cex 0.1.3
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- checksums.yaml +7 -0
- data/.gitignore +8 -0
- data/.rubocop.yml +12 -0
- data/.travis.yml +5 -0
- data/CODE_OF_CONDUCT.md +74 -0
- data/Gemfile +6 -0
- data/Gemfile.lock +80 -0
- data/LICENSE.txt +21 -0
- data/README.md +47 -0
- data/Rakefile +2 -0
- data/bin/console +14 -0
- data/bin/setup +8 -0
- data/cex.gemspec +37 -0
- data/exe/cex +6 -0
- data/lib/cex.rb +31 -0
- data/lib/cex/bigquery.rb +126 -0
- data/lib/cex/client.rb +154 -0
- data/lib/cex/kraken.rb +131 -0
- data/lib/cex/version.rb +5 -0
- metadata +149 -0
checksums.yaml
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SHA256:
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metadata.gz: 907cbeed0b941fc1e414efc87b6da5aea844dac625804780cba57fafc3e2770b
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SHA512:
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metadata.gz: 5b0e3ad0f513df95f5d4e73dbaaf52916330b1574ed0c435a71709505653b9096e5d8c9196596e9fc3f515f7bae125d4dda992a7e0c443a62966223b9aa9d03e
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data/.gitignore
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data/.rubocop.yml
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data/.travis.yml
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data/CODE_OF_CONDUCT.md
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# Contributor Covenant Code of Conduct
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## Our Pledge
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In the interest of fostering an open and welcoming environment, we as
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contributors and maintainers pledge to making participation in our project and
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our community a harassment-free experience for everyone, regardless of age, body
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size, disability, ethnicity, gender identity and expression, level of experience,
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nationality, personal appearance, race, religion, or sexual identity and
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orientation.
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## Our Standards
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Examples of behavior that contributes to creating a positive environment
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include:
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* Using welcoming and inclusive language
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* Being respectful of differing viewpoints and experiences
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* Gracefully accepting constructive criticism
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* Focusing on what is best for the community
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* Showing empathy towards other community members
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Examples of unacceptable behavior by participants include:
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* The use of sexualized language or imagery and unwelcome sexual attention or
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advances
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* Trolling, insulting/derogatory comments, and personal or political attacks
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* Public or private harassment
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* Publishing others' private information, such as a physical or electronic
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address, without explicit permission
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* Other conduct which could reasonably be considered inappropriate in a
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professional setting
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## Our Responsibilities
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Project maintainers are responsible for clarifying the standards of acceptable
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behavior and are expected to take appropriate and fair corrective action in
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response to any instances of unacceptable behavior.
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Project maintainers have the right and responsibility to remove, edit, or
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reject comments, commits, code, wiki edits, issues, and other contributions
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that are not aligned to this Code of Conduct, or to ban temporarily or
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permanently any contributor for other behaviors that they deem inappropriate,
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threatening, offensive, or harmful.
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## Scope
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This Code of Conduct applies both within project spaces and in public spaces
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when an individual is representing the project or its community. Examples of
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representing a project or community include using an official project e-mail
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address, posting via an official social media account, or acting as an appointed
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representative at an online or offline event. Representation of a project may be
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further defined and clarified by project maintainers.
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## Enforcement
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Instances of abusive, harassing, or otherwise unacceptable behavior may be
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reported by contacting the project team at hernanirvaz@gmail.com. All
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complaints will be reviewed and investigated and will result in a response that
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is deemed necessary and appropriate to the circumstances. The project team is
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obligated to maintain confidentiality with regard to the reporter of an incident.
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Further details of specific enforcement policies may be posted separately.
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Project maintainers who do not follow or enforce the Code of Conduct in good
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faith may face temporary or permanent repercussions as determined by other
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members of the project's leadership.
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## Attribution
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This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4,
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available at [https://contributor-covenant.org/version/1/4][version]
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[homepage]: https://contributor-covenant.org
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[version]: https://contributor-covenant.org/version/1/4/
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data/Gemfile
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data/Gemfile.lock
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PATH
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remote: .
