deribit-api 0.0.1 → 0.0.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +5 -5
- data/CHANGELOG.md +7 -0
- data/Gemfile.lock +11 -25
- data/LICENSE +21 -0
- data/README.md +62 -4
- data/Rakefile +8 -4
- data/TODOs.org +9 -0
- data/deribit.gemspec +3 -2
- data/lib/deribit-api.rb +1 -0
- data/lib/deribit.rb +4 -2
- data/lib/deribit/client.rb +127 -16
- data/lib/deribit/version.rb +1 -1
- metadata +22 -6
- data/.rspec +0 -3
checksums.yaml
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metadata.gz: edee765ee69839379018b56f056e9070afe09f03
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data.tar.gz: 7398d5ce16099b24fa6433e3456820bc3d34ad48
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metadata.gz: 59e6f1288d0627595fe134b08d6fb8c30ebfe7d768763115d5bde0b3a2a30937a16c29af94f797d516016603f301d623195721c890fcd51e3c92e044189d2438
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data.tar.gz: a18b33c6b3b17db73fd96c7df5a01b6b74f14c595f4d450d81a3e822cd312742b3c8db8a9863b3a1e8ab9002839fafd414e64cbddf92eebd4073940dffbf7d9c
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data/CHANGELOG.md
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The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
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and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
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## [0.0.2] - 2019-02-27
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### Added
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- HTTP public endpoints
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### Changed
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- use Minitest instead of RSpec
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- use Faraday instead of HTTParty
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## [0.0.1] - 2019-01-04
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### Added
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- Initial gem release
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data/Gemfile.lock
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PATH
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remote: .
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specs:
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deribit-api (0.0.
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deribit-api (0.0.2)
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faraday
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faraday_middleware
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hashie
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httparty
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GEM
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remote: https://rubygems.org/
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specs:
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bump (0.7.0)
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coderay (1.1.2)
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diff-lcs (1.3)
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docile (1.3.1)
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faraday (0.15.4)
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multipart-post (>= 1.2, < 3)
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faraday_middleware (0.13.1)
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faraday (>= 0.7.4, < 1.0)
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hashie (3.6.0)
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httparty (0.16.3)
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mime-types (~> 3.0)
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multi_xml (>= 0.5.2)
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json (2.1.0)
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method_source (0.9.2)
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multi_xml (0.6.0)
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minitest (5.11.3)
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multipart-post (2.0.0)
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pry (0.12.2)
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coderay (~> 1.1.0)
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method_source (~> 0.9.0)
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rake (10.5.0)
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rspec (3.8.0)
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rspec-support (~> 3.8.0)
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rspec-mocks (3.8.0)
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rspec-support (~> 3.8.0)
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rspec-support (3.8.0)
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simplecov (0.16.1)
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docile (~> 1.1)
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json (>= 1.8, < 3)
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bump
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bundler
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deribit-api!
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minitest
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pry
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rake
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rspec
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simplecov
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BUNDLED WITH
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2.0.1
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data/LICENSE
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MIT License
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Copyright (c) 2019 Iulian Costan
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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data/README.md
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[](https://codeclimate.com/github/icostan/deribit-api-ruby/maintainability)
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[](https://codeclimate.com/github/icostan/deribit-api-ruby/test_coverage)
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[](https://badge.fury.io/rb/deribit-api)
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[](https://www.rubydoc.info/gems/deribit-api)
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[](https://github.com/icostan/deribit-api-ruby/blob/master/LICENSE)
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Ruby library for [Deribit API](https://docs.deribit.com)
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## Usage
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### Overview
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```ruby
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require 'deribit'
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require 'deribit-api'
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client = Deribit::Client.new
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trades = client.
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trades.size
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trades = client.trades 'options', count: 3
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trades.first
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=> #<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>
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trades.first.instrument
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=> "BTC-29MAR19-4500-C"
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```
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### API Endpoints
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#### Instruments
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```ruby
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instruments = client.instruments
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puts instruments.first
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```
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#### Currencies
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```ruby
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currencies = client.currencies
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puts currencies.first
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```
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#### Orderbook
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```ruby
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orderbook = client.orderbook 'BTC-PERPETUAL', depth: 3
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puts orderbook.bids.first
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```
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#### Trades
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```ruby
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trades = client.trades 'options', count: 3
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puts trades.first
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```
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#### Summary
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```ruby
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summaries = client.summary :futures
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puts summaries.first
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```
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#### Announcements
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```ruby
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announcements = client.announcements
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puts announcements.first
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```
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#### Settlements
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```ruby
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settlements = client.settlements
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puts settlements.first
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```
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## Development
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## Contributing
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Bug reports and pull requests are welcome on GitHub at https://github.com/icostan/deribit. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [Contributor Covenant](http://contributor-covenant.org) code of conduct.
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Bug reports and pull requests are welcome on GitHub at https://github.com/icostan/deribit-api-ruby. This project is intended to be a safe, welcoming space for collaboration, and contributors are expected to adhere to the [Contributor Covenant](http://contributor-covenant.org) code of conduct.
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## Code of Conduct
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data/Rakefile
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end
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data/TODOs.org
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* Tasks :DERIBIT:
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** DONE Initial deribit gem release
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CLOSED: [2019-01-04 Fri] SCHEDULED: <2019-01-04 Fri>
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** DONE public HTTP API
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CLOSED: [2019-02-27 Wed] SCHEDULED: <2019-02-27 Wed>
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** TODO private HTTP API
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** FIX API
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** DONE use minitest
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CLOSED: [2019-02-26 Tue] SCHEDULED: <2019-02-26 Tue>
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data/deribit.gemspec
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spec.add_dependency '
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spec.add_dependency 'faraday'
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spec.add_dependency 'faraday_middleware'
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spec.add_dependency 'hashie'
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spec.add_development_dependency 'bundler'
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spec.add_development_dependency 'rake'
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spec.add_development_dependency '
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spec.add_development_dependency 'minitest'
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spec.add_development_dependency 'bump'
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spec.add_development_dependency 'pry'
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spec.add_development_dependency 'simplecov'
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data/lib/deribit-api.rb
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require_relative 'deribit'
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data/lib/deribit.rb
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require 'deribit/version'
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require 'deribit/client'
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# Root module
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module Deribit
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# Base error class
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class Error < StandardError; end
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# Your code goes here...
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end
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data/lib/deribit/client.rb
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module Deribit
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# @author Iulian Costan
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class Client
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# URL for testnet
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TESTNET_URL = 'https://test.deribit.com'
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# URL for mainnet
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MAINNET_URL = 'https://www.deribit.com'
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# Create new instance
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# @param testnet [Boolean] set to true for testing
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# @param debug [Boolean] set to true for debug output
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# @return [Deribit::Client] the instance of client
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def initialize(testnet: false, debug: false)
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url = testnet ? TESTNET_URL : MAINNET_URL
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@connection = Faraday::Connection.new(url: url) do |f|
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f.request :json
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f.response :mashify
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f.response :json
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f.response :logger if debug
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f.adapter Faraday.default_adapter
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end
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end
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# Retrieves the current time (in ms).
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# @return [Integer] current time in milliseconds
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# @see https://docs.deribit.com/rpc-endpoints.html#time
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def time
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execute :time
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end
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# Tests the connection to the API server, and returns its version.
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# @param exception [any] Provide this parameter force an error message.
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# @return [Hashie::Mash] test data
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# @see https://docs.deribit.com/rpc-endpoints.html#test
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def test(exception: false)
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execute :test, params: { exception: exception }, raw_body: true
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end
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# This API endpoint always responds with "pong".
|
|
40
|
+
# @return [Hashie::Mash] ping
|
|
41
|
+
# @see https://docs.deribit.com/rpc-endpoints.html#ping
|
|
42
|
+
def ping
|
|
43
|
+
execute :ping
|
|
20
44
|
end
|
|
21
45
|
|
|
46
|
+
# Retrieves available trading instruments.
|
|
47
|
+
# @param expired [Boolean] Set to true to show expired instruments instead of active ones.
|
|
48
|
+
# @return [Array] the list of instruments
|
|
49
|
+
# @see https://docs.deribit.com/rpc-endpoints.html#getinstruments
|
|
50
|
+
def instruments(expired: false)
|
|
51
|
+
execute :getinstruments, params: { expired: expired }
|
|
52
|
+
end
|
|
53
|
+
|
|
54
|
+
# Retrieves all cryptocurrencies supported by the API.
|
|
55
|
+
# @return [Array] the list of cryptocurrencies
|
|
56
|
+
# @see https://docs.deribit.com/rpc-endpoints.html#getcurrencies
|
|
57
|
+
def currencies
|
|
58
|
+
execute :getcurrencies
|
|
59
|
+
end
|
|
60
|
+
|
|
61
|
+
# Retrieves the current index price for the BTC-USD instruments.
|
|
62
|
+
# @return [Hashie::Mash] index price for BTC-USD instrument
|
|
63
|
+
# @see https://docs.deribit.com/rpc-endpoints.html#index
|
|
64
|
+
def index
|
|
65
|
+
execute :index
|
|
66
|
+
end
|
|
67
|
+
|
|
68
|
+
# Retrieves the order book, along with other market values for a given instrument.
|
|
69
|
+
# @param instrument [String] The instrument name for which to retrieve the order book, (see #instruments) to obtain instrument names.
|
|
70
|
+
# @param depth [Integer] the depth of the order book
|
|
71
|
+
# @return [Hashie::Mash] the order book
|
|
72
|
+
# @see https://docs.deribit.com/rpc-endpoints.html#getorderbook
|
|
73
|
+
def orderbook(instrument, depth: 10)
|
|
74
|
+
raise ArgumentError, 'instrument param is required' unless instrument
|
|
75
|
+
|
|
76
|
+
execute :getorderbook, params: { instrument: instrument, depth: depth }
|
|
77
|
+
end
|
|
78
|
+
|
|
79
|
+
# Retrieve the latest trades that have occurred for a specific instrument.
|
|
80
|
+
# @param instrument [String] Either the name of the instrument, or "all" for all active instruments, "futures" for all active futures, or "options" for all active options.
|
|
81
|
+
# @param filters [Hash] the filters
|
|
82
|
+
# @option filters [Integer] :count (10) The number of trades returned (clamped to max 1000)
|
|
83
|
+
# @option filters [Integer] :startId The ID of the first trade to be returned
|
|
84
|
+
# @option filters [Integer] :endId The ID of the last trade to be returned
|
|
85
|
+
# @option filters [Integer] :startSeq The trade sequence of the first trade to be returned
|
|
86
|
+
# @option filters [Integer] :endSeq The trade sequence of the last trade to be returned
|
|
87
|
+
# @option filters [Integer] :startTimestamp The timestamp (in ms) of the first trade to be returned
|
|
88
|
+
# @option filters [Integer] :endTimestamp The timestamp (in ms) of the last trade to be returned
|
|
89
|
+
# @option filters [Boolean] :includeOld (false) to get archived trades for expired instruments when true (added from performance considerations)
|
|
90
|
+
# @return [Array] the list of trades
|
|
91
|
+
# @see https://docs.deribit.com/rpc-endpoints.html#getlasttrades
|
|
92
|
+
def trades(instrument, filters = {})
|
|
93
|
+
raise ArgumentError, 'instrument param is required' unless instrument
|
|
94
|
+
|
|
95
|
+
execute :getlasttrades, params: filters.merge(instrument: instrument)
|
|
96
|
+
end
|
|
97
|
+
|
|
98
|
+
# Retrieves the summary information such as open interest, 24h volume, etc. for a specific instrument.
|
|
99
|
+
# @param instrument [String] Either the name of the instrument, or 'all' for all active instruments, 'futures' for all active futures, or 'options' for all active options.
|
|
100
|
+
# @return [Array, Hashie::Hash] the summary as array or hash based on instrument param
|
|
101
|
+
# @see https://docs.deribit.com/rpc-endpoints.html#getsummary
|
|
102
|
+
def summary(instrument)
|
|
103
|
+
raise ArgumentError, 'instrument argument is required' unless instrument
|
|
104
|
+
|
|
105
|
+
execute :getsummary, params: { instrument: instrument }
|
|
106
|
+
end
|
|
107
|
+
|
|
108
|
+
# Retrieves aggregated 24h trade volumes for different instrument types.
|
|
109
|
+
# @return [Hashie::Mash] the statistics
|
|
110
|
+
# @see https://docs.deribit.com/rpc-endpoints.html#stats
|
|
22
111
|
def stats
|
|
23
|
-
execute
|
|
112
|
+
execute :stats
|
|
113
|
+
end
|
|
114
|
+
|
|
115
|
+
# Retrieves announcements from last 30 days.
|
|
116
|
+
# @return [Array] the list of announcements
|
|
117
|
+
# @see https://docs.deribit.com/rpc-endpoints.html#getannouncements
|
|
118
|
+
def announcements
|
|
119
|
+
execute :getannouncements
|
|
120
|
+
end
|
|
121
|
+
|
|
122
|
+
# Retrieves settlement, delivery and bankruptcy events that have occurred.
|
|
123
|
+
# @param filters [Hash] the filters
|
|
124
|
+
# @option filters [String] :instrument The instrument name, or "all" to retrieve settlements for all instruments
|
|
125
|
+
# @option filters [Integer] :count (10) The number of entries to be returned. This is clamped to max 1000
|
|
126
|
+
# @option filters [String] :type The type of settlements to return. Possible values "settlement", "delivery", "bankruptcy"
|
|
127
|
+
# @option filters [Integer] :startTstamp The latest timestamp to return result for
|
|
128
|
+
# @option filters [String] :continuation Continuation token for pagination. Each response contains a token to be used for continuation
|
|
129
|
+
# @return [Hashie::Hash] the settlements
|
|
130
|
+
# @see https://docs.deribit.com/rpc-endpoints.html#getlastsettlements
|
|
131
|
+
def settlements(filters = {})
|
|
132
|
+
execute :getlastsettlements, params: filters
|
|
24
133
|
end
|
|
25
134
|
|
|
26
135
|
private
|
|
27
136
|
|
|
28
|
-
def execute(
|
|
29
|
-
|
|
30
|
-
|
|
31
|
-
|
|
137
|
+
def execute(action, params: {}, raw_body: false)
|
|
138
|
+
path = "/api/v1/public/#{action}"
|
|
139
|
+
response = @connection.get path, params
|
|
140
|
+
raise response.message unless response.success?
