irix-jruby 2.6.0
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- checksums.yaml +7 -0
- data/.drone.yml +30 -0
- data/.gitignore +11 -0
- data/.rspec +3 -0
- data/Gemfile +4 -0
- data/Gemfile.lock +188 -0
- data/README.md +35 -0
- data/Rakefile +6 -0
- data/bin/console +14 -0
- data/bin/setup +8 -0
- data/irix.gemspec +41 -0
- data/lib/irix.rb +14 -0
- data/lib/irix/bitfinex.rb +205 -0
- data/lib/irix/hooks.rb +18 -0
- data/lib/irix/huobi.rb +177 -0
- data/lib/irix/railtie.rb +9 -0
- data/lib/irix/version.rb +3 -0
- metadata +270 -0
checksums.yaml
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---
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SHA256:
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metadata.gz: a8b16e3a189fc5135e79075f31de2bca30081c8bab5b0ddfa5896225c0edf854
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data.tar.gz: 9300df9f50d1bf89d6250220dc5f103a46819de3cd4f57fa39b8ea866b88c666
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SHA512:
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metadata.gz: ee40b421fb1225bdf9150ac5e85d55ad447b55a8112fcdf008f41813ea8f5b5d35e30cd1750b8e78f4935eb1c44149a19b098b53b91bad8719cf1a047dcc1014
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data.tar.gz: 1acb130fdcff98399a32716059b9d3069951b4972f2091f6e657351448d47dbdf8776889e5f651071283d013c16aa4bfeaedee48f3597aa9515f1b04a1136b2f
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data/.drone.yml
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---
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kind: pipeline
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name: default
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steps:
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- name: Run rspec
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image: ruby:2.6
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commands:
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- gem install bundler:2.0.2
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- bundle install --jobs=$(nproc) --retry=3 --path vendor/bundle
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- bundle exec rspec
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- name: Release gem
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image: ruby:2.6
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environment:
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GEM_CREDENTIALS:
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from_secret: gem_credentials
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commands:
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- mkdir -p ~/.gem
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- echo $GEM_CREDENTIALS | base64 -d > ~/.gem/credentials
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- chmod 0600 ~/.gem/credentials
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- gem build irix.gemspec
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- gem push irix-*.gem
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when:
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branch:
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- master
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trigger:
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event:
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- push
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data/.gitignore
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data/.rspec
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data/Gemfile
ADDED
data/Gemfile.lock
ADDED
@@ -0,0 +1,188 @@
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PATH
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remote: .
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specs:
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4
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irix (2.6.0)
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5
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em-synchrony (~> 1.0)
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6
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em-websocket
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7
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eventmachine
|
8
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faraday_middleware (~> 0.13.1)
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9
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faye (~> 1.2)
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10
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peatio-jruby (>= 2.4.2)
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11
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12
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GEM
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remote: https://rubygems.org/
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specs:
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activemodel (6.0.0)
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activesupport (= 6.0.0)
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activerecord (6.0.0)
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activemodel (= 6.0.0)
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activesupport (= 6.0.0)
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activerecord-jdbc-adapter (50.0)
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activerecord (>= 2.2)
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activerecord-jdbcmysql-adapter (50.0)
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activerecord-jdbc-adapter (~> 50.0)
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jdbc-mysql (~> 5.1.36)
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activesupport (6.0.0)
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concurrent-ruby (~> 1.0, >= 1.0.2)
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i18n (>= 0.7, < 2)
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minitest (~> 5.1)
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tzinfo (~> 1.1)
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zeitwerk (~> 2.1, >= 2.1.8)
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addressable (2.7.0)
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public_suffix (>= 2.0.2, < 5.0)
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amq-protocol (2.3.2)
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amqp (1.8.0)
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amq-protocol (>= 2.2.0)
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eventmachine
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ast (2.4.0)
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bunny (2.17.0)
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amq-protocol (~> 2.3, >= 2.3.1)
|
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clamp (1.3.2)
|
41
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concurrent-ruby (1.1.8)
|
42
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cookiejar (0.3.3)
|
43
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diff-lcs (1.3)
|
44
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docile (1.3.2)
|
45
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em-http-request (1.1.6)
|
46
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addressable (>= 2.3.4)
|
47
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cookiejar (!= 0.3.1)
|
48
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em-socksify (>= 0.3)
|
49
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eventmachine (>= 1.0.3)
|
50
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+
http_parser.rb (>= 0.6.0)
|
51
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em-socksify (0.3.2)
|
52
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+
eventmachine (>= 1.0.0.beta.4)
|
53
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em-spec (0.2.7)
|
54
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+
eventmachine
|
55
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+
em-synchrony (1.0.6)
|
56
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+
eventmachine (>= 1.0.0.beta.1)
|
57
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+
em-websocket (0.5.1)
|
58
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+
eventmachine (>= 0.12.9)
|
59
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http_parser.rb (~> 0.6.0)
|
60
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em-websocket-client (0.1.2)
|
61
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eventmachine
|
62
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websocket
|
63
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eventmachine (1.2.7)
|
64
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eventmachine (1.2.7-java)
|
65
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faraday (0.17.3)
|
66
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multipart-post (>= 1.2, < 3)
|
67
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faraday_middleware (0.13.1)
|
68
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faraday (>= 0.7.4, < 1.0)
|
69
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faye (1.3.0)
|
70
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cookiejar (>= 0.3.0)
|
71
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em-http-request (>= 0.3.0)
|
72
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eventmachine (>= 0.12.0)
|
73
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faye-websocket (>= 0.9.1)
|
74
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multi_json (>= 1.0.0)
|
75
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rack (>= 1.0.0)
|
76
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websocket-driver (>= 0.5.1)
|
77
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faye-websocket (0.10.9)
|
78
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eventmachine (>= 0.12.0)
|
79
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websocket-driver (>= 0.5.1)
|
80
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http_parser.rb (0.6.0)
|
81
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http_parser.rb (0.6.0-java)
|
82
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i18n (1.8.7)
|
83
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concurrent-ruby (~> 1.0)
|
84
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+
jaro_winkler (1.5.4)
|
85
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+
jaro_winkler (1.5.4-java)
|
86
