deribit-api 2.0.0 → 2.0.1

checksums.yaml

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data/CHANGELOG.md

@@ -5,6 +5,15 @@
 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).
 
+## [2.0.1] - 2020-05-13
+### Added
+- client#orders supports filtering by both currency and instrument name
+- customisable *raise_error* param
+### Changed
+- update all gems
+- rdocs for all client#* methods
+- fix namespace for Naming module
+
 ## [2.0.0] - 2020-04-23
 ### Added
 - implementation for API 2.0

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    deribit-api (2.0.0)
+    deribit-api (2.0.1)
       faraday
       faraday-detailed_logger
       faraday_middleware
@@ -28,7 +28,7 @@ GEM
       faraday (~> 1.0)
     hashie (4.1.0)
     io-console (0.5.6)
-    irb (1.2.3)
+    irb (1.2.4)
       reline (>= 0.0.1)
     jaro_winkler (1.5.4)
     kwalify (0.7.2)
@@ -40,7 +40,7 @@ GEM
     nokogiri (1.10.9)
       mini_portile2 (~> 2.4.0)
     parallel (1.19.1)
-    parser (2.7.1.1)
+    parser (2.7.1.2)
       ast (~> 2.4.0)
     pry (0.13.1)
       coderay (~> 1.1)
@@ -56,13 +56,12 @@ GEM
       parser (>= 2.5.0.0, < 2.8, != 2.5.1.1)
       psych (~> 3.1.0)
       rainbow (>= 2.0, < 4.0)
-    reline (0.1.3)
+    reline (0.1.4)
       io-console (~> 0.5)
     reverse_markdown (1.4.0)
       nokogiri
     rexml (3.2.4)
-    rubocop (0.82.0)
-      jaro_winkler (~> 1.5.1)
+    rubocop (0.83.0)
       parallel (~> 1.10)
       parser (>= 2.7.0.1)
       rainbow (>= 2.2.2, < 4.0)
@@ -74,7 +73,7 @@ GEM
       docile (~> 1.1)
       simplecov-html (~> 0.11)
     simplecov-html (0.12.2)
-    solargraph (0.38.6)
+    solargraph (0.39.7)
       backport (~> 1.1)
       benchmark
       bundler (>= 1.17.2)
@@ -87,7 +86,7 @@ GEM
       rubocop (~> 0.52)
       thor (~> 1.0)
       tilt (~> 2.0)
-      yard (~> 0.9)
+      yard (~> 0.9, >= 0.9.24)
     thor (1.0.1)
     tilt (2.0.10)
     unicode-display_width (1.7.0)
@@ -95,7 +94,7 @@ GEM
     websocket-client-simple (0.3.0)
       event_emitter
       websocket
-    yard (0.9.24)
+    yard (0.9.25)
 
 PLATFORMS
   ruby

data/README.md

@@ -34,7 +34,7 @@ Or install it yourself as:
 require 'deribit-api'
 
 # for public data
-client = Deribit::Client.new testnet: true, debug: true
+client = Deribit::Client.new testnet: true, debug: true, raise_error: true
 
 # pass KEY and SECRET to access private data
 client = Deribit::Client.new key: 'KEY', secret: 'SECRET'
@@ -66,14 +66,14 @@ 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 []>>
 ```
 
-Access generic HTTP API endpoints: <https://docs.deribit.com/#market-data>
+Direct access to any HTTP API endpoints: <https://docs.deribit.com/#market-data>
 
 ```ruby
 result = client.http.get '/public/ping'
 => "pong"
 ```
 
-Access generic Websocket API channels: <https://docs.deribit.com/#subscriptions>
+Direct access to any Websocket API channels: <https://docs.deribit.com/#subscriptions>
 
