cryptum 0.0.333 → 0.0.335

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: c2adb75d68ee11c3e0a5ea432d5ef0518446fd37083e3e32eacbc04ace27ed2a
-  data.tar.gz: 62cf49edadc308f82b464f3de1a4a80cfc1a45eec22b5f24d3e2fe215cf455a5
+  metadata.gz: 2e7aaa092e4bed9f901e33220f92b8c265967a232d65c10f7552fb568724bbdc
+  data.tar.gz: 52cb04ca782b3ff1fd86093b63542ba2a08f3e49faa048f07b4e91bdb08b6095
 SHA512:
-  metadata.gz: 027211af32c6656c290a49916084d18edc818e897a4e4bdf6024fbbfe8da6089bbb239cd86f9098e8b4a4b045a11227f8efa06e2fcef6e9b1a3ef3749551c515
-  data.tar.gz: 2c1e57c57e339c51996f29b977134669581f76bd4c51985285c989751334684507db164d5ac3eb8a1e9956fbc218c246a11846bc1c5ff8f01ef34291a34527f7
+  metadata.gz: 528dc2029f683179d4b355472fc23be687d63fef3cdd87d6203f307b5baf1643d2721d24956474f20ff6826d8e779d54419139e4696db2e5e538da0d347f700a
+  data.tar.gz: 48d45e80779b3f436ce285e1fdabd458ae6f57bc5d3e2da585a46b0df134002a8dd52472835e9af08e24fbf92ec4d1d46228512ed117da5640fcc82340bdf3b5

data/Gemfile

@@ -17,6 +17,7 @@ gem 'bundler-audit', '0.9.1'
 gem 'curses', '1.4.4'
 gem 'eventmachine', '1.2.7'
 gem 'faye-websocket', '0.11.1'
+gem 'permessage_deflate', '0.1.4'
 gem 'pry', '0.14.1'
 gem 'pry-doc', '1.3.0'
 gem 'rake', '13.0.6'
@@ -34,3 +35,4 @@ gem 'sinatra', '3.0.4'
 gem 'thin', '1.8.1'
 gem 'tty-prompt', '0.23.1'
 gem 'tty-spinner', '0.9.3'
+gem 'websocket-extensions', '0.1.5'

data/lib/cryptum/api.rb

@@ -86,9 +86,7 @@ module Cryptum
       api_secret = env[:api_secret]
       api_passphrase = env[:api_passphrase]
       api_endpoint = 'https://api.exchange.coinbase.com'
-      api_endpoint = 'https://api-public.sandbox.pro.coinbase.com' if env[:env] == :sandbox
-      # api_endpoint = 'https://api.pro.coinbase.com'
-      # api_endpoint = 'https://api-public.sandbox.pro.coinbase.com' if env[:env] == :sandbox
+      api_endpoint = 'https://api-public.sandbox.exchange.coinbase.com' if env[:env] == :sandbox
       api_endpoint = opts[:api_endpoint] if opts[:api_endpoint]
 
       http_method = if opts[:http_method].nil?
@@ -409,30 +407,30 @@ module Cryptum
       raise e
     end
 
-    public_class_method def self.cancel_open_order(opts = {})
-      env = opts[:env]
-      option_choice = opts[:option_choice]
-      order_id = opts[:order_id]
-      order_type = opts[:order_type]
+    # public_class_method def self.cancel_open_order(opts = {})
+    #   env = opts[:env]
+    #   option_choice = opts[:option_choice]
+    #   order_id = opts[:order_id]
+    #   order_type = opts[:order_type]
 
-      product_id = option_choice.symbol.to_s.gsub('_', '-').upcase
+    #   product_id = option_choice.symbol.to_s.gsub('_', '-').upcase
 
-      order_hash = {}
-      order_hash[:product_id] = product_id
+    #   order_hash = {}
+    #   order_hash[:product_id] = product_id
 
-      params = order_hash
+    #   params = order_hash
 
-      rest_api_call(
-        env: env,
-        http_method: :DELETE,
-        api_call: "/orders/#{order_id}",
-        option_choice: option_choice,
-        params: params,
-        order_type: order_type
-      )
-    rescue StandardError => e
-      raise e
-    end
+    #   rest_api_call(
+    #     env: env,
+    #     http_method: :DELETE,
+    #     api_call: "/orders/#{order_id}",
+    #     option_choice: option_choice,
+    #     params: params,
+    #     order_type: order_type
+    #   )
+    # rescue StandardError => e
+    #   raise e
+    # end
 
     public_class_method def self.cancel_all_open_orders(opts = {})
       env = opts[:env]
@@ -490,7 +488,7 @@ module Cryptum
       raise e
     end
 
-    public_class_method def self.get_exchange_rates(opts = {})
+    private_class_method def self.get_exchange_rates(opts = {})
       option_choice = opts[:option_choice]
       env = opts[:env]
 
@@ -590,32 +588,32 @@ module Cryptum
       raise e
     end
 
-    public_class_method def self.get_profiles(opts = {})
-      option_choice = opts[:option_choice]
-      env = opts[:env]
+    # public_class_method def self.get_profiles(opts = {})
+    #   option_choice = opts[:option_choice]
+    #   env = opts[:env]
 