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specs:
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cex (0.1.3)
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curb
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google-cloud-bigquery
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thor
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yard
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GEM
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remote: https://rubygems.org/
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specs:
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addressable (2.7.0)
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public_suffix (>= 2.0.2, < 5.0)
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concurrent-ruby (1.1.7)
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curb (0.9.10)
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declarative (0.0.20)
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declarative-option (0.1.0)
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faraday (1.0.1)
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multipart-post (>= 1.2, < 3)
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google-api-client (0.44.0)
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addressable (~> 2.5, >= 2.5.1)
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googleauth (~> 0.9)
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httpclient (>= 2.8.1, < 3.0)
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mini_mime (~> 1.0)
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representable (~> 3.0)
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retriable (>= 2.0, < 4.0)
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signet (~> 0.12)
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google-cloud-bigquery (1.21.2)
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concurrent-ruby (~> 1.0)
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google-api-client (~> 0.33)
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google-cloud-core (~> 1.2)
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googleauth (~> 0.9)
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mini_mime (~> 1.0)
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google-cloud-core (1.5.0)
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google-cloud-env (~> 1.0)
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google-cloud-errors (~> 1.0)
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google-cloud-env (1.3.3)
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faraday (>= 0.17.3, < 2.0)
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google-cloud-errors (1.0.1)
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googleauth (0.13.1)
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faraday (>= 0.17.3, < 2.0)
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jwt (>= 1.4, < 3.0)
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memoist (~> 0.16)
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multi_json (~> 1.11)
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os (>= 0.9, < 2.0)
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signet (~> 0.14)
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httpclient (2.8.3)
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jwt (2.2.2)
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memoist (0.16.2)
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mini_mime (1.0.2)
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multi_json (1.15.0)
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multipart-post (2.1.1)
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os (1.1.1)
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public_suffix (4.0.6)
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rake (12.3.3)
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representable (3.0.4)
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declarative (< 0.1.0)
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declarative-option (< 0.2.0)
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uber (< 0.2.0)
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retriable (3.1.2)
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signet (0.14.0)
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addressable (~> 2.3)
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faraday (>= 0.17.3, < 2.0)
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jwt (>= 1.5, < 3.0)
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multi_json (~> 1.10)
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thor (1.0.1)
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uber (0.1.0)
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yard (0.9.25)
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PLATFORMS
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ruby
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DEPENDENCIES
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bundler
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cex!
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rake (~> 12.0)
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BUNDLED WITH
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2.1.4
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data/LICENSE.txt
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The MIT License (MIT)
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Copyright (c) 2020 Hernâni Rodrigues Vaz
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in
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all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
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THE SOFTWARE.
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data/README.md
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# Cex [![Build Status](https://travis-ci.com/hernanirvaz/cex.svg?branch=master)](https://travis-ci.com/hernanirvaz/cex)
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Arquiva transactions kraken & bitcoinde no bigquery. Pode ajustar dias para reposicionamento temporal.
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## Installation
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Add this line to your application's Gemfile:
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```ruby
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gem 'cex'
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```
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And then execute:
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$ bundle install
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Or install it yourself as:
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$ gem install cex
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## Usage
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$ cex help [COMMAND] # Describe available commands or one specific command
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$ cex show # mostra resumo saldos & transacoes
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ops [-v], [--no-v] # mostra transacoes
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[-t], [--no-t] # mostra transacoes todas ou somente novas
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$ cex work # carrega transacoes novas no bigquery
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ops [-h=key:value] # configuracao ajuste reposicionamento temporal
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## Development
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After checking out the repo, run `bin/setup` to install dependencies. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
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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).
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## Contributing
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Bug reports and pull requests are welcome on GitHub at https://github.com/hernanrvaz/cex. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [code of conduct](https://github.com/hernanrvaz/cex/blob/master/CODE_OF_CONDUCT.md).
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## License
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The gem is available as open source under the terms of the [MIT License](https://opensource.org/licenses/MIT).
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## Code of Conduct
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Everyone interacting in the Cex project's codebases, issue trackers, chat rooms and mailing lists is expected to follow the [code of conduct](https://github.com/hernanrvaz/cex/blob/master/CODE_OF_CONDUCT.md).
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data/Rakefile
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data/bin/console
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#!/usr/bin/env ruby
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require "bundler/setup"
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require "cex"
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# You can add fixtures and/or initialization code here to make experimenting
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# with your gem easier. You can also use a different console, if you like.
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# (If you use this, don't forget to add pry to your Gemfile!)
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# require "pry"
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# Pry.start
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require "irb"
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IRB.start(__FILE__)
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data/bin/setup
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data/cex.gemspec
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# frozen_string_literal: true
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require_relative('lib/cex/version')
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Gem::Specification.new do |spec|
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spec.name = 'cex'
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spec.version = Cex::VERSION
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spec.authors = ['Hernâni Rodrigues Vaz']
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spec.email = ['hernanirvaz@gmail.com']
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spec.summary = 'Arquiva transactions kraken & bitcoinde no bigquery.'
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spec.description = "#{spec.summary} Pode ajustar dias para reposicionamento temporal."
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spec.homepage = 'https://github.com/hernanirvaz/cex'
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spec.license = 'MIT'
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spec.required_ruby_version = Gem::Requirement.new('>= 2.3.0')
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spec.metadata['yard.run'] = 'yard'
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spec.metadata['homepage_uri'] = spec.homepage
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# Specify which files should be added to the gem when it is released.
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# The `git ls-files -z` loads the files in the RubyGem that have been added into git.
