cex 0.1.5 → 0.1.7

data/lib/cex/apimt.rb

@@ -0,0 +1,138 @@
+# frozen_string_literal: true
+
+require('openssl')
+require('base64')
+require('curb')
+require('json')
+
+# @author Hernani Rodrigues Vaz
+module Cex
+  DC = %w[LTC NMC PPC DOGE XRP Linden USD CAD GBP ZEC BCH EURN NOKU FDZ GUSD SEED USDC].freeze
+
+  # classe para processar dados no therock
+  class Apimt
+    # @return [String] API key
+    attr_reader :aky
+    # @return [String] API secret
+    attr_reader :asc
+    # @return [String] API url base
+    attr_reader :urb
+
+    # @param [String] pky API key
+    # @param [String] psc API secret
+    # @param [Hash] ops parametrizacao base da API
+    # @return [Apius] API therock base
+    def initialize(
+      pky: ENV['THEROCK_API_KEY'],
+      psc: ENV['THEROCK_API_SECRET'],
+      ops: { www: 'https://api.therocktrading.com', ver: 1 }
+    )
+      @aky = pky
+      @asc = psc
+      @urb = "#{ops[:www]}/v#{ops[:ver]}"
+    end
+
+    # @example
+    #  {
+    #    balances: [
+    #      { currency: 'BTC', balance: 0.0, trading_balance: 0.0 },
+    #      { currency: 'ETH', balance: 0.0, trading_balance: 0.0 },
+    #      { currency: 'EUR', balance: 0.0, trading_balance: 0.0 },
+    #      { currency: 'DAI', balance: 0.0, trading_balance: 0.0 },
+    #    ]
+    #  }
+    # @return [Hash] saldos no therock
+    def account
+      api_get('balances')[:balances].delete_if { |e| DC.include?(e[:currency]) }
+                                    .sort { |a, b| a[:currency] <=> b[:currency] }
+    end
+
+    # @example
+    #  {
+    #    transactions: [
+    #      {
+    #        id: 305_445,
+    #        date: '2014-03-06T10:59:13.000Z',
+    #        type: 'withdraw',
+    #        price: 97.47,
+    #        currency: 'EUR',
+    #        fund_id: nil,
+    #        order_id: nil,
+    #        trade_id: nil,
+    #        note: 'BOV withdraw',
+    #        transfer_detail: nil
+    #      },
+    #      {}
+    #    ],
+    #    meta: {
+    #      total_count: nil,
+    #      first: { page: 1, href: 'https://api.therocktrading.com/v1/transactions?page=1' },
+    #      previous: nil,
+    #      current: { page: 1, href: 'https://api.therocktrading.com/v1/transactions?page=1' },
+    #      next: { page: 2, href: 'https://api.therocktrading.com/v1/transactions?page=2' },
+    #      last: nil
+    #    }
+    #  }
+    # @return [Hash] ledger no therock
+    def ledger(pag = 1, ary = [])
+      r = api_get('transactions', page: pag)[:transactions]
+      r.empty? ? ary : ledger(pag + r.size, ary + r)
+    rescue StandardError
+      ary
+    end
+
+    private
+
+    # HTTP GET request for public therock API queries.
+    def api_get(uri, **ops)
+      resposta(Curl.get("#{urb}/#{uri}", ops) { |r| r.headers = hdrs(url(uri, ops), nonce, {}) })
+    end
+
+    # HTTP POST request for private therock API queries involving user credentials.
