flashboy 0.1.0 → 0.2.0
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- checksums.yaml +4 -4
- data/lib/flashboy.rb +12 -0
- data/lib/flashboy/bitfinex.rb +19 -2
- data/lib/flashboy/cex.rb +20 -2
- data/lib/flashboy/client.rb +13 -0
- data/lib/flashboy/exchange.rb +27 -3
- data/lib/flashboy/gdax.rb +19 -2
- data/lib/flashboy/gemini.rb +17 -0
- data/lib/flashboy/kraken.rb +24 -2
- data/lib/flashboy/order_book.rb +5 -4
- data/lib/flashboy/poloniex.rb +21 -0
- data/lib/flashboy/quoine.rb +24 -1
- data/lib/flashboy/trade.rb +31 -0
- data/lib/flashboy/version.rb +1 -1
- metadata +3 -2
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
|
|
1
1
|
---
|
2
2
|
SHA1:
|
3
|
-
metadata.gz:
|
4
|
-
data.tar.gz:
|
3
|
+
metadata.gz: 6ed0ad1eabe895752f900b3db82b730d66a64c92
|
4
|
+
data.tar.gz: 205d2358756acc3908552d6fccc65c73996f2a16
|
5
5
|
SHA512:
|
6
|
-
metadata.gz:
|
7
|
-
data.tar.gz:
|
6
|
+
metadata.gz: ef5a71afb4db214c7fb945e1d5ea7d4ab0ccef8ed9aca91a7680a2a479a772d9229c24c8ae9dbb5a8ef5051624e056c2288cadc6663c71b0d71c841c97f5d77a
|
7
|
+
data.tar.gz: 5279f96044882995075099a7d1c61a2d44782f7ee0b9711ab647934a4b7df0f1a1f9365cf812c13792c556564d89024eaa92e93b60758bfdf94b63b4735b63ab
|
data/lib/flashboy.rb
CHANGED
@@ -1,6 +1,7 @@
|
|
1
1
|
require 'flashboy/version'
|
2
2
|
require 'faraday'
|
3
3
|
require 'json'
|
4
|
+
require 'logger'
|
4
5
|
|
5
6
|
require 'ext/hash'
|
6
7
|
|
@@ -12,6 +13,7 @@ module Flashboy
|
|
12
13
|
autoload :Order, 'flashboy/order'
|
13
14
|
autoload :OrderBook, 'flashboy/order_book'
|
14
15
|
autoload :Quote, 'flashboy/quote'
|
16
|
+
autoload :Trade, 'flashboy/trade'
|
15
17
|
|
16
18
|
autoload :Bitfinex, 'flashboy/bitfinex'
|
17
19
|
autoload :Bittrex, 'flashboy/bittrex'
|
@@ -22,12 +24,22 @@ module Flashboy
|
|
22
24
|
autoload :Poloniex, 'flashboy/poloniex'
|
23
25
|
autoload :Quoine, 'flashboy/quoine'
|
24
26
|
|
27
|
+
def self.logger
|
28
|
+
@logger ||= Logger.new(STDOUT)
|
29
|
+
end
|
30
|
+
|
25
31
|
def self.quote(pair)
|
26
32
|
exchanges.map do |exchange|
|
27
33
|
exchange.new.quote(pair)
|
28
34
|
end
|
29
35
|
end
|
30
36
|
|
37
|
+
def self.order_book(pair)
|
38
|
+
exchanges.map do |exchange|
|
39
|
+
exchange.new.order_book(pair)
|
40
|
+
end
|
41
|
+
end
|
42
|
+
|
31
43
|
def self.exchanges
|
32
44
|
[Bitfinex, Bittrex, Cex, Gdax, Gemini, Kraken, Poloniex, Quoine]
|
33
45
|
end
|
data/lib/flashboy/bitfinex.rb
CHANGED
@@ -5,6 +5,11 @@ module Flashboy
|
|
5
5
|
host 'https://api.bitfinex.com'
|
6
6
|
quote_path { |pair| "v1/pubticker/#{pair}.json" } #ethbtc
|
7
7
|
order_book_path { |pair| "v1/book/#{pair}.json" }
|
8
|
+
trades_path { |pair, params| "v1/trades/#{pair}?timestamp=#{params[:start]}" }
|
9
|
+
|
10
|
+
def self.parse_cursor(params)
