deribit 1.3.2
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- checksums.yaml +7 -0
- data/.gitignore +12 -0
- data/.rspec +3 -0
- data/.travis.yml +5 -0
- data/CODE_OF_CONDUCT.md +74 -0
- data/Gemfile +12 -0
- data/Gemfile.lock +55 -0
- data/LICENSE +22 -0
- data/README.md +261 -0
- data/Rakefile +6 -0
- data/bin/console +14 -0
- data/bin/setup +8 -0
- data/deribit.gemspec +26 -0
- data/lib/deribit/api.rb +206 -0
- data/lib/deribit/error.rb +24 -0
- data/lib/deribit/immutable_header_key.rb +34 -0
- data/lib/deribit/request.rb +91 -0
- data/lib/deribit/version.rb +3 -0
- data/lib/deribit/ws/handler.rb +56 -0
- data/lib/deribit/ws.rb +285 -0
- data/lib/deribit.rb +18 -0
- metadata +120 -0
checksums.yaml
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---
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SHA256:
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metadata.gz: 01033c2b53f215d35bbfe632dfa2c36b1892ebe305943d2d126aafe3a026c231
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data.tar.gz: 82540961814471f3c11dcdd0be67b7bfd7d4a5c8fc57a17d43ed22be3d281509
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SHA512:
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metadata.gz: 5f8fd1d0aa6c42a4c9f0e0fa4ac89fff4387774e29f4e5e451542a284e9ec8a1c217177cf203f3cab9e0504bbc1ce80f01fad7488a082fa0716d401dff6c448a
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data.tar.gz: '097fb448d4addd3c5ca370f788dca646d7a2a8ff57509fefb84023b60e7a4547cd90daf973aad73e18b46cf089d6aa56353df5ad6119799459a087758b2705dc'
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data/.gitignore
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data/.rspec
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data/.travis.yml
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data/CODE_OF_CONDUCT.md
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# Contributor Covenant Code of Conduct
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## Our Pledge
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In the interest of fostering an open and welcoming environment, we as
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contributors and maintainers pledge to making participation in our project and
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our community a harassment-free experience for everyone, regardless of age, body
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size, disability, ethnicity, gender identity and expression, level of experience,
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nationality, personal appearance, race, religion, or sexual identity and
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orientation.
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## Our Standards
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Examples of behavior that contributes to creating a positive environment
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include:
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* Using welcoming and inclusive language
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* Being respectful of differing viewpoints and experiences
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* Gracefully accepting constructive criticism
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* Focusing on what is best for the community
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* Showing empathy towards other community members
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Examples of unacceptable behavior by participants include:
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* The use of sexualized language or imagery and unwelcome sexual attention or
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advances
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* Trolling, insulting/derogatory comments, and personal or political attacks
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* Public or private harassment
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* Publishing others' private information, such as a physical or electronic
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address, without explicit permission
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* Other conduct which could reasonably be considered inappropriate in a
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professional setting
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## Our Responsibilities
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Project maintainers are responsible for clarifying the standards of acceptable
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behavior and are expected to take appropriate and fair corrective action in
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response to any instances of unacceptable behavior.
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Project maintainers have the right and responsibility to remove, edit, or
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reject comments, commits, code, wiki edits, issues, and other contributions
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that are not aligned to this Code of Conduct, or to ban temporarily or
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permanently any contributor for other behaviors that they deem inappropriate,
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threatening, offensive, or harmful.
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## Scope
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This Code of Conduct applies both within project spaces and in public spaces
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when an individual is representing the project or its community. Examples of
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representing a project or community include using an official project e-mail
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address, posting via an official social media account, or acting as an appointed
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representative at an online or offline event. Representation of a project may be
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further defined and clarified by project maintainers.
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## Enforcement
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Instances of abusive, harassing, or otherwise unacceptable behavior may be
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reported by contacting the project team at alexanderdmv@gmail.com. All
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complaints will be reviewed and investigated and will result in a response that
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is deemed necessary and appropriate to the circumstances. The project team is
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obligated to maintain confidentiality with regard to the reporter of an incident.