 ```ruby
 client.websocket.subscribe 'user.portofolio.BTC' do |data|

data/TODOs.org

@@ -1,3 +1,4 @@
+#+TODO: TODO | DONE FAIL N/A
 * Tasks                                                             :DERIBIT:
   :PROPERTIES:
   :CATEGORY: deribit
@@ -28,19 +29,21 @@
    CLOCK: [2019-04-17 Wed 17:55]--[2019-04-17 Wed 18:26] =>  0:31
    CLOCK: [2019-04-16 Tue 12:23]--[2019-04-16 Tue 18:16] =>  5:53
    :END:
-** response middleware
+** N/A response middleware
 ** check key/secret present for private endpoints
 ** DONE fix trade history
    CLOSED: [2019-04-23 Tue 15:17]
-** research async websocket implementation
+** DONE research async websocket implementation
 ** cleanup 'params' for both http and websocket
-** update buy/sell endpoints with new params
+** DONE update buy/sell endpoints with new params
 ** DONE initial 2.0 API implementaion
+** refactor Naming module
 ** TODO deribit-api-ruby maintenance
-   SCHEDULED: <2020-05-09 Sat +1m>
+   SCHEDULED: <2020-06-09 Tue +3m>
    :PROPERTIES:
-   :LAST_REPEAT: [2020-04-23 Thu 13:25]
+   :LAST_REPEAT: [2020-05-13 Wed 14:14]
    :END:
+   - State "DONE"       from "TODO"       [2020-05-13 Wed 14:14]
    - 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]

data/lib/deribit/authentication.rb

@@ -3,6 +3,7 @@ require 'digest'
 
 module Deribit
   # Deribit authentication implemented as Faraday middleware
+  # @author Iulian Costan (deribit-api@iuliancostan.com)
   # @see https://docs.deribit.com/#authentication
   class Authentication < Faraday::Middleware
     def initialize(app, key, secret)
@@ -22,7 +23,7 @@ module Deribit
       @app.call env
     end
 
-    # Authorization: deri-hmac-sha256 id=ClientId,ts=Timestamp,sig=Signature,nonce=Nonce
+    # @return the HTTP header: "Authorization: deri-hmac-sha256 id=ClientId,ts=Timestamp,sig=Signature,nonce=Nonce"
     def header(env, timestamp, nonce)
       signature = Deribit.http_signature env, timestamp, nonce, @secret
       "deri-hmac-sha256 id=#{@key},ts=#{timestamp},sig=#{signature},nonce=#{nonce}"

data/lib/deribit/client.rb

@@ -1,9 +1,10 @@
 # frozen_string_literal: true
 
 module Deribit
-  TESTNET_HOST = 'test.deribit.com'
-  MAINNET_HOST = 'www.deribit.com'
+  TESTNET_HOST = 'test.deribit.com'.freeze
+  MAINNET_HOST = 'www.deribit.com'.freeze
 
+  # Deribit API 2.0 client implementation
   # @author Iulian Costan (deribit-api@iuliancostan.com)
   class Client
     attr_reader :http, :websocket
@@ -35,7 +36,7 @@ module Deribit
 
