deribit-api 0.1.5 → 2.0.0

data/lib/deribit/http.rb

@@ -1,32 +1,33 @@
 module Deribit
   # HTTP API
+  # @author Iulian Costan (deribit-api@iuliancostan.com)
   # @see https://docs.deribit.com/api-http.html
   class Http
     def initialize(host, key: nil, secret: nil, debug: false)
-      url = 'https://' + host
-      @connection = Faraday::Connection.new(url: url) do |f|
+      @connection = Faraday::Connection.new(url: http_url(host)) do |f|
         f.request :json
+        f.use Deribit::Authentication, key, secret
         f.response :mashify
         f.response :json
-        f.use Deribit::Authentication, key, secret
+        f.use Faraday::Response::RaiseError
         f.response :detailed_logger if debug
         f.adapter Faraday.default_adapter
       end
     end
 
-    def get(action, params: {}, raw_body: false, auth: false)
-      response = @connection.get path(action, auth), params
+    def get(uri, params = {})
+      response = @connection.get path(uri), params
 
       # TODO: move to middleware
-      raise response.message unless response.success?
-      raise response.body.message unless response.body.success
+      # raise response.error unless response.error
+      # raise response.body.message unless response.body.success
 
       body = response.body
-      raw_body ? body : body.result
+      body.result
     end
 
-    def post(action, params)
-      response = @connection.post path(action, true), params
+    def post(uri, params)
+      response = @connection.post path(uri), params
 
       # TODO: move to middleware
       raise response.message unless response.success?
@@ -37,9 +38,15 @@ module Deribit
 
     private
 
-    def path(action, auth = false)
-      access = auth ? 'private' : 'public'
-      "/api/v1/#{access}/#{action}"
+    def path(uri)
+      path = '/api/v2'
+      path += '/' unless uri.start_with? '/'
+      path += uri
+      path
+    end
+
+    def http_url(host)
+      'https://' + host
     end
   end
 end

data/lib/deribit/naming.rb

@@ -0,0 +1,82 @@
+# frozen_string_literal: true
+
+module Naming
+  def self.trades_channel(options)
+    private = options.delete :private
+    trades = private ? 'user.trades' : 'trades'
+    channel trades, options
+  end
+
+  def self.trades_uri(options)
+    private = options.delete :private
+    uri = private ? 'private/get_user_trades' : 'public/get_last_trades'
+    uri += options[:instrument_name] ? '_by_instrument' : '_by_currency'
+    uri += options[:end_timestamp] ? '_and_time' : ''
+    uri
+  end
+
+  def self.book_channel(options)
+    'book' + for_instrument(options) + with_group_and_depth(options) + with_interval(options)
+  end
+
+  def self.channel(prefix, options)
+    prefix + channel_suffix(options)
+  end
+
+  def self.channel_for_instrument(prefix, options)
+    prefix + for_instrument(options)
+  end
+
+  def self.instrument_with_interval(prefix, options)
+    prefix + for_instrument(options) + with_interval(options)
+  end
+
+  def self.cancel_uri(options)
+    "/private/cancel_all" + by_instrument(options) + by_currency(options)
+  end
+
+  private
+
+  def self.by_instrument(options)
+    options[:instrument_name] ? '_by_instrument' : ''
+  end
+
+  def self.by_currency(options)
+    options[:currency] ? '_by_currency' : ''
+  end
+
+  def self.for_instrument(options)
+    raise 'instrument_name param is required' unless options[:instrument_name]
+
+    ".#{options[:instrument_name]}"
+  end
+
+  def self.with_interval(options)
+    interval = options[:interval] || '100ms'
+    ".#{interval}"
+  end
+
+  def self.with_group_and_depth(options)
+    if options[:group] || options[:depth]
+      group = options[:group] || '5'
+      depth = options[:depth] || '10'
+      ".#{group}.#{depth}"
+    else
+      ''
+    end
+  end
+
+  def self.channel_suffix(options)
+    currency = options[:currency]
+    instrument_name = options[:instrument_name]
+    kind = options[:kind] || 'any'
+    interval = options[:interval] || 'raw'
+    if instrument_name
+      ".#{instrument_name}.#{interval}"
+    elsif currency
+      ".#{kind}.#{currency}.#{interval}"
+    else
+      raise 'invalid args'
+    end
+  end
+end

data/lib/deribit/version.rb

@@ -1,3 +1,3 @@
 module Deribit
-  VERSION = '0.1.5'
+  VERSION = '2.0.0'
 end

data/lib/deribit/websocket.rb

@@ -1,8 +1,11 @@
+# frozen_string_literal: true
+
 module Deribit
   # Websocket API
-  # @see https://docs.deribit.com/api-websocket.html
+  # @author Iulian Costan (deribit-api@iuliancostan.com)
+  # @see https://docs.deribit.com/#subscriptions
   class Websocket
-    attr_reader :host, :key, :secret
+    attr_reader :host, :key, :secret, :access_token, :callbacks
 
     # Create new websocket instance
     # @param host [String] the underlying host to connect to
@@ -14,6 +17,7 @@ module Deribit
       @key = key
       @secret = secret
       @callbacks = {}
+      @ws = nil
     end
 
     # Subscribe to a specific topic and optionally filter by symbol
@@ -21,85 +25,100 @@ module Deribit
     # @param params [Hash] the arguments for subscription
     # @yield [Array] data payload
     def subscribe(topic, params: {}, &callback)
-      raise 'callback block is required' unless block_given?
-
-      EM.run do
-        connect
+      raise 'block is required' unless block_given?
 
-        # request id
-        id = Time.now.to_i
-        @callbacks[id] = callback
+      # connect on demand
+      @ws = connect unless connected?
+      raise 'websocket is closed' unless @ws.open?
 