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jdbc-mysql (5.1.47)
|
87
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jruby-rack (1.1.21)
|
88
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json (2.2.0)
|
89
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json (2.2.0-java)
|
90
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jwt (2.2.2)
|
91
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minitest (5.14.3)
|
92
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multi_json (1.14.1)
|
93
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multipart-post (2.1.1)
|
94
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+
parallel (1.19.0)
|
95
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parser (2.6.5.0)
|
96
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ast (~> 2.4.0)
|
97
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peatio-jruby (2.6.2)
|
98
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activemodel (> 5.2, <= 6.0.0)
|
99
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activerecord-jdbc-adapter
|
100
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activerecord-jdbcmysql-adapter
|
101
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amqp
|
102
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bunny
|
103
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+
clamp
|
104
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+
em-synchrony (~> 1.0)
|
105
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em-websocket
|
106
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eventmachine
|
107
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faraday_middleware (~> 0.13.1)
|
108
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faye (~> 1.2)
|
109
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jdbc-mysql
|
110
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jwt
|
111
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prometheus-client
|
112
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trinidad
|
113
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prometheus-client (2.1.0)
|
114
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public_suffix (4.0.5)
|
115
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rack (2.2.2)
|
116
|
+
rainbow (3.0.0)
|
117
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+
rake (13.0.1)
|
118
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+
rspec (3.9.0)
|
119
|
+
rspec-core (~> 3.9.0)
|
120
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+
rspec-expectations (~> 3.9.0)
|
121
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rspec-mocks (~> 3.9.0)
|
122
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rspec-core (3.9.1)
|
123
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rspec-support (~> 3.9.1)
|
124
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rspec-expectations (3.9.0)
|
125
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diff-lcs (>= 1.2.0, < 2.0)
|
126
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rspec-support (~> 3.9.0)
|
127
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rspec-mocks (3.9.1)
|
128
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diff-lcs (>= 1.2.0, < 2.0)
|
129
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rspec-support (~> 3.9.0)
|
130
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rspec-support (3.9.2)
|
131
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rspec_junit_formatter (0.4.1)
|
132
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rspec-core (>= 2, < 4, != 2.12.0)
|
133
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rubocop (0.76.0)
|
134
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jaro_winkler (~> 1.5.1)
|
135
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parallel (~> 1.10)
|
136
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parser (>= 2.6)
|
137
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rainbow (>= 2.2.2, < 4.0)
|
138
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ruby-progressbar (~> 1.7)
|
139
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unicode-display_width (>= 1.4.0, < 1.7)
|
140
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rubocop-github (0.13.0)
|
141
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rubocop (~> 0.70)
|
142
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rubocop-performance (~> 1.3.0)
|
143
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rubocop-performance (1.3.0)
|
144
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rubocop (>= 0.68.0)
|
145
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ruby-progressbar (1.10.1)
|
146
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simplecov (0.17.1)
|
147
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docile (~> 1.1)
|
148
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json (>= 1.8, < 3)
|
149
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simplecov-html (~> 0.10.0)
|
150
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simplecov-html (0.10.2)
|
151
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simplecov-json (0.2)
|
152
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json
|
153
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simplecov
|
154
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thread_safe (0.3.6)
|
155
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thread_safe (0.3.6-java)
|
156
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trinidad (1.4.6)
|
157
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jruby-rack (~> 1.1.13)
|
158
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trinidad_jars (>= 1.3.0, < 1.5.0)
|
159
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trinidad_jars (1.4.2)
|
160
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tzinfo (1.2.9)
|
161
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thread_safe (~> 0.1)
|
162
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unicode-display_width (1.6.0)
|
163
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websocket (1.2.8)
|
164
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websocket-driver (0.7.2)
|
165
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websocket-extensions (>= 0.1.0)
|
166
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websocket-driver (0.7.2-java)
|
167
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websocket-extensions (>= 0.1.0)
|
168
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websocket-extensions (0.1.5)
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169
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zeitwerk (2.4.2)
|
170
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|
171
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PLATFORMS
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ruby
|
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universal-java-1.8
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174
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|
175
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DEPENDENCIES
|
176
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bundler (~> 2.0)
|
177
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em-spec
|
178
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em-websocket-client
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179
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irix!
|
180
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rake (~> 13.0)
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181
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rspec (~> 3.0)
|
182
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rspec_junit_formatter
|
183
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rubocop-github
|
184
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simplecov
|
185
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simplecov-json
|
186
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|
187
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BUNDLED WITH
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2.2.7
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data/README.md
ADDED
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# Irix
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Welcome to your new gem! In this directory, you'll find the files you need to be able to package up your Ruby library into a gem. Put your Ruby code in the file `lib/irix`. To experiment with that code, run `bin/console` for an interactive prompt.
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TODO: Delete this and the text above, and describe your gem
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## Installation
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|
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Add this line to your application's Gemfile:
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|
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```ruby
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gem 'irix'
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```
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|
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And then execute:
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|
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$ bundle
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|
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Or install it yourself as:
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|
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$ gem install irix
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|
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## Usage
|
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|
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TODO: Write usage instructions here
|
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|
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## Development
|
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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.
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|
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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).
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|
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## Contributing
|
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|
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Bug reports and pull requests are welcome on GitHub at https://github.com/[USERNAME]/irix.