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Further details of specific enforcement policies may be posted separately.
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Project maintainers who do not follow or enforce the Code of Conduct in good
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faith may face temporary or permanent repercussions as determined by other
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members of the project's leadership.
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## Attribution
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This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4,
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available at [http://contributor-covenant.org/version/1/4][version]
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[homepage]: http://contributor-covenant.org
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[version]: http://contributor-covenant.org/version/1/4/
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data/Gemfile
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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 (1.3.0)
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websocket-client-simple (~> 0.3.0)
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GEM
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remote: https://rubygems.org/
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specs:
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addressable (2.5.2)
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public_suffix (>= 2.0.2, < 4.0)
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crack (0.4.3)
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safe_yaml (~> 1.0.0)
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diff-lcs (1.3)
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event_emitter (0.2.6)
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hashdiff (0.3.7)
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public_suffix (3.0.3)
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rake (10.5.0)
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rspec (3.8.0)
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rspec-core (~> 3.8.0)
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rspec-expectations (~> 3.8.0)
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rspec-mocks (~> 3.8.0)
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rspec-core (3.8.0)
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rspec-support (~> 3.8.0)
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rspec-expectations (3.8.2)
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diff-lcs (>= 1.2.0, < 2.0)
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rspec-support (~> 3.8.0)
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rspec-mocks (3.8.0)
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diff-lcs (>= 1.2.0, < 2.0)
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rspec-support (~> 3.8.0)
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rspec-support (3.8.0)
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safe_yaml (1.0.4)
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vcr (4.0.0)
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webmock (3.4.2)
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addressable (>= 2.3.6)
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crack (>= 0.3.2)
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hashdiff
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websocket (1.2.8)
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websocket-client-simple (0.3.0)
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event_emitter
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websocket
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PLATFORMS
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ruby
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DEPENDENCIES
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bundler (~> 1.16)
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deribit!
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rake (~> 10.0)
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rspec (~> 3.0)
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vcr
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webmock
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BUNDLED WITH
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1.17.2
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data/LICENSE
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The MIT License
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Copyright (c) 2010-2019 Google, Inc. http://angularjs.org
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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
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all 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
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THE SOFTWARE.
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data/README.md
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# Deribit
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# API Client for v1 [Deribit API](https://www.deribit.com/docs/api/)
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## Installation
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Add this line to your application's Gemfile:
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```ruby
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gem 'deribit'
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```
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And then execute:
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$ bundle
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Or install it yourself as:
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$ gem install deribit
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## Usage
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### Example
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```
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require 'deribit'
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api = Deribit::API.new("KEY", "SECRET")
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api.index
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api.account_info
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```
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ENV['DOMAIN'] is changing the default domain https://deribit.com/
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```
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DOMAIN=https://test.deribit.com/ bin/console
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```
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## API
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`Deribit::API.new(key, secret)`
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Constructor creates new API client.
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**Parameters**
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| Name | Type | Decription |
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|----------|----------|-----------------------------------------------------------|
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| `key` | `string` | Optional, Access Key needed to access Private functions |
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| `secret` | `string` | Optional, Access Secret needed to access Private functions|
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### Methods
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* `getinstruments(expired: false, only_active: true)` - [Doc](https://www.deribit.com/docs/api/#getinstruments), public
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Returns active instruments
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**Parameters**
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| Name | Type | Decription |
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|--------------|------------|------------------------------------------------------------|
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| `expired` | `boolean` | Optional, for returning all expired instruments. |
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| `only_active`| `boolean` | Optional, returns only isActive true instruments |
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* `getorderbook(instrument)` - [Doc](https://www.deribit.com/docs/api/#getinstruments), public
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Retrieve the orderbook for a given instrument.