|
|
141
|
+
raise response.body.message unless response.body.success
|
|
32
142
|
|
|
33
|
-
|
|
143
|
+
body = response.body
|
|
144
|
+
raw_body ? body : body.result
|
|
34
145
|
end
|
|
35
146
|
end
|
|
36
147
|
end
|
data/lib/deribit/version.rb
CHANGED
metadata
CHANGED
|
@@ -1,17 +1,31 @@
|
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
|
2
2
|
name: deribit-api
|
|
3
3
|
version: !ruby/object:Gem::Version
|
|
4
|
-
version: 0.0.
|
|
4
|
+
version: 0.0.2
|
|
5
5
|
platform: ruby
|
|
6
6
|
authors:
|
|
7
7
|
- Iulian Costan
|
|
8
8
|
autorequire:
|
|
9
9
|
bindir: exe
|
|
10
10
|
cert_chain: []
|
|
11
|
-
date: 2019-
|
|
11
|
+
date: 2019-02-27 00:00:00.000000000 Z
|
|
12
12
|
dependencies:
|
|
13
13
|
- !ruby/object:Gem::Dependency
|
|
14
|
-
name:
|
|
14
|
+
name: faraday
|
|
15
|
+
requirement: !ruby/object:Gem::Requirement
|
|
16
|
+
requirements:
|
|
17
|
+
- - ">="
|
|
18
|
+
- !ruby/object:Gem::Version
|
|
19
|
+
version: '0'
|
|
20
|
+
type: :runtime
|
|
21
|
+
prerelease: false
|
|
22
|
+
version_requirements: !ruby/object:Gem::Requirement
|
|
23
|
+
requirements:
|
|
24
|
+
- - ">="
|
|
25
|
+
- !ruby/object:Gem::Version
|
|
26
|
+
version: '0'
|
|
27
|
+
- !ruby/object:Gem::Dependency
|
|
28
|
+
name: faraday_middleware
|
|
15
29
|
requirement: !ruby/object:Gem::Requirement
|
|
16
30
|
requirements:
|
|
17
31
|
- - ">="
|
|
@@ -67,7 +81,7 @@ dependencies:
|
|
|
67
81
|
- !ruby/object:Gem::Version
|
|
68
82
|
version: '0'
|
|
69
83
|
- !ruby/object:Gem::Dependency
|
|
70
|
-
name:
|
|
84
|
+
name: minitest
|
|
71
85
|
requirement: !ruby/object:Gem::Requirement
|
|
72
86
|
requirements:
|
|
73
87
|
- - ">="
|
|
@@ -130,18 +144,20 @@ extensions: []
|
|
|
130
144
|
extra_rdoc_files: []
|
|
131
145
|
files:
|
|
132
146
|
- ".gitignore"
|
|
133
|
-
- ".rspec"
|
|
134
147
|
- ".ruby-version"
|
|
135
148
|
- ".travis.yml"
|
|
136
149
|
- CHANGELOG.md
|
|
137
150
|
- CODE_OF_CONDUCT.md
|
|
138
151
|
- Gemfile
|
|
139
152
|
- Gemfile.lock
|
|
153
|
+
- LICENSE
|
|
140
154
|
- README.md
|
|
141
155
|
- Rakefile
|
|
156
|
+
- TODOs.org
|
|
142
157
|
- bin/console
|
|
143
158
|
- bin/setup
|
|
144
159
|
- deribit.gemspec
|
|
160
|
+
- lib/deribit-api.rb
|
|
145
161
|
- lib/deribit.rb
|
|
146
162
|
- lib/deribit/client.rb
|
|
147
163
|
- lib/deribit/version.rb
|
|
@@ -168,7 +184,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
|
|
|
168
184
|
version: '0'
|
|
169
185
|
requirements: []
|
|
170
186
|
rubyforge_project:
|
|
171
|
-
rubygems_version: 2.
|
|
187
|
+
rubygems_version: 2.6.14.1
|
|
172
188
|
signing_key:
|
|
173
189
|
specification_version: 4
|
|
174
190
|
summary: Ruby library for Deribit API
|
data/.rspec
DELETED