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data/Rakefile
ADDED
data/bin/console
ADDED
@@ -0,0 +1,14 @@
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1
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#!/usr/bin/env ruby
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|
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require "bundler/setup"
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require "irix"
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|
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# You can add fixtures and/or initialization code here to make experimenting
|
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# with your gem easier. You can also use a different console, if you like.
|
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|
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# (If you use this, don't forget to add pry to your Gemfile!)
|
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# require "pry"
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# Pry.start
|
12
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|
13
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require "irb"
|
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IRB.start(__FILE__)
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data/bin/setup
ADDED
data/irix.gemspec
ADDED
@@ -0,0 +1,41 @@
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1
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lib = File.expand_path("lib", __dir__)
|
2
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$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
|
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require "irix/version"
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4
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|
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Gem::Specification.new do |spec|
|
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spec.name = "irix-jruby"
|
7
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spec.version = Irix::VERSION
|
8
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spec.authors = ["Naichuk M."]
|
9
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spec.email = ["mnaichuk@heliostech.fr"]
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10
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|
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spec.summary = %q{Irix is implementing several crypto-exchange for Arke and Peatio.}
|
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spec.description = %q{Irix is implementing several crypto-exchange for Arke and Peatio.}
|
13
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spec.homepage = "https://www.openware.com"
|
14
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+
|
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# Specify which files should be added to the gem when it is released.
|
16
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# The `git ls-files -z` loads the files in the RubyGem that have been added into git.
|
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spec.files = Dir.chdir(File.expand_path('..', __FILE__)) do
|
18
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`git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
|
19
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end
|
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spec.bindir = "bin"
|
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spec.executables = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
|
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spec.require_paths = ["lib"]
|
23
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+
|
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spec.add_dependency "em-synchrony", "~> 1.0"
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25
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spec.add_dependency "em-websocket"
|
26
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spec.add_dependency "eventmachine"
|
27
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spec.add_dependency "faraday_middleware", "~> 0.13.1"
|
28
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spec.add_dependency "faye", "~> 1.2"
|
29
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spec.add_dependency "peatio-jruby", ">= 2.4.2"
|
30
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+
|
31
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spec.add_development_dependency "bundler", "~> 2.0"
|
32
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spec.add_development_dependency "em-spec"
|
33
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+
spec.add_development_dependency "em-websocket-client"
|
34
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# spec.add_development_dependency "pry-byebug"
|
35
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spec.add_development_dependency "rake", "~> 13.0"
|
36
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spec.add_development_dependency "rspec", "~> 3.0"
|
37
|
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spec.add_development_dependency "rspec_junit_formatter"
|
38
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+
spec.add_development_dependency "rubocop-github"
|
39
|
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spec.add_development_dependency "simplecov"
|
40
|
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spec.add_development_dependency "simplecov-json"
|
41
|
+
end
|
data/lib/irix.rb
ADDED
@@ -0,0 +1,14 @@
|
|
1
|
+
require "peatio"
|
2
|
+
require "faraday_middleware"
|
3
|
+
require "em-synchrony"
|
4
|
+
require "em-websocket"
|
5
|
+
require "eventmachine"
|
6
|
+
require "faraday_middleware"
|
7
|
+
require "faye"
|
8
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+
|
9
|
+
module Irix
|
10
|
+
require "irix/bitfinex"
|
11
|
+
require "irix/huobi"
|
12
|
+
require "irix/hooks"
|
13
|
+
require "irix/version"
|
14
|
+
end
|
@@ -0,0 +1,205 @@
|
|
1
|
+
# frozen_string_literal: true
|
2
|
+
|
3
|
+
module Irix
|
4
|
+
class Bitfinex < Peatio::Upstream::Base
|
5
|
+
require 'time'
|
6
|
+
|
7
|
+
MIN_INCREMENT_COUNT_TO_SNAPSHOT = 100
|
8
|
+
MIN_PERIOD_TO_SNAPSHOT = 5
|
9
|
+
MAX_PERIOD_TO_SNAPSHOT = 60
|
10
|
+
|
11
|
+
attr_accessor :snap, :snapshot_time, :increment_count, :sequence_number,
|
12
|
+
:open_channels, :asks, :bids
|
13
|
+
|
14
|
+
def initialize(config)
|
15
|
+
super
|
16
|
+
@connection = Faraday.new(url: (config['rest']).to_s) do |builder|
|
17
|
+
builder.response :json
|
18
|
+
builder.response :logger if config['debug']
|
19
|
+
builder.adapter(@adapter)
|
20
|
+
unless config['verify_ssl'].nil?
