irix 2.4.1 → 2.6.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: caedc8fae1848a9d4aae0465cf99219c179dddb3a94854e46692246448149b65
-  data.tar.gz: c7889d940a00aea620b57c168e1ec87ae4807924a1f0cd6083a7e9d9ddc40b56
+  metadata.gz: 42f94194dc97ced688866fc10bbbb00bf990e15f4bc69b7166e6023bd6b7338a
+  data.tar.gz: 55f9bffab15c6dc7508d16da41aed1b264fd4f71c5d7928685f668e9906ab878
 SHA512:
-  metadata.gz: 3421bc3612236d3a933ec9bb84e34fb6796d910f94cc71fca8e075b318ad0b39d6b533a4c625b73c28240b7f07fb7a70c87bbde5b2920fa7f4e6d97c7f6b10b9
-  data.tar.gz: fcde730a14bf33dacc5df16302bc8c768043da35b32b2e769dd4eefedacf9d77d242f9f4fa49ab94365bf48ca81bf8dbd18ba34d648824e622bcc96d09c6ef54
+  metadata.gz: 5f97d6e1c3263401a6f2060f0f73e06caf7eab527cdc53f98717c714e167765474a59289575aaa571bbd4a5fce3ddfd0dccb71959aab7de4d05c5e2b8c6c7f5e
+  data.tar.gz: c68d6975275eb997d9e044f478bf0f6882ee3d655610fc58705c60d891a95a10a66610c123884f5581a113772cd21e74b27d3133e9ee3a493d8550ff303644fd

data/.drone.yml

@@ -9,6 +9,21 @@ steps:
       - gem install bundler:2.0.2
       - bundle install --jobs=$(nproc) --retry=3 --path vendor/bundle
       - bundle exec rspec
+  
+  - name: Release gem
+    image: ruby:2.6
+    environment:
+      GEM_CREDENTIALS:
+        from_secret: gem_credentials
+    commands:
+      - mkdir -p ~/.gem
+      - echo $GEM_CREDENTIALS | base64 -d > ~/.gem/credentials
+      - chmod 0600 ~/.gem/credentials
+      - gem build irix.gemspec
+      - gem push irix-*.gem
+    when:
+      branch:
+        - master
 
 trigger:
   event:

data/Gemfile.lock

@@ -1,13 +1,13 @@
 PATH
   remote: .
   specs:
-    irix (2.4.1)
+    irix (2.6.0)
       em-synchrony (~> 1.0)
       em-websocket
       eventmachine
       faraday_middleware (~> 0.13.1)
       faye (~> 1.2)
-      peatio (~> 2.4.2)
+      peatio (>= 2.4.2)
 
 GEM
   remote: https://rubygems.org/
@@ -22,13 +22,13 @@ GEM
       zeitwerk (~> 2.1, >= 2.1.8)
     addressable (2.7.0)
       public_suffix (>= 2.0.2, < 5.0)
-    amq-protocol (2.3.0)
+    amq-protocol (2.3.1)
     amqp (1.8.0)
       amq-protocol (>= 2.2.0)
       eventmachine
     ast (2.4.0)
-    bunny (2.14.4)
-      amq-protocol (~> 2.3, >= 2.3.0)
+    bunny (2.15.0)
+      amq-protocol (~> 2.3, >= 2.3.1)
     byebug (11.1.1)
     clamp (1.3.1)
     coderay (1.1.2)
@@ -37,7 +37,7 @@ GEM
     daemons (1.3.1)
     diff-lcs (1.3)
     docile (1.3.2)
-    em-http-request (1.1.5)
+    em-http-request (1.1.6)
       addressable (>= 2.3.4)
       cookiejar (!= 0.3.1)
       em-socksify (>= 0.3)
@@ -60,7 +60,7 @@ GEM
       multipart-post (>= 1.2, < 3)
     faraday_middleware (0.13.1)
       faraday (>= 0.7.4, < 1.0)
-    faye (1.2.4)
+    faye (1.3.0)
       cookiejar (>= 0.3.0)
       em-http-request (>= 0.3.0)
       eventmachine (>= 0.12.0)
@@ -72,20 +72,20 @@ GEM
       eventmachine (>= 0.12.0)
       websocket-driver (>= 0.5.1)
     http_parser.rb (0.6.0)
-    i18n (1.8.2)
+    i18n (1.8.3)
       concurrent-ruby (~> 1.0)
     jaro_winkler (1.5.4)
     json (2.2.0)
     jwt (2.2.1)
     method_source (0.9.2)
-    minitest (5.14.0)
+    minitest (5.14.1)
     multi_json (1.14.1)
     multipart-post (2.1.1)
     mysql2 (0.5.3)
     parallel (1.19.0)
     parser (2.6.5.0)
       ast (~> 2.4.0)
-    peatio (2.4.2)
+    peatio (2.4.4)
       activemodel (> 5.2, <= 6.0.0)
       amqp
       bunny
@@ -106,7 +106,7 @@ GEM
     pry-byebug (3.8.0)
       byebug (~> 11.0)
       pry (~> 0.10)
-    public_suffix (4.0.3)
+    public_suffix (4.0.5)
     rack (2.2.2)
     rainbow (3.0.0)
     rake (13.0.1)
@@ -151,13 +151,13 @@ GEM
       eventmachine (~> 1.0, >= 1.0.4)
       rack (>= 1, < 3)
     thread_safe (0.3.6)
-    tzinfo (1.2.6)
+    tzinfo (1.2.7)
       thread_safe (~> 0.1)
     unicode-display_width (1.6.0)
     websocket (1.2.8)
-    websocket-driver (0.7.1)
+    websocket-driver (0.7.2)
       websocket-extensions (>= 0.1.0)
-    websocket-extensions (0.1.4)
+    websocket-extensions (0.1.5)
     zeitwerk (2.3.0)
 
 PLATFORMS
@@ -177,4 +177,4 @@ DEPENDENCIES
   simplecov-json
 
 BUNDLED WITH
-   2.0.2
+   2.1.4

data/irix.gemspec

@@ -26,7 +26,7 @@ Gem::Specification.new do |spec|
   spec.add_dependency "eventmachine"
   spec.add_dependency "faraday_middleware", "~> 0.13.1"
   spec.add_dependency "faye", "~> 1.2"
-  spec.add_dependency "peatio", "~> 2.4.2"
+  spec.add_dependency "peatio", ">= 2.4.2"
 
   spec.add_development_dependency "bundler", "~> 2.0"
   spec.add_development_dependency "em-spec"

data/lib/irix.rb

@@ -8,6 +8,7 @@ require "faye"
 
 module Irix
   require "irix/bitfinex"
+  require "irix/huobi"
   require "irix/hooks"
   require "irix/version"
 end

data/lib/irix/bitfinex.rb

@@ -2,6 +2,15 @@
 
 module Irix
   class Bitfinex < Peatio::Upstream::Base
+    require 'time'
+
+    MIN_INCREMENT_COUNT_TO_SNAPSHOT = 100
+    MIN_PERIOD_TO_SNAPSHOT = 5
+    MAX_PERIOD_TO_SNAPSHOT = 60
+
+    attr_accessor :snap, :snapshot_time, :increment_count, :sequence_number,
+                  :open_channels, :asks, :bids
+
     def initialize(config)
       super
       @connection = Faraday.new(url: (config['rest']).to_s) do |builder|
@@ -12,15 +21,22 @@ module Irix
           builder.ssl[:verify] = config['verify_ssl']
         end
       end
+      @open_channels = {}
       @ping_set = false
       @rest = (config['rest']).to_s
-      @ws_url = "#{config['websocket']}/public"
+      @ws_url = (config['websocket']).to_s
     end
 
     def ws_connect
       super
       return if @ping_set
 
+      @ws.on(:open) do |_e|
+        subscribe_trades(@target, @ws)
+        subscribe_orderbook(@target, @ws)
+        logger.info { 'Websocket connected' }
+      end
+
       Fiber.new do
         EM::Synchrony.add_periodic_timer(80) do
           @ws.send('{"event":"ping"}')
@@ -30,6 +46,8 @@ module Irix
     end
 
     def subscribe_trades(market, ws)
+      return unless @config['trade_proxy']
+
       sub = {
         event: 'subscribe',
         channel: 'trades',
@@ -42,9 +60,40 @@ module Irix
       end
     end
 
+    def subscribe_orderbook(market, ws)
+      return unless @config['orderbook_proxy']
+
+      @sequence_number = 0
+      @increment_count = 0
+      @bids = []
+      @asks = []
+      @snap = { 'asks' => [], 'bids' => [] }
+      sub = {
+        event: 'subscribe',
+        channel: 'book',
+        symbol: market.upcase,
+        len: 25
+      }
+      Rails.logger.info 'Open event' + sub.to_s
+      EM.next_tick do
+        ws.send(JSON.generate(sub))
+      end
+      Fiber.new do
+        EM::Synchrony.add_periodic_timer(0.2) do
+          publish_increment
+        end
+      end.resume
+    end
+
     def ws_read_public_message(msg)
       if msg.is_a?(Array)
-        detect_trade(msg)
+        if msg[1] == 'hb'
+          @ws.send('{"event":"ping"}')
+        elsif @open_channels[msg[0]] == 'trades'
+          detect_trade(msg)
+        elsif @open_channels[msg[0]] == 'book'
+          detect_order(msg)
+        end
       elsif msg.is_a?(Hash)
         message_event(msg)
       end
@@ -65,10 +114,85 @@ module Irix
       end
     end
 
+    # [
+    #   CHANNEL_ID,
+    #   [
+    #     PRICE,
+    #     COUNT,
+    #     AMOUNT
+    #   ]
+    # ]
+    def detect_order(msg)
+      if msg[1][0].is_a?(Array)
+        msg[1].each do |point|
+          if point[2] > 0
+            @snap['bids'] << [point[0].to_s, point[2].to_s]
+          else
+            @snap['asks'] << [point[0].to_s, point[2].abs.to_s]
+          end
+        end
+        publish_snapshot
+      else
+        if @increment_count < MIN_INCREMENT_COUNT_TO_SNAPSHOT && @snapshot_time <= Time.now - MAX_PERIOD_TO_SNAPSHOT
+          publish_snapshot
+          @increment_count = 0
+        elsif @increment_count >= MIN_INCREMENT_COUNT_TO_SNAPSHOT && @snapshot_time < Time.now - MIN_PERIOD_TO_SNAPSHOT
+          publish_snapshot
+          @increment_count = 0
+        end
+
+        fill_increment(msg[1])
+      end
+    end
+
+    def fill_increment(order)
+      side = order[2].positive? ? 'bid' : 'ask'
+      price = order[0].to_s
+      if order[1].zero?
+        amount = 0
+        @snap["#{side}s"].delete_if { |point| point[0] == price }
+      else
+        amount = order[2].abs.to_s
+        @snap["#{side}s"].delete_if { |point| point[0] == price }
+        @snap["#{side}s"] << [price.to_s, amount.to_s]
+      end
+      if side == 'bid'
+        @bids.delete_if { |point| point[0] == price }
+        @bids << [price.to_s, amount.to_s]
+      elsif side == 'ask'
+        @asks.delete_if { |point| point[0] == price }
+        @asks << [price.to_s, amount.to_s]
+      end
+      @increment_count += 1
+    end
+
+    def publish_increment
+      inc = {}
+      inc['bids'] = @bids.sort.reverse if @bids.present?
+      inc['asks'] = @asks.sort if @asks.present?
+      if inc.present?
+        @sequence_number += 1
+        @peatio_mq.enqueue_event('public', @market, 'ob-inc',
+                                 'bids' => inc['bids'], 'asks' => inc['asks'],
+                                 'sequence' => @sequence_number)
+      end
+      @bids = []
+      @asks = []
+    end
+
+    def publish_snapshot
+      @snapshot_time = Time.now
+      @peatio_mq.enqueue_event('public', @market, 'ob-snap',
+                               'bids' => @snap['bids'].sort.reverse,
+                               'asks' => @snap['asks'].sort,
+                               'sequence' => @sequence_number)
+    end
+
     def message_event(msg)
       case msg['event']
       when 'subscribed'
         Rails.logger.info "Event: #{msg}"
+        @open_channels[msg['chanId']] = msg['channel']
       when 'error'
         Rails.logger.info "Event: #{msg} ignored"
       end

data/lib/irix/hooks.rb

@@ -5,6 +5,7 @@ module Irix
     class << self
       def register
         Peatio::Upstream.registry[:bitfinex] = Irix::Bitfinex
+        Peatio::Upstream.registry[:huobi] = Irix::Huobi
       end
     end
 

data/lib/irix/huobi.rb

@@ -0,0 +1,177 @@
+# frozen_string_literal: true
+
+module Irix
+  class Huobi < Peatio::Upstream::Base
+    require 'time'
+
+    MIN_INCREMENT_COUNT_TO_SNAPSHOT = 100
+    MIN_PERIOD_TO_SNAPSHOT = 5
+    MAX_PERIOD_TO_SNAPSHOT = 60
+
+    attr_accessor :snap, :snapshot_time, :increment_count, :sequence_number,
+                  :asks, :bids
+    # WS huobi global
+    # websocket: "wss://api.huobi.pro/ws/"
+    # WS for krw markets
+    # websocket: "wss://api-cloud.huobi.co.kr/ws/"
+
+    def initialize(config)
+      super
+      @connection = Faraday.new(url: (config['rest']).to_s) do |builder|
+        builder.response :json
+        builder.response :logger if config['debug']
+        builder.adapter(@adapter)
+        unless config['verify_ssl'].nil?
+          builder.ssl[:verify] = config['verify_ssl']
+        end
+      end
+      @ping_set = false
+      @rest = (config['rest']).to_s
+      @ws_url = (config['websocket']).to_s
+    end
+
+    def ws_read_message(msg)
+      data = Zlib::GzipReader.new(StringIO.new(msg.data.map(&:chr).join)).read
+      Rails.logger.debug { "received websocket message: #{data}" }
+
+      object = JSON.parse(data)
+      ws_read_public_message(object)
+    end
+
+    def ws_read_public_message(msg)
+      if msg['ping'].present?
+        @ws.send(JSON.dump('pong': msg['ping']))
+        return
+      end
+
+      case msg['ch']
+      when /market\.#{@target}\.trade\.detail/
+        detect_trade(msg.dig('tick', 'data'))
+      when /market\.#{@target}\.mbp\.150/
+        detect_order(msg.dig('tick'))
+      end
+    end
+
+    def detect_order(msg)
+      if @increment_count < MIN_INCREMENT_COUNT_TO_SNAPSHOT && @snapshot_time <= Time.now - MAX_PERIOD_TO_SNAPSHOT
+        publish_snapshot
+        @increment_count = 0
+      elsif @increment_count >= MIN_INCREMENT_COUNT_TO_SNAPSHOT && @snapshot_time < Time.now - MIN_PERIOD_TO_SNAPSHOT
+        publish_snapshot
+        @increment_count = 0
+      end
+      fill_increment(msg)
+    end
+
+    def fill_increment(inc)
+      fill_side(inc, "bids")
+      fill_side(inc, "asks")
+      @increment_count += 1
+    end
+
+    def fill_side(inc, side)
+      inc[side].each do |price_point|
+        price = price_point[0]
+        amount = price_point[1]
+        if amount.zero?
+          @snap[side].delete_if { |point| point[0] == price.to_s }
+        else
+          @snap[side].delete_if { |point| point[0] == price.to_s }
+          @snap[side] << [price.to_s, amount.to_s]
+        end
+        if side == "bids"
+          @bids.delete_if { |point| point[0] == price }
+          @bids << [price.to_s, amount.to_s]
+        elsif side == "asks"
+          @asks.delete_if { |point| point[0] == price }
+          @asks << [price.to_s, amount.to_s]
+        end
+      end
+    end
+
+    def publish_increment
+      inc = {}