-        # request action
-        auth = params.delete :auth
-        uri = auth ? 'private' : 'public'
-        action = "/api/v1/#{uri}/#{topic}"
+      # save callback handler
+      @callbacks[topic.to_s] = callback
 
-        payload = { id: id, action: action, arguments: params }
-        payload[:sig] = signature id, action, params if auth
+      # authorize if needed
+      authorize if authorization_required?(topic)
 
-        @faye.send payload.to_json.to_s
-      end
+      # subscription request
+      payload = {
+        jsonrpc: '2.0',
+        method: 'public/subscribe',
+        id: rand(9999),
+        params: { channels: [topic] }
+      }
+      @ws.send payload.to_json.to_s
     end
 
-    # Stop websocket listener
-    def stop
-      EM.stop_event_loop
+    def authorized?
+      !access_token.nil?
     end
 
     private
 
-    def signature(nonce, action, params)
-      payload = {
-        _: nonce,
-        _ackey: @key,
-        _acsec: @secret,
-        _action: action
-      }
-      payload.merge! params
-      # query = env['url'].query
+    def connected?
+      !@ws.nil?
+    end
 
-      Deribit.signature @key, nonce, payload, nil
+    def authorization_required?(topic)
+      topic.include? 'user'
     end
 
-    def websocket_url
-      "wss://#{host}/ws/api/v1/"
+    def authorize
+      timestamp = Time.now.utc.to_i * 1000
+      nonce = rand(999_999).to_s
+      signature = Deribit.signature timestamp, nonce, '', @secret
+      payload = {
+        jsonrpc: '2.0',
+        method: 'public/auth',
+        id: 'auth',
+        params: {
+          grant_type: :client_signature,
+          client_id: @key,
+          timestamp: timestamp,
+          nonce: nonce,
+          data: '',
+          signature: signature
+        }
+      }
+      @callbacks['auth'] = lambda do |result|
+        @access_token = result['access_token']
+      end
+      @ws.send payload.to_json.to_s
     end
 
-    def headers
-      {}
+    def websocket_url
+      "wss://#{host}/ws/api/v2"
     end
 
     def connect
-      @result = nil
-      @faye = Faye::WebSocket::Client.new websocket_url, [], headers: headers
-      @faye.on :open do |_event|
-        # puts [:open, event.data]
+      websocket = self
+      ws = WebSocket::Client::Simple.connect websocket_url
+      ws.on :open do |event|
+        # puts [:open, event]
       end
-      @faye.on :error do |event|
-        raise event.message
+      ws.on :error do |event|
+        # puts [:error, event.inspect]
       end
-      @faye.on :close do |_event|
+      ws.on :close do |event|
         # puts [:close, event.reason]
-        @faye = nil
+        ws = nil
       end
-      @faye.on :message do |event|
+      ws.on :message do |event|
         json = JSON.parse event.data
-        id = json['id']
-        data = json['result'] || json['message']
-
-        callback = @callbacks[id]
-        # TODO: rewrite this part
-        if callback && data
-          data = [data] unless data.is_a? Array
-          data.each do |payload|
-            payload = Hashie::Mash.new payload if payload.is_a? Hash
-            @result = callback.yield payload, @result
+        if json['method'] == 'subscription'
+          id = json['params']['channel']
+          data = json['params']['data']
+          callback = websocket.callbacks[id]
+          data = [data] if data.is_a? Hash
+          data.each do |datum|
+            @result = callback.yield Hashie::Mash.new(datum)
           end
         else
-          puts "==> #{event.data}"
+          id = json['id']
+          callback = websocket.callbacks[id]
+          callback&.yield json['result']
         end
       end
+      until ws.open? do sleep 1 end # wait for opening
+      ws
     end
   end
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: deribit-api
 version: !ruby/object:Gem::Version
-  version: 0.1.5
+  version: 2.0.0
 platform: ruby
 authors:
 - Iulian Costan
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2020-01-09 00:00:00.000000000 Z
+date: 2020-04-23 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: faraday
@@ -39,7 +39,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: hashie
+  name: faraday-detailed_logger
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -53,7 +53,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: faye-websocket
+  name: websocket-client-simple
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -67,7 +67,7 @@ dependencies:
       - !ruby/object:Gem::Version
         version: '0'
 - !ruby/object:Gem::Dependency
-  name: faraday-detailed_logger
+  name: hashie
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
@@ -206,9 +206,51 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
-description: Ruby library for Deribit API
+- !ruby/object:Gem::Dependency
+  name: rubocop
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: solargraph
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: irb
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+description: Idiomatic Ruby library for Deribit API 2.0
 email:
-- iulian.costan@gmail.com
+- deribit-api@iuliancostan.com
 executables: []
 extensions: []
 extra_rdoc_files: []
@@ -223,14 +265,19 @@ files:
 - README.md
 - Rakefile
 - TODOs.org
+- bin/auth.sh
 - bin/console
 - bin/setup
+- bin/trades.py
+- bin/trades.rb
+- bin/whales-watching.rb
 - deribit.gemspec
 - lib/deribit-api.rb
 - lib/deribit.rb
 - lib/deribit/authentication.rb
 - lib/deribit/client.rb
 - lib/deribit/http.rb
+- lib/deribit/naming.rb
 - lib/deribit/version.rb
 - lib/deribit/websocket.rb
 homepage: https://github.com/icostan/deribit-api-ruby
@@ -258,5 +305,5 @@ requirements: []
 rubygems_version: 3.1.2
 signing_key: 
 specification_version: 4
-summary: Ruby library for Deribit API
+summary: Idiomatic Ruby library for Deribit API 2.0
 test_files: []