|
21
|
+
builder.ssl[:verify] = config['verify_ssl']
|
22
|
+
end
|
23
|
+
end
|
24
|
+
@open_channels = {}
|
25
|
+
@ping_set = false
|
26
|
+
@rest = (config['rest']).to_s
|
27
|
+
@ws_url = (config['websocket']).to_s
|
28
|
+
end
|
29
|
+
|
30
|
+
def ws_connect
|
31
|
+
super
|
32
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+
return if @ping_set
|
33
|
+
|
34
|
+
@ws.on(:open) do |_e|
|
35
|
+
subscribe_trades(@target, @ws)
|
36
|
+
subscribe_orderbook(@target, @ws)
|
37
|
+
logger.info { 'Websocket connected' }
|
38
|
+
end
|
39
|
+
|
40
|
+
Fiber.new do
|
41
|
+
EM::Synchrony.add_periodic_timer(80) do
|
42
|
+
@ws.send('{"event":"ping"}')
|
43
|
+
end
|
44
|
+
end.resume
|
45
|
+
@ping_set = true
|
46
|
+
end
|
47
|
+
|
48
|
+
def subscribe_trades(market, ws)
|
49
|
+
return unless @config['trade_proxy']
|
50
|
+
|
51
|
+
sub = {
|
52
|
+
event: 'subscribe',
|
53
|
+
channel: 'trades',
|
54
|
+
symbol: market.upcase
|
55
|
+
}
|
56
|
+
|
57
|
+
Rails.logger.info 'Open event' + sub.to_s
|
58
|
+
EM.next_tick do
|
59
|
+
ws.send(JSON.generate(sub))
|
60
|
+
end
|
61
|
+
end
|
62
|
+
|
63
|
+
def subscribe_orderbook(market, ws)
|
64
|
+
return unless @config['orderbook_proxy']
|
65
|
+
|
66
|
+
@sequence_number = 0
|
67
|
+
@increment_count = 0
|
68
|
+
@bids = []
|
69
|
+
@asks = []
|
70
|
+
@snap = { 'asks' => [], 'bids' => [] }
|
71
|
+
sub = {
|
72
|
+
event: 'subscribe',
|
73
|
+
channel: 'book',
|
74
|
+
symbol: market.upcase,
|
75
|
+
len: 25
|
76
|
+
}
|
77
|
+
Rails.logger.info 'Open event' + sub.to_s
|
78
|
+
EM.next_tick do
|
79
|
+
ws.send(JSON.generate(sub))
|
80
|
+
end
|
81
|
+
Fiber.new do
|
82
|
+
EM::Synchrony.add_periodic_timer(0.2) do
|
83
|
+
publish_increment
|
84
|
+
end
|
85
|
+
end.resume
|
86
|
+
end
|
87
|
+
|
88
|
+
def ws_read_public_message(msg)
|
89
|
+
if msg.is_a?(Array)
|
90
|
+
if msg[1] == 'hb'
|
91
|
+
@ws.send('{"event":"ping"}')
|
92
|
+
elsif @open_channels[msg[0]] == 'trades'
|
93
|
+
detect_trade(msg)
|
94
|
+
elsif @open_channels[msg[0]] == 'book'
|
95
|
+
detect_order(msg)
|
96
|
+
end
|
97
|
+
elsif msg.is_a?(Hash)
|
98
|
+
message_event(msg)
|
99
|
+
end
|
100
|
+
end
|
101
|
+
|
102
|
+
def detect_trade(msg)
|
103
|
+
if msg[1] == 'tu'
|
104
|
+
data = msg[2]
|
105
|
+
trade =
|
106
|
+
{
|
107
|
+
'tid' => data[0],
|
108
|
+
'amount' => data[2].to_d.abs,
|
109
|
+
'price' => data[3],
|
110
|
+
'date' => data[1] / 1000,
|
111
|
+
'taker_type' => data[2].to_d.positive? ? 'buy' : 'sell'
|
112
|
+
}
|
113
|
+
notify_public_trade(trade)
|
114
|
+
end
|
115
|
+
end
|
116
|
+
|
117
|
+
# [
|
118
|
+
# CHANNEL_ID,
|
119
|
+
# [
|
120
|
+
# PRICE,
|
121
|
+
# COUNT,
|
122
|
+
# AMOUNT
|
123
|
+
# ]
|
124
|
+
# ]
|
125
|
+
def detect_order(msg)
|
126
|
+
if msg[1][0].is_a?(Array)
|
127
|
+
msg[1].each do |point|
|
128
|
+
if point[2] > 0
|
129
|
+
@snap['bids'] << [point[0].to_s, point[2].to_s]
|
130
|
+
else
|
131
|
+
@snap['asks'] << [point[0].to_s, point[2].abs.to_s]
|
132
|
+
end
|
133
|
+
end
|
134
|
+
publish_snapshot
|
135
|
+
else
|
136
|
+
if @increment_count < MIN_INCREMENT_COUNT_TO_SNAPSHOT && @snapshot_time <= Time.now - MAX_PERIOD_TO_SNAPSHOT
|
137
|
+
publish_snapshot
|
138
|
+
@increment_count = 0
|
139
|
+
elsif @increment_count >= MIN_INCREMENT_COUNT_TO_SNAPSHOT && @snapshot_time < Time.now - MIN_PERIOD_TO_SNAPSHOT
|
140
|
+
publish_snapshot
|
141
|
+
@increment_count = 0
|
142
|
+
end
|
143
|
+
|
144
|
+
fill_increment(msg[1])
|
145
|
+
end
|
146
|
+
end
|
147
|
+
|
148
|
+
def fill_increment(order)
|
149
|
+
side = order[2].positive? ? 'bid' : 'ask'
|
150
|
+
price = order[0].to_s
|
151
|
+
if order[1].zero?
|
152
|
+
amount = 0
|
153
|
+
@snap["#{side}s"].delete_if { |point| point[0] == price }
|
154
|
+
else
|
155
|
+
amount = order[2].abs.to_s
|
156
|
+
@snap["#{side}s"].delete_if { |point| point[0] == price }
|
157
|
+
@snap["#{side}s"] << [price.to_s, amount.to_s]
|
158
|
+
end
|
159
|
+
if side == 'bid'
|
160
|
+
@bids.delete_if { |point| point[0] == price }
|
161
|
+
@bids << [price.to_s, amount.to_s]
|
162
|
+
elsif side == 'ask'
|
163
|
+
@asks.delete_if { |point| point[0] == price }
|
164
|
+
@asks << [price.to_s, amount.to_s]
|
165
|
+
end
|
166
|
+
@increment_count += 1
|
167
|
+
end
|
168
|
+
|
169
|
+
def publish_increment
|
170
|
+
inc = {}
|
171
|
+
inc['bids'] = @bids.sort.reverse if @bids.present?
|
172
|
+
inc['asks'] = @asks.sort if @asks.present?
|
173
|
+
if inc.present?
