deribit-api 0.1.5 → 2.0.0

checksums.yaml

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data/.travis.yml

@@ -3,8 +3,7 @@ sudo: false
 language: ruby
 cache: bundler
 rvm:
-  - 2.6.3
-  - 2.7.0
+  - 2.7
 
 env:
   global:
@@ -12,11 +11,14 @@ env:
 
 before_install:
   - gem install bundler
-  - curl -L https://codeclimate.com/downloads/test-reporter/test-reporter-latest-linux-amd64 > ./cc-test-reporter
-  - chmod +x ./cc-test-reporter
 
 before_script:
+  - curl -L https://codeclimate.com/downloads/test-reporter/test-reporter-latest-linux-amd64 > ./cc-test-reporter
+  - chmod +x ./cc-test-reporter
   - ./cc-test-reporter before-build
 
+script:
+  - bundle exec rake test
+
 after_script:
   - ./cc-test-reporter after-build --exit-code $TRAVIS_TEST_RESULT

data/CHANGELOG.md

@@ -5,6 +5,14 @@
 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).
 
+## [2.0.0] - 2020-04-23
+### Added
+- implementation for API 2.0
+### Changed
+- all tests
+### Removed
+- old 1.0 related code
+
 ## [0.1.5] - 2020-01-09
 ### Added
 - latest Ruby 2.7 in Travis

data/Gemfile

@@ -4,3 +4,6 @@ git_source(:github) {|repo_name| "https://github.com/#{repo_name}" }
 
 # Specify your gem's dependencies in deribit.gemspec
 gemspec
+
+# workaround to remove tons of warnings since RUBYOPT=-W0 env var seems to be ignored
+$VERBOSE=nil

data/Gemfile.lock

@@ -1,80 +1,100 @@
 PATH
   remote: .
   specs:
-    deribit-api (0.1.5)
+    deribit-api (2.0.0)
       faraday
       faraday-detailed_logger
       faraday_middleware
-      faye-websocket
       hashie
+      websocket-client-simple
 