|
11
|
+
{ start: params[:start] }
|
12
|
+
end
|
8
13
|
|
9
14
|
private
|
10
15
|
|
@@ -13,6 +18,18 @@ module Flashboy
|
|
13
18
|
"#{currency}#{base}".upcase
|
14
19
|
end
|
15
20
|
|
21
|
+
def parse_trades(trades, exchange, pair)
|
22
|
+
[*trades].map do |trade|
|
23
|
+
{
|
24
|
+
global_id: "#{exchange.key}-#{trade[:tid]}",
|
25
|
+
type: trade[:type],
|
26
|
+
price: trade[:price],
|
27
|
+
amount: trade[:amount],
|
28
|
+
executed_at: trade[:timestamp]
|
29
|
+
}
|
30
|
+
end
|
31
|
+
end
|
32
|
+
|
16
33
|
def parse_quote(quote, pair)
|
17
34
|
{
|
18
35
|
bid: quote[:bid],
|
@@ -25,8 +42,8 @@ module Flashboy
|
|
25
42
|
|
26
43
|
def parse_order_book(order, pair)
|
27
44
|
{
|
28
|
-
bids: order[:bids].map{|order| { price: order[:price], amount: order[:amount] } },
|
29
|
-
asks: order[:asks].map{|order| { price: order[:price], amount: order[:amount] } }
|
45
|
+
bids: (order[:bids] || []).map{|order| { price: order[:price], amount: order[:amount] } },
|
46
|
+
asks: (order[:asks] || []).map{|order| { price: order[:price], amount: order[:amount] } }
|
30
47
|
}
|
31
48
|
end
|
32
49
|
end
|
data/lib/flashboy/cex.rb
CHANGED
@@ -5,6 +5,11 @@ module Flashboy
|
|
5
5
|
host 'https://cex.io/api'
|
6
6
|
quote_path { |pair| "ticker/#{pair}" } #ETH/BTC
|
7
7
|
order_book_path { |pair| "order_book/#{pair}/?depth=10" }
|
8
|
+
trades_path { |pair, params| "trade_history/#{pair}/?since=#{params[:since]}" }
|
9
|
+
|
10
|
+
def self.parse_cursor(params)
|
11
|
+
{ since: params[:since] }
|
12
|
+
end
|
8
13
|
|
9
14
|
private
|
10
15
|
|
@@ -13,6 +18,19 @@ module Flashboy
|
|
13
18
|
"#{currency}/#{base}".upcase
|
14
19
|
end
|
15
20
|
|
21
|
+
def parse_trades(trades, exchange, _pair)
|
22
|
+
[*trades].map do |trade|
|
23
|
+
{
|
24
|
+
global_id: "#{exchange.key}-#{trade[:tid]}",
|
25
|
+
type: trade[:type],
|
26
|
+
price: trade[:price],
|
27
|
+
amount: trade[:amount],
|
28
|
+
executed_at: trade[:date]
|
29
|
+
}
|
30
|
+
end
|
31
|
+
end
|
32
|
+
|
33
|
+
|
16
34
|
def parse_quote(quote, pair)
|
17
35
|
{
|
18
36
|
bid: quote[:bid],
|
@@ -25,8 +43,8 @@ module Flashboy
|
|
25
43
|
|
26
44
|
def parse_order_book(order, pair)
|
27
45
|
{
|
28
|
-
bids: order[:bids].map{|(p, a)| { price: p, amount: a } },
|
29
|
-
asks: order[:asks].map{|(p, a)| { price: p, amount: a } }
|
46
|
+
bids: (order[:bids] || []).map{|(p, a)| { price: p, amount: a } },
|
47
|
+
asks: (order[:asks] || []).map{|(p, a)| { price: p, amount: a } }
|
30
48
|
}
|
31
49
|
end
|
32
50
|
end
|
data/lib/flashboy/client.rb
CHANGED
@@ -44,6 +44,19 @@ module Flashboy
|
|
44
44
|
self.class.quote_path(pair)
|
45
45
|
end
|
46
46
|
|
47
|
+
def self.trades_path(pair = nil, params = {}, &path)
|
48
|
+
if !block_given?