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spec.files =
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Dir.chdir(File.expand_path(__dir__)) do
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`git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
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end
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spec.bindir = 'exe'
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spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
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spec.require_paths = ['lib']
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spec.add_development_dependency('bundler')
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spec.add_development_dependency('rake')
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spec.add_dependency('curb')
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spec.add_dependency('google-cloud-bigquery')
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spec.add_dependency('thor')
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spec.add_dependency('yard')
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end
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data/exe/cex
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data/lib/cex.rb
ADDED
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# frozen_string_literal: true
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require('thor')
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require('cex/bigquery')
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require('cex/client')
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require('cex/kraken')
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require('cex/version')
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module Cex
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class Error < StandardError; end
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# classe para carregar/mostrar dados transacoes kraken no bigquery
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class CLI < Thor
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desc 'work', 'carrega transacoes novas no bigquery'
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option :h, type: :hash, default: {}, desc: 'configuracao ajuste reposicionamento temporal'
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# carrega transacoes novas no bigquery
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def work
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Bigquery.new(options).processa
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end
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desc 'show', 'mostra resumo saldos & transacoes'
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option :v, type: :boolean, default: false, desc: 'mostra transacoes'
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option :t, type: :boolean, default: false, desc: 'mostra transacoes todas ou somente novas'
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# mostra resumo saldos & transacoes
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def show
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Bigquery.new(options).transacoes.mostra_resumo
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end
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default_task :show
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end
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end
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data/lib/cex/bigquery.rb
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# frozen_string_literal: true
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require('google/cloud/bigquery')
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require('bigdecimal/util')
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# @author Hernani Rodrigues Vaz
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module Cex
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BD = 'hernanirvaz.coins'
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# classe para processar bigquery & kraken
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class Bigquery
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# @return [Google::Cloud::Bigquery] API bigquery
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attr_reader :api
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|
+
# @return [Google::Cloud::Bigquery::QueryJob] job bigquery
|
15
|
+
attr_reader :job
|
16
|
+
# @return [Thor::CoreExt::HashWithIndifferentAccess] opcoes trabalho
|
17
|
+
attr_reader :ops
|
18
|
+
# @return (see sql)
|
19
|
+
attr_reader :sqr
|
20
|
+
|
21
|
+
# @param [Thor::CoreExt::HashWithIndifferentAccess] pop opcoes trabalho
|
22
|
+
# @option pop [Hash] :h ({}) configuracao ajuste reposicionamento temporal
|
23
|
+
# @option pop [Boolean] :v (false) mostra transacoes trades & ledger?
|
24
|
+
# @option pop [Boolean] :t (false) mostra transacoes todas ou somente novas?
|
25
|
+
# @return [Bigquery] API bigquery & kraken
|
26
|