 GEM
   remote: https://rubygems.org/
   specs:
     ast (2.4.0)
-    axiom-types (0.1.1)
-      descendants_tracker (~> 0.0.4)
-      ice_nine (~> 0.11.0)
-      thread_safe (~> 0.3, >= 0.3.1)
-    bump (0.8.0)
-    codeclimate-engine-rb (0.4.1)
-      virtus (~> 1.0)
+    backport (1.1.2)
+    benchmark (0.1.0)
+    bump (0.9.0)
     coderay (1.1.2)
-    coercible (1.0.0)
-      descendants_tracker (~> 0.0.1)
-    descendants_tracker (0.0.4)
-      thread_safe (~> 0.3, >= 0.3.1)
     docile (1.3.2)
     dotenv (2.7.5)
-    equalizer (0.0.11)
-    eventmachine (1.2.7)
-    faraday (0.17.3)
+    e2mmap (0.1.0)
+    event_emitter (0.2.6)
+    faraday (1.0.1)
       multipart-post (>= 1.2, < 3)
-    faraday-detailed_logger (2.2.0)
+    faraday-detailed_logger (2.3.0)
       faraday (>= 0.8, < 2)
-    faraday_middleware (0.13.1)
-      faraday (>= 0.7.4, < 1.0)
-    faye-websocket (0.10.9)
-      eventmachine (>= 0.12.0)
-      websocket-driver (>= 0.5.1)
-    hashie (4.0.0)
-    ice_nine (0.11.2)
-    json (2.3.0)
+    faraday_middleware (1.0.0)
+      faraday (~> 1.0)
+    hashie (4.1.0)
+    io-console (0.5.6)
+    irb (1.2.3)
+      reline (>= 0.0.1)
+    jaro_winkler (1.5.4)
     kwalify (0.7.2)
-    method_source (0.9.2)
-    minitest (5.13.0)
+    maruku (0.7.3)
+    method_source (1.0.0)
+    mini_portile2 (2.4.0)
+    minitest (5.14.0)
     multipart-post (2.1.1)
-    parser (2.6.5.0)
+    nokogiri (1.10.9)
+      mini_portile2 (~> 2.4.0)
+    parallel (1.19.1)
+    parser (2.7.1.1)
       ast (~> 2.4.0)
-    pry (0.12.2)
-      coderay (~> 1.1.0)
-      method_source (~> 0.9.0)
-    pry-doc (1.0.0)
+    pry (0.13.1)
+      coderay (~> 1.1)
+      method_source (~> 1.0)
+    pry-doc (1.1.0)
       pry (~> 0.11)
       yard (~> 0.9.11)
     psych (3.1.0)
     rainbow (3.0.0)
     rake (13.0.1)
-    reek (5.5.0)
-      codeclimate-engine-rb (~> 0.4.0)
+    reek (6.0.0)
       kwalify (~> 0.7.0)
-      parser (>= 2.5.0.0, < 2.7, != 2.5.1.1)
+      parser (>= 2.5.0.0, < 2.8, != 2.5.1.1)
       psych (~> 3.1.0)
       rainbow (>= 2.0, < 4.0)
-    simplecov (0.17.1)
+    reline (0.1.3)
+      io-console (~> 0.5)
+    reverse_markdown (1.4.0)
+      nokogiri
+    rexml (3.2.4)
+    rubocop (0.82.0)
+      jaro_winkler (~> 1.5.1)
+      parallel (~> 1.10)
+      parser (>= 2.7.0.1)
+      rainbow (>= 2.2.2, < 4.0)
+      rexml
+      ruby-progressbar (~> 1.7)
+      unicode-display_width (>= 1.4.0, < 2.0)
+    ruby-progressbar (1.10.1)
+    simplecov (0.18.5)
       docile (~> 1.1)
-      json (>= 1.8, < 3)
-      simplecov-html (~> 0.10.0)
-    simplecov-html (0.10.2)
-    thread_safe (0.3.6)
-    virtus (1.0.5)
-      axiom-types (~> 0.1)
-      coercible (~> 1.0)
-      descendants_tracker (~> 0.0, >= 0.0.3)
-      equalizer (~> 0.0, >= 0.0.9)
-    websocket-driver (0.7.1)
-      websocket-extensions (>= 0.1.0)
-    websocket-extensions (0.1.4)
+      simplecov-html (~> 0.11)
+    simplecov-html (0.12.2)
+    solargraph (0.38.6)
+      backport (~> 1.1)
+      benchmark
+      bundler (>= 1.17.2)
+      e2mmap
+      jaro_winkler (~> 1.5)
+      maruku (~> 0.7, >= 0.7.3)
+      nokogiri (~> 1.9, >= 1.9.1)
+      parser (~> 2.3)
+      reverse_markdown (~> 1.0, >= 1.0.5)
+      rubocop (~> 0.52)
+      thor (~> 1.0)
+      tilt (~> 2.0)
+      yard (~> 0.9)
+    thor (1.0.1)
+    tilt (2.0.10)
+    unicode-display_width (1.7.0)
+    websocket (1.2.8)
+    websocket-client-simple (0.3.0)
+      event_emitter
+      websocket
     yard (0.9.24)
 
 PLATFORMS
@@ -85,12 +105,15 @@ DEPENDENCIES
   bundler
   deribit-api!
   dotenv
+  irb
   minitest
   pry
   pry-doc
   rake
   reek
+  rubocop
   simplecov
+  solargraph
 
 BUNDLED WITH
    2.1.4

data/README.md

@@ -8,7 +8,7 @@
 [![Yard Docs](https://img.shields.io/badge/yard-docs-blue.svg)](https://www.rubydoc.info/gems/deribit-api)
 [![License: MIT](https://img.shields.io/badge/license-MIT-blue.svg)](https://github.com/icostan/deribit-api-ruby/blob/master/LICENSE)
 