     # Retrieves all cryptocurrencies supported by the API.
     # @return [Array] the list of cryptocurrencies
-    # @see https://docs.deribit.com/rpc-endpoints.html#getcurrencies
+    # @see https://docs.deribit.com/#public-get_currencies
     def currencies
       http.get '/public/get_currencies'
     end
@@ -44,7 +45,7 @@ module Deribit
     # @param options [Hash]
     # @option options [String] :currency the currency to get instruments for
     # @return [Hashie::Mash] index price for BTC-USD instrument
-    # @see https://docs.deribit.com/rpc-endpoints.html#index
+    # @see https://docs.deribit.com/#public-get_index
     def index(options = { currency: 'BTC' })
       unless options[:currency]
         raise ArgumentError, 'currency argument is required'
@@ -167,7 +168,7 @@ module Deribit
     # @param ext [Boolean] Requests additional fields
     # @return [Hashie::Mash] the account details
     # @yield [Hashie::Mash] the account details
-    # @see https://docs.deribit.com/rpc-endpoints.html#account
+    # @see https://docs.deribit.com/#private-get_account_summary
     def account(currency: 'BTC', ext: false)
       if block_given?
         raise Deribit::NotImplementedError, 'not implemented'
@@ -179,7 +180,7 @@ module Deribit
     # Places a buy order for an instrument.
     # @param instrument_name [String] Name of the instrument to buy
     # @param amount [Integer] The number of contracts to buy
-    # @!macro deribit.options
+    # @!macro deribit.buy_sell_options
     #   @param options [Hash] more options for the order
     #   @option options [String] :type (limit) The order type, possible types: "limit", "stop_limit", "market", "stop_market"
     #   @option options [String] :label user defined label for the order (maximum 32 characters)
@@ -203,7 +204,7 @@ module Deribit
     # Places a sell order for an instrument.
     # @param instrument_name [String] Name of the instrument to sell
     # @param amount [Integer] The number of contracts to buy
-    # @!macro deribit.options
+    # @!macro deribit.buy_sell_options
     # @return [Hashie::Mash] the details of new order
     # @see https://docs.deribit.com/#private-sell
     def sell(instrument_name, amount, options = {})
@@ -267,7 +268,7 @@ module Deribit
     # Best bid/ask price and size.
     # @param options [Hash]
     # @option options [String] :instrument_name (BTC-PERPETUAL) Instrument to return open orders for
-    # @see https://docs.deribit.com/?shell#quote-instrument_name
+    # @see https://docs.deribit.com/#quote-instrument_name
     def quote(options = { instrument_name: 'BTC-PERPETUAL' }, &blk)
       unless block_given?
         raise 'block is missing, HTTP-RPC not supported for this endpoint'
@@ -281,7 +282,7 @@ module Deribit
     # @param options [Hash]
     # @option options [String] :instrument_name (BTC-PERPETUAL) Instrument to return open orders for
     # @option options [String] :interval (raw) Frequency of notifications: raw, 100ms
-    # @see https://docs.deribit.com/?shell#ticker-instrument_name-interval
+    # @see https://docs.deribit.com/#ticker-instrument_name-interval
     def ticker(options = { instrument_name: 'BTC-PERPETUAL' }, &blk)
       if block_given?
         channel = Naming.channel 'ticker', options
@@ -293,19 +294,24 @@ module Deribit
 
     # Retrieves open orders.
     # @param options [Hash]
-    # @option options [String] :instrument_name (BTC-PERPETUAL) Instrument to return open orders for
-    # @option options [string] :kind  (any) Instrument kind, future, option or any
-    # @option options [String] :currency (any) The currency symbol, BTC, ETH, any
+    # @option options [String] :instrument_name Instrument to return open orders for
+    # @option options [String] :currency The currency symbol, BTC, ETH, any
+    # @option options [string] :kind (any) Instrument kind, future, option or any
+    # @option options [string] :type (all) Order type: all, limit, stop_all, stop_limit, stop_market
     # @option options [String] :interval (raw) Frequency of notifications: raw, 100ms
     # @return [Array] the list of open orders
     # @yield [Hashie::Mash] the order
-    # @see https://docs.deribit.com/rpc-endpoints.html#getopenorders
-    def orders(options = { instrument_name: 'BTC-PERPETUAL' }, &blk)
+    # @see https://docs.deribit.com/#private-get_open_orders_by_currency
+    # @see https://docs.deribit.com/#private-get_open_orders_by_instrument
+    def orders(options, &blk)
+      raise ArgumentError, 'either :instrument_name or :currency is required' unless options[:instrument_name] || options[:currency]
+
       if block_given?
         channel = Naming.channel 'user.orders', options
         websocket.subscribe channel, params: options, &blk
       else
-        http.get '/private/get_open_orders_by_instrument', options
+        uri = Naming.orders_uri options
+        http.get uri, options
       end
     end
 