|
49
|
+
raise RuntimeError, "You must define the trades_path on your exchange" if @trades_path.nil?
|
50
|
+
return @trades_path.call(pair, params)
|
51
|
+
end
|
52
|
+
|
53
|
+
@trades_path = path
|
54
|
+
end
|
55
|
+
|
56
|
+
def trades_path(pair, params = {})
|
57
|
+
self.class.trades_path(pair, params)
|
58
|
+
end
|
59
|
+
|
47
60
|
def self.order_book_path(pair = nil, &path)
|
48
61
|
return @order_book_path.call(pair) unless block_given?
|
49
62
|
@order_book_path = path
|
data/lib/flashboy/exchange.rb
CHANGED
@@ -9,6 +9,24 @@ module Flashboy
|
|
9
9
|
)
|
10
10
|
end
|
11
11
|
|
12
|
+
def trades(pair, options = {})
|
13
|
+
start, finish, cursor = nil
|
14
|
+
if options[:start] || options[:finish]
|
15
|
+
finish = options[:finish] || Time.now.to_i
|
16
|
+
start = options[:start] || finish - (60 * 60)
|
17
|
+
elsif options[:since]
|
18
|
+
cursor = options[:since] || 0
|
19
|
+
end
|
20
|
+
|
21
|
+
id = formatted_pair(pair)
|
22
|
+
url = trades_path(id, {start: start, finish: finish, since: cursor})
|
23
|
+
# puts url
|
24
|
+
data = request url
|
25
|
+
parse_trades(data, self, id).map do |trade|
|
26
|
+
Trade.new(trade.merge(pair: pair, exchange: name))
|
27
|
+
end
|
28
|
+
end
|
29
|
+
|
12
30
|
def order_book(pair)
|
13
31
|
id = formatted_pair(pair)
|
14
32
|
data = request order_book_path(id)
|
@@ -29,9 +47,15 @@ module Flashboy
|
|
29
47
|
end
|
30
48
|
|
31
49
|
def request(path)
|
32
|
-
|
33
|
-
|
34
|
-
|
50
|
+
begin
|
51
|
+
response = connection.get(path).body
|
52
|
+
data = JSON.parse(response)
|
53
|
+
rescue JSON::ParserError => e
|
54
|
+
Flashboy.logger.warn "Failed to parse response from #{host}/#{path}"
|
55
|
+
data = {}
|
56
|
+
end
|
57
|
+
|
58
|
+
data.is_a?(Hash) ? data.recursively_symbolize_keys! : data.map(&:recursively_symbolize_keys!)
|
35
59
|
end
|
36
60
|
|
37
61
|
def connection
|
data/lib/flashboy/gdax.rb
CHANGED
@@ -5,6 +5,11 @@ module Flashboy
|
|
5
5
|
host 'https://api.gdax.com'
|
6
6
|
quote_path { |pair| "products/#{pair}/ticker" } #ETH-BTC
|
7
7
|
order_book_path { |pair| "products/#{pair}/book" }
|
8
|
+
trades_path { |pair, params| "products/#{pair}/trades?#{params[:since] ? ('before=' + params[:since].to_s) : ''}" }
|
9
|
+
|
10
|
+
def self.parse_cursor(params)
|
11
|
+
{ since: params[:since] }
|
12
|
+
end
|
8
13
|
|
9
14
|
private
|
10
15
|
|
@@ -13,6 +18,18 @@ module Flashboy
|
|
13
18
|
"#{currency}-#{base}".upcase
|
14
19
|
end
|
15
20
|
|
21
|
+
def parse_trades(trades, exchange, _pair)
|
22
|
+
[*trades].map do |trade|
|
23
|
+
{
|
24
|
+
global_id: "#{exchange.key}-#{trade[:trade_id]}",
|
25
|
+
type: trade[:side],
|
26
|
+
price: trade[:price],
|
27
|
+
amount: trade[:size],
|
28
|
+
executed_at: trade[:time]
|
29
|
+
}
|
30
|
+
end
|
31
|
+
end
|
32
|
+
|
16
33
|
def parse_quote(quote, pair)
|
17
34
|
{
|
18
35
|
bid: quote[:bid],
|
@@ -25,8 +42,8 @@ module Flashboy
|
|
25
42
|
|
26
43
|
def parse_order_book(order, pair)
|
27
44
|
{
|
28
|
-
bids: order[:bids].map{|order| { price: order[:price], amount: order[:amount] } },
|
29
|
-
asks: order[:asks].map{|order| { price: order[:price], amount: order[:amount] } }
|
45
|
+
bids: (order[:bids] || []).map{|order| { price: order[:price], amount: order[:amount] } },
|
46
|
+
asks: (order[:asks] || []).map{|order| { price: order[:price], amount: order[:amount] } }
|
30
47
|
}
|
31
48
|
end
|
32
49
|
end
|
data/lib/flashboy/gemini.rb
CHANGED
@@ -5,6 +5,11 @@ module Flashboy
|
|
5
5
|
host 'https://api.gemini.com/v1'
|
6
6
|
quote_path { |pair| "pubticker/#{pair}" } #ethbtc
|
7
7
|
order_book_path { |pair| "book/#{pair}?depth=10" }
|
8
|
+
trades_path { |pair, params| "trades/#{pair}#{params[:start] ? ('?since=' + params[:start].to_s) : ''}" }
|
9
|
+
|
10
|
+
def self.parse_cursor(params)
|
11
|
+
{ start: params[:start] }
|
12
|
+
end
|
8
13
|
|
9
14
|
private
|
10
15
|
|
@@ -13,6 +18,18 @@ module Flashboy
|
|
13
18
|
"#{currency}#{base}".downcase
|
14
19
|
end
|
15
20
|
|
21
|
+
def parse_trades(trades, exchange, pair)
|
22
|
+
[*trades].map do |trade|
|
23
|
+
{
|
24
|
+
global_id: "#{exchange.key}-#{trade[:tid]}",
|
25
|
+
type: trade[:type],
|
26
|
+
price: trade[:price],
|
27
|
+
amount: trade[:amount],
|
28
|
+
executed_at: trade[:timestamp].to_i
|
29
|
+
}
|
30
|
+
end
|
31
|
+
end
|
32
|
+
|
16
33
|
def parse_quote(quote, pair)
|
17
34
|
{
|
18
35
|
bid: quote[:bid],
|
data/lib/flashboy/kraken.rb
CHANGED
@@ -1,18 +1,40 @@
|
|
1
1
|
module Flashboy
|
2
2
|
class Kraken < Exchange
|
3
3
|
name 'Kraken'
|
4
|
-
docs '
|
4
|
+
docs 'https://www.kraken.com/help/api'
|
5
5
|
host 'https://api.kraken.com'
|
6
6
|
quote_path { |pair| "0/public/Ticker?pair=#{pair}" } #ETHXBT