-Ruby library for [Deribit API](https://docs.deribit.com)
+Idiomatic Ruby library for [Deribit API 2.0](https://docs.deribit.com)
 
 ## Installation
 
@@ -32,125 +32,112 @@ Or install it yourself as:
 
 ```ruby
 require 'deribit-api'
+
+# for public data
+client = Deribit::Client.new testnet: true, debug: true
+
+# pass KEY and SECRET to access private data
+client = Deribit::Client.new key: 'KEY', secret: 'SECRET'
 ```
 
-Create a simple client to access public APIs
+Get trades via HTTP APIs:
 
 ```ruby
-client = Deribit::Client.new
-trades = client.trades 'options', count: 3
+trades = client.trades instrument_name: 'BTC-PERPETUAL', count: 3
 trades.first
-  => #<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>
-trades.first.instrument
-  => "BTC-29MAR19-4500-C"
+=> #<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>
+trades.first.instrument_name
+=> "BTC-PERPETUAL"
 ```
 
-Pass key and secret to access private APIs
+Streaming trades via Websocket APIs:
 
 ```ruby
-client = Deribit::Client.new key: 'KEY', secret: 'SECRET'
-account = client.account
- => #<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>
-account.equity
-  => 9.999957896
+client.trades(instrument_name: 'BTC-PERPETUAL') do |trade|
+	puts trade
+end
+=> #<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>
 ```
 
-### Examples
-
-Fetch all tradable instruments:
+Place a buy limit order:
 
 ```ruby
-instruments = client.instruments
-puts instruments.first
+result = client.buy 'BTC-PERPETUAL', 10, price: 2500
+=> #<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 []>>
 ```
 
-Orderbook for BTCUSD perpetual instrument:
+Access generic HTTP API endpoints: <https://docs.deribit.com/#market-data>
 
 ```ruby
-orderbook = client.orderbook 'BTC-PERPETUAL', depth: 3
-puts orderbook.asks.first
+result = client.http.get '/public/ping'
+=> "pong"
 ```
 
-Orderbook streaming via websocket:
+Access generic Websocket API channels: <https://docs.deribit.com/#subscriptions>
 
 ```ruby
-@client.orderbook 'ETH-PERPETUAL' do |orderbook|
-  puts orderbook
+client.websocket.subscribe 'user.portofolio.BTC' do |data|
+	puts data
 end
 ```
 
- Place a BTCUSD limit buy order 100 contracts @ 2500:
+### Examples
+
+Fetch all tradable instruments:
 
 ```ruby
-response = client.buy 'BTC-PERPETUAL', 100, price: 2500
-puts response.order.state
+instruments = client.instruments
+instruments.first
+=> #<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>
 ```
 
-Get last 10 option trades via HTTP:
+Place a buy market order:
 
 ```ruby
-trades = client.trades 'options', count: 10
-puts trades.first
+result = client.buy 'BTC-PERPETUAL', 10, type: :market
+=> #<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>]>>
 ```
 
-Stream ongoing trades via websocket:
+Close a position:
+```ruby
+result = client.close 'BTC-PERPETUAL'
+=> #<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>]>
+```
+
+Orderbook for BTCUSD perpetual instrument:
 
 ```ruby
-@client.trades do |trade|
- puts trade
+orderbook = client.book instrument_name: 'BTC-PERPETUAL', depth: 3
+puts orderbook.asks.first
+```
+
+Orderbook streaming via websocket:
+
+```ruby
+client.book instrument_name: 'ETH-PERPETUAL', group: 1, depth: 3 do |book|
+  puts book
 end
 ```
 
-Options trading summary:
+ Place a BTCUSD limit buy order 100 contracts @ 2500:
 
 ```ruby
-summaries = client.summary :options
-puts summaries.first
+response = client.buy 'BTC-PERPETUAL', 100, price: 2500
+puts response.order.state
 ```
 
-## API Endpoints
-
-All endpoints marked with [X] are fully implemented and ready to use, see the features table below:
-
-API endpoints | Private? | HTTP API | Websocket API | FIX API |
---------------|----------|----------|---------------|---------|
-Time || [X] | [X] ||
-Setheartbeat || N/A | [X] ||
-Cancelheartbeat || N/A | [X] ||
-Test || [X] | [X] ||
-Ping || [X] | [X] ||
-Instruments || [X] | [X] ||
-Currencies || [X] | [X] ||
-Index || [X] | [X] ||
-Orderbook || [X] | [X] ||
-Trades || [X] | [X] ||
-Summary || [X] | [X] ||
-Announcements || [X] | [X] ||
-Settlements || [X] | [X] ||
-Account | YES | [X] | [X] ||
-Buy | YES | [X] | [X] ||
-Sell | YES | [X] | [X] ||
-Edit | YES | [X] | [X] ||
-Cancel | YES | [X] | [X] ||
-Cancel all | YES | [X] | [X] ||
-Orders | YES | [X] | [X] ||
-Positions | YES | [X] | [X]||
-Orders history | YES | [X] | [X] ||
-Order | YES | [X] |[X]||
-Trades history | YES | [X] | [X] ||
-New announcements | YES | [X] | [X] ||
-Logout | YES | N/A | [X] ||
-Cancel on disconnect | YES | N/A | [X] ||
-Get email lang | YES | [X] | [X] ||
-Set email lang | YES | [X] | [X] ||
-Set announcements read | YES | [X] | [X] ||
-Settlements history | YES | [X] | [X] ||
-Subscribe | | N/A |  ||
-Unsubscribe | | N/A |  ||
+Account  info:
+
+```ruby
+account = client.account
+=> #<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>
+account.equity
+=> 9.99958335
+```
 
 ## Development
 
-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.
+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.
 
 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).
 

data/TODOs.org

@@ -1,4 +1,8 @@
 * Tasks                                                             :DERIBIT:
+  :PROPERTIES:
+  :CATEGORY: deribit
+  :CREATED:  20200309
+  :END:
 ** DONE Initial deribit gem release
    CLOSED: [2019-01-04 Fri] SCHEDULED: <2019-01-04 Fri>
 ** DONE public HTTP API
@@ -31,11 +35,13 @@
 ** research async websocket implementation
 ** cleanup 'params' for both http and websocket
 ** update buy/sell endpoints with new params
+** DONE initial 2.0 API implementaion
 ** TODO deribit-api-ruby maintenance
-   SCHEDULED: <2020-04-09 Thu +3m>
+   SCHEDULED: <2020-05-09 Sat +1m>
    :PROPERTIES:
-   :LAST_REPEAT: [2020-01-09 Thu 18:00]
+   :LAST_REPEAT: [2020-04-23 Thu 13:25]
    :END:
+   - State "DONE"       from "TODO"       [2020-04-23 Thu 13:25]
    - State "DONE"       from "TODO"       [2020-01-09 Thu 18:00]
    - State "DONE"       from "TODO"       [2019-10-21 Mon 14:43]
    - State "DONE"       from "TODO"       [2019-07-02 Tue 13:01]

data/bin/auth.sh

@@ -0,0 +1,18 @@
+#!/usr/bin/env sh
+
+source .env
+
+ClientId=$API_KEY
+ClientSecret=$API_SECRET
+Timestamp=$( date +%s000 )
+Nonce=$( cat /dev/urandom | tr -dc 'a-z0-9' | head -c8 )
+URI="/api/v2/private/get_account_summary?currency=BTC"
+HttpMethod=GET
+Body=""
+
+Data="${Timestamp}\n${Nonce}\n${HttpMethod}\n${URI}\n${Body}\n"
+echo $Data
+Signature=$( echo -ne $Data | openssl sha256 -r -hmac "$ClientSecret" | cut -f1 -d' ' )
+echo $Signature
+
+curl -s -X ${HttpMethod} -H "Authorization: deri-hmac-sha256 id=${ClientId},ts=${Timestamp},nonce=${Nonce},sig=${Signature}" "https://test.deribit.com${URI}"