+    def api_post(uri, **ops)
+      resposta(Curl.post("#{urb}/#{uri}", ops) { |r| r.headers = hdrs(uri, nonce, ops) })
+    end
+
+    # @return [String] URL do pedido formatado com todos os parametros
+    def url(uri, ops)
+      ops.empty? ? uri : "#{uri}?#{URI.encode_www_form(ops)}"
+    end
+
+    # @return [Hash] headers necessarios para pedido HTTP
+    def hdrs(qry, non, ops)
+      {
+        content_type: 'application/json',
+        'X-TRT-KEY': aky,
+        'X-TRT-NONCE': non,
+        'X-TRT-SIGN': auth(qry, non, URI.encode_www_form(ops))
+      }
+    end
+
+    # @return [String] assinarura codificada dos pedidos HTTP
+    def auth(qry, non, par)
+      raise(ArgumentError, 'API Key is not set') unless aky
+      raise(ArgumentError, 'API Secret is not set') unless asc
+
+      OpenSSL::HMAC.hexdigest('sha512', asc, [non, "#{urb}/#{qry}", par].join)
+    end
+
+    # @return [Integer] continually-increasing unsigned integer nonce from the current Unix Time
+    def nonce
+      Integer(Float(Time.now) * 1e6)
+    end
+
+    # @return [Hash] resposta do pedido HTTP
+    def resposta(http)
+      http.response_code == 200 ? JSON.parse(http.body, symbolize_names: true) : http.status
+    rescue JSON::ParserError,
+           EOFError,
+           Errno::ECONNRESET,
+           Errno::EINVAL,
+           Net::HTTPBadResponse,
+           Net::HTTPHeaderSyntaxError,
+           Net::ProtocolError,
+           Timeout::Error => e
+      "Erro da API therock #{e.inspect}"
+    end
+  end
+end

data/lib/cex/apius.rb

@@ -0,0 +1,167 @@
+# frozen_string_literal: true
+
+require('openssl')
+require('base64')
+require('curb')
+require('json')
+
+# @author Hernani Rodrigues Vaz
+module Cex
+  # classe para processar dados no kraken
+  class Apius
+    # @return [String] API key
+    attr_reader :aky
+    # @return [String] API secret
+    attr_reader :asc
+    # @return [String] API url base
+    attr_reader :urb
+    # @return [String] API private path
+    attr_reader :pth
+
+    # @param [String] pky API key
+    # @param [String] psc API secret
+    # @param [Hash] ops parametrizacao base da API
+    # @return [Apius] API kraken base
+    def initialize(
+      pky: ENV['KRAKEN_API_KEY'],
+      psc: ENV['KRAKEN_API_SECRET'],
+      ops: { www: 'https://api.kraken.com', ver: 0 }
+    )
+      @aky = pky
+      @asc = psc
+      @urb = "#{ops[:www]}/#{ops[:ver]}"
+      @pth = "/#{ops[:ver]}/private/"
+    end
+
+    # @example
+    #  {
+    #   error: [],
+    #   result: {
+    #     ZEUR: '0.0038',
+    #     XXBT: '0.0000000000',
+    #     XETH: '1.0000000000',
+    #     XETC: '0.0000000000',
+    #     EOS: '0.0000001700',
+    #     BCH: '0.0000000000'
+    #   }
+    #  }
+    # @return [Hash] saldos no kraken
+    def account
+      api_post('Balance')[:result]
+    end
+
+    # @example
+    #  {
+    #    error: [],
+    #    result: {
+    #      trades: {
+    #        "TVINF5-TIOUB-YFNGKE": {
+    #          ordertxid: 'ORPSUW-YKP4F-UJZOC6',
+    #          pair: 'XETHXXBT',
+    #          time: 1_463_435_684.8387,
+    #          type: 'buy',
+    #          ordertype: 'market',
+    #          price: '0.024989',
+    #          cost: '1.193973',
+    #          fee: '0.003104',
+    #          vol: '47.77994129',
+    #          margin: '0.000000',
+    #          misc: ''
+    #        },
+    #        "OUTRO-TRADE-ID": {}
+    #      },
+    #      count: 157
+    #    }
+    #  }
+    # @param [Integer] ofs offset dos dados a obter
+    # @param [Hash] has acumulador dos dados a obter
+    # @return [Hash] dados trades no kraken
+    def trades(ofs = 0, has = {})
+      r = api_post('TradesHistory', ofs: ofs)[:result]
+      has.merge!(r[:trades])
+      ofs += 50
+      ofs < r[:count] ? trades(ofs, has) : has
+    rescue StandardError
+      has
+    end
+
+    # @example
+    #  {
+    #    error: [],
+    #    result: {
+    #      ledger: {
+    #        "LXXURB-ITI7S-CXVERS": {
+    #          refid: 'ACCHF3A-RIBBMO-VYBESY',
+    #          time: 1_543_278_716.2775,
+    #          type: 'withdrawal',
+    #          subtype: '',
+    #          aclass: 'currency',
+    #          asset: 'ZEUR',
+    #          amount: '-15369.6200',
+    #          fee: '0.0900',
+    #          balance: '0.0062'
+    #        },
+    #        "OUTRO-LEDGER-ID": {}
+    #      },
+    #      count: 376
+    #    }
+    #  }
+    # @param (see trades)
+    # @return [Hash] dados ledger no kraken
+    def ledger(ofs = 0, has = {})
+      r = api_post('Ledgers', ofs: ofs)[:result]
+      has.merge!(r[:ledger])
+      ofs += 50
+      ofs < r[:count] ? ledger(ofs, has) : has
+    rescue StandardError
+      has
+    end
+
+    private
+
+    # HTTP GET request for public kraken API queries.