|
7
7
|
order_book_path { |pair| "0/public/Depth?pair=#{pair}" }
|
8
|
+
trades_path { |pair, params| "0/public/Trades?pair=#{pair}#{params[:since] ? ('&since=' + params[:since].to_s) : ''}" }
|
9
|
+
|
10
|
+
def self.parse_cursor(params)
|
11
|
+
{ since: params[:since] }
|
12
|
+
end
|
8
13
|
|
9
14
|
private
|
10
15
|
|
11
16
|
def formatted_pair(pair)
|
12
|
-
currency, base = super(pair).map { |curr| curr == 'BTC' ? 'XBT' : curr }
|
17
|
+
currency, base = super(pair).map { |curr| curr.upcase == 'BTC' ? 'XBT' : curr }
|
13
18
|
"#{currency}#{base}".upcase
|
14
19
|
end
|
15
20
|
|
21
|
+
def parse_trades(trades, exchange, pair)
|
22
|
+
last_id = trades[:result][:last]
|
23
|
+
pair_id = trades[:result].keys.first
|
24
|
+
trades = trades[:result][pair_id]
|
25
|
+
|
26
|
+
[*trades].map do |trade|
|
27
|
+
price, amount, time, type = trade
|
28
|
+
{
|
29
|
+
global_id: "#{exchange.key}-#{time}-#{last_id}",
|
30
|
+
type: type == 'b' ? 'buy' : 'sell',
|
31
|
+
price: price,
|
32
|
+
amount: amount,
|
33
|
+
executed_at: time
|
34
|
+
}
|
35
|
+
end
|
36
|
+
end
|
37
|
+
|
16
38
|
def parse_quote(quote, pair)
|
17
39
|
data = quote[:result].values.first
|
18
40
|
{
|
data/lib/flashboy/order_book.rb
CHANGED
@@ -1,11 +1,12 @@
|
|
1
1
|
module Flashboy
|
2
2
|
class OrderBook
|
3
|
-
attr_reader :bids, :asks, :
|
3
|
+
attr_reader :pair, :bids, :asks, :exchange
|
4
4
|
|
5
5
|
def initialize(data)
|
6
|
-
@
|
7
|
-
@
|
8
|
-
@
|
6
|
+
@pair = data[:pair]
|
7
|
+
@exchange = data[:exchange]
|
8
|
+
@bids = (data[:bids] || []).map { |bid| Bid.new(bid) }
|
9
|
+
@asks = (data[:asks] || []).map { |ask| Ask.new(ask) }
|
9
10
|
end
|
10
11
|
end
|
11
12
|
end
|
data/lib/flashboy/poloniex.rb
CHANGED
@@ -5,6 +5,15 @@ module Flashboy
|
|
5
5
|
host 'https://poloniex.com'
|
6
6
|
quote_path { |pair| "public?command=returnTicker" } #BTC_ETH
|
7
7
|
order_book_path { |pair| "book/#{pair}?depth=10" }
|
8
|
+
trades_path do |pair, params|
|
9
|
+
url = "public?command=returnTradeHistory¤cyPair=#{pair}"
|
10
|
+
url += "&start=#{params[:start]}" unless params[:start].nil?
|
11
|
+
url
|
12
|
+
end
|
13
|
+
|
14
|
+
def self.parse_cursor(params)
|
15
|
+
{ start: params[:start] }
|
16
|
+
end
|
8
17
|
|
9
18
|
private
|
10
19
|
|
@@ -13,6 +22,18 @@ module Flashboy
|
|
13
22
|
"#{base}_#{currency}".upcase
|
14
23
|
end
|
15
24
|
|
25
|
+
def parse_trades(trades, exchange, _pair)
|
26
|
+
[*trades].map do |trade|
|
27
|
+
{
|
28
|
+
global_id: "#{exchange.key}-#{trade[:globalTradeID]}",
|
29
|
+
type: trade[:type],
|
30
|
+
price: trade[:rate],
|
31
|
+
amount: trade[:amount],
|
32
|
+
executed_at: trade[:date]
|
33
|
+
}
|
34
|
+
end
|
35
|
+
end
|
36
|
+
|
16
37
|
def parse_quote(quote, pair)
|
17
38
|
data = quote[pair.to_sym]
|
18
39
|
{
|
data/lib/flashboy/quoine.rb
CHANGED