+
def initialize(pop)
|
27
|
+
# usa env GOOGLE_APPLICATION_CREDENTIALS para obter credentials
|
28
|
+
# @see https://cloud.google.com/bigquery/docs/authentication/getting-started
|
29
|
+
@api = Google::Cloud::Bigquery.new
|
30
|
+
@ops = pop
|
31
|
+
end
|
32
|
+
|
33
|
+
# @return [Bitcoinde] API kraken - obter saldos & transacoes trades e ledger
|
34
|
+
def transacoes
|
35
|
+
@transacoes ||= Bitcoinde.new(
|
36
|
+
{
|
37
|
+
sl: sql("select * from #{BD}.ussl")[0],
|
38
|
+
nt: sql("select * from #{BD}.ustx order by time,txid"),
|
39
|
+
nl: sql("select * from #{BD}.uslx order by time,txid")
|
40
|
+
},
|
41
|
+
ops
|
42
|
+
)
|
43
|
+
end
|
44
|
+
|
45
|
+
# insere transacoes novas nas tabelas ust (trades), usl (ledger)
|
46
|
+
def processa
|
47
|
+
puts(format("%<n>2i TRADES INSERIDAS #{BD}.ust", n: transacoes.trades.count.positive? ? dml(ust_ins) : 0))
|
48
|
+
puts(format("%<n>2i LEDGER INSERIDAS #{BD}.usl", n: transacoes.ledger.count.positive? ? dml(usl_ins) : 0))
|
49
|
+
end
|
50
|
+
|
51
|
+
# @return [String] comando insert SQL formatado ust (trades)
|
52
|
+
def ust_ins
|
53
|
+
"insert #{BD}.ust(txid,ordertxid,pair,time,type,ordertype,price,cost,fee,vol,margin,misc,ledgers,dias" \
|
54
|
+
") VALUES#{transacoes.trades.map { |k, v| ust_val1(k, v) }.join(',')}"
|
55
|
+
end
|
56
|
+
|
57
|
+
# @return [String] valores formatados ust (trades parte1)
|
58
|
+
def ust_val1(idx, hes)
|
59
|
+
"('#{idx}'," \
|
60
|
+
"'#{hes['ordertxid']}'," \
|
61
|
+
"'#{hes['pair']}'," \
|
62
|
+
"PARSE_DATETIME('%s', '#{String(hes['time'].round)}')," \
|
63
|
+
"'#{hes['type']}'," \
|
64
|
+
"'#{hes['ordertype']}'," \
|
65
|
+
"cast(#{hes['price']} as numeric)," \
|
66
|
+
"cast(#{hes['cost']} as numeric)," \
|
67
|
+
"cast(#{hes['fee']} as numeric)," \
|
68
|
+
"#{ust_val2(idx, hes)}"
|
69
|
+
end
|
70
|
+
|
71
|
+
# @return [String] valores formatados ust (trades parte2)
|
72
|
+
def ust_val2(idx, hes)
|
73
|
+
"cast(#{hes['vol']} as numeric)," \
|
74
|
+
"cast(#{hes['margin']} as numeric)," \
|
75
|
+
"#{hes['misc'].length.zero? ? 'null' : "'#{hes['misc']}'"}," \
|
76
|
+
"'#{transacoes.ledger.select { |_, v| v['refid'] == idx }.keys.join(',') || ''}'," \
|
77
|
+
"#{Integer(ops[:h][idx] || 0)})"
|
78
|
+
end
|
79
|
+
|
80
|
+
# @return [String] comando insert SQL formatado usl (ledger)
|
81
|
+
def usl_ins
|
82
|
+
"insert #{BD}.usl(txid,refid,time,type,aclass,asset,amount,fee" \
|
83
|
+
") VALUES#{transacoes.ledger.map { |k, v| usl_val(k, v) }.join(',')}"
|
84
|
+
end
|
85
|
+
|
86
|
+
# @return [String] valores formatados usl (ledger)
|
87
|
+
def usl_val(idx, hes)
|
88
|
+
"('#{idx}'," \
|
89
|
+
"'#{hes['refid']}'," \
|
90
|
+
"PARSE_DATETIME('%s', '#{String(hes['time'].round)}')," \
|
91
|
+
"'#{hes['type']}'," \
|
92
|
+
"#{hes['aclass'].length.zero? ? 'null' : "'#{hes['aclass']}'"}," \
|
93
|
+
"'#{hes['asset']}'," \
|
94
|
+
"cast(#{hes['amount']} as numeric)," \
|
95
|
+
"cast(#{hes['fee']} as numeric))"
|
96
|
+
end
|
97
|
+
|
98
|
+
# cria job bigquery & verifica execucao
|
99
|
+
#
|
100
|
+
# @param cmd (see sql)
|
101
|
+
# @return [Boolean] job ok?
|
102
|
+
def job?(cmd)
|
103
|
+
@job = api.query_job(cmd)
|
104
|
+
@job.wait_until_done!
|
105
|
+
puts(@job.error['message']) if @job.failed?
|
106
|
+
@job.failed?
|
107
|
+
end
|
108
|
+
|
109
|
+
# cria Structured Query Language (SQL) job bigquery
|
110
|
+
#
|
111
|
+
# @param [String] cmd comando SQL a executar
|
112
|
+
# @param [String] red resultado quando SQL tem erro
|
113
|
+
# @return [Google::Cloud::Bigquery::Data] resultado do SQL
|
114
|
+
def sql(cmd, red = [])
|
115
|
+
@sqr = job?(cmd) ? red : job.data
|
116
|
+
end
|
117
|
+
|
118
|
+
# cria Data Manipulation Language (DML) job bigquery
|
119
|
+
#
|
120
|
+
# @param cmd (see sql)
|
121
|
+
# @return [Integer] numero linhas afetadas
|
122
|
+
def dml(cmd)
|
123
|
+
job?(cmd) ? 0 : job.num_dml_affected_rows
|
124
|
+
end
|
125
|
+
end
|
126
|
+
end
|
data/lib/cex/client.rb
ADDED
@@ -0,0 +1,154 @@
|
|
1
|
+
# frozen_string_literal: true
|
2
|
+
|
3
|
+
require('openssl')
|
4
|
+
require('base64')
|
5
|
+
require('curb')
|
6
|
+
require('json')
|
7
|
+
|
8
|
+
# @author Hernani Rodrigues Vaz
|
9
|
+
module Cex
|
10
|
+
# classe para processar dados no kraken
|
11
|
+
class Client
|
12
|
+
# @return [String] API key
|
13
|
+
attr_reader :aky
|
14
|
+
# @return [String] API secret
|
15
|
+
attr_reader :asc
|
16
|
+
# @return [String] API public url
|
17
|
+
attr_reader :puu
|
18
|
+
# @return [String] API private url
|
19
|
+
attr_reader :pru
|
20
|
+
# @return [String] API private path
|
21
|
+
attr_reader :pth
|
22
|
+
|
23
|
+
# @param [String] pky API key
|
24
|
+
# @param [String] psc API secret
|
25
|
+
# @return [Client] API kraken base
|
26
|
+
def initialize(pky: ENV['KRAKEN_API_KEY'], psc: ENV['KRAKEN_API_SECRET'], options: {})
|
27
|
+
b = options.fetch(:base_uri, 'https://api.kraken.com')
|
28
|
+
v = options.fetch(:version, 0)
|
29
|
+
@aky = pky
|
30
|
+
@asc = psc
|
31
|
+
@puu = "#{b}/#{v}/public/"
|
32
|
+
@pru = "#{b}/#{v}/private/"
|
33
|
+
@pth = "/#{v}/private/"
|
34
|
+
end
|
35
|
+
|
36
|
+
# @return [Hash] resultados ultimas transacoes trades no kraken
|
37
|
+
# @example
|
38
|
+
# {
|
39
|
+
# 'trades' => {
|
40
|
+
# 'TLADFV-QIUTN-QDNCBR' => {
|
41
|
+
# 'ordertxid' => 'O2CRFG-5PCJA-EMX7VC',
|
42
|
+
# 'pair' => 'XETHXXBT',
|
43
|
+
# 'time' => 1_463_422_494.7069,
|
44
|
+
# 'type' => 'buy',
|
45
|
+
# 'ordertype' => 'market',
|
46
|
+
# 'price' => '0.024400',
|
47
|
+
# 'cost' => '1.358424',
|
48
|
+
# 'fee' => '0.003532',
|
49
|
+
# 'vol' => '55.67311475',
|
50
|
+
# 'margin' => '0.000000',
|
51
|
+
# 'misc' => ''
|
52
|
+
# },
|
53
|
+
# ...
|
54
|
+
# },
|
55
|
+
# 'count' => 156
|
56
|
+
# }
|
57
|
+
def trades_history
|
58
|
+
post_private('TradesHistory')['result']
|
59
|
+
end
|
60
|
+
|
61
|
+
# @return [Hash] resultados ultimas transacoes ledger no kraken
|
62
|
+
# @example
|
63
|
+
# {
|
64
|
+
# 'ledger' => {
|
65
|
+
# 'LUK3QC-QW6TA-27B7NI' => {
|
66
|
+
# 'refid' => 'A2BNCQS-CHCETZ-JYCER6',
|
67
|
+
# 'time' => 1_584_349_306.9479,
|
68
|
+
# 'type' => 'withdrawal',
|
69
|
+
# 'subtype' => '',
|
70
|
+
# 'aclass' => 'currency',
|
71
|
+
# 'asset' => 'XETH',
|
72
|
+
# 'amount' => '-29.2659039100',
|
73
|
+
# 'fee' => '0.0050000000',
|
74
|
+
# 'balance' => '1.1806988100'
|
75
|
+
# }
|
76
|
+
# ,
|
77
|
+
# ...
|
78
|
+
# },
|
79
|
+
# 'count' => 373
|
80
|
+
# }
|
81
|
+
def ledger
|
82
|
+
post_private('Ledgers')['result']
|
83
|
+
end
|
84
|
+
|
85
|
+
# @return [Hash] saldos no kraken
|
86
|
+
# @example
|
87
|
+
# {
|
88
|
+
# 'ZEUR' => '0.0000',
|
89
|
+
# 'XXBT' => '0.0000000000',
|
90
|
+
# 'XETH' => '1.1806988100',
|
91
|
+
# 'XETC' => '0.0000000000',
|
92
|
+
# 'EOS' => '0.0000001700',
|
93
|
+
# 'BCH' => '0.0000000000'
|
94
|
+
# }
|
95
|
+
def balance
|
96
|
+
post_private('Balance')['result']
|
97
|
+
end
|
98
|
+
|
99
|
+
# @return [Hash] data hora kraken
|
100
|
+
# @example
|
101
|
+
# {
|
102
|
+
# 'unixtime' => 1_598_956_727,
|
103
|
+
# 'rfc1123' => 'Tue, 1 Sep 20 10:38:47 +0000'
|
104
|
+
# }
|
105
|
+
def server_time
|
106
|
+
get_public('Time')['result']
|
107
|
+
end
|
108
|
+
|
109
|
+
private
|
110
|
+
|
111
|
+
# HTTP GET request for public API queries.
|
112
|
+
def get_public(method, **opts)
|
113
|
+
parse_response(Curl.get("#{puu}#{method}", opts))
|
114
|
+
end
|
115
|
+
|
116
|
+
# HTTP POST request for private API queries involving user credentials.
|
117
|
+
def post_private(method, **opts)
|
118
|
+
# Generate a continually-increasing unsigned 51-bit integer nonce from the current Unix Time.
|
119
|
+
opts.merge!({ nonce: Integer(Time.now) * 1_000_000 })
|
120
|
+
|
121
|
+
parse_response(Curl.post("#{pru}#{method}", opts) do |r|
|
122
|
+
r.headers = {
|
123
|
+
'api-key': aky,
|
124
|
+
'api-sign': authenticate(method, opts[:nonce], opts.map { |p| p.join('=') }.join('&'))
|
125
|
+
}
|
126
|
+
end)
|
127
|
+
end
|
128
|
+
|
129
|
+
def authenticate(method, nonce, params)
|
130
|
+
raise(ArgumentError, 'API Key is not set') unless aky
|
131
|
+
raise(ArgumentError, 'API Secret is not set') unless asc
|
132
|
+
|
133
|
+
Base64.strict_encode64(OpenSSL::HMAC.digest(
|
134
|
+
'sha512',
|
135
|
+
Base64.decode64(asc),
|
136
|
+
"#{pth}#{method}#{Digest::SHA256.digest("#{nonce}#{params}")}"
|
137
|
+
))
|
138
|
+
end
|
139
|
+
|
140
|
+
def parse_response(http)
|
141
|
+
# HTTP_SUCCESS = 200
|
142
|
+
http.response_code == 200 ? JSON.parse(http.body) : http.status
|
143
|
+
rescue JSON::ParserError,
|
144
|
+
EOFError,
|
145
|
+
Errno::ECONNRESET,
|
146
|
+
Errno::EINVAL,
|
147
|
+
Net::HTTPBadResponse,
|
148
|
+
Net::HTTPHeaderSyntaxError,
|
149
|
+
Net::ProtocolError,
|
150
|
+
Timeout::Error => e
|
151
|
+
"Erro da API #{e.inspect}"
|
152
|
+
end
|
153
|
+
end
|
154
|
+
end
|
data/lib/cex/kraken.rb
ADDED
@@ -0,0 +1,131 @@
|
|
1
|
+
# frozen_string_literal: true
|
2
|
+
|
3
|
+
require('bigdecimal/util')
|
4
|
+
|
5
|
+
# @author Hernani Rodrigues Vaz
|
6
|
+
module Cex
|
7
|
+
# classe para processar saldos & transacoes trades e ledger
|
8
|
+
class Kraken
|
9
|
+
# @return [Client] API kraken
|
10
|
+
attr_reader :api
|
11
|
+
# @return [Array<Hash>] todos os dados bigquery
|
12
|
+
attr_reader :dbq
|
13
|
+
# @return [Thor::CoreExt::HashWithIndifferentAccess] opcoes trabalho
|
14
|
+
attr_reader :ops
|
15
|
+
|
16
|
+
# @param [Hash] dad todos os dados bigquery
|
17
|
+
# @param [Thor::CoreExt::HashWithIndifferentAccess] pop opcoes trabalho
|
18
|
+
# @option pop [Hash] :h ({}) configuracao dias ajuste reposicionamento temporal
|
19
|
+
# @option pop [Boolean] :v (false) mostra dados transacoes trades & ledger?
|
20
|
+
# @option pop [Boolean] :t (false) mostra transacoes todas ou somente novas?
|
21
|
+
# @return [Kraken] API kraken - obter saldos & transacoes trades e ledger
|
22
|
+
def initialize(dad, pop)
|
23
|
+
# API kraken base
|
24
|
+
@api = Client.new
|
25
|
+
@dbq = dad
|
26
|
+
@ops = pop
|
27
|
+
end
|
28
|
+
|
29
|
+
# @return [Hash] dados kraken - saldos & transacoes trades e ledger
|
30
|
+
def dkr
|
31
|
+
@dkr ||= {
|
32
|
+
sl: api.balance,
|
33
|
+
kt: api.trades_history,
|
34
|
+
kl: api.ledger
|
35
|
+
}
|
36
|
+
end
|
37
|
+
|
38
|
+
# @return [Array<String>] lista txid de transacoes trades
|
39
|
+
def kyt
|
40
|
+
@kyt ||= dkr[:kt]['trades'].keys - (ops[:t] ? [] : dbq[:nt].map { |e| e[:txid] })
|
41
|
+
end
|
42
|
+
|
43
|
+
# @return [Array<String>] lista txid de transacoes ledger
|
44
|
+
def kyl
|
45
|
+
@kyl ||= dkr[:kl]['ledger'].keys - (ops[:t] ? [] : dbq[:nl].map { |e| e[:txid] })
|
46
|
+
end
|
47
|
+
|
48
|
+
# @return [Hash] transacoes trades
|
49
|
+
def trades
|
50
|
+
@trades ||= dkr[:kt]['trades'].select { |k, _| kyt.include?(k) }
|
51
|
+
end
|
52
|
+
|
53
|
+
# @return [Hash] transacoes ledger
|
54
|
+
def ledger
|
55
|
+
@ledger ||= dkr[:kl]['ledger'].select { |k, _| kyl.include?(k) }
|
56
|
+
end
|
57
|
+
|
58
|
+
# @parm [String] moe codigo kraken da moeda
|
59
|
+
# @parm [String] moe saldo kraken da moeda
|
60
|
+
# @return [String] texto formatado saldos (kraken/bigquery) & iguais/ok/nok?
|
61
|
+
def formata_saldos(moe, sal)
|
62
|
+
t = dbq[:sl][moe.downcase.to_sym].to_d
|
63
|
+
format(
|
64
|
+
'%<mo>-5.5s %<kr>21.9f %<bq>21.9f %<ok>3.3s',
|
65
|
+
mo: moe,
|
66
|
+
kr: sal,
|
67
|
+
bq: t,
|
68
|
+
ok: t == sal ? 'OK' : 'NOK'
|
69
|
+
)
|
70
|
+
end
|
71
|
+
|
72
|
+
# @parm [String] idx codigo transacao
|
73
|
+
# @parm [Hash] htx transacao trade
|
74
|
+
# @return [String] texto formatado transacao trade
|
75
|
+
def formata_transacao_trades(idx, htx)
|
76
|
+
format(
|
77
|
+
'%<ky>-6.6s %<dt>19.19s %<ty>-10.10s %<mo>-8.8s %<pr>8.2f %<vl>15.7f %<co>8.2f',
|
78
|
+
ky: idx,
|
79
|
+
dt: Time.at(htx['time']),
|
80
|
+
ty: "#{htx['type']}/#{htx['ordertype']}",
|
81
|
+
mo: htx['pair'],
|
82
|
+
pr: htx['price'].to_d,
|
83
|
+
vl: htx['vol'].to_d,
|
84
|
+
co: htx['cost'].to_d
|
85
|
+
)
|
86
|
+
end
|
87
|
+
|
88
|
+
# @parm idx (see formata_transacao_trades)
|
89
|
+
# @parm [Hash] hlx transacao ledger
|
90
|
+
# @return [String] texto formatado transacao ledger
|
91
|
+
def formata_transacao_ledger(idx, hlx)
|
92
|
+
format(
|
93
|
+
'%<ky>-6.6s %<dt>19.19s %<ty>-10.10s %<mo>-4.4s %<pr>18.7f %<vl>18.7f',
|
94
|
+
ky: idx,
|
95
|
+
dt: Time.at(hlx['time']),
|
96
|
+
ty: hlx['type'],
|
97
|
+
mo: hlx['asset'],
|
98
|
+
pr: hlx['amount'].to_d,
|
99
|
+
vl: hlx['fee'].to_d
|
100
|
+
)
|
101
|
+
end
|
102
|
+
|
103
|
+
# @return [String] texto saldos & transacoes & ajuste dias
|
104
|
+
def mostra_resumo
|
105
|
+
puts("\nmoeda saldo kraken saldo bigquery")
|
106
|
+
dkr[:sl].each { |k, v| puts(formata_saldos(k, v.to_d)) }
|
107
|
+
|
108
|
+
mostra_trades
|
109
|
+
mostra_ledger
|
110
|
+
return unless trades.count.positive?
|
111
|
+
|
112
|
+
puts("\nstring ajuste dias dos trades\n-h=#{kyt.map { |e| "#{e}:0" }.join(' ')}")
|
113
|
+
end
|
114
|
+
|
115
|
+
# @return [String] texto transacoes trades
|
116
|
+
def mostra_trades
|
117
|
+
return unless ops[:v] && trades.count.positive?
|
118
|
+
|
119
|
+
puts("\ntrade data hora tipo par ---preco ---------volume ---custo")
|
120
|
+
trades.each { |k, v| puts(formata_transacao_trades(k, v)) }
|
121
|
+
end
|
122
|
+
|
123
|
+
# @return [String] texto transacoes ledger
|
124
|
+
def mostra_ledger
|
125
|
+
return unless ops[:v] && ledger.count.positive?
|
126
|
+
|
127
|
+
puts("\nledger data hora tipo moeda -------quantidade -------------custo")
|
128
|
+
ledger.each { |k, v| puts(formata_transacao_ledger(k, v)) }
|
129
|
+
end
|
130
|
+
end
|
131
|
+
end
|
data/lib/cex/version.rb
ADDED
metadata
ADDED
@@ -0,0 +1,149 @@
|
|
1
|
+
--- !ruby/object:Gem::Specification
|
2
|
+
name: cex
|
3
|
+
version: !ruby/object:Gem::Version
|
4
|
+
version: 0.1.3
|
5
|
+
platform: ruby
|
6
|
+
authors:
|
7
|
+
- Hernâni Rodrigues Vaz
|
8
|
+
autorequire:
|
9
|
+
bindir: exe
|
10
|
+
cert_chain: []
|
11
|
+
date: 2020-09-02 00:00:00.000000000 Z
|
12
|
+
dependencies:
|
13
|
+
- !ruby/object:Gem::Dependency
|
14
|
+
name: bundler
|
15
|
+
requirement: !ruby/object:Gem::Requirement
|
16
|
+
requirements:
|
17
|
+
- - ">="
|
18
|
+
- !ruby/object:Gem::Version
|
19
|
+
version: '0'
|
20
|
+
type: :development
|
21
|
+
prerelease: false
|
22
|
+
version_requirements: !ruby/object:Gem::Requirement
|
23
|
+
requirements:
|
24
|
+
- - ">="
|
25
|
+