@@ -314,23 +320,9 @@ module Deribit
     # @option options [String] :currency (any) The currency symbol, BTC, ETH
     # @option options [string] :kind  (any) Instrument kind, future, option
     # @return [Array] the list of positions
-    # @see https://docs.deribit.com/rpc-endpoints.html#positions
+    # @see https://docs.deribit.com/#private-get_positions
     def positions(options = { currency: 'BTC' })
       http.get '/private/get_positions', options
     end
-
-    # Retrieve order details state by order id.
-    # @param order_id [String] the ID of the order to be retrieved
-    # @return [Hashie::Mash] the details of the order
-    # @yield [Hashie::Mash] the details of the order
-    # see https://docs.deribit.com/rpc-endpoints.html#orderstate
-    # def order(order_id, &blk)
-    #   params = { orderId: order_id, auth: true }
-    #   if block_given?
-    #     websocket.subscribe :orderstate, params: params, &blk
-    #   else
-    #     http.get :orderstate, auth: true, params: params
-    #   end
-    # end
   end
 end

data/lib/deribit/http.rb

@@ -1,15 +1,15 @@
 module Deribit
-  # HTTP API
+  # HTTP API adapter
   # @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)
+    def initialize(host, key: nil, secret: nil, debug: false, raise_error: true)
       @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 Faraday::Response::RaiseError
+        f.use Faraday::Response::RaiseError if raise_error
         f.response :detailed_logger if debug
         f.adapter Faraday.default_adapter
       end

data/lib/deribit/naming.rb

@@ -1,82 +1,88 @@
 # frozen_string_literal: true
 
-module Naming
-  def self.trades_channel(options)
-    private = options.delete :private
-    trades = private ? 'user.trades' : 'trades'
-    channel trades, options
-  end
+module Deribit
+  # @author Iulian Costan (deribit-api@iuliancostan.com)
+  # TODO: refactor and clean this up
+  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.trades_uri(options)
+      private = options.delete :private
+      uri = private ? 'private/get_user_trades' : 'public/get_last_trades'
+      uri += by_instrument(options) + by_currency(options)
+      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.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(prefix, options)
+      prefix + channel_suffix(options)
+    end
 
-  def self.channel_for_instrument(prefix, options)
-    prefix + for_instrument(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.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
+    def self.cancel_uri(options)
+      '/private/cancel_all' + by_instrument(options) + by_currency(options)
+    end
 
-  private
+    def self.orders_uri(options)
+      '/private/get_open_orders' + by_instrument(options) + by_currency(options)
+    end
 
-  def self.by_instrument(options)
-    options[:instrument_name] ? '_by_instrument' : ''
-  end
+    def self.by_instrument(options)
+      options[:instrument_name] ? '_by_instrument' : ''
+    end
 
-  def self.by_currency(options)
-    options[:currency] ? '_by_currency' : ''
-  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]
+    def self.for_instrument(options)
+      raise 'instrument_name param is required' unless options[:instrument_name]
 
-    ".#{options[:instrument_name]}"
-  end
+      ".#{options[:instrument_name]}"
+    end
 
-  def self.with_interval(options)
-    interval = options[:interval] || '100ms'
-    ".#{interval}"
-  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
-      ''
+    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
-  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'
+    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
 end

data/lib/deribit/version.rb

@@ -1,3 +1,3 @@
 module Deribit
-  VERSION = '2.0.0'
+  VERSION = '2.0.1'
 end

data/lib/deribit/websocket.rb

@@ -1,7 +1,7 @@
 # frozen_string_literal: true
 
 module Deribit
-  # Websocket API
+  # Websocket API adapter
   # @author Iulian Costan (deribit-api@iuliancostan.com)
   # @see https://docs.deribit.com/#subscriptions
   class Websocket
@@ -62,10 +62,18 @@ module Deribit
     end
 
     def authorize
+      @callbacks['auth'] = lambda do |result|
+        @access_token = result['access_token']
+      end
+
+      @ws.send authorize_payload.to_json.to_s
+    end
+
+    def authorize_payload
       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',
@@ -78,10 +86,6 @@ module Deribit
           signature: signature
         }
       }
-      @callbacks['auth'] = lambda do |result|
-        @access_token = result['access_token']
-      end
-      @ws.send payload.to_json.to_s
     end
 
     def websocket_url

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: deribit-api
 version: !ruby/object:Gem::Version
-  version: 2.0.0
+  version: 2.0.1
 platform: ruby
 authors:
 - Iulian Costan
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2020-04-23 00:00:00.000000000 Z
+date: 2020-05-13 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: faraday