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**Parameters**
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| Name | Type | Decription |
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|--------------|------------|------------------------------------------------------------|
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| `instrument` | `string` | Required, instrument name |
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* `index()` - [Doc](https://www.deribit.com/docs/api/#index), public
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Get price index, BTC-USD rates.
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* `getcurrencies()` - [Doc](https://www.deribit.com/docs/api/#getcurrencies), public
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Get all supported currencies.
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* `getlasttrades(instrument, count: count, since: since)` - [Doc](https://www.deribit.com/docs/api/#getlasttrades), public
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Retrieve the latest trades that have occured for a specific instrument.
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**Parameters**
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| Name | Type | Decription |
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|--------------|------------|-------------------------------------------------------------------------------|
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| `instrument` | `string` | Required, instrument name |
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| `count` | `integer` | Optional, count of trades returned (limitation: max. count is 100) |
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| `since` | `integer` | Optional, “since” trade id, the server returns trades newer than that “since” |
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* `getsummary(instrument)` - [Doc](https://www.deribit.com/docs/api/#getsummary), public
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Retrieve the summary info such as Open Interest, 24H Volume etc for a specific instrument.
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**Parameters**
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| Name | Type | Decription |
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|--------------|------------|------------------------------------------------------------|
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| `instrument` | `string` | Required, instrument name |
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* `account()` - [Doc](https://www.deribit.com/docs/api/#account), Private
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Get user account summary.
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* `buy(instrument, quantity, price, type: "limit", stopPx: stopPx, post_only: post_only, label: label, max_show: max_show, adv: adv)` - [Doc](https://www.deribit.com/docs/api/#buy), private
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Place a buy order in an instrument.
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**Parameters**
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| Name | Type | Decription |
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|--------------|------------|-----------------------------------------------------------------------------------|
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| `instrument` | `string` | Required, instrument name |
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| `quantity` | `integer` | Required, quantity, in contracts ($10 per contract for futures, ฿1 — for options) |
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| `price` | `float` | Required, USD for futures, BTC for options |
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| `post_only` | `boolean` | Optional, if true then the order will be POST ONLY |
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| `label` | `string` | Optional, user defined maximum 32-char label for the order |
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| `type` | `string` | Required, "limit", "market" or for futures only: "stop_limit" |
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| `stopPx` | `string` | Required, needed for stop_limit order, defines stop price |
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| `max_show` | `string` | Optional, optional parameter, if "0" then the order will be hidden |
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| `adv` | `string` | Optional, can be "implv", "usd", or absent (advanced order type) |
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* `sell(instrument, quantity, price, post_only: post_only, label: label, max_show: max_show, adv: adv)` - [Doc](https://www.deribit.com/docs/api/#sell), private
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Place a sell order in an instrument.
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**Parameters**
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| Name | Type | Decription |
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|--------------|------------|-----------------------------------------------------------------------------------|
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| `instrument` | `string` | Required, instrument name |
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| `quantity` | `integer` | Required, quantity, in contracts ($10 per contract for futures, ฿1 — for options) |
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| `price` | `float` | Required, USD for futures, BTC for options |
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| `post_only` | `boolean` | Optional, if true then the order will be POST ONLY |
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| `label` | `string` | Optional, user defined maximum 32-char label for the order |
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| `max_show` | `string` | Optional, optional parameter, if "0" then the order will be hidden |
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| `adv` | `string` | Optional, can be "implv", "usd", or absent (advanced order type) |
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* `edit(order_id, quantity, price, post_only: post_only, adv: adv)` - [Doc](https://www.deribit.com/docs/api/#edit)
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Edit price and/or quantity of the own order. (Authorization is required).
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**Parameters**
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| Name | Type | Decription |
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|--------------|------------|-----------------------------------------------------------------------------------|
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| `order_id` | `integer` | Required, ID of the order returned by "sell" or "buy" request |
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| `quantity` | `integer` | Required, quantity, in contracts ($10 per contract for futures, ฿1 — for options) |
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| `price` | `float` | Required, USD for futures, BTC for options |
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| `post_only` | `boolean` | Optional, if true then the order will be POST ONLY |
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| `adv` | `string` | Optional, can be "implv", "usd", or absent (advanced order type) |
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`cancel(order_id)` - [Doc](https://www.deribit.com/docs/api/#cancel), private
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Cancell own order by id.