|
174
|
+
@sequence_number += 1
|
175
|
+
@peatio_mq.enqueue_event('public', @market, 'ob-inc',
|
176
|
+
'bids' => inc['bids'], 'asks' => inc['asks'],
|
177
|
+
'sequence' => @sequence_number)
|
178
|
+
end
|
179
|
+
@bids = []
|
180
|
+
@asks = []
|
181
|
+
end
|
182
|
+
|
183
|
+
def publish_snapshot
|
184
|
+
@snapshot_time = Time.now
|
185
|
+
@peatio_mq.enqueue_event('public', @market, 'ob-snap',
|
186
|
+
'bids' => @snap['bids'].sort.reverse,
|
187
|
+
'asks' => @snap['asks'].sort,
|
188
|
+
'sequence' => @sequence_number)
|
189
|
+
end
|
190
|
+
|
191
|
+
def message_event(msg)
|
192
|
+
case msg['event']
|
193
|
+
when 'subscribed'
|
194
|
+
Rails.logger.info "Event: #{msg}"
|
195
|
+
@open_channels[msg['chanId']] = msg['channel']
|
196
|
+
when 'error'
|
197
|
+
Rails.logger.info "Event: #{msg} ignored"
|
198
|
+
end
|
199
|
+
end
|
200
|
+
|
201
|
+
def info(msg)
|
202
|
+
Rails.logger.info "Bitfinex: #{msg}"
|
203
|
+
end
|
204
|
+
end
|
205
|
+
end
|
data/lib/irix/hooks.rb
ADDED
@@ -0,0 +1,18 @@
|
|
1
|
+
# frozen_string_literal: true
|
2
|
+
|
3
|
+
module Irix
|
4
|
+
module Hooks
|
5
|
+
class << self
|
6
|
+
def register
|
7
|
+
Peatio::Upstream.registry[:bitfinex] = Irix::Bitfinex
|
8
|
+
Peatio::Upstream.registry[:huobi] = Irix::Huobi
|
9
|
+
end
|
10
|
+
end
|
11
|
+
|
12
|
+
if defined?(Rails::Railtie)
|
13
|
+
require 'irix/railtie'
|
14
|
+
else
|
15
|
+
register
|
16
|
+
end
|
17
|
+
end
|
18
|
+
end
|
data/lib/irix/huobi.rb
ADDED
@@ -0,0 +1,177 @@
|
|
1
|
+
# frozen_string_literal: true
|
2
|
+
|
3
|
+
module Irix
|
4
|
+
class Huobi < Peatio::Upstream::Base
|
5
|
+
require 'time'
|
6
|
+
|
7
|
+
MIN_INCREMENT_COUNT_TO_SNAPSHOT = 100
|
8
|
+
MIN_PERIOD_TO_SNAPSHOT = 5
|
9
|
+
MAX_PERIOD_TO_SNAPSHOT = 60
|
10
|
+
|
11
|
+
attr_accessor :snap, :snapshot_time, :increment_count, :sequence_number,
|
12
|
+
:asks, :bids
|
13
|
+
# WS huobi global
|
14
|
+
# websocket: "wss://api.huobi.pro/ws/"
|
15
|
+
# WS for krw markets
|
16
|
+
# websocket: "wss://api-cloud.huobi.co.kr/ws/"
|
17
|
+
|
18
|
+
def initialize(config)
|
19
|
+
super
|
20
|
+
@connection = Faraday.new(url: (config['rest']).to_s) do |builder|
|
21
|
+
builder.response :json
|
22
|
+
builder.response :logger if config['debug']
|
23
|
+
builder.adapter(@adapter)
|
24
|
+
unless config['verify_ssl'].nil?
|
25
|
+
builder.ssl[:verify] = config['verify_ssl']
|
26
|
+
end
|
27
|
+
end
|
28
|
+
@ping_set = false
|
29
|
+
@rest = (config['rest']).to_s
|
30
|
+
@ws_url = (config['websocket']).to_s
|
31
|
+
end
|
32
|
+
|
33
|
+
def ws_read_message(msg)
|
34
|
+
data = Zlib::GzipReader.new(StringIO.new(msg.data.map(&:chr).join)).read
|
35
|
+
Rails.logger.debug { "received websocket message: #{data}" }
|
36
|
+
|
37
|
+
object = JSON.parse(data)
|
38
|
+
ws_read_public_message(object)
|
39
|
+
end
|
40
|
+
|
41
|
+
def ws_read_public_message(msg)
|
42
|
+
if msg['ping'].present?
|
43
|
+
@ws.send(JSON.dump('pong': msg['ping']))
|
44
|
+
return
|
45
|
+
end
|
46
|
+
|
47
|
+
case msg['ch']
|
48
|
+
when /market\.#{@target}\.trade\.detail/
|
49
|
+
detect_trade(msg.dig('tick', 'data'))
|
50
|
+
when /market\.#{@target}\.mbp\.150/
|
51
|
+
detect_order(msg.dig('tick'))
|
52
|
+
end
|
53
|
+
end
|
54
|
+
|
55
|
+
def detect_order(msg)
|
56
|
+
if @increment_count < MIN_INCREMENT_COUNT_TO_SNAPSHOT && @snapshot_time <= Time.now - MAX_PERIOD_TO_SNAPSHOT
|
57
|
+
publish_snapshot
|
58
|
+
@increment_count = 0
|
59
|
+
elsif @increment_count >= MIN_INCREMENT_COUNT_TO_SNAPSHOT && @snapshot_time < Time.now - MIN_PERIOD_TO_SNAPSHOT
|
60
|
+
publish_snapshot
|
61
|
+
@increment_count = 0
|
62
|
+
end
|
63
|
+
fill_increment(msg)
|
64
|
+
end
|
65
|
+
|
66
|
+
def fill_increment(inc)
|
67
|
+
fill_side(inc, "bids")
|
68
|
+
fill_side(inc, "asks")
|
69
|
+
@increment_count += 1
|
70
|
+
end
|
71
|
+
|
72
|
+
def fill_side(inc, side)
|
73
|
+
inc[side].each do |price_point|
|
74
|
+
price = price_point[0]
|
75
|
+
amount = price_point[1]
|
76
|
+
if amount.zero?
|
77
|
+
@snap[side].delete_if { |point| point[0] == price.to_s }
|
78
|
+
else
|
79
|
+
@snap[side].delete_if { |point| point[0] == price.to_s }
|
80
|
+
@snap[side] << [price.to_s, amount.to_s]
|
81
|
+
end
|
82
|
+
if side == "bids"
|
83
|
+
@bids.delete_if { |point| point[0] == price }
|
84
|
+
@bids << [price.to_s, amount.to_s]
|
85
|
+
elsif side == "asks"
|
86
|
+
@asks.delete_if { |point| point[0] == price }
|
87
|
+
@asks << [price.to_s, amount.to_s]
|
88
|
+
end
|
89
|
+
end
|
90
|
+
end
|
91
|
+
|
92
|
+
def publish_increment
|
93
|
+
inc = {}
|
94
|
+
inc['bids'] = @bids.sort.reverse if @bids.present?
|
95
|
+
inc['asks'] = @asks.sort if @asks.present?
|
96
|
+
if inc.present?
|
97
|
+
@sequence_number += 1
|
98
|
+
@peatio_mq.enqueue_event('public', @market, 'ob-inc',
|
99
|
+
'bids' => inc['bids'], 'asks' => inc['asks'],
|
100
|
+
'sequence' => @sequence_number)
|
101
|
+
end
|
102
|
+
@bids = []
|
103
|
+
@asks = []
|
104
|
+
end
|
105
|
+
|
106
|
+
def publish_snapshot
|
107
|
+
@snapshot_time = Time.now
|
108
|
+
@peatio_mq.enqueue_event('public', @market, 'ob-snap',
|
109
|
+
'bids' => @snap['bids'].sort.reverse,
|
110
|
+
'asks' => @snap['asks'].sort,
|
111
|
+
'sequence' => @sequence_number)
|
112
|
+
end
|
113
|
+
|
114
|
+
def detect_trade(msg)
|
115
|
+
msg.map do |t|
|
116
|
+
trade =
|
117
|
+
{
|
118
|
+
'tid' => t['tradeId'],
|
119
|
+
'amount' => t['amount'].to_d,
|
120
|
+
'price' => t['price'].to_d,
|
121
|
+
'date' => t['ts'] / 1000,
|
122
|
+
'taker_type' => t['direction']
|
123
|
+
}
|
124
|
+
notify_public_trade(trade)
|
125
|
+
end
|
126
|
+
end
|
127
|
+
|
128
|
+
def ws_connect
|
129
|
+
super
|
130
|
+
return if @ping_set
|
131
|
+
|
132
|
+
Fiber.new do
|
133
|
+
EM::Synchrony.add_periodic_timer(80) do
|
134
|
+
@ws.send(JSON.dump('ping' => Time.now.to_i))
|
135
|
+
end
|
136
|
+
end.resume
|
137
|
+
@ping_set = true
|
138
|
+
end
|
139
|
+
|
140
|
+
def subscribe_trades(market, ws)
|
141
|
+
return unless @config['trade_proxy']
|
142
|
+
|
143
|
+
sub = {
|
144
|
+
'sub' => "market.#{market}.trade.detail"
|
145
|
+
}
|
146
|
+
|
147
|
+
Rails.logger.info 'Open event' + sub.to_s
|
148
|
+
EM.next_tick do
|
149
|
+
ws.send(JSON.generate(sub))
|
150
|
+
end
|
151
|
+
end
|
152
|
+
|
153
|
+
def subscribe_orderbook(market, ws)
|
154
|
+
return unless @config['orderbook_proxy']
|
155
|
+
|
156
|
+
@sequence_number = 0
|
157
|
+
@increment_count = 0
|
158
|
+
@snapshot_time = Time.now
|
159
|
+
@bids = []
|
160
|
+
@asks = []
|
161
|
+
@snap = { 'asks' => [], 'bids' => [] }
|
162
|
+
sub = {
|
163
|
+
'sub' => "market.#{market}.mbp.150"
|
164
|
+
}
|
165
|
+
|
166
|
+
Rails.logger.info 'Open event' + sub.to_s
|
167
|
+
EM.next_tick do
|
168
|
+
ws.send(JSON.generate(sub))
|
169
|
+
end
|
170
|
+
Fiber.new do
|
171
|
+
EM::Synchrony.add_periodic_timer(0.2) do
|
172
|
+
publish_increment
|
173
|
+
end
|
174
|
+
end.resume
|
175
|
+
end
|
176
|
+
end
|
177
|
+
end
|
data/lib/irix/railtie.rb
ADDED
data/lib/irix/version.rb
ADDED
metadata
ADDED
@@ -0,0 +1,270 @@
|
|
1
|
+
--- !ruby/object:Gem::Specification
|
2
|
+
name: irix-jruby
|
3
|
+
version: !ruby/object:Gem::Version
|
4
|
+
version: 2.6.0
|
5
|
+
platform: ruby
|
6
|
+
authors:
|
7
|
+
- Naichuk M.
|
8
|
+
autorequire:
|
9
|
+
bindir: bin
|
10
|
+
cert_chain: []
|
11
|
+
date: 2021-01-28 00:00:00.000000000 Z
|
12
|
+
dependencies:
|
13
|
+
- !ruby/object:Gem::Dependency
|
14
|
+
requirement: !ruby/object:Gem::Requirement
|
15
|
+
requirements:
|
16
|
+
- - "~>"
|
17
|
+
- !ruby/object:Gem::Version
|
18
|
+
version: '1.0'
|
19
|
+
name: em-synchrony
|
20
|
+
type: :runtime
|
21
|
+
prerelease: false
|
22
|
+
version_requirements: !ruby/object:Gem::Requirement
|
23
|
+
requirements:
|
24
|
+
- - "~>"
|
25
|
+
- !ruby/object:Gem::Version
|
26
|
+
version: '1.0'
|
27
|
+
- !ruby/object:Gem::Dependency
|
28
|
+
requirement: !ruby/object:Gem::Requirement
|
29
|
+
requirements:
|
30
|
+
- - ">="
|
31
|
+
- !ruby/object:Gem::Version
|
32
|
+
version: '0'
|
33
|
+
name: em-websocket
|
34
|
+
type: :runtime
|
35
|
+
prerelease: false
|
36
|
+
version_requirements: !ruby/object:Gem::Requirement
|
37
|
+
requirements:
|
38
|
+
- - ">="
|
39
|
+
- !ruby/object:Gem::Version
|
40
|
+
version: '0'
|
41
|
+
- !ruby/object:Gem::Dependency
|
42
|
+
requirement: !ruby/object:Gem::Requirement
|
43
|
+
requirements:
|
44
|
+
- - ">="
|
45
|
+
- !ruby/object:Gem::Version
|
46
|
+
version: '0'
|
47
|
+
name: eventmachine
|
48
|
+
type: :runtime
|
49
|
+
prerelease: false
|
50
|
+
version_requirements: !ruby/object:Gem::Requirement
|
51
|
+
requirements:
|
52
|
+
- - ">="
|
53
|
+
- !ruby/object:Gem::Version
|
54
|
+
version: '0'
|
55
|
+
- !ruby/object:Gem::Dependency
|
56
|
+
requirement: !ruby/object:Gem::Requirement
|
57
|
+
requirements:
|
58
|
+
- - "~>"
|
59
|
+
- !ruby/object:Gem::Version
|
60
|
+
version: 0.13.1
|
61
|
+
name: faraday_middleware
|
62
|
+
type: :runtime
|
63
|
+
prerelease: false
|
64
|
+
version_requirements: !ruby/object:Gem::Requirement
|
65
|
+
requirements:
|
66
|
+
- - "~>"
|
67
|
+
- !ruby/object:Gem::Version
|
68
|
+
version: 0.13.1
|
69
|
+
- !ruby/object:Gem::Dependency
|
70
|
+
requirement: !ruby/object:Gem::Requirement
|
71
|
+
requirements:
|
72
|
+
- - "~>"
|
73
|
+
- !ruby/object:Gem::Version
|
74
|
+
version: '1.2'
|
75
|
+
name: faye
|
76
|
+
type: :runtime
|
77
|
+
prerelease: false
|
78
|
+
version_requirements: !ruby/object:Gem::Requirement
|
79
|
+
requirements:
|
80
|
+
- - "~>"
|
81
|
+
- !ruby/object:Gem::Version
|
82
|
+
version: '1.2'
|
83
|
+
- !ruby/object:Gem::Dependency
|
84
|
+
requirement: !ruby/object:Gem::Requirement
|
85
|
+
requirements:
|
86
|
+
- - ">="
|
87
|
+
- !ruby/object:Gem::Version
|
88
|
+
version: 2.4.2
|
89
|
+
name: peatio-jruby
|
90
|
+
type: :runtime
|
91
|
+
prerelease: false
|
92
|
+
version_requirements: !ruby/object:Gem::Requirement
|
93
|
+
requirements:
|
94
|
+
- - ">="
|
95
|
+
- !ruby/object:Gem::Version
|
96
|
+
version: 2.4.2
|
97
|
+
- !ruby/object:Gem::Dependency
|
98
|
+
requirement: !ruby/object:Gem::Requirement
|
99
|
+
requirements:
|
100
|
+
- - "~>"
|
101
|
+
- !ruby/object:Gem::Version
|
102
|
+
version: '2.0'
|
103
|
+
name: bundler
|
104
|
+
type: :development
|
105
|
+
prerelease: false
|
106
|
+
version_requirements: !ruby/object:Gem::Requirement
|
107
|
+
requirements:
|
108
|
+
- - "~>"
|
109
|
+
- !ruby/object:Gem::Version
|
110
|
+
version: '2.0'
|
111
|
+
- !ruby/object:Gem::Dependency
|
112
|
+
requirement: !ruby/object:Gem::Requirement
|
113
|
+
requirements:
|
114
|
+
- - ">="
|
115
|
+
- !ruby/object:Gem::Version
|
116
|
+
version: '0'
|
117
|
+
name: em-spec
|
118
|
+
type: :development
|
119
|
+
prerelease: false
|
120
|
+
version_requirements: !ruby/object:Gem::Requirement
|
121
|
+
requirements:
|
122
|
+
- - ">="
|
123
|
+
- !ruby/object:Gem::Version
|
124
|
+
version: '0'
|
125
|
+
- !ruby/object:Gem::Dependency
|
126
|
+
requirement: !ruby/object:Gem::Requirement
|
127
|
+
requirements:
|
128
|
+
- - ">="
|
129
|
+
- !ruby/object:Gem::Version
|
130
|
+
version: '0'
|
131
|
+
name: em-websocket-client
|
132
|
+
type: :development
|
133
|
+
prerelease: false
|
134
|
+
version_requirements: !ruby/object:Gem::Requirement
|
135
|
+
requirements:
|
136
|
+
- - ">="
|
137
|
+
- !ruby/object:Gem::Version
|
138
|
+
version: '0'
|
139
|
+
