deribit-api 0.0.3 → 0.1.0

checksums.yaml

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data/CHANGELOG.md

@@ -5,6 +5,13 @@
 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).
 
+## [0.1.0] - 2019-04-02
+### Added
+- public Websocket API
+### Fixed
+- feature matrix in README.md
+- unknown keyword error
+
 ## [0.0.3] - 2019-03-06
 ### Added
 - private HTTP API endpoints

data/Gemfile.lock

@@ -1,9 +1,10 @@
 PATH
   remote: .
   specs:
-    deribit-api (0.0.3)
+    deribit-api (0.1.0)
       faraday
       faraday_middleware
+      faye-websocket
       hashie
 
 GEM
@@ -25,10 +26,14 @@ GEM
     docile (1.3.1)
     dotenv (2.7.1)
     equalizer (0.0.11)
+    eventmachine (1.2.7)
     faraday (0.15.4)
       multipart-post (>= 1.2, < 3)
     faraday_middleware (0.13.1)
       faraday (>= 0.7.4, < 1.0)
+    faye-websocket (0.10.7)
+      eventmachine (>= 0.12.0)
+      websocket-driver (>= 0.5.1)
     hashie (3.6.0)
     ice_nine (0.11.2)
     json (2.2.0)
@@ -64,6 +69,9 @@ GEM
       coercible (~> 1.0)
       descendants_tracker (~> 0.0, >= 0.0.3)
       equalizer (~> 0.0, >= 0.0.9)
+    websocket-driver (0.7.0)
+      websocket-extensions (>= 0.1.0)
+    websocket-extensions (0.1.3)
     yard (0.9.18)
 
 PLATFORMS

data/README.md

@@ -69,6 +69,14 @@ Orderbook for BTCUSD perpetual instrument:
 ```ruby
 orderbook = client.orderbook 'BTC-PERPETUAL', depth: 3
 puts orderbook.asks.first
+```
+
+Orderbook streaming via websocket:
+
+```ruby
+@client.orderbook 'ETH-PERPETUAL' do |orderbook|
+  puts orderbook
+end
 ```
 
  Place a BTCUSD limit buy order 100 contracts @ 2500:
@@ -78,13 +86,21 @@ response = client.buy 'BTC-PERPETUAL', 100, price: 2500
 puts response.order.state
 ```
 
-Get last 10 option trades:
+Get last 10 option trades via HTTP:
 
 ```ruby
 trades = client.trades 'options', count: 10
 puts trades.first
 ```
 
+Stream ongoing trades via websocket:
+
+```ruby
+@client.trades do |trade|
+ puts trade
+end
+```
+
 Options trading summary:
 
 ```ruby
@@ -96,19 +112,21 @@ puts summaries.first
 
 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] ||
-Test || [X] ||
-Ping || [X] ||
-Instruments || [X] ||
-Currencies || [X] ||
-Index || [X] ||
-Orderbook || [X] ||
-Trades || [X] ||
-Summary || [X] ||
-Announcements || [X] ||
-Settlements || [X] ||
+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] ||
 Buy | YES | [X] ||
 Sell | YES | [X] ||

data/TODOs.org

@@ -8,7 +8,20 @@
 ** FIX API
 ** DONE use minitest
    CLOSED: [2019-02-26 Tue] SCHEDULED: <2019-02-26 Tue>
-** extract RPC client
-** Websocket API
+** extract HTTP client
+** DONE public Websocket API
+   CLOSED: [2019-04-02 Tue 13:12] SCHEDULED: <2019-03-29 Fri>
+   :LOGBOOK:
+   CLOCK: [2019-04-02 Tue 10:10]--[2019-04-02 Tue 13:12] =>  3:02
+   :END:
+** private Websocket API
 ** response middleware
 ** check key/secret present for private endpoints
+** fix trade history
+** research async websocket implementation
+** TODO Deribit implementation
+   SCHEDULED: <2019-04-09 Tue +1w>
+   :PROPERTIES:
+   :LAST_REPEAT: [2019-04-02 Tue 13:02]
+   :END:
+   - State "DONE"       from "TODO"       [2019-04-02 Tue 13:02]

data/deribit.gemspec

@@ -38,6 +38,7 @@ Gem::Specification.new do |spec|
   spec.add_dependency 'faraday'
   spec.add_dependency 'faraday_middleware'
   spec.add_dependency 'hashie'
+  spec.add_dependency 'faye-websocket'
 
   spec.add_development_dependency 'bundler'
   spec.add_development_dependency 'dotenv'

data/lib/deribit.rb

@@ -1,10 +1,12 @@
 require 'faraday'
 require 'faraday_middleware'
 require 'hashie'
+require 'faye/websocket'
 
 require 'deribit/version'
 require 'deribit/client'
 require 'deribit/authentication'
+require 'deribit/websocket'
 