@@ -1,10 +1,19 @@
|
|
1
1
|
module Flashboy
|
2
2
|
class Quoine < Exchange
|
3
3
|
name 'Quoine'
|
4
|
-
docs 'https://developers.quoine.com
|
4
|
+
docs 'https://developers.quoine.com'
|
5
5
|
host 'https://api.quoine.com'
|
6
6
|
quote_path { |pair| "products/code/CASH/#{pair}" } #ETHBTC
|
7
7
|
order_book_path { |pair| "products/#{pair}/price_levels" }
|
8
|
+
trades_path do |pair, params|
|
9
|
+
url = "executions?currency_pair_code=#{pair}"
|
10
|
+
url += "×tamp=#{params[:start]}" if params[:start]
|
11
|
+
url
|
12
|
+
end
|
13
|
+
|
14
|
+
def self.parse_cursor(params)
|
15
|
+
{ start: params[:start] }
|
16
|
+
end
|
8
17
|
|
9
18
|
private
|
10
19
|
|
@@ -13,6 +22,20 @@ module Flashboy
|
|
13
22
|
"#{currency}#{base}".upcase
|
14
23
|
end
|
15
24
|
|
25
|
+
def parse_trades(trades, exchange, pair)
|
26
|
+
trades = trades.is_a?(Hash) ? trades[:models] : trades
|
27
|
+
[*trades].map do |trade|
|
28
|
+
trade.recursively_symbolize_keys!
|
29
|
+
{
|
30
|
+
global_id: "#{exchange.key}-#{trade[:id]}",
|
31
|
+
type: trade[:taker_side],
|
32
|
+
price: trade[:price],
|
33
|
+
amount: trade[:quantity],
|
34
|
+
executed_at: trade[:created_at]
|
35
|
+
}
|
36
|
+
end
|
37
|
+
end
|
38
|
+
|
16
39
|
def parse_quote(quote, pair)
|
17
40
|
{
|
18
41
|
bid: quote[:market_bid],
|
@@ -0,0 +1,31 @@
|
|
1
|
+
module Flashboy
|
2
|
+
class Trade
|
3
|
+
attr_reader :global_id, :type, :exchange, :pair, :price, :amount, :executed_at
|
4
|
+
|
5
|
+
def initialize(attrs)
|
6
|
+
@global_id = attrs[:global_id]
|
7
|
+
@type = attrs[:type]
|
8
|
+
@exchange = attrs[:exchange]
|
9
|
+
@pair = attrs[:pair]
|
10
|
+
@price = attrs[:price].to_s.to_f
|
11
|
+
@amount = attrs[:amount].to_s.to_f
|
12
|
+
@executed_at = attrs[:executed_at]
|
13
|
+
end
|
14
|
+
|
15
|
+
def id
|
16
|
+
global_id.split('-').last
|
17
|
+
end
|
18
|
+
|
19
|
+
def to_json(_opts)
|
20
|
+
{
|
21
|
+
global_id: global_id,
|
22
|
+
type: type,
|
23
|
+
exchange: exchange,
|
24
|
+
pair: pair,
|
25
|
+
price: price,
|
26
|
+
amount: amount,
|
27
|
+
executed_at: executed_at
|
28
|
+
}.to_json
|
29
|
+
end
|
30
|
+
end
|
31
|
+
end
|
data/lib/flashboy/version.rb
CHANGED
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: flashboy
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.
|
4
|
+
version: 0.2.0
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Matthew Werner
|
8
8
|
autorequire:
|
9
9
|
bindir: exe
|
10
10
|
cert_chain: []
|
11
|
-
date: 2017-04-
|
11
|
+
date: 2017-04-05 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: faraday
|
@@ -101,6 +101,7 @@ files:
|
|
101
101
|
- lib/flashboy/poloniex.rb
|
102
102
|
- lib/flashboy/quoine.rb
|
103
103
|
- lib/flashboy/quote.rb
|
104
|
+
- lib/flashboy/trade.rb
|
104
105
|
- lib/flashboy/version.rb
|
105
106
|
homepage: https://github.com/mwerner/flashboy
|
106
107
|
licenses:
|