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**Parameters**
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| Name | Type | Decription |
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|--------------|------------|-----------------------------------------------------------------------------------|
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| `order_id` | `integer` | Required, ID of the order returned by "sell" or "buy" request
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* `getopenorders(instrument)` - [Doc](https://www.deribit.com/docs/api/#getopenorders), private
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|
176
|
+
Retrieve open orders.
|
177
|
+
|
178
|
+
**Parameters**
|
179
|
+
|
180
|
+
| Name | Type | Description |
|
181
|
+
|--------------|------------|-----------------------------------------------------------------------|
|
182
|
+
| `instrument` | `string` | Optional, instrument name, use if want orders for specific instrument |
|
183
|
+
|
184
|
+
* `positions()` - [Doc](https://www.deribit.com/docs/api/#positions), private
|
185
|
+
|
186
|
+
Retreive positions.
|
187
|
+
|
188
|
+
* `orderhistory(count)` - [Doc](https://www.deribit.com/docs/api/#orderhistory), private
|
189
|
+
|
190
|
+
Get history.
|
191
|
+
|
192
|
+
**Parameters**
|
193
|
+
|
194
|
+
| Name | Type | Description |
|
195
|
+
|------------|------------|------------------------------------------------------------|
|
196
|
+
| `count` | `integer` | Optional, number of requested records |
|
197
|
+
|
198
|
+
* `tradehistory(count: count, instrument: instrument, start_trade_id: start_trade_id)` - [Doc](https://www.deribit.com/docs/api/#tradehistory), private
|
199
|
+
|
200
|
+
Get private trade history of the account. (Authorization is required). The result is ordered by trade identifiers (trade id-s).
|
201
|
+
|
202
|
+
**Parameters**
|
203
|
+
|
204
|
+
| Name | Type | Description |
|
205
|
+
|------------------|------------|----------------------------------------------------------------------------------------------------|
|
206
|
+
| `count` | `integer` | Optional, number of results to fetch. Default: 20 |
|
207
|
+
| `instrument` | `string` | Optional, name of instrument, also aliases “all”, “futures”, “options” are allowed. Default: "all" |
|
208
|
+
| `start_trade_id` | `integer` | Optional, number of requested records |
|
209
|
+
|
210
|
+
|
211
|
+
## Websocket API
|
212
|
+
|
213
|
+
```
|
214
|
+
require 'deribit'
|
215
|
+
|
216
|
+
ws = Deribit::WS.new("KEY", "SECRET")
|
217
|
+
|
218
|
+
ws.account
|
219
|
+
|
220
|
+
#subscribe
|
221
|
+
ws.subscribe(['BTC-30NOV18-6500-P'], events: [:order_book])
|
222
|
+
```
|
223
|
+
|
224
|
+
### Handler
|
225
|
+
|
226
|
+
Create inheritance class for handling WS notifications
|
227
|
+
|
228
|
+
```
|
229
|
+
class MyHandler < Deribit::WS::Handler
|
230
|
+
#event handler
|
231
|
+
def order_book_event(json)
|
232
|
+
#you actions here
|
233
|
+
|
234
|
+
#json example for order_book_event
|
235
|
+
#{"state"=>"open", "settlementPrice"=>0.2105, "instrument"=>"BTC-30NOV18-6500-P", "bids"=>[{"quantity"=>10.0, "amount"=>10.0, "price"=>0.2785, "cm"=>10.0, "cm_amount"=>10.0}, {"quantity"=>1.0, "amount"=>1.0, "price"=>0.05, "cm"=>11.0, "cm_amount"=>11.0}], "asks"=>[{"quantity"=>9.0, "amount"=>9.0, "price"=>0.2935, "cm"=>9.0, "cm_amount"=>9.0}], "tstamp"=>1542650516519, "last"=>0.285, "low"=>0.285, "high"=>0.285, "mark"=>0.286, "uPx"=>5060.54, "uIx"=>"index_price", "iR"=>0, "markIv"=>106.0, "askIv"=>110.45, "bidIv"=>0.0, "delta"=>-0.90264, "gamma"=>0.00019, "vega"=>1.48288, "theta"=>-7.42706}
|
236
|
+
end
|
237
|
+
|
238
|
+
#action handler
|
239
|
+
def getinstruments(json)
|
240
|
+
#you actions here
|
241
|
+
end
|
242
|
+
end
|
243
|
+
```
|
244
|
+
|
245
|
+
Available events you can check in the guide https://deribit.com/main#/pages/docs/api WebSockets API section.
|
246
|
+
|
247
|
+
|
248
|
+
|
249
|
+
## Development
|
250
|
+
|
251
|
+
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.
|
252
|
+
|
253
|
+
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).
|
254
|
+
|
255
|
+
## Contributing
|
256
|
+
|
257
|
+
Bug reports and pull requests are welcome on GitHub at https://github.com/sunchess/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.
|
258
|
+
|
259
|
+
## Code of Conduct
|
260
|
+
|
261
|
+
Everyone interacting in the Deribit project’s codebases, issue trackers, chat rooms and mailing lists is expected to follow the [code of conduct](https://github.com/[USERNAME]/deribit/blob/master/CODE_OF_CONDUCT.md).
|
data/Rakefile
ADDED
data/bin/console
ADDED
@@ -0,0 +1,14 @@
|
|
1
|
+
#!/usr/bin/env ruby
|
2
|
+
|
3
|
+
require "bundler/setup"
|
4
|
+
require "deribit"
|
5
|
+
|
6
|
+
# You can add fixtures and/or initialization code here to make experimenting
|
7
|
+
# with your gem easier. You can also use a different console, if you like.
|
8
|
+
|
9
|
+
# (If you use this, don't forget to add pry to your Gemfile!)
|
10
|
+
# require "pry"
|
11
|
+
# Pry.start
|
12
|
+
|
13
|
+
require "irb"
|
14
|
+
IRB.start(__FILE__)
|
data/bin/setup
ADDED
data/deribit.gemspec
ADDED
@@ -0,0 +1,26 @@
|
|
1
|
+
lib = File.expand_path("../lib", __FILE__)
|
2
|
+
$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
|
3
|
+
require "deribit/version"
|
4
|
+
|
5
|
+
Gem::Specification.new do |spec|
|
6
|
+
spec.name = "deribit"
|
7
|
+
spec.version = Deribit::VERSION
|
8
|
+
spec.authors = ["Alexander Dmitriev", "Ivan Tumanov"]
|
9
|
+
spec.email = ["alexanderdmv@gmail.com"]
|
10
|
+
spec.licenses = ['MIT']
|
11
|
+
|
12
|
+
spec.summary = %q{Deribit.com v1 API ruby adapter}
|
13
|
+
spec.description = %q{This gem allows you to use deribit.com exchange}
|
14
|
+
spec.homepage = "https://github.com/vizakenjack/deribit-ruby"
|
15
|
+
|
16
|
+
spec.files = Dir.chdir(File.expand_path('..', __FILE__)) do
|
17
|
+
`git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
|
18
|
+
end
|
19
|
+
spec.require_paths = ["lib"]
|
20
|
+
|
21
|
+
spec.add_development_dependency "bundler", "~> 1.16"
|
22
|
+
spec.add_development_dependency "rake", "~> 10.0"
|
23
|
+
spec.add_development_dependency "rspec", "~> 3.0"
|
24
|
+
|
25
|
+
spec.add_dependency 'websocket-client-simple', '~> 0.3.0'
|
26
|
+
end
|