+    def api_get(uri, **ops)
+      resposta(Curl.get("#{urb}/public/#{uri}", ops))
+    end
+
+    # HTTP POST request for private kraken API queries involving user credentials.
+    def api_post(uri, **ops)
+      # continually-increasing unsigned integer nonce from the current Unix Time
+      ops.merge!({ nonce: Integer(Float(Time.now) * 1e6) })
+
+      resposta(Curl.post("#{urb}/private/#{uri}", ops) { |r| r.headers = hdrs(uri, ops) })
+    end
+
+    # @return [Hash] headers necessarios para pedido HTTP
+    def hdrs(qry, ops)
+      {
+        'api-key': aky,
+        'api-sign': auth(qry, ops[:nonce], URI.encode_www_form(ops))
+      }
+    end
+
+    # @return [String] assinarura codificada dos pedidos HTTP
+    def auth(qry, non, par)
+      raise(ArgumentError, 'API Key is not set') unless aky
+      raise(ArgumentError, 'API Secret is not set') unless asc
+
+      Base64.strict_encode64(
+        OpenSSL::HMAC.digest('sha512', Base64.decode64(asc), [pth, qry, Digest::SHA256.digest("#{non}#{par}")].join)
+      )
+    end
+
+    # @return [Hash] resposta do pedido HTTP
+    def resposta(http)
+      http.response_code == 200 ? JSON.parse(http.body, symbolize_names: true) : http.status
+    rescue JSON::ParserError,
+           EOFError,
+           Errno::ECONNRESET,
+           Errno::EINVAL,
+           Net::HTTPBadResponse,
+           Net::HTTPHeaderSyntaxError,
+           Net::ProtocolError,
+           Timeout::Error => e
+      "Erro da API kraken #{e.inspect}"
+    end
+  end
+end

data/lib/cex/bigquery1.rb

@@ -0,0 +1,145 @@
+# frozen_string_literal: true
+
+require('google/cloud/bigquery')
+require('bigdecimal/util')
+
+# @author Hernani Rodrigues Vaz
+module Cex
+  BD = 'hernanirvaz.coins'
+
+  # classe para processar bigquery
+  class Bigquery
+    # @return [Google::Cloud::Bigquery] API bigquery
+    attr_reader :api
+    # @return [Google::Cloud::Bigquery::QueryJob] job bigquery
+    attr_reader :job
+    # @return [Thor::CoreExt::HashWithIndifferentAccess] opcoes trabalho
+    attr_reader :ops
+    # @return (see sql)
+    attr_reader :sqr
+
+    # @param [Thor::CoreExt::HashWithIndifferentAccess] pop opcoes trabalho
+    # @option pop [Hash] :h ({}) configuracao ajuste reposicionamento temporal
+    # @option pop [Boolean] :v (false) mostra transacoes trades & ledger?
+    # @option pop [Boolean] :t (false) mostra transacoes todas ou somente novas?
+    # @return [Bigquery] API bigquery & kraken/bitcoinde/paymium/therock
+    def initialize(pop)
+      # usa env GOOGLE_APPLICATION_CREDENTIALS para obter credentials
+      # @see https://cloud.google.com/bigquery/docs/authentication/getting-started
+      @api = Google::Cloud::Bigquery.new
+      @ops = pop
+    end
+
+    # @return [Kraken] API kraken - obter saldos & transacoes trades e ledger
+    def apius
+      @apius ||= Kraken.new(
+        {
+          sl: sql("select sum(btc) xxbt,sum(eth) xeth,sum(eos) eos,sum(eur) zeur from #{BD}.ussl")[0],
+          nt: sql("select * from #{BD}.ustx order by time,txid"),
+          nl: sql("select * from #{BD}.uslx order by time,txid")
+        },
+        ops
+      )
+    end
+
+    # @return [Bitcoinde] API Bitcoinde - obter saldos & transacoes trades e ledger
+    def apide
+      @apide ||= Bitcoinde.new(
+        {
+          sl: sql("select sum(btc) btc from #{BD}.desl")[0],
+          nt: sql("select * from #{BD}.detx order by time,txid"),
+          nl: sql("select * from #{BD}.delx order by time,txid")
+        },
+        ops
+      )
+    end
+
+    # @return [Paymium] API Paymium - obter saldos & transacoes ledger
+    def apifr
+      @apifr ||= Paymium.new(
+        {
+          sl: sql("select sum(btc) btc,sum(eur) eur from #{BD}.frsl")[0],
+          nl: sql("select * from #{BD}.frlx order by time,txid")
+        },
+        ops
+      )
+    end
+
+    # @return [TheRock] API TheRock - obter saldos & transacoes ledger
+    def apimt
+      @apimt ||= TheRock.new(
+        {
+          sl: sql("select sum(btc) btc,sum(eur) eur from #{BD}.mtsl")[0],
+          nl: sql("select * from #{BD}.mtlx order by time,txid")
+        },
+        ops
+      )
+    end
+
+    # situacao completa entre kraken/bitcoinde/paymium/therock & bigquery
+    def mostra_tudo
+      apius.mostra_resumo
+      apide.mostra_resumo
+      apifr.mostra_resumo
+      apimt.mostra_resumo
+    end
+
+    # insere (caso existam) transacoes novas do kraken/bitcoinde/paymium/therock no bigquery
+    def processa_tudo
+      processa_us
+      processa_de
+      processa_fr
+      processa_mt
+    end
+
+    # insere transacoes kraken novas nas tabelas ust (trades), usl (ledger)
+    def processa_us
+      puts(format("%<n>2i TRADES KRAKEN INSERIDAS #{BD}.ust", n: apius.trades.empty? ? 0 : dml(ust_ins)))
+      puts(format("%<n>2i LEDGER KRAKEN INSERIDAS #{BD}.usl", n: apius.ledger.empty? ? 0 : dml(usl_ins)))
+    end
+
+    # insere transacoes bitcoinde novas nas tabelas det (trades), del (ledger)
+    def processa_de
+      puts(format("%<n>2i TRADES BITCOINDE INSERIDAS #{BD}.det", n: apide.trades.empty? ? 0 : dml(det_ins)))
+      puts(format("%<n>2i LEDGER BITCOINDE INSERIDAS #{BD}.del", n: apide.ledger.empty? ? 0 : dml(del_ins)))
+    end
+
+    # insere transacoes paymium novas na tabela fr (ledger)
+    def processa_fr
+      puts(format("%<n>2i LEDGER PAYMIUM INSERIDAS #{BD}.fr", n: apifr.ledger.empty? ? 0 : dml(frl_ins)))
+    end
+
+    # insere transacoes paymium novas na tabela mt (ledger)
+    def processa_mt
+      puts(format("%<n>2i LEDGER THEROCK INSERIDAS #{BD}.mt", n: apimt.ledger.empty? ? 0 : dml(mtl_ins)))
+    end
+
+    # cria job bigquery & verifica execucao
+    #
+    # @param cmd (see sql)
+    # @return [Boolean] job ok?
+    def job?(cmd)
+      @job = api.query_job(cmd)
+      @job.wait_until_done!
+      puts(@job.error['message']) if @job.failed?
+      @job.failed?
+    end
+
+    # cria Structured Query Language (SQL) job bigquery
+    #
+    # @param [String] cmd comando SQL a executar
+    # @param [String] res resultado quando SQL tem erro
+    # @return [Google::Cloud::Bigquery::Data] resultado do SQL
+    def sql(cmd, res = [])
+      @sqr = job?(cmd) ? res : job.data
+    end
+
+    # cria Data Manipulation Language (DML) job bigquery
+    #
+    # @param cmd (see sql)
+    # @return [Integer] numero linhas afetadas
+    def dml(cmd)
+      job?(cmd) ? 0 : job.num_dml_affected_rows
+    end
+  end
+end