 # Root module
 module Deribit

data/lib/deribit/client.rb

@@ -2,9 +2,9 @@ module Deribit
   # @author Iulian Costan
   class Client
     # URL for testnet
-    TESTNET_URL = 'https://test.deribit.com'
+    TESTNET_URL = 'test.deribit.com'
     # URL for mainnet
-    MAINNET_URL = 'https://www.deribit.com'
+    MAINNET_URL = 'www.deribit.com'
 
     # Create new instance
     # @param key [String] Deribit Access Key
@@ -13,7 +13,7 @@ module Deribit
     # @param debug [Boolean] set to true for debug output
     # @return [Deribit::Client] the instance of client
     def initialize(key: nil, secret: nil, testnet: false, debug: false)
-      url = testnet ? TESTNET_URL : MAINNET_URL
+      url = 'https://' + (testnet ? TESTNET_URL : MAINNET_URL)
       @connection = Faraday::Connection.new(url: url) do |f|
         f.request :json
         f.response :mashify
@@ -26,57 +26,116 @@ module Deribit
 
     # Retrieves the current time (in ms).
     # @return [Integer] current time in milliseconds
+    # @yield [Integer] current time in milliseconds
     # @see https://docs.deribit.com/rpc-endpoints.html#time
-    def time
-      get :time
+    def time(&blk)
+      if block_given?
+        websocket.subscribe :time, &blk
+      else
+        get :time
+      end
+    end
+
+    # Signals the Websocket connection to send and request heartbeats.
+    # @param interval [Integer] The heartbeat interval
+    # @yield [String] 'ok' on success, error message otherwise
+    # @see https://docs.deribit.com/rpc-endpoints.html#setheartbeat
+    def enable_heartbeat(interval = 60, &blk)
+      raise 'This API endpoint cannot be used over HTTP.' unless block_given?
+
+      websocket.subscribe :setheartbeat, params: { interval: interval }, &blk
+    end
+
+    # Signals the Websocket connection to not send or request heartbeats.
+    # @yield [String] 'ok' on success, error message otherwise
+    # @see https://docs.deribit.com/rpc-endpoints.html#cancelheartbeat
+    def cancel_heartbeat(&blk)
+      raise 'This API endpoint cannot be used over HTTP.' unless block_given?
+
+      websocket.subscribe :cancelheartbeat, &blk
     end
 
     # Tests the connection to the API server, and returns its version.
     # @param exception [any] Provide this parameter force an error message.
     # @return [Hashie::Mash] test data
+    # @yield [Hashie::Mash] test data
     # @see https://docs.deribit.com/rpc-endpoints.html#test
-    def test(exception: false)
-      get :test, params: { exception: exception }, raw_body: true
+    def test(exception: false, &blk)
+      params = { exception: exception }
+      if block_given?
+        websocket.subscribe :test, params: params, &blk
+      else
+        get :test, params: params, raw_body: true
+      end
     end
 
     # This API endpoint always responds with "pong".
-    # @return [Hashie::Mash] ping
+    # @return [String] pong
+    # @yield [String] pong
     # @see https://docs.deribit.com/rpc-endpoints.html#ping
-    def ping
-      get :ping
+    def ping(&blk)
+      if block_given?
+        websocket.subscribe :ping, &blk
+      else
+        get :ping
+      end
     end
 
     # Retrieves available trading instruments.
     # @param expired [Boolean] Set to true to show expired instruments instead of active ones.
     # @return [Array] the list of instruments
+    # @yield [Hashie::Mash] the instrument
     # @see https://docs.deribit.com/rpc-endpoints.html#getinstruments
-    def instruments(expired: false)
-      get :getinstruments, params: { expired: expired }
+    def instruments(expired: false, &blk)
+      params = { expired: expired }
+      if block_given?
+        websocket.subscribe :getinstruments, params: params, &blk
+      else
+        get :getinstruments, params: params
+      end
     end
 
