 # rspec failure tracking
 .rspec_status
+/.env

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).
 
+## [0.0.2] - 2019-01-22
+### Added
+- Initial Websocket API implementation
+- Access private REST API
+### Changed
+- Account operations
+
 ## [0.0.1] - 2019-01-03
 ### Added
-- Public REST API support
+- Basic public REST API support

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    bitmex-api (0.0.1)
+    bitmex-api (0.0.2)
       eventmachine
       faye-websocket
       hashie
@@ -14,6 +14,7 @@ GEM
     coderay (1.1.2)
     diff-lcs (1.3)
     docile (1.3.1)
+    dotenv (2.6.0)
     eventmachine (1.2.7)
     faye-websocket (0.10.7)
       eventmachine (>= 0.12.0)
@@ -61,6 +62,7 @@ DEPENDENCIES
   bitmex-api!
   bump
   bundler
+  dotenv
   pry
   rake
   rspec

data/README.md

@@ -5,7 +5,7 @@
 [![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)
 
-Ruby library for BitMEX [API](https://www.bitmex.com/app/apiOverview).
+Idiomatic Ruby library for [BitMEX API](https://www.bitmex.com/app/apiOverview).
 
 ## Installation
 
@@ -25,20 +25,61 @@ Or install it yourself as:
 
 ## Usage
 
+### Bitmex client
+
 ```ruby
-require 'bitmex'
+require 'bitmex-api'
 
 client = Bitmex::Client.new
 
-# first 10 trades after Jan 1st for XBTUSD product
-trades = client.trade symbol: 'XBTUSD', count: 10, startTime: '2019-01-01'
+# or add key and secret args if you want to access private API
+client = Bitmex::Client.new api_key: 'KEY', api_secret: 'SECRET'
+```
+
+### Trades
+
+#### Using REST API
+
+Load first 15 trades after Jan 1st for XBTUSD.
+
+```ruby
+trades = client.trade symbol: 'XBTUSD', count: 15, startTime: '2019-01-01'
 trades.size
 trades.first
 ```
 
+#### Using Websocket API
+
+Listen for new trades and print the ones greater than 10 XBT.
+
+```ruby
+client.listen trade: 'XBTUSD' do |trade|
+  puts trade if trade.homeNotional > 10
+
+  # when done call client.stop
+  # client.stop
+end
+```
+
+### Account operations
+
+Fetch user's preferences, wallet, history, events and much more.
+
+```ruby
+
+user = client.user
+puts user.firstname
+
+wallet = client.user.wallet
+puts wallet.amount
+
+events = client.user.events
+puts events.last.type
+```
+
 ## Development
 
-After checking out the repo, run `bundle install` to install dependencies. Then, run `bundle exec rake` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
+After checking out the repo, run `bin/setup` to install dependencies. Then, run `bundle exec rake` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
 
 To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
 

data/TODOs.org

@@ -0,0 +1,16 @@
+* Tasks                                                              :BITMEX:
+** DONE initial gem release
+   SCHEDULED: <2019-01-03 Thu> CLOSED: <2019-01-03 Thu>
+** DONE websocket API
+   CLOSED: [2019-01-14] SCHEDULED: <2019-01-14 Fri>
+** DONE auth for REST-API endpoints
+   CLOSED: [2019-01-16 Wed] SCHEDULED: <2019-01-15 Tue> DEADLINE: <2019-01-16 Wed>
+** TODO auth for private subscription topics
+   DEADLINE: <2019-01-25 Fri>
+** move from rspec to minitest
+** configure autorun
+** TODO post/put rest-api endpoints
+** hearbeat, ping/pong
+** DONE implement user actions get/put/post
+   CLOSED: [2019-01-22 Tue] SCHEDULED: <2019-01-17 Thu>
+** order actions

data/bin/whales-watching.rb

@@ -1,36 +1,13 @@
 #!/usr/bin/env ruby
 
-require 'json'
-require 'faye/websocket'
-require 'eventmachine'
+require 'bundler/setup'
+require 'bitmex'
 
-product = (ARGV.first || 'BTCUSD')
+product = (ARGV.first || 'XBTUSD')
 limit = (ARGV[1] || 10).to_i
 puts "==> Filter trades > #{limit} #{product}"
 
