deribit-api 0.1.3 → 2.0.2

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Files changed (21) hide show
  1. checksums.yaml +4 -4
  2. data/.ruby-version +1 -1
  3. data/.travis.yml +6 -3
  4. data/CHANGELOG.md +37 -0
  5. data/Gemfile +3 -0
  6. data/Gemfile.lock +82 -52
  7. data/README.md +63 -76
  8. data/TODOs.org +18 -6
  9. data/bin/auth.sh +18 -0
  10. data/bin/trades.py +24 -0
  11. data/bin/trades.rb +43 -0
  12. data/bin/whales-watching.rb +25 -0
  13. data/deribit.gemspec +8 -4
  14. data/lib/deribit.rb +22 -8
  15. data/lib/deribit/authentication.rb +10 -14
  16. data/lib/deribit/client.rb +206 -359
  17. data/lib/deribit/http.rb +23 -16
  18. data/lib/deribit/naming.rb +84 -0
  19. data/lib/deribit/version.rb +1 -1
  20. data/lib/deribit/websocket.rb +78 -55
  21. metadata +72 -11
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data/.ruby-version CHANGED
@@ -1 +1 @@
1
- 2.6.3
1
+ 2.7.1
data/.travis.yml CHANGED
@@ -3,7 +3,7 @@ sudo: false
3
3
  language: ruby
4
4
  cache: bundler
5
5
  rvm:
6
- - 2.6.3
6
+ - 2.7
7
7
 
8
8
  env:
9
9
  global:
@@ -11,11 +11,14 @@ env:
11
11
 
12
12
  before_install:
13
13
  - gem install bundler
14
- - curl -L https://codeclimate.com/downloads/test-reporter/test-reporter-latest-linux-amd64 > ./cc-test-reporter
15
- - chmod +x ./cc-test-reporter
16
14
 
17
15
  before_script:
16
+ - curl -L https://codeclimate.com/downloads/test-reporter/test-reporter-latest-linux-amd64 > ./cc-test-reporter
17
+ - chmod +x ./cc-test-reporter
18
18
  - ./cc-test-reporter before-build
19
19
 
20
+ script:
21
+ - bundle exec rake test
22
+
20
23
  after_script:
21
24
  - ./cc-test-reporter after-build --exit-code $TRAVIS_TEST_RESULT
data/CHANGELOG.md CHANGED
@@ -5,6 +5,43 @@
5
5
  The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
6
6
  and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
7
7
 
8
+ ## [2.0.2] - 2020-06-10
9
+ ### Changed
10
+ - update all gems
11
+ - update Ruby to 2.7.1
12
+ - refactor Naming module
13
+
14
+ ## [2.0.1] - 2020-05-13
15
+ ### Added
16
+ - client#orders supports filtering by both currency and instrument name
17
+ - customisable *raise_error* param
18
+ ### Changed
19
+ - update all gems
20
+ - rdocs for all client#* methods
21
+ - fix namespace for Naming module
22
+
23
+ ## [2.0.0] - 2020-04-23
24
+ ### Added
25
+ - implementation for API 2.0
26
+ ### Changed
27
+ - all tests
28
+ ### Removed
29
+ - old 1.0 related code
30
+
31
+ ## [0.1.5] - 2020-01-09
32
+ ### Added
33
+ - latest Ruby 2.7 in Travis
34
+ ### Changed
35
+ - update all gems
36
+
37
+ ## [0.1.4] - 2019-10-21
38
+ ### Added
39
+ - detailed logger
40
+ ### Changed
41
+ - update gems
42
+ - disable history tests
43
+ - enable announcements tests
44
+
8
45
  ## [0.1.3] - 2019-07-02
9
46
  ### Changed
10
47
  - extract HTTP class
data/Gemfile CHANGED
@@ -4,3 +4,6 @@ git_source(:github) {|repo_name| "https://github.com/#{repo_name}" }
4
4
 