+      inc['bids'] = @bids.sort.reverse if @bids.present?
+      inc['asks'] = @asks.sort if @asks.present?
+      if inc.present?
+        @sequence_number += 1
+        @peatio_mq.enqueue_event('public', @market, 'ob-inc',
+                                 'bids' => inc['bids'], 'asks' => inc['asks'],
+                                 'sequence' => @sequence_number)
+      end
+      @bids = []
+      @asks = []
+    end
+
+    def publish_snapshot
+      @snapshot_time = Time.now
+      @peatio_mq.enqueue_event('public', @market, 'ob-snap',
+                               'bids' => @snap['bids'].sort.reverse,
+                               'asks' => @snap['asks'].sort,
+                               'sequence' => @sequence_number)
+    end
+
+    def detect_trade(msg)
+      msg.map do |t|
+        trade =
+          {
+            'tid' => t['tradeId'],
+            'amount' => t['amount'].to_d,
+            'price' => t['price'].to_d,
+            'date' => t['ts'] / 1000,
+            'taker_type' => t['direction']
+          }
+        notify_public_trade(trade)
+      end
+    end
+
+    def ws_connect
+      super
+      return if @ping_set
+
+      Fiber.new do
+        EM::Synchrony.add_periodic_timer(80) do
+          @ws.send(JSON.dump('ping' => Time.now.to_i))
+        end
+      end.resume
+      @ping_set = true
+    end
+
+    def subscribe_trades(market, ws)
+      return unless @config['trade_proxy']
+
+      sub = {
+        'sub' => "market.#{market}.trade.detail"
+      }
+
+      Rails.logger.info 'Open event' + sub.to_s
+      EM.next_tick do
+        ws.send(JSON.generate(sub))
+      end
+    end
+
+    def subscribe_orderbook(market, ws)
+      return unless @config['orderbook_proxy']
+
+      @sequence_number = 0
+      @increment_count = 0
+      @snapshot_time = Time.now
+      @bids = []
+      @asks = []
+      @snap = { 'asks' => [], 'bids' => [] }
+      sub = {
+        'sub' => "market.#{market}.mbp.150"
+      }
+
+      Rails.logger.info 'Open event' + sub.to_s
+      EM.next_tick do
+        ws.send(JSON.generate(sub))
+      end
+      Fiber.new do
+        EM::Synchrony.add_periodic_timer(0.2) do
+          publish_increment
+        end
+      end.resume
+    end
+  end
+end

data/lib/irix/version.rb

@@ -1,3 +1,3 @@
 module Irix
-  VERSION = "2.4.1"
+  VERSION = "2.6.0"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: irix
 version: !ruby/object:Gem::Version
-  version: 2.4.1
+  version: 2.6.0
 platform: ruby
 authors:
 - Naichuk M.
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2020-03-11 00:00:00.000000000 Z
+date: 2020-06-09 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: em-synchrony
@@ -84,14 +84,14 @@ dependencies:
   name: peatio
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
         version: 2.4.2
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
         version: 2.4.2
 - !ruby/object:Gem::Dependency
@@ -256,6 +256,7 @@ files:
 - lib/irix.rb
 - lib/irix/bitfinex.rb
 - lib/irix/hooks.rb
+- lib/irix/huobi.rb
 - lib/irix/railtie.rb
 - lib/irix/version.rb
 homepage: https://www.openware.com