     # Retrieves all cryptocurrencies supported by the API.
     # @return [Array] the list of cryptocurrencies
+    # @yield [Hashie:Hash] the currency
     # @see https://docs.deribit.com/rpc-endpoints.html#getcurrencies
-    def currencies
-      get :getcurrencies
+    def currencies(&blk)
+      if block_given?
+        websocket.subscribe :getcurrencies, &blk
+      else
+        get :getcurrencies
+      end
     end
 
     # Retrieves the current index price for the BTC-USD instruments.
+    # @param currency [String] the currency to get index for
     # @return [Hashie::Mash] index price for BTC-USD instrument
+    # @yield [Hashie::Mash] index price for BTC-USD instrument
     # @see https://docs.deribit.com/rpc-endpoints.html#index
-    def index
-      get :index
+    def index(currency = 'BTC', &blk)
+      params = { currency: currency }
+      if block_given?
+        websocket.subscribe :index, params: params, &blk
+      else
+        get :index, params: params
+      end
     end
 
     # Retrieves the order book, along with other market values for a given instrument.
     # @param instrument [String] The instrument name for which to retrieve the order book, (see #instruments)  to obtain instrument names.
     # @param depth [Integer] the depth of the order book
     # @return [Hashie::Mash] the order book
+    # @yield [Hashie::Mash] the order book
     # @see https://docs.deribit.com/rpc-endpoints.html#getorderbook
-    def orderbook(instrument, depth: 10)
+    def orderbook(instrument, depth: 10, &blk)
       raise ArgumentError, 'instrument param is required' unless instrument
 
-      get :getorderbook, params: { instrument: instrument, depth: depth }
+      params = { instrument: instrument, depth: depth }
+      if block_given?
+        websocket.subscribe :getorderbook, params: params, &blk
+      else
+        get :getorderbook, params: params
+      end
     end
 
     # Retrieve the latest trades that have occurred for a specific instrument.
@@ -92,35 +151,57 @@ module Deribit
     #   @option filters [Integer] :endTimestamp The timestamp (in ms) of the last trade to be returned
     #   @option filters [Boolean] :includeOld (false) to get archived trades for expired instruments when true (added from performance considerations)
     # @return [Array] the list of trades
+    # @yield [Hashie::Mash] new trade
     # @see https://docs.deribit.com/rpc-endpoints.html#getlasttrades
-    def trades(instrument = :all, filters = {})
+    def trades(instrument = :all, filters = {}, &blk)
       raise ArgumentError, 'instrument param is required' unless instrument
 
-      get :getlasttrades, params: filters.merge(instrument: instrument)
+      params = filters.merge(instrument: instrument)
+      if block_given?
+        websocket.subscribe :getlasttrades, params: params, &blk
+      else
+        get :getlasttrades, params: params
+      end
     end
 
     # Retrieves the summary information such as open interest, 24h volume, etc. for a specific instrument.
     # @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.
-    # @return [Array, Hashie::Hash] the summary as array or hash based on instrument param
+    # @return [Array, Hashie::Mash] the summary as array or hash based on instrument param
+    # @yield [Hashie::Mash] the summary
     # @see https://docs.deribit.com/rpc-endpoints.html#getsummary
-    def summary(instrument)
+    def summary(instrument = :all, &blk)
       raise ArgumentError, 'instrument argument is required' unless instrument
 
-      get :getsummary, params: { instrument: instrument }
+      params = { instrument: instrument }
+      if block_given?
+        websocket.subscribe :getsummary, params: params, &blk
+      else
+        get :getsummary, params: params
+      end
     end
 
     # Retrieves aggregated 24h trade volumes for different instrument types.
     # @return [Hashie::Mash] the statistics
+    # @yield [Hashie::Mash] the statistics
     # @see https://docs.deribit.com/rpc-endpoints.html#stats
-    def stats
-      get :stats
+    def stats(&blk)
+      if block_given?
+        websocket.subscribe :stats, &blk
+      else
+        get :stats
+      end
     end
 
     # Retrieves announcements from last 30 days.
     # @return [Array] the list of announcements
+    # @yield [Hashie::Mash] the announcement
     # @see https://docs.deribit.com/rpc-endpoints.html#getannouncements
-    def announcements
-      get :getannouncements
+    def announcements(&blk)
+      if block_given?
+        websocket.subscribe :getannouncements, &blk
+      else
+        get :getannouncements
+      end
     end
 