5
5
  # Specify your gem's dependencies in deribit.gemspec
6
6
  gemspec
7
+
8
+ # workaround to remove tons of warnings since RUBYOPT=-W0 env var seems to be ignored
9
+ $VERBOSE=nil
data/Gemfile.lock CHANGED
@@ -1,78 +1,105 @@
1
1
  PATH
2
2
  remote: .
3
3
  specs:
4
- deribit-api (0.1.3)
4
+ deribit-api (2.0.2)
5
5
  faraday
6
+ faraday-detailed_logger
6
7
  faraday_middleware
7
- faye-websocket
8
8
  hashie
9
+ websocket-client-simple
9
10
 
10
11
  GEM
11
12
  remote: https://rubygems.org/
12
13
  specs:
13
14
  ast (2.4.0)
14
- axiom-types (0.1.1)
15
- descendants_tracker (~> 0.0.4)
16
- ice_nine (~> 0.11.0)
17
- thread_safe (~> 0.3, >= 0.3.1)
18
- bump (0.8.0)
19
- codeclimate-engine-rb (0.4.1)
20
- virtus (~> 1.0)
21
- coderay (1.1.2)
22
- coercible (1.0.0)
23
- descendants_tracker (~> 0.0.1)
24
- descendants_tracker (0.0.4)
25
- thread_safe (~> 0.3, >= 0.3.1)
15
+ backport (1.1.2)
16
+ benchmark (0.1.0)
17
+ bump (0.9.0)
18
+ coderay (1.1.3)
26
19
  docile (1.3.2)
27
- dotenv (2.7.4)
28
- equalizer (0.0.11)
29
- eventmachine (1.2.7)
30
- faraday (0.15.4)
20
+ dotenv (2.7.5)
21
+ e2mmap (0.1.0)
22
+ event_emitter (0.2.6)
23
+ faraday (1.0.1)
31
24
  multipart-post (>= 1.2, < 3)
32
- faraday_middleware (0.13.1)
33
- faraday (>= 0.7.4, < 1.0)
34
- faye-websocket (0.10.9)
35
- eventmachine (>= 0.12.0)
36
- websocket-driver (>= 0.5.1)
37
- hashie (3.6.0)
38
- ice_nine (0.11.2)
39
- json (2.2.0)
25
+ faraday-detailed_logger (2.3.0)
26
+ faraday (>= 0.8, < 2)
27
+ faraday_middleware (1.0.0)
28
+ faraday (~> 1.0)
29
+ hashie (4.1.0)
30
+ io-console (0.5.6)
31
+ irb (1.2.4)
32
+ reline (>= 0.0.1)
33
+ jaro_winkler (1.5.4)
40
34
  kwalify (0.7.2)
41
- method_source (0.9.2)
42
- minitest (5.11.3)
35
+ maruku (0.7.3)
36
+ method_source (1.0.0)
37
+ mini_portile2 (2.4.0)
38
+ minitest (5.14.1)
43
39
  multipart-post (2.1.1)
44
- parser (2.6.3.0)
40
+ nokogiri (1.10.9)
41
+ mini_portile2 (~> 2.4.0)
42
+ parallel (1.19.1)
43
+ parser (2.7.1.3)
45
44
  ast (~> 2.4.0)
46
- pry (0.12.2)
47
- coderay (~> 1.1.0)
48
- method_source (~> 0.9.0)
49
- pry-doc (1.0.0)
45
+ pry (0.13.1)
46
+ coderay (~> 1.1)
47
+ method_source (~> 1.0)
48
+ pry-doc (1.1.0)
50
49
  pry (~> 0.11)
51
50
  yard (~> 0.9.11)
52
51
  psych (3.1.0)
53
52
  rainbow (3.0.0)
54
- rake (12.3.2)
55
- reek (5.4.0)
56
- codeclimate-engine-rb (~> 0.4.0)
53
+ rake (13.0.1)
54
+ reek (6.0.1)
57
55
  kwalify (~> 0.7.0)
58
- parser (>= 2.5.0.0, < 2.7, != 2.5.1.1)
56
+ parser (>= 2.5.0.0, < 2.8, != 2.5.1.1)
59
57
  psych (~> 3.1.0)
60
58
  rainbow (>= 2.0, < 4.0)
61
- simplecov (0.17.0)
59
+ regexp_parser (1.7.1)
60
+ reline (0.1.4)
61
+ io-console (~> 0.5)
62
+ reverse_markdown (2.0.0)
63
+ nokogiri
64
+ rexml (3.2.4)
65
+ rubocop (0.85.1)
66
+ parallel (~> 1.10)
67
+ parser (>= 2.7.0.1)
68
+ rainbow (>= 2.2.2, < 4.0)
69
+ regexp_parser (>= 1.7)
70
+ rexml
71
+ rubocop-ast (>= 0.0.3)
72
+ ruby-progressbar (~> 1.7)
73
+ unicode-display_width (>= 1.4.0, < 2.0)
74
+ rubocop-ast (0.0.3)
75
+ parser (>= 2.7.0.1)
76
+ ruby-progressbar (1.10.1)
77
+ simplecov (0.18.5)
62
78
  docile (~> 1.1)
63
- json (>= 1.8, < 3)
64
- simplecov-html (~> 0.10.0)
65
- simplecov-html (0.10.2)
66
- thread_safe (0.3.6)
67
- virtus (1.0.5)
68
- axiom-types (~> 0.1)
69
- coercible (~> 1.0)
70
- descendants_tracker (~> 0.0, >= 0.0.3)
71
- equalizer (~> 0.0, >= 0.0.9)
72
- websocket-driver (0.7.1)
73
- websocket-extensions (>= 0.1.0)
74
- websocket-extensions (0.1.4)
75
- yard (0.9.20)
79
+ simplecov-html (~> 0.11)
80
+ simplecov-html (0.12.2)
81
+ solargraph (0.39.8)
82
+ backport (~> 1.1)
83
+ benchmark
84
+ bundler (>= 1.17.2)
85
+ e2mmap
86
+ jaro_winkler (~> 1.5)
87
+ maruku (~> 0.7, >= 0.7.3)
88
+ nokogiri (~> 1.9, >= 1.9.1)
89
+ parser (~> 2.3)
90
+ reverse_markdown (>= 1.0.5, < 3)
91
+ rubocop (~> 0.52)
92
+ thor (~> 1.0)
93
+ tilt (~> 2.0)
94
+ yard (~> 0.9, >= 0.9.24)
95
+ thor (1.0.1)
96
+ tilt (2.0.10)
97
+ unicode-display_width (1.7.0)
98
+ websocket (1.2.8)
99
+ websocket-client-simple (0.3.0)
100
+ event_emitter
101
+ websocket
102
+ yard (0.9.25)
76
103
 
77
104
  PLATFORMS
78
105
  ruby
@@ -82,12 +109,15 @@ DEPENDENCIES
82
109
  bundler
83
110
  deribit-api!
84
111
  dotenv
112
+ irb
85
113
  minitest
86
114
  pry
87
115
  pry-doc
88
116
  rake
89
117
  reek
118
+ rubocop
90
119
  simplecov
120
+ solargraph
91
121
 
92
122
  BUNDLED WITH
93
- 2.0.2
123
+ 2.1.4
data/README.md CHANGED
@@ -8,7 +8,7 @@
8
8
  [![Yard Docs](https://img.shields.io/badge/yard-docs-blue.svg)](https://www.rubydoc.info/gems/deribit-api)
9
9
  [![License: MIT](https://img.shields.io/badge/license-MIT-blue.svg)](https://github.com/icostan/deribit-api-ruby/blob/master/LICENSE)
10
10
 
11
- Ruby library for [Deribit API](https://docs.deribit.com)
11
+ Idiomatic Ruby library for [Deribit API 2.0](https://docs.deribit.com)
12
12
 
13
13
  ## Installation
14
14
 
@@ -32,125 +32,112 @@ Or install it yourself as:
32
32
 
33
33
  ```ruby
34
34
  require 'deribit-api'
35
+
36
+ # for public data
37
+ client = Deribit::Client.new testnet: true, debug: true, raise_error: true
38
+
39
+ # pass KEY and SECRET to access private data
40
+ client = Deribit::Client.new key: 'KEY', secret: 'SECRET'
35
41
  ```
36
42
 
37
- Create a simple client to access public APIs
43
+ Get trades via HTTP APIs:
38
44
 
39
45
  ```ruby
40
- client = Deribit::Client.new
41
- trades = client.trades 'options', count: 3
46
+ trades = client.trades instrument_name: 'BTC-PERPETUAL', count: 3
42
47
  trades.first
43
- => #<Hashie::Mash amount=3.0 direction="buy" indexPrice=3817.31 instrument="BTC-29MAR19-4500-C" iv=60.33 price=0.016 quantity=3.0 tickDirection=0 timeStamp=1551274556589 tradeId=16055937 tradeSeq=712>
44
- trades.first.instrument
45
- => "BTC-29MAR19-4500-C"
48
+ => #<Hashie::Mash amount=770.0 direction="sell" index_price=7088.57 instrument_name="BTC-PERPETUAL" price=7088.5 tick_direction=3 timestamp=1587632258141 trade_id="73366505" trade_seq=45738005>
49
+ trades.first.instrument_name
50
+ => "BTC-PERPETUAL"
46
51
  ```
47
52
 
48
- Pass key and secret to access private APIs
53
+ Streaming trades via Websocket APIs:
49
54
 
50
55
  ```ruby
51
- client = Deribit::Client.new key: 'KEY', secret: 'SECRET'
52
- account = client.account
53
- => #<Hashie::Mash PNL=0.0 SRPL=0.0 SUPL=0.0 availableFunds=9.99995789 balance=9.99995789 currency="BTC" deltaTotal=0.0 depositAddress="2N6SU5Yjn7AfYcT89QyeeHvHyZoqTt2GLyi" equity=9.999957896 futuresPNL=0.0 futuresSRPL=0.0 futuresSUPL=0.0 initialMargin=0.0 maintenanceMargin=0.0 marginBalance=9.99995789 optionsD=0.0 optionsG=0.0 optionsPNL=0.0 optionsSRPL=0.0 optionsSUPL=0.0 optionsTh=0.0 optionsV=0.0 sessionFunding=0.0>
54
- account.equity
55
- => 9.999957896
56
+ client.trades(instrument_name: 'BTC-PERPETUAL') do |trade|
57
+ puts trade
58
+ end
59
+ => #<Hashie::Mash amount=10.0 direction="sell" index_price=7076.01 instrument_name="BTC-PERPETUAL" price=7076.0 tick_direction=3 timestamp=1587632546493 trade_id="73366877" trade_seq=45738278>
56
60
  ```
57
61
 
58
- ### Examples
59
-
60
- Fetch all tradable instruments:
62
+ Place a buy limit order:
61
63
 
62
64
  ```ruby
63
- instruments = client.instruments
64
- puts instruments.first
65
+ result = client.buy 'BTC-PERPETUAL', 10, price: 2500
66
+ => #<Hashie::Mash order=#<Hashie::Mash amount=10 api=true average_price=0.0 commission=0.0 creation_timestamp=1587644442494 direction="buy" filled_amount=0 instrument_name="BTC-PERPETUAL" is_liquidation=false label="" last_update_timestamp=1587644442494 max_show=10 order_id="3887469320" order_state="open" order_type="limit" post_only=false price=2500.0 profit_loss=0.0 reduce_only=false replaced=false time_in_force="good_til_cancelled" web=false> trades=#<Hashie::Array []>>
65
67
  ```
66
68
 
67
- Orderbook for BTCUSD perpetual instrument:
69
+ Direct access to any HTTP API endpoints: <https://docs.deribit.com/#market-data>
68
70
 
69
71
  ```ruby
70
- orderbook = client.orderbook 'BTC-PERPETUAL', depth: 3
71
- puts orderbook.asks.first
72
+ result = client.http.get '/public/ping'
73
+ => "pong"
72
74
  ```
73
75
 
74
- Orderbook streaming via websocket:
76
+ Direct access to any Websocket API channels: <https://docs.deribit.com/#subscriptions>
75
77
 
76
78
  ```ruby
77
- @client.orderbook 'ETH-PERPETUAL' do |orderbook|
78
- puts orderbook
79
+ client.websocket.subscribe 'user.portofolio.BTC' do |data|
80
+ puts data
79
81
  end
80
82
  ```
81
83
 
82
- Place a BTCUSD limit buy order 100 contracts @ 2500:
84
+ ### Examples
85
+
86
+ Fetch all tradable instruments:
83
87
 
84
88
  ```ruby
85
- response = client.buy 'BTC-PERPETUAL', 100, price: 2500
86
- puts response.order.state
89
+ instruments = client.instruments
90
+ instruments.first
91
+ => #<Hashie::Mash base_currency="BTC" contract_size=1.0 creation_timestamp=1587024008000 expiration_timestamp=1588320000000 instrument_name="BTC-1MAY20-6750-C" is_active=true kind="option" maker_commission=0.0004 min_trade_amount=0.1 option_type="call" quote_currency="USD" settlement_period="week" strike=6750.0 taker_commission=0.0004 tick_size=0.0005>
87
92
  ```
88
93
 
89
- Get last 10 option trades via HTTP:
94
+ Place a buy market order:
90
95
 
91
96
  ```ruby
92
- trades = client.trades 'options', count: 10
93
- puts trades.first
97
+ result = client.buy 'BTC-PERPETUAL', 10, type: :market
98
+ => #<Hashie::Mash order=#<Hashie::Mash amount=10 api=true average_price=7153.0 commission=1.05e-06 creation_timestamp=1587644532209 direction="buy" filled_amount=10 instrument_name="BTC-PERPETUAL" is_liquidation=false label="" last_update_timestamp=1587644532209 max_show=10 order_id="3887472638" order_state="filled" order_type="market" post_only=false price=7259.0 profit_loss=0.0 reduce_only=false replaced=false time_in_force="good_til_cancelled" web=false> trades=#<Hashie::Array [#<Hashie::Mash amount=10.0 direction="buy" fee=1.05e-06 fee_currency="BTC" index_price=7155.93 instrument_name="BTC-PERPETUAL" liquidity="T" matching_id=nil order_id="3887472638" order_type="market" post_only=false price=7153.0 reduce_only=false self_trade=false state="filled" tick_direction=1 timestamp=1587644532209 trade_id="45283496" trade_seq=27671015>]>>
94
99
  ```
95
100
 
96
- Stream ongoing trades via websocket:
101
+ Close a position:
102
+ ```ruby
103
+ result = client.close 'BTC-PERPETUAL'
104
+ => #<Hashie::Array [#<Hashie::Mash amount=10.0 direction="sell" fee=1.05e-06 fee_currency="BTC" index_price=7153.91 instrument_name="BTC-PERPETUAL" liquidity="T" matching_id=nil order_id="3887474840" order_type="market" post_only=false price=7148.0 reduce_only=true self_trade=false state="filled" tick_direction=2 timestamp=1587644595002 trade_id="45283521" trade_seq=27671036>]>
105
+ ```
106
+
107
+ Orderbook for BTCUSD perpetual instrument:
97
108
 
98
109
  ```ruby
99
- @client.trades do |trade|
100
- puts trade
110
+ orderbook = client.book instrument_name: 'BTC-PERPETUAL', depth: 3
111
+ puts orderbook.asks.first
112
+ ```
113
+
114
+ Orderbook streaming via websocket:
115
+
116
+ ```ruby
117
+ client.book instrument_name: 'ETH-PERPETUAL', group: 1, depth: 3 do |book|
118
+ puts book
101
119
  end
102
120
  ```
103
121
 
104
- Options trading summary:
122
+ Place a BTCUSD limit buy order 100 contracts @ 2500:
105
123
 
106
124
  ```ruby
107
- summaries = client.summary :options
108
- puts summaries.first
125
+ response = client.buy 'BTC-PERPETUAL', 100, price: 2500
126
+ puts response.order.state
109
127
  ```
110
128
 
111
- ## API Endpoints
112
-
113
- All endpoints marked with [X] are fully implemented and ready to use, see the features table below:
114
-
115
- API endpoints | Private? | HTTP API | Websocket API | FIX API |
116
- --------------|----------|----------|---------------|---------|
117
- Time || [X] | [X] ||
118
- Setheartbeat || N/A | [X] ||
119
- Cancelheartbeat || N/A | [X] ||
120
- Test || [X] | [X] ||
121
- Ping || [X] | [X] ||
122
- Instruments || [X] | [X] ||
123
- Currencies || [X] | [X] ||
124
- Index || [X] | [X] ||
125
- Orderbook || [X] | [X] ||
126
- Trades || [X] | [X] ||
127
- Summary || [X] | [X] ||
128
- Announcements || [X] | [X] ||
129
- Settlements || [X] | [X] ||
130
- Account | YES | [X] | [X] ||
131
- Buy | YES | [X] | [X] ||
132
- Sell | YES | [X] | [X] ||
133
- Edit | YES | [X] | [X] ||
134
- Cancel | YES | [X] | [X] ||
135
- Cancel all | YES | [X] | [X] ||
136
- Orders | YES | [X] | [X] ||
137
- Positions | YES | [X] | [X]||
138
- Orders history | YES | [X] | [X] ||
139
- Order | YES | [X] |[X]||
140
- Trades history | YES | [X] | [X] ||
141
- New announcements | YES | [X] | [X] ||
142
- Logout | YES | N/A | [X] ||
143
- Cancel on disconnect | YES | N/A | [X] ||
144
- Get email lang | YES | [X] | [X] ||
145
- Set email lang | YES | [X] | [X] ||
146
- Set announcements read | YES | [X] | [X] ||
147
- Settlements history | YES | [X] | [X] ||
148
- Subscribe | | N/A | ||
149
- Unsubscribe | | N/A | ||
129
+ Account info:
130
+
131
+ ```ruby
132
+ account = client.account
133
+ => #<Hashie::Mash available_funds=9.99958335 available_withdrawal_funds=9.99958335 balance=9.99958335 currency="BTC" delta_total=0.0 deposit_address="2N9KizxwYNrKgd22QfSz9zxT4EPR4uAsWYr" equity=9.99958335 futures_pl=0.0 futures_session_rpl=0.0 futures_session_upl=0.0 initial_margin=0.0 limits=#<Hashie::Mash matching_engine=2 matching_engine_burst=20 non_matching_engine=200 non_matching_engine_burst=300> maintenance_margin=0.0 margin_balance=9.99958335 options_delta=0.0 options_gamma=0.0 options_pl=0.0 options_session_rpl=0.0 options_session_upl=0.0 options_theta=0.0 options_value=0.0 options_vega=0.0 portfolio_margining_enabled=false session_funding=0.0 session_rpl=0.0 session_upl=0.0 total_pl=0.0>
134
+ account.equity
135
+ => 9.99958335
136
+ ```
150
137
 
151
138
  ## Development
152
139
 
153
- After checking out the repo, run `bin/setup` to install dependencies. Then, run `rake spec` to run the tests. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
140
+ 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.
154
141
 
155
142
  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).
156
143