-EM.run {
-  ws = Faye::WebSocket::Client.new('wss://www.bitmex.com/realtime')
-
-  ws.on :open do |event|
-    p [:open]
-    ws.send "{\"op\": \"subscribe\", \"args\": [\"trade:#{product}\"]}"
-  end
-
-  ws.on :message do |event|
-    json = JSON.parse event.data
-    data = json['data']
-
-    data && data.select{ |trade| trade['homeNotional'].to_i > limit }.each do |trade|
-      p trade
-    end
-  end
-
-  ws.on :error do |event|
-    p [:error, event.data]
-  end
-
-  ws.on :close do |event|
-    p [:close, event.code, event.reason]
-    ws = nil
-  end
-}
+client = Bitmex::Client.new
+client.listen trade: product do |trade|
+  puts trade if trade.homeNotional > limit
+end

data/bitmex.gemspec

@@ -46,4 +46,5 @@ Gem::Specification.new do |spec|
   spec.add_development_dependency 'bump'
   spec.add_development_dependency 'pry'
   spec.add_development_dependency 'simplecov'
+  spec.add_development_dependency 'dotenv'
 end

data/lib/bitmex.rb

@@ -2,9 +2,18 @@ require 'httparty'
 require 'hashie'
 
 require 'bitmex/version'
+require 'bitmex/mash'
+require 'bitmex/user'
 require 'bitmex/client'
 
 module Bitmex
   class Error < StandardError; end
-  # Your code goes here...
+
+  def self.signature(api_secret, verb, path, expires, params)
+    params = '' if params.nil?
+    params = params.to_s unless params.is_a? String
+
+    data = verb + path + expires.to_s + params
+    OpenSSL::HMAC.hexdigest 'SHA256', api_secret, data
+  end
 end

data/lib/bitmex/client.rb

@@ -1,53 +1,124 @@
+require 'json'
+require 'faye/websocket'
+require 'eventmachine'
+require 'logger'
+
 module Bitmex
   class Client
     include HTTParty
+    # logger ::Logger.new(STDOUT), :debug, :curl
 
     ANNOUNCEMENT_ARGS = %w(urgent).freeze
-    EXECUTION_ARGS = %w(tradeHistory).freeze
+    APIKEY_ARGS = %w().freeze
+    CHAT_ARGS = %w(channels connected).freeze
+    EXECUTION_ARGS = %w(tradehistory).freeze
     FUNDING_ARGS = %w().freeze
     GLOBALNOTIFICATION_ARGS = %w().freeze
-    INSTRUMENT_ARGS = %w(active activeAndIndices activeIntervals compositeIndex indices).freeze
+    INSTRUMENT_ARGS = %w(active activeandindices activeintervals compositeindex indices).freeze
     INSURANCE_ARGS = %w().freeze
     LEADERBOARD_ARGS = %w().freeze
     LIQUIDATION_ARGS = %w().freeze
     ORDER_ARGS = %w().freeze
     ORDERBOOK_ARGS = %w(L2).freeze
+    POSITION_ARGS = %w().freeze
     QUOTE_ARGS = %w(bucketed).freeze
-    SCHEMA_ARGS = %w(websocketHelp).freeze
+    SCHEMA_ARGS = %w(websockethelp).freeze
     SETTLEMENT_ARGS = %w().freeze
-    STATS_ARGS = %w(history historyUSD).freeze
+    STATS_ARGS = %w(history historyusd).freeze
     TRADE_ARGS = %w(bucketed).freeze
 
-    attr_reader :base_url
-
-    def initialize(testnet: false)
-      @base_url = testnet ? 'https://testnet.bitmex.com/api/v1' : 'https://www.bitmex.com/api/v1'
-    end
+    TESTNET_HOST = 'testnet.bitmex.com'.freeze
+    MAINNET_HOST = 'www.bitmex.com'.freeze
 
-    def global_notification
-    end
+    AUTHORIZATIONS = %w(apikey execution position globalnotification order leaderboard quote user userevent)
 
-    def leaderboard
-    end
+    attr_reader :host, :api_key, :api_secret
 
-    def order
+    def initialize(testnet: false, api_key: nil, api_secret: nil)
+      @host = testnet ? TESTNET_HOST : MAINNET_HOST
+      @api_key = api_key
+      @api_secret = api_secret
     end
 
-    def order_book(symbol)
-      execute 'orderbook', 'L2', ORDERBOOK_ARGS, symbol: symbol do |response|
+    def orderbook(symbol)
+      execute 'orderbook', 'L2', { symbol: symbol } do |response|
         response.to_a.map do |s|
-          Hashie::Mash.new s
+          Bitmex::Mash.new s
         end
       end
     end
 
-    def position
+    #
+    # WebSocket API
+    #
+    # https://www.bitmex.com/app/wsAPI
+    #
+    def listen(options, &ablock)
+      EM.run do
+        ws = Faye::WebSocket::Client.new realtime_url
+
+        topics = options.map{ |key, value| "#{key}:#{value}"}
+        subscription = { op: :subscribe, args: topics }
+        # puts subscription
+
+        ws.on :open do |event|
+          ws.send subscription.to_json.to_s
+        end
+
+        ws.on :message do |event|
+          json = JSON.parse event.data
+          data = json['data']
+
+          data&.each do |payload|
+            if block_given?
+              yield Bitmex::Mash.new(payload.merge topic: json['table'])
+            else
+              p value
+            end
+          end
+        end
+
+        ws.on :error do |event|
+          raise [:error, event.data]
+        end
+
+        ws.on :close do |event|
+          # p [:close, event.reason]
+          ws = nil
+        end
+      end
     end
 
     def user
+      Bitmex::User.new self
     end
 
-    def user_event
+    #
+    # Stop websocket listener
+    #
+    def stop
+      EM.stop_event_loop
+    end
+
+    def get(path, params: {}, auth: false)
+      options = {}
+      options[:query] = params unless params.empty?
+      options[:headers] = headers 'GET', path, '' if auth
+
+      response = self.class.get "#{domain_url}#{path}", options
+      yield 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] = headers 'PUT', path, body, json: json if auth
+
+      response = self.class.put "#{domain_url}#{path}", options
+      puts response.body
+      yield response
     end
 
     private
@@ -55,31 +126,74 @@ module Bitmex
     def method_missing(m, *args, &ablock)
       name = m.to_s.gsub '_', ''
       params = args.first || {}
-      type = params.delete :type
+      type = params&.delete :type
       types = self.class.const_get "#{name.upcase}_ARGS"
-      execute name, type, types, params do |response|
+      check! type, types
+
+      params[:auth] = auth_required? name
+
+      execute name, type, params do |response|
+        # p response.body
         if response.parsed_response.is_a? Array
           response.to_a.map do |s|
-            Hashie::Mash.new s
+            Bitmex::Mash.new s
           end
         else
-          Hashie::Mash.new response
+          Bitmex::Mash.new response
         end
       end
     end
 
-    def execute(endpoint, type, types, params, &ablock)
-      check! type, types
+    def auth_required?(action)
+      AUTHORIZATIONS.include? action
+    end
+
+    def execute(endpoint, type, params, &ablock)
+      url = "#{rest_url}/#{endpoint}/#{type}"
+      path = "/api/v1/#{endpoint}/#{type}"
+      auth = params&.delete(:auth)
+      params = nil if params&.empty?
+
+      options = { query: params }
+      options[:headers] = headers 'GET', path, '' if auth
 
-      url = "#{base_url}/#{endpoint}/#{type}"
-      response = self.class.get url, query: params
-      fail response.message unless response.success?
+      response = self.class.get url, options
+      fail response.body unless response.success?
       yield response
     end
 
+    def headers(verb, path, body, json: true)
+      raise 'api_key and api_secret are required' unless api_key || api_secret
+
+      expires = Time.now.utc.to_i + 60
+      headers = {
+        'api-expires' => expires.to_s,
+        'api-key' => api_key,
+        'api-signature' => Bitmex.signature(api_secret, verb, path, expires, body)
+      }
+      if json
+        headers['Content-Type'] = 'application/json'
+      else
+        headers['Content-Type'] = 'application/x-www-form-urlencoded'
+      end
+      headers
+    end
+
     def check!(type, types)
       return true if type.nil? or type == ''
       raise ArgumentError, "invalid argument #{type}, only #{types} are supported" if !types.include?(type.to_s)
     end
+
+    def rest_url
+      "https://#{host}/api/v1"
+    end
+
+    def domain_url
+      "https://#{host}"
+    end
+
+    def realtime_url
+      "wss://#{host}/realtime"
+    end
   end
 end

data/lib/bitmex/mash.rb

@@ -0,0 +1,5 @@
+module Bitmex
+  class Mash < Hashie::Mash
+    disable_warnings
+  end
+end