     # Retrieves settlement, delivery and bankruptcy events that have occurred.
@@ -130,10 +211,15 @@ module Deribit
     # @option filters [String] :type The type of settlements to return. Possible values "settlement", "delivery", "bankruptcy"
     # @option filters [Integer] :startTstamp The latest timestamp to return result for
     # @option filters [String] :continuation Continuation token for pagination. Each response contains a token to be used for continuation
-    # @return [Hashie::Hash] the settlements
+    # @return [Hashie::Mash] the settlements
+    # @yield [Hashie::Mash] the settlements
     # @see https://docs.deribit.com/rpc-endpoints.html#getlastsettlements
-    def settlements(filters = {})
-      get :getlastsettlements, params: filters
+    def settlements(filters = {}, &blk)
+      if block_given?
+        websocket.subscribe :getlastsettlements, params: filters, &blk
+      else
+        get :getlastsettlements, params: filters
+      end
     end
 
     # Retrieves user account summary.
@@ -289,12 +375,16 @@ module Deribit
     # @option filters [String] :type The type of settlements to return. Possible values "settlement", "delivery", "bankruptcy"
     # @option filters [Integer] :startTstamp The latest timestamp to return result for
     # @option filters [String] :continuation Continuation token for pagination. Each response contains a token to be used for continuation
-    # @return [Hashie::Hash] the settlements
+    # @return [Hashie::Mash] the settlements
     # @see https://docs.deribit.com/rpc-endpoints.html#settlementhistory
     def settlements_history(filters = {})
       get :settlementhistory, auth: true, params: filters
     end
 
+    def websocket
+      Deribit::Websocket.new TESTNET_URL
+    end
+
     private
 
     def get(action, params: {}, raw_body: false, auth: false)

data/lib/deribit/version.rb

@@ -1,3 +1,3 @@
 module Deribit
-  VERSION = '0.0.3'
+  VERSION = '0.1.0'
 end

data/lib/deribit/websocket.rb

@@ -0,0 +1,82 @@
+module Deribit
+  class Websocket
+    attr_reader :host, :api_key, :api_secret
+
+    # Create new websocket instance
+    # @param host [String] the underlying host to connect to
+    # @param api_key [String] the api key
+    # @param api_secret [String] the api secret
+    # @return [Deribit::Websocket] new websocket instance
+    def initialize(host, api_key: nil, api_secret: nil)
+      @host = host
+      @api_key = api_key
+      @api_secret = api_secret
+      @callbacks = {}
+    end
+
+    # Subscribe to a specific topic and optionally filter by symbol
+    # @param topic [String] topic to subscribe to e.g. 'trade'
+    # @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
+
+        id = rand(9999)
+        @callbacks[id] = callback
+
+        payload = { id: id, action: "/api/v1/public/#{topic}", arguments: params }
+        @faye.send payload.to_json.to_s
+      end
+    end
+
+    # Stop websocket listener
+    def stop
+      EM.stop_event_loop
+    end
+
+    private
+
+    def websocket_url
+      "wss://#{host}/ws/api/v1/"
+    end
+
+    def headers
+      {}
+    end
+
+    def connect
+      @result = nil
+      @faye = Faye::WebSocket::Client.new websocket_url, [], headers: headers
+      @faye.on :open do |_event|
+        # puts [:open, event.data]
+      end
+      @faye.on :error do |event|
+        raise event.message
+      end
+      @faye.on :close do |_event|
+        # puts [:close, event.reason]
+        @faye = nil
+      end
+      @faye.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
+          end
+        else
+          puts "==> #{event.data}"
+        end
+      end
+    end
+  end
+end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: deribit-api
 version: !ruby/object:Gem::Version
-  version: 0.0.3
+  version: 0.1.0
 platform: ruby
 authors:
 - Iulian Costan
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2019-03-06 00:00:00.000000000 Z
+date: 2019-04-02 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: faraday
@@ -52,6 +52,20 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
+- !ruby/object:Gem::Dependency
+  name: faye-websocket
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: bundler
   requirement: !ruby/object:Gem::Requirement
@@ -204,6 +218,7 @@ files:
 - lib/deribit/authentication.rb
 - lib/deribit/client.rb
 - lib/deribit/version.rb
+- lib/deribit/websocket.rb
 homepage: https://github.com/icostan/deribit-api-ruby
 licenses: []
 metadata: