flashboy 0.1.0 → 0.2.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
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-  data.tar.gz: e4a75faf8e32ff53e4124c125a08a8d706800658
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+  data.tar.gz: 205d2358756acc3908552d6fccc65c73996f2a16
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data/lib/flashboy.rb

@@ -1,6 +1,7 @@
 require 'flashboy/version'
 require 'faraday'
 require 'json'
+require 'logger'
 
 require 'ext/hash'
 
@@ -12,6 +13,7 @@ module Flashboy
   autoload :Order,     'flashboy/order'
   autoload :OrderBook, 'flashboy/order_book'
   autoload :Quote,     'flashboy/quote'
+  autoload :Trade,     'flashboy/trade'
 
   autoload :Bitfinex,  'flashboy/bitfinex'
   autoload :Bittrex,   'flashboy/bittrex'
@@ -22,12 +24,22 @@ module Flashboy
   autoload :Poloniex,  'flashboy/poloniex'
   autoload :Quoine,    'flashboy/quoine'
 
+  def self.logger
+    @logger ||= Logger.new(STDOUT)
+  end
+
   def self.quote(pair)
     exchanges.map do |exchange|
       exchange.new.quote(pair)
     end
   end
 
+  def self.order_book(pair)
+    exchanges.map do |exchange|
+      exchange.new.order_book(pair)
+    end
+  end
+
   def self.exchanges
     [Bitfinex, Bittrex, Cex, Gdax, Gemini, Kraken, Poloniex, Quoine]
   end

data/lib/flashboy/bitfinex.rb

@@ -5,6 +5,11 @@ module Flashboy
     host 'https://api.bitfinex.com'
     quote_path      { |pair| "v1/pubticker/#{pair}.json" } #ethbtc
     order_book_path { |pair| "v1/book/#{pair}.json" }
+    trades_path     { |pair, params| "v1/trades/#{pair}?timestamp=#{params[:start]}" }
+
+    def self.parse_cursor(params)
+      { start: params[:start] }
+    end
 
     private
 
@@ -13,6 +18,18 @@ module Flashboy
       "#{currency}#{base}".upcase
     end
 
+    def parse_trades(trades, exchange, pair)
+      [*trades].map do |trade|
+        {
+          global_id: "#{exchange.key}-#{trade[:tid]}",
+          type: trade[:type],
+          price: trade[:price],
+          amount: trade[:amount],
+          executed_at: trade[:timestamp]
+        }
+      end
+    end
+
     def parse_quote(quote, pair)
       {
         bid: quote[:bid],
@@ -25,8 +42,8 @@ module Flashboy
 
     def parse_order_book(order, pair)
       {
-        bids: order[:bids].map{|order| { price: order[:price], amount: order[:amount] } },
-        asks: order[:asks].map{|order| { price: order[:price], amount: order[:amount] } }
+        bids: (order[:bids] || []).map{|order| { price: order[:price], amount: order[:amount] } },
+        asks: (order[:asks] || []).map{|order| { price: order[:price], amount: order[:amount] } }
       }
     end
   end

data/lib/flashboy/cex.rb

@@ -5,6 +5,11 @@ module Flashboy
     host 'https://cex.io/api'
     quote_path      { |pair| "ticker/#{pair}" } #ETH/BTC
     order_book_path { |pair| "order_book/#{pair}/?depth=10" }
+    trades_path     { |pair, params| "trade_history/#{pair}/?since=#{params[:since]}" }
+
+    def self.parse_cursor(params)
+      { since: params[:since] }
+    end
 
     private
 
@@ -13,6 +18,19 @@ module Flashboy
       "#{currency}/#{base}".upcase
     end
 
+    def parse_trades(trades, exchange, _pair)
+      [*trades].map do |trade|
+        {
+          global_id: "#{exchange.key}-#{trade[:tid]}",
+          type: trade[:type],
+          price: trade[:price],
+          amount: trade[:amount],
+          executed_at: trade[:date]
+        }
+      end
+    end
+
+
     def parse_quote(quote, pair)
       {
         bid: quote[:bid],
@@ -25,8 +43,8 @@ module Flashboy
 
     def parse_order_book(order, pair)
       {
-        bids: order[:bids].map{|(p, a)| { price: p, amount: a } },
-        asks: order[:asks].map{|(p, a)| { price: p, amount: a } }
+        bids: (order[:bids] || []).map{|(p, a)| { price: p, amount: a } },
+        asks: (order[:asks] || []).map{|(p, a)| { price: p, amount: a } }
       }
     end
   end

data/lib/flashboy/client.rb

@@ -44,6 +44,19 @@ module Flashboy
       self.class.quote_path(pair)
     end
 
+    def self.trades_path(pair = nil, params = {}, &path)
+      if !block_given?
+        raise RuntimeError, "You must define the trades_path on your exchange" if @trades_path.nil?
+        return @trades_path.call(pair, params)
+      end
+
+      @trades_path = path
+    end
+
+    def trades_path(pair, params = {})
+      self.class.trades_path(pair, params)
+    end
+
     def self.order_book_path(pair = nil, &path)
       return @order_book_path.call(pair) unless block_given?
       @order_book_path = path

data/lib/flashboy/exchange.rb

@@ -9,6 +9,24 @@ module Flashboy
       )
     end
 
+    def trades(pair, options = {})
+      start, finish, cursor = nil
+      if options[:start] || options[:finish]
+        finish = options[:finish] || Time.now.to_i
+        start  = options[:start] || finish - (60 * 60)
+      elsif options[:since]
+        cursor = options[:since] || 0
+      end
+
+      id = formatted_pair(pair)
+      url = trades_path(id, {start: start, finish: finish, since: cursor})
+      # puts url
+      data = request url
+      parse_trades(data, self, id).map do |trade|
+        Trade.new(trade.merge(pair: pair, exchange: name))
+      end
+    end
+
     def order_book(pair)
       id = formatted_pair(pair)
       data = request order_book_path(id)
@@ -29,9 +47,15 @@ module Flashboy
     end
 
     def request(path)
-      response = connection.get(path).body
-      data = JSON.parse(response)
-      data.recursively_symbolize_keys!
+      begin
+        response = connection.get(path).body
+        data = JSON.parse(response)
+      rescue JSON::ParserError => e
+        Flashboy.logger.warn "Failed to parse response from #{host}/#{path}"
+        data = {}
+      end
+
+      data.is_a?(Hash) ? data.recursively_symbolize_keys! : data.map(&:recursively_symbolize_keys!)
     end
 
     def connection

data/lib/flashboy/gdax.rb

@@ -5,6 +5,11 @@ module Flashboy
     host 'https://api.gdax.com'
     quote_path      { |pair| "products/#{pair}/ticker" } #ETH-BTC
     order_book_path { |pair| "products/#{pair}/book" }
+    trades_path     { |pair, params| "products/#{pair}/trades?#{params[:since] ? ('before=' + params[:since].to_s) : ''}" }
+
+    def self.parse_cursor(params)
+      { since: params[:since] }
+    end
 
     private
 
@@ -13,6 +18,18 @@ module Flashboy
       "#{currency}-#{base}".upcase
     end
 
+    def parse_trades(trades, exchange, _pair)
+      [*trades].map do |trade|
+        {
+          global_id: "#{exchange.key}-#{trade[:trade_id]}",
+          type: trade[:side],
+          price: trade[:price],
+          amount: trade[:size],
+          executed_at: trade[:time]
+        }
+      end
+    end
+
     def parse_quote(quote, pair)
       {
         bid: quote[:bid],
@@ -25,8 +42,8 @@ module Flashboy
 
     def parse_order_book(order, pair)
       {
-        bids: order[:bids].map{|order| { price: order[:price], amount: order[:amount] } },
-        asks: order[:asks].map{|order| { price: order[:price], amount: order[:amount] } }
+        bids: (order[:bids] || []).map{|order| { price: order[:price], amount: order[:amount] } },
+        asks: (order[:asks] || []).map{|order| { price: order[:price], amount: order[:amount] } }
       }
     end
   end

data/lib/flashboy/gemini.rb

@@ -5,6 +5,11 @@ module Flashboy
     host 'https://api.gemini.com/v1'
     quote_path      { |pair| "pubticker/#{pair}" } #ethbtc
     order_book_path { |pair| "book/#{pair}?depth=10" }
+    trades_path     { |pair, params| "trades/#{pair}#{params[:start] ? ('?since=' + params[:start].to_s) : ''}" }
+
+    def self.parse_cursor(params)
+      { start: params[:start] }
+    end
 
     private
 
@@ -13,6 +18,18 @@ module Flashboy
       "#{currency}#{base}".downcase
     end
 
+    def parse_trades(trades, exchange, pair)
+      [*trades].map do |trade|
+        {
+          global_id: "#{exchange.key}-#{trade[:tid]}",
+          type: trade[:type],
+          price: trade[:price],
+          amount: trade[:amount],
+          executed_at: trade[:timestamp].to_i
+        }
+      end
+    end
+
     def parse_quote(quote, pair)
       {
         bid: quote[:bid],

data/lib/flashboy/kraken.rb

@@ -1,18 +1,40 @@
 module Flashboy
   class Kraken < Exchange
     name 'Kraken'
-    docs 'http://docs.bitfinex.com'
+    docs 'https://www.kraken.com/help/api'
     host 'https://api.kraken.com'
     quote_path      { |pair| "0/public/Ticker?pair=#{pair}" } #ETHXBT
     order_book_path { |pair| "0/public/Depth?pair=#{pair}" }
+    trades_path     { |pair, params| "0/public/Trades?pair=#{pair}#{params[:since] ? ('&since=' + params[:since].to_s) : ''}" }
+
+    def self.parse_cursor(params)
+      { since: params[:since] }
+    end
 
     private
 
     def formatted_pair(pair)
-      currency, base = super(pair).map { |curr| curr == 'BTC' ? 'XBT' : curr }
+      currency, base = super(pair).map { |curr| curr.upcase == 'BTC' ? 'XBT' : curr }
       "#{currency}#{base}".upcase
     end
 
+    def parse_trades(trades, exchange, pair)
+      last_id = trades[:result][:last]
+      pair_id = trades[:result].keys.first
+      trades = trades[:result][pair_id]
+
+      [*trades].map do |trade|
+        price, amount, time, type = trade
+        {
+          global_id: "#{exchange.key}-#{time}-#{last_id}",
+          type: type == 'b' ? 'buy' : 'sell',
+          price: price,
+          amount: amount,
+          executed_at: time
+        }
+      end
+    end
+
     def parse_quote(quote, pair)
       data = quote[:result].values.first
       {

data/lib/flashboy/order_book.rb

@@ -1,11 +1,12 @@
 module Flashboy
   class OrderBook
-    attr_reader :bids, :asks, :data
+    attr_reader :pair, :bids, :asks, :exchange
 
     def initialize(data)
-      @data = data
-      @bids = data[:bids].map { |bid| Bid.new(bid) }
-      @asks = data[:asks].map { |ask| Ask.new(ask) }
+      @pair = data[:pair]
+      @exchange = data[:exchange]
+      @bids = (data[:bids] || []).map { |bid| Bid.new(bid) }
+      @asks = (data[:asks] || []).map { |ask| Ask.new(ask) }
     end
   end
 end

data/lib/flashboy/poloniex.rb

@@ -5,6 +5,15 @@ module Flashboy
     host 'https://poloniex.com'
     quote_path      { |pair| "public?command=returnTicker" } #BTC_ETH
     order_book_path { |pair| "book/#{pair}?depth=10" }
+    trades_path do |pair, params|
+      url = "public?command=returnTradeHistory&currencyPair=#{pair}"
+      url += "&start=#{params[:start]}" unless params[:start].nil?
+      url
+    end
+
+    def self.parse_cursor(params)
+      { start: params[:start] }
+    end
 
     private
 
@@ -13,6 +22,18 @@ module Flashboy
       "#{base}_#{currency}".upcase
     end
 
+    def parse_trades(trades, exchange, _pair)
+      [*trades].map do |trade|
+        {
+          global_id: "#{exchange.key}-#{trade[:globalTradeID]}",
+          type: trade[:type],
+          price: trade[:rate],
+          amount: trade[:amount],
+          executed_at: trade[:date]
+        }
+      end
+    end
+
     def parse_quote(quote, pair)
       data = quote[pair.to_sym]
       {

data/lib/flashboy/quoine.rb

@@ -1,10 +1,19 @@
 module Flashboy
   class Quoine < Exchange
     name 'Quoine'
-    docs 'https://developers.quoine.com/#introduction'
+    docs 'https://developers.quoine.com'
     host 'https://api.quoine.com'
     quote_path      { |pair| "products/code/CASH/#{pair}" } #ETHBTC
     order_book_path { |pair| "products/#{pair}/price_levels" }
+    trades_path do |pair, params|
+      url = "executions?currency_pair_code=#{pair}"
+      url += "&timestamp=#{params[:start]}" if params[:start]
+      url
+    end
+
+    def self.parse_cursor(params)
+      { start: params[:start] }
+    end
 
     private
 
@@ -13,6 +22,20 @@ module Flashboy
       "#{currency}#{base}".upcase
     end
 
+    def parse_trades(trades, exchange, pair)
+      trades = trades.is_a?(Hash) ? trades[:models] : trades
+      [*trades].map do |trade|
+        trade.recursively_symbolize_keys!
+        {
+          global_id: "#{exchange.key}-#{trade[:id]}",
+          type: trade[:taker_side],
+          price: trade[:price],
+          amount: trade[:quantity],
+          executed_at: trade[:created_at]
+        }
+      end
+    end
+
     def parse_quote(quote, pair)
       {
         bid: quote[:market_bid],

data/lib/flashboy/trade.rb

@@ -0,0 +1,31 @@
+module Flashboy
+  class Trade
+    attr_reader :global_id, :type, :exchange, :pair, :price, :amount, :executed_at
+
+    def initialize(attrs)
+      @global_id = attrs[:global_id]
+      @type = attrs[:type]
+      @exchange = attrs[:exchange]
+      @pair = attrs[:pair]
+      @price = attrs[:price].to_s.to_f
+      @amount = attrs[:amount].to_s.to_f
+      @executed_at = attrs[:executed_at]
+    end
+
+    def id
+      global_id.split('-').last
+    end
+
+    def to_json(_opts)
+      {
+        global_id: global_id,
+        type: type,
+        exchange: exchange,
+        pair: pair,
+        price: price,
+        amount: amount,
+        executed_at: executed_at
+      }.to_json
+    end
+  end
+end

data/lib/flashboy/version.rb

@@ -1,3 +1,3 @@
 module Flashboy
-  VERSION = "0.1.0"
+  VERSION = "0.2.0"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: flashboy
 version: !ruby/object:Gem::Version
-  version: 0.1.0
+  version: 0.2.0
 platform: ruby
 authors:
 - Matthew Werner
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2017-04-02 00:00:00.000000000 Z
+date: 2017-04-05 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: faraday
@@ -101,6 +101,7 @@ files:
 - lib/flashboy/poloniex.rb
 - lib/flashboy/quoine.rb
 - lib/flashboy/quote.rb
+- lib/flashboy/trade.rb
 - lib/flashboy/version.rb
 homepage: https://github.com/mwerner/flashboy
 licenses: