bitmex-api 0.0.2 → 0.0.3

checksums.yaml

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data/CHANGELOG.md

@@ -5,6 +5,16 @@
 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).
 
+## [0.0.3] - 2019-01-31
+### Added
+- Chat, instrument, apikey resources
+### Changed
+- Trade resource
+- Stats, settlement, schema, quote, position resources
+- Orderbook, order resources
+- Liquidation, leaderboard, insurance, execution, user, announcement
+- Make Websocket API interface generic
+
 ## [0.0.2] - 2019-01-22
 ### Added
 - Initial Websocket API implementation

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    bitmex-api (0.0.2)
+    bitmex-api (0.0.3)
       eventmachine
       faye-websocket
       hashie
@@ -10,6 +10,7 @@ PATH
 GEM
   remote: https://rubygems.org/
   specs:
+    ast (2.4.0)
     bump (0.7.0)
     coderay (1.1.2)
     diff-lcs (1.3)
@@ -23,16 +24,30 @@ GEM
     httparty (0.16.3)
       mime-types (~> 3.0)
       multi_xml (>= 0.5.2)
+    jaro_winkler (1.5.2)
     json (2.1.0)
     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)
+    parser (2.6.0.0)
+      ast (~> 2.4.0)
+    powerpack (0.1.2)
     pry (0.12.2)
       coderay (~> 1.1.0)
       method_source (~> 0.9.0)
+    pry-doc (1.0.0)
+      pry (~> 0.11)
+      yard (~> 0.9.11)
+    rainbow (3.0.0)
     rake (12.3.2)
+    reek (1.3.7)
+      rainbow
+      ruby2ruby (~> 2.0.8)
+      ruby_parser (~> 3.3)
+      sexp_processor
     rspec (3.8.0)
       rspec-core (~> 3.8.0)
       rspec-expectations (~> 3.8.0)
@@ -46,14 +61,31 @@ GEM
       diff-lcs (>= 1.2.0, < 2.0)
       rspec-support (~> 3.8.0)
     rspec-support (3.8.0)
+    rubocop (0.63.1)
+      jaro_winkler (~> 1.5.1)
+      parallel (~> 1.10)
+      parser (>= 2.5, != 2.5.1.1)
+      powerpack (~> 0.1)
+      rainbow (>= 2.2.2, < 4.0)
+      ruby-progressbar (~> 1.7)
+      unicode-display_width (~> 1.4.0)
+    ruby-progressbar (1.10.0)
+    ruby2ruby (2.0.8)
+      ruby_parser (~> 3.1)
+      sexp_processor (~> 4.0)
+    ruby_parser (3.12.0)
+      sexp_processor (~> 4.9)
+    sexp_processor (4.11.0)
     simplecov (0.16.1)
       docile (~> 1.1)
       json (>= 1.8, < 3)
       simplecov-html (~> 0.10.0)
     simplecov-html (0.10.2)
+    unicode-display_width (1.4.1)
     websocket-driver (0.7.0)
       websocket-extensions (>= 0.1.0)
     websocket-extensions (0.1.3)
+    yard (0.9.18)
 
 PLATFORMS
   ruby
@@ -64,8 +96,11 @@ DEPENDENCIES
   bundler
   dotenv
   pry
+  pry-doc
   rake
+  reek
   rspec
+  rubocop
   simplecov
 
 BUNDLED WITH

data/README.md

@@ -1,11 +1,12 @@
-# Bitmex
+# Bitmex API
 
 [![Build Status](https://travis-ci.org/icostan/bitmex-api-ruby.svg?branch=master)](https://travis-ci.org/icostan/bitmex-api-ruby)
 [![Maintainability](https://api.codeclimate.com/v1/badges/85c3eb58ef31dabc9159/maintainability)](https://codeclimate.com/github/icostan/bitmex-api-ruby/maintainability)
 [![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)
+[![Inline docs](http://inch-ci.org/github/icostan/bitmex-api-ruby.svg?branch=master)](http://inch-ci.org/github/icostan/bitmex-api-ruby)
 
-Idiomatic Ruby library for [BitMEX API](https://www.bitmex.com/app/apiOverview).
+Fully featured, idiomatic Ruby library for [BitMEX API](https://www.bitmex.com/app/apiOverview).
 
 ## Installation
 
@@ -32,42 +33,130 @@ require 'bitmex-api'
 
 client = Bitmex::Client.new
 
-# or add key and secret args if you want to access private API
+# or add key and secret args if you want to access private APIs
 client = Bitmex::Client.new api_key: 'KEY', api_secret: 'SECRET'
 ```
 
-### Trades
+### REST and Websocket API
 
 #### Using REST API
 
-Load first 15 trades after Jan 1st for XBTUSD.
+Get last 10 messages in English channel:
 
 ```ruby
-trades = client.trade symbol: 'XBTUSD', count: 15, startTime: '2019-01-01'
-trades.size
-trades.first
+messages = client.chat.messages channel_id: 1, count: 10, reverse: true
+puts messages.first.name
 ```
 
 #### Using Websocket API
 
-Listen for new trades and print the ones greater than 10 XBT.
+Generic Websocket API is implemented in `Bitmex::Client#listen` method. See the list of available [Topics](https://www.bitmex.com/app/wsAPI#Subscriptions "Topics") to subscribe to.
+
+Listen to chat messages.
+
+```ruby
+client.listen chat: 1 do |message|
+  puts "#{message.user}: #{message.message}"
+end
+```
+
+Listen to XBTUSD trades.
 
 ```ruby
 client.listen trade: 'XBTUSD' do |trade|
-  puts trade if trade.homeNotional > 10
+  puts trade.homeNotional
+end
+```
+
+Or multiple topics at the same time.
 
-  # when done call client.stop
-  # client.stop
+```ruby
+client.listen liquidation: 'XBTUSD', trade: 'XBTUSD' do |data|
+  puts data
 end
 ```
 
-### Account operations
+### API Endpoints
+
+#### Leaderboard
+
+See the rock stars.
+
+```ruby
+leaders = client.leaderboard
+puts leaders.first.name
+```
+
+#### Order
+
+Get your orders.
+
+```ruby
+orders = client.orders.all
+puts orders.size
+```
+
+Create new order, update and cancel.
+
+```ruby
+order = client.orders.create 'XBTUSD', orderQty: 100, price: 1000, clOrdID: 'YOUR_ID'
+order = client.order(clOrdID: order.clOrdID).update orderQty: qty
+order = client.order(clOrdID: order.clOrdID).cancel
+```
+
+#### Orderbook
 
-Fetch user's preferences, wallet, history, events and much more.
+Get first bid and ask.
 
 ```ruby
+orderbook = client.orderbook 'XBTUSD', depth: 1
+puts orderbook.first.side
+```
+
+#### Position
+
+Get all open positions or change leverage for an open position.
+
+```ruby
+positions = client.positions
+puts positions.size
+
+position = client.position('XBTUSD').leverage 25
+puts position.leverage
+```
 
-user = client.user
+#### Stats
+
+Exchange statistics.
+
+```ruby
+history = subject.stats.history
+puts history
+```
+
+#### Trade
+
+Load first 15 trades after Jan 1st for XBTUSD.
+
+```ruby
+trades = client.trades.all symbol: 'XBTUSD', startTime: '2019-01-01', count: 10
+puts trades.first
+```
+
+Listen for new trades and print the ones greater than 10 XBT.
+
+```ruby
+client.trades.all symbol: product do |trade|
+  puts "#{trade.side} #{trade.homeNotional} #{trade.symbol} @ #{trade.price}" if trade.homeNotional > 10
+end
+```
+
+#### User
+
+Fetch user's preferences, wallet, history, events, executions and much more.
+
+```ruby
+user = client.user.firstname
 puts user.firstname
 
 wallet = client.user.wallet

data/TODOs.org

@@ -6,11 +6,20 @@
 ** 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
+** DONE trade resource
+   CLOSED: [2019-01-23] SCHEDULED: [2019-01-23 Wed]
+** DONE stats, settlement, schema, quote, position resources
+   CLOSED: [2019-01-28 Mon] SCHEDULED: <2019-01-28 Mon>
+** DONE orderbook, order resource
+   CLOSED: [2019-01-29 Tue] SCHEDULED: <2019-01-29 Tue>
+** refactoring: use class methods when working with multiple entities
+** issue: {"error":{"message":"Signature not valid.","name":"HTTPError"}} in user#executions
+** DONE liquidation, leaderboard, insurance, instrument, funding, execution, chat, announcement
+   CLOSED: [2019-01-30 Wed] SCHEDULED: <2019-01-30 Wed>
+** DONE refactoring: extract websocket common logic
+   CLOSED: [2019-01-31 Thu] SCHEDULED: <2019-01-31 Thu>

data/bin/chat.rb

@@ -0,0 +1,11 @@
+#!/usr/bin/env ruby
+
+require 'bundler/setup'
+require 'bitmex'
+
+puts 'Listening to chat message from English channel...'
+
+client = Bitmex::Client.new
+client.listen chat: 1 do |message|
+  puts "#{message.user}: #{message.message}"
+end

data/bin/whales-watching.rb

@@ -8,6 +8,6 @@ limit = (ARGV[1] || 10).to_i
 puts "==> Filter trades > #{limit} #{product}"
 
 client = Bitmex::Client.new
-client.listen trade: product do |trade|
-  puts trade if trade.homeNotional > limit
+client.trades.all symbol: product do |trade|
+  puts "#{trade.side} #{trade.homeNotional} #{trade.symbol} @ #{trade.price}" if trade.homeNotional > limit
 end

data/bitmex.gemspec

@@ -45,6 +45,9 @@ Gem::Specification.new do |spec|
   spec.add_development_dependency 'rspec'
   spec.add_development_dependency 'bump'
   spec.add_development_dependency 'pry'
+  spec.add_development_dependency 'pry-doc'
   spec.add_development_dependency 'simplecov'
   spec.add_development_dependency 'dotenv'
+  spec.add_development_dependency 'rubocop'
+  spec.add_development_dependency 'reek'
 end

data/lib/bitmex.rb

@@ -3,12 +3,27 @@ require 'hashie'
 
 require 'bitmex/version'
 require 'bitmex/mash'
-require 'bitmex/user'
+
+require 'bitmex/base'
+require 'bitmex/chat'
 require 'bitmex/client'
+require 'bitmex/trade'
+require 'bitmex/stats'
+require 'bitmex/quote'
+require 'bitmex/position'
+require 'bitmex/order'
+require 'bitmex/instrument'
+require 'bitmex/user'
+require 'bitmex/apikey'
+require 'bitmex/websocket'
 
+# Bitmex module
 module Bitmex
   class Error < StandardError; end
 
+  TESTNET_HOST = 'testnet.bitmex.com'.freeze
+  MAINNET_HOST = 'www.bitmex.com'.freeze
+
   def self.signature(api_secret, verb, path, expires, params)
     params = '' if params.nil?
     params = params.to_s unless params.is_a? String

data/lib/bitmex/apikey.rb

@@ -0,0 +1,45 @@
+module Bitmex
+  # Persistent API Keys for Developers
+  # @author Iulian Costan
+  class Apikey < Base
+    attr_reader :api_key
+
+    # Create new Apikey
+    # @param client [Bitmex::Client] the rest client
+    # @param api_key [String] public apikey
+    def initialize(client, api_key = nil)
+      super client
+      @api_key = api_key
+    end
+
+    # Get your API Keys
+    # @return [Array] the api keys
+    def all
+      client.get apikey_path, auth: true do |response|
+        response_handler response
+      end
+    end
+
+    # NOT SUPPORTED
+    # #return 403 Access Denied
+    def enable
+      client.post apikey_path(:enable) do |response|
+        response_handler response
+      end
+    end
+
+    # NOT SUPPORTED
+    # @return 403 Access Denied
+    def disable
+      client.post apikey_path(:disable) do |response|
+        response_handler response
+      end
+    end
+
+    private
+
+    def apikey_path(action = '')
+      base_path :apiKey, action
+    end
+  end
+end

data/lib/bitmex/base.rb

@@ -0,0 +1,26 @@
+module Bitmex
+  # Base class for all Bitmex models
+  # @author Iulian Costan
+  class Base
+    attr_reader :client
+
+    # @param client [Bitmex::Client] the client object
+    def initialize(client)
+      @client = client
+    end
+
+    protected
+
+    def response_handler(response)
+      client.response_handler response
+    end
+
+    def requires!(arg, args)
+      raise ArgumentError, "argument '#{arg}' is required" unless args.include? arg
+    end
+
+    def base_path(resource, action)
+      client.base_path resource, action
+    end
+  end
+end

data/lib/bitmex/chat.rb

@@ -0,0 +1,57 @@
+module Bitmex
+  # Trollbox Data
+  # @author Iulian Costan
+  class Chat < Base
+    # Get chat messages
+    # @example Get last 10 messages for channel 1
+    #   messages = client.chat.messages channel_id: 1, count: 10, reverse: true
+    # @param options [Hash] options to filter by
+    # @option options [Integer] :count (100) number of results to fetch.
+    # @option options [Integer] :start starting ID for results
+    # @option options [Boolean] :reverse If true, will sort results newest first
+    # @option options [Integer] :channelID Channel id. GET /chat/channels for ids. Leave blank for all.
+    # @return [Array] the messages
+    def messages(options = { count: 100, reverse: true })
+      params = {
+        count: options[:count], start: options[:start],
+        reverse: options[:reverse], channelID: options[:channel_id]
+      }
+      client.get chat_path, params: params do |response|
+        response_handler response
+      end
+    end
+
+    # Get available channels
+    # @return [Array] the available channels
+    def channels
+      client.get chat_path(:channels) do |response|
+        response_handler response
+      end
+    end
+
+    # Get connected users
+    # @return [Bitmex::Mash] an array with browser users in the first position and API users (bots) in the second position.
+    def stats
+      client.get chat_path(:connected) do |response|
+        response_handler response
+      end
+    end
+
+    # Send a chat message
+    # @param message [String] the message to send
+    # @param options [Hash] filter options
+    # @option options [Integer] :channel_id (1) channel to post to
+    def send(message, options = { channel_id: 1 })
+      params = { message: message, channelID: options[:channel_id] }
+      client.post chat_path, params: params do |response|
+        response_handler response
+      end
+    end
+
+    private
+
+    def chat_path(action = '')
+      base_path :chat, action
+    end
+  end
+end