- !ruby/object:Gem::Dependency
|
140
|
+
requirement: !ruby/object:Gem::Requirement
|
141
|
+
requirements:
|
142
|
+
- - "~>"
|
143
|
+
- !ruby/object:Gem::Version
|
144
|
+
version: '13.0'
|
145
|
+
name: rake
|
146
|
+
type: :development
|
147
|
+
prerelease: false
|
148
|
+
version_requirements: !ruby/object:Gem::Requirement
|
149
|
+
requirements:
|
150
|
+
- - "~>"
|
151
|
+
- !ruby/object:Gem::Version
|
152
|
+
version: '13.0'
|
153
|
+
- !ruby/object:Gem::Dependency
|
154
|
+
requirement: !ruby/object:Gem::Requirement
|
155
|
+
requirements:
|
156
|
+
- - "~>"
|
157
|
+
- !ruby/object:Gem::Version
|
158
|
+
version: '3.0'
|
159
|
+
name: rspec
|
160
|
+
type: :development
|
161
|
+
prerelease: false
|
162
|
+
version_requirements: !ruby/object:Gem::Requirement
|
163
|
+
requirements:
|
164
|
+
- - "~>"
|
165
|
+
- !ruby/object:Gem::Version
|
166
|
+
version: '3.0'
|
167
|
+
- !ruby/object:Gem::Dependency
|
168
|
+
requirement: !ruby/object:Gem::Requirement
|
169
|
+
requirements:
|
170
|
+
- - ">="
|
171
|
+
- !ruby/object:Gem::Version
|
172
|
+
version: '0'
|
173
|
+
name: rspec_junit_formatter
|
174
|
+
type: :development
|
175
|
+
prerelease: false
|
176
|
+
version_requirements: !ruby/object:Gem::Requirement
|
177
|
+
requirements:
|
178
|
+
- - ">="
|
179
|
+
- !ruby/object:Gem::Version
|
180
|
+
version: '0'
|
181
|
+
- !ruby/object:Gem::Dependency
|
182
|
+
requirement: !ruby/object:Gem::Requirement
|
183
|
+
requirements:
|
184
|
+
- - ">="
|
185
|
+
- !ruby/object:Gem::Version
|
186
|
+
version: '0'
|
187
|
+
name: rubocop-github
|
188
|
+
type: :development
|
189
|
+
prerelease: false
|
190
|
+
version_requirements: !ruby/object:Gem::Requirement
|
191
|
+
requirements:
|
192
|
+
- - ">="
|
193
|
+
- !ruby/object:Gem::Version
|
194
|
+
version: '0'
|
195
|
+
- !ruby/object:Gem::Dependency
|
196
|
+
requirement: !ruby/object:Gem::Requirement
|
197
|
+
requirements:
|
198
|
+
- - ">="
|
199
|
+
- !ruby/object:Gem::Version
|
200
|
+
version: '0'
|
201
|
+
name: simplecov
|
202
|
+
type: :development
|
203
|
+
prerelease: false
|
204
|
+
version_requirements: !ruby/object:Gem::Requirement
|
205
|
+
requirements:
|
206
|
+
- - ">="
|
207
|
+
- !ruby/object:Gem::Version
|
208
|
+
version: '0'
|
209
|
+
- !ruby/object:Gem::Dependency
|
210
|
+
requirement: !ruby/object:Gem::Requirement
|
211
|
+
requirements:
|
212
|
+
- - ">="
|
213
|
+
- !ruby/object:Gem::Version
|
214
|
+
version: '0'
|
215
|
+
name: simplecov-json
|
216
|
+
type: :development
|
217
|
+
prerelease: false
|
218
|
+
version_requirements: !ruby/object:Gem::Requirement
|
219
|
+
requirements:
|
220
|
+
- - ">="
|
221
|
+
- !ruby/object:Gem::Version
|
222
|
+
version: '0'
|
223
|
+
description: Irix is implementing several crypto-exchange for Arke and Peatio.
|
224
|
+
email:
|
225
|
+
- mnaichuk@heliostech.fr
|
226
|
+
executables:
|
227
|
+
- console
|
228
|
+
- setup
|
229
|
+
extensions: []
|
230
|
+
extra_rdoc_files: []
|
231
|
+
files:
|
232
|
+
- ".drone.yml"
|
233
|
+
- ".gitignore"
|
234
|
+
- ".rspec"
|
235
|
+
- Gemfile
|
236
|
+
- Gemfile.lock
|
237
|
+
- README.md
|
238
|
+
- Rakefile
|
239
|
+
- bin/console
|
240
|
+
- bin/setup
|
241
|
+
- irix.gemspec
|
242
|
+
- lib/irix.rb
|
243
|
+
- lib/irix/bitfinex.rb
|
244
|
+
- lib/irix/hooks.rb
|
245
|
+
- lib/irix/huobi.rb
|
246
|
+
- lib/irix/railtie.rb
|
247
|
+
- lib/irix/version.rb
|
248
|
+
homepage: https://www.openware.com
|
249
|
+
licenses: []
|
250
|
+
metadata: {}
|
251
|
+
post_install_message:
|
252
|
+
rdoc_options: []
|
253
|
+
require_paths:
|
254
|
+
- lib
|
255
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
256
|
+
requirements:
|
257
|
+
- - ">="
|
258
|
+
- !ruby/object:Gem::Version
|
259
|
+
version: '0'
|
260
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
261
|
+
requirements:
|
262
|
+
- - ">="
|
263
|
+
- !ruby/object:Gem::Version
|
264
|
+
version: '0'
|
265
|
+
requirements: []
|
266
|
+
rubygems_version: 3.0.6
|
267
|
+
signing_key:
|
268
|
+
specification_version: 4
|
269
|
+
summary: Irix is implementing several crypto-exchange for Arke and Peatio.
|
270
|
+
test_files: []
|