-      profiles_api_call = '/profiles'
+    #   profiles_api_call = '/profiles'
 
-      # We don't always get fees back from Coinbase...
-      # This is a hack to ensure we do.
-      profiles = {}
-      # loop do
-      profiles = rest_api_call(
-        option_choice: option_choice,
-        env: env,
-        http_method: :GET,
-        api_call: profiles_api_call
-      )
+    #   # We don't always get fees back from Coinbase...
+    #   # This is a hack to ensure we do.
+    #   profiles = {}
+    #   # loop do
+    #   profiles = rest_api_call(
+    #     option_choice: option_choice,
+    #     env: env,
+    #     http_method: :GET,
+    #     api_call: profiles_api_call
+    #   )
 
-      #   break unless fees.empty?
+    #   #   break unless fees.empty?
 
-      #   sleep 0.3
-      # end
+    #   #   sleep 0.3
+    #   # end
 
-      profiles
-    rescue StandardError => e
-      raise e
-    end
+    #   profiles
+    # rescue StandardError => e
+    #   raise e
+    # end
 
     public_class_method def self.get_order_history(opts = {})
       option_choice = opts[:option_choice]

data/lib/cryptum/ui/ticker.rb

@@ -28,10 +28,21 @@ module Cryptum
 
         sequence = event[:sequence].to_i
         last_sequence = order_book[:sequence].to_i
+        order_book[:sequence] = sequence
 
-        raise "ERROR: Sequence Order Mismatch - #{last_sequence} #{sequence}" unless sequence >= last_sequence
+        return unless sequence >= last_sequence
+
+        if last_sequence + 1 < sequence
+          sequence_diff = sequence - last_sequence
+          f.puts Time.now.strftime('%Y-%m-%d %H:%M:%S.%N %z')
+          f.puts "Module: #{self}"
+          f.puts 'Messages likely dropped:'
+          f.puts "This Sequence: #{sequence}"
+          f.puts "Last Sequence: #{last_sequence}"
+          f.puts "Sequence Diff: #{sequence_diff}\n\n\n"
+        end
+        # raise "ERROR: Sequence Order Mismatch - #{last_sequence} #{sequence}" unless sequence >= last_sequence
 
-        order_book[:sequence] = sequence
         open_24h = event[:open_24h].to_f
         order_book[:open_24h] = open_24h
 

data/lib/cryptum/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module Cryptum
-  VERSION = '0.0.333'
+  VERSION = '0.0.335'
 end

data/lib/cryptum/web_sock/coinbase.rb

@@ -1,6 +1,8 @@
 # frozen_string_literal: true
 
 require 'faye/websocket'
+require 'websocket/extensions'
+require 'permessage_deflate'
 
 module Cryptum
   # This plugin is used to Establish a Web
@@ -14,8 +16,13 @@ module Cryptum
         option_choice = opts[:option_choice]
         env = opts[:env]
 
-        cb_pro_ws_feed = 'wss://ws-feed.pro.coinbase.com'
-        cb_pro_ws_feed = 'wss://ws-feed-public.sandbox.pro.coinbase.com' if env[:env] == :sandbox
+        # cb_pro_ws_feed = 'wss://ws-feed.pro.coinbase.com'
+        # cb_pro_ws_feed = 'wss://ws-feed-public.sandbox.pro.coinbase.com' if env[:env] == :sandbox
+        cb_pro_ws_feed = 'wss://ws-feed.exchange.coinbase.com'
+        cb_pro_ws_feed = 'wss://ws-feed-public.sandbox.exchange.coinbase.com' if env[:env] == :sandbox
+
+        extensions = [PermessageDeflate]
+
         if option_choice.proxy
           tls_opts = {
             verify_peer: false
@@ -30,13 +37,15 @@ module Cryptum
             [],
             tls: tls_opts,
             proxy: proxy_opts,
-            ping: 30
+            extensions: extensions,
+            ping: 9
           )
         else
           ws = Faye::WebSocket::Client.new(
             cb_pro_ws_feed,
             [],
-            ping: 30
+            extensions: extensions,
+            ping: 9
           )
         end
 

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: cryptum
 version: !ruby/object:Gem::Version
-  version: 0.0.333
+  version: 0.0.335
 platform: ruby
 authors:
 - 0day Inc.
@@ -94,6 +94,20 @@ dependencies:
     - - '='
       - !ruby/object:Gem::Version
         version: 0.11.1
+- !ruby/object:Gem::Dependency
+  name: permessage_deflate
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '='
+      - !ruby/object:Gem::Version
+        version: 0.1.4
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '='
+      - !ruby/object:Gem::Version
+        version: 0.1.4
 - !ruby/object:Gem::Dependency
   name: pry
   requirement: !ruby/object:Gem::Requirement
@@ -332,6 +346,20 @@ dependencies:
     - - '='
       - !ruby/object:Gem::Version
         version: 0.9.3
+- !ruby/object:Gem::Dependency
+  name: websocket-extensions
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '='
+      - !ruby/object:Gem::Version
+        version: 0.1.5
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '='
+      - !ruby/object:Gem::Version
+        version: 0.1.5
 description: Personalized High-Frequency Trading Bot
 email:
 - request.pentest@0dayinc.com