data/lib/bitmex/user.rb

@@ -0,0 +1,166 @@
+module Bitmex
+  # Account Operations
+  #
+  # All read-only operations to load user's data are implemented and work as described in docs.
+  # Multiple PUT/POST endpoints return 'Access Denied' and are not implemented. It seems that they are meant to be used internally by BitMEX only.
+  #
+  # @author Iulian Costan
+  class User
+    attr_reader :client
+
+    # @param client [Bitmex::Client] the HTTP client
+    def initialize(client)
+      @client = client
+    end
+
+    # Get your current affiliate/referral status.
+    # @return [Hash] the affiliate status
+    def affiliate_status
+      get 'affiliateStatus'
+    end
+
+    # Check if a referral code is valid. If the code is valid, responds with the referral code's discount (e.g. 0.1 for 10%) and false otherwise
+    # @param referral code
+    # @return [Decimal, nil] the discount or nil
+    def check_referral_code(code)
+      get 'checkReferralCode', referralCode: code do |response|
+        return nil if !response.success? && [404, 451].include?(response.code)
+
+        response.to_f
+      end
+    end
+
+    # Get your account's commission status
+    # @return [Hash] the commission by each product
+    def commission
+      get 'commission'
+    end
+
+    # Get a deposit address
+    # @param currency [String] currency symbol
+    # @return [String] the address
+    def deposit_address(currency = 'XBt')
+      get 'depositAddress', currency: currency do |response|
+        fail response.body unless response.success?
+
+        response.to_s
+      end
+    end
+
+    # Get the execution history by day
+    # @param symbol [String] the symbol to get the history for
+    # @param timestamp [Datetime] the datetime to filter the history for
+    # @return [Array] the history
+    def execution_history(symbol = 'XBTUSD', timestamp = Date.today)
+      get 'executionHistory', symbol: symbol, timestamp: timestamp
+    end
+
+    # Get your account's margin status
+    # @param currency [String] the currency to filter by
+    # @return [Hash] the margin
+    def margin(currency = 'XBt')
+      get 'margin', currency: currency
+    end
+
+    # Get the minimum withdrawal fee for a currency
+    # This is changed based on network conditions to ensure timely withdrawals. During network congestion, this may be high. The fee is returned in the same currency.
+    # @param currency [String] the currency to get the fee for
+    # @return [Hash] the fee
+    def min_withdrawal_fee(currency = 'XBt')
+      get 'minWithdrawalFee', currency: currency
+    end
+
+    # Get your current wallet information
+    # @return [Hash] the current wallet
+    def wallet
+      get 'wallet'
+    end
+
+    # Get a history of all of your wallet transactions (deposits, withdrawals, PNL)
+    # @return [Array] the wallet history
+    def wallet_history
+      get 'walletHistory'
+    end
+
+    # Get a summary of all of your wallet transactions (deposits, withdrawals, PNL)
+    # @return [Array] the wallet summary
+    def wallet_summary
+      get 'walletSummary'
+    end
+
+    # Get your user events
+    # @return [Array] the events
+    def events
+      data = get '', resource: 'userEvent'
+      data.userEvents
+    end
+
+    private
+
+    def method_missing(m, *args, &ablock)
+      if @data.nil?
+        get '' do |response|
+          fail response.body unless response.success?
+
+          @data = Bitmex::Mash.new response
+        end
+      end
+      @data.send m
+    end
+
+    def put(resource, params, &ablock)
+      path = user_path resource
+      client.put path, params: params, auth: true do |response|
+        if block_given?
+          yield response
+        else
+          fail response.body unless response.success?
+
+          response_to_mash response
+        end
+      end
+    end
+
+    def get(resource, params = {}, &ablock)
+      path = user_path resource, params
+      client.get path, auth: true do |response|
+        if block_given?
+          yield response
+        else
+          fail response.body unless response.success?
+
+          response_to_mash response
+        end
+      end
+    end
+
+    def user_path(action, params = {})
+      resource = params.delete(:resource) || 'user'
+      path = "/api/v1/#{resource}/#{action}"
+      # TODO: find a better way to handle multiple parameters, dig into HTTParty
+      path += '?' if params.size.positive?
+      params.each do |key, value|
+        path += "#{key}=#{value}&"
+      end
+      path
+    end
+
+    def response_handler(response, ablock)
+      if ablock
+        ablock.yield response
+      else
+        fail 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
+      end
+    end
+  end
+end

data/lib/bitmex/version.rb

@@ -1,3 +1,3 @@
 module Bitmex
-  VERSION = '0.0.1'
+  VERSION = '0.0.2'
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: bitmex-api
 version: !ruby/object:Gem::Version
-  version: 0.0.1
+  version: 0.0.2
 platform: ruby
 authors:
 - Iulian Costan
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2019-01-03 00:00:00.000000000 Z
+date: 2019-01-22 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: httparty
@@ -150,6 +150,20 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
+- !ruby/object:Gem::Dependency
+  name: dotenv
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
 description: Ruby library for BitMEX API
 email:
 - iulian.costan@gmail.com
@@ -167,6 +181,7 @@ files:
 - Gemfile.lock
 - README.md
 - Rakefile
+- TODOs.org
 - bin/console
 - bin/setup
 - bin/whales-watching.rb
@@ -174,6 +189,8 @@ files:
 - lib/bitmex-api.rb
 - lib/bitmex.rb
 - lib/bitmex/client.rb
+- lib/bitmex/mash.rb
+- lib/bitmex/user.rb
 - lib/bitmex/version.rb
 homepage: https://github.com/icostan/bitmex-api-ruby
 licenses: []