- !ruby/object:Gem::Version
|
26
|
+
version: '0'
|
27
|
+
- !ruby/object:Gem::Dependency
|
28
|
+
name: rake
|
29
|
+
requirement: !ruby/object:Gem::Requirement
|
30
|
+
requirements:
|
31
|
+
- - ">="
|
32
|
+
- !ruby/object:Gem::Version
|
33
|
+
version: '0'
|
34
|
+
type: :development
|
35
|
+
prerelease: false
|
36
|
+
version_requirements: !ruby/object:Gem::Requirement
|
37
|
+
requirements:
|
38
|
+
- - ">="
|
39
|
+
- !ruby/object:Gem::Version
|
40
|
+
version: '0'
|
41
|
+
- !ruby/object:Gem::Dependency
|
42
|
+
name: curb
|
43
|
+
requirement: !ruby/object:Gem::Requirement
|
44
|
+
requirements:
|
45
|
+
- - ">="
|
46
|
+
- !ruby/object:Gem::Version
|
47
|
+
version: '0'
|
48
|
+
type: :runtime
|
49
|
+
prerelease: false
|
50
|
+
version_requirements: !ruby/object:Gem::Requirement
|
51
|
+
requirements:
|
52
|
+
- - ">="
|
53
|
+
- !ruby/object:Gem::Version
|
54
|
+
version: '0'
|
55
|
+
- !ruby/object:Gem::Dependency
|
56
|
+
name: google-cloud-bigquery
|
57
|
+
requirement: !ruby/object:Gem::Requirement
|
58
|
+
requirements:
|
59
|
+
- - ">="
|
60
|
+
- !ruby/object:Gem::Version
|
61
|
+
version: '0'
|
62
|
+
type: :runtime
|
63
|
+
prerelease: false
|
64
|
+
version_requirements: !ruby/object:Gem::Requirement
|
65
|
+
requirements:
|
66
|
+
- - ">="
|
67
|
+
- !ruby/object:Gem::Version
|
68
|
+
version: '0'
|
69
|
+
- !ruby/object:Gem::Dependency
|
70
|
+
name: thor
|
71
|
+
requirement: !ruby/object:Gem::Requirement
|
72
|
+
requirements:
|
73
|
+
- - ">="
|
74
|
+
- !ruby/object:Gem::Version
|
75
|
+
version: '0'
|
76
|
+
type: :runtime
|
77
|
+
prerelease: false
|
78
|
+
version_requirements: !ruby/object:Gem::Requirement
|
79
|
+
requirements:
|
80
|
+
- - ">="
|
81
|
+
- !ruby/object:Gem::Version
|
82
|
+
version: '0'
|
83
|
+
- !ruby/object:Gem::Dependency
|
84
|
+
name: yard
|
85
|
+
requirement: !ruby/object:Gem::Requirement
|
86
|
+
requirements:
|
87
|
+
- - ">="
|
88
|
+
- !ruby/object:Gem::Version
|
89
|
+
version: '0'
|
90
|
+
type: :runtime
|
91
|
+
prerelease: false
|
92
|
+
version_requirements: !ruby/object:Gem::Requirement
|
93
|
+
requirements:
|
94
|
+
- - ">="
|
95
|
+
- !ruby/object:Gem::Version
|
96
|
+
version: '0'
|
97
|
+
description: Arquiva transactions kraken & bitcoinde no bigquery. Pode ajustar dias
|
98
|
+
para reposicionamento temporal.
|
99
|
+
email:
|
100
|
+
- hernanirvaz@gmail.com
|
101
|
+
executables:
|
102
|
+
- cex
|
103
|
+
extensions: []
|
104
|
+
extra_rdoc_files: []
|
105
|
+
files:
|
106
|
+
- ".gitignore"
|
107
|
+
- ".rubocop.yml"
|
108
|
+
- ".travis.yml"
|
109
|
+
- CODE_OF_CONDUCT.md
|
110
|
+
- Gemfile
|
111
|
+
- Gemfile.lock
|
112
|
+
- LICENSE.txt
|
113
|
+
- README.md
|
114
|
+
- Rakefile
|
115
|
+
- bin/console
|
116
|
+
- bin/setup
|
117
|
+
- cex.gemspec
|
118
|
+
- exe/cex
|
119
|
+
- lib/cex.rb
|
120
|
+
- lib/cex/bigquery.rb
|
121
|
+
- lib/cex/client.rb
|
122
|
+
- lib/cex/kraken.rb
|
123
|
+
- lib/cex/version.rb
|
124
|
+
homepage: https://github.com/hernanirvaz/cex
|
125
|
+
licenses:
|
126
|
+
- MIT
|
127
|
+
metadata:
|
128
|
+
yard.run: yard
|
129
|
+
homepage_uri: https://github.com/hernanirvaz/cex
|
130
|
+
post_install_message:
|
131
|
+
rdoc_options: []
|
132
|
+
require_paths:
|
133
|
+
- lib
|
134
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
135
|
+
requirements:
|
136
|
+
- - ">="
|
137
|
+
- !ruby/object:Gem::Version
|
138
|
+
version: 2.3.0
|
139
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
140
|
+
requirements:
|
141
|
+
- - ">="
|
142
|
+
- !ruby/object:Gem::Version
|
143
|
+
version: '0'
|
144
|
+
requirements: []
|
145
|
+
rubygems_version: 3.1.2
|
146
|
+
signing_key:
|
147
|
+
specification_version: 4
|
148
|
+
summary: Arquiva transactions kraken & bitcoinde no bigquery.
|
149
|
+
test_files: []
|