irix 2.4.3 → 2.4.4

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 66522df660b1ad84d6085e2c85ad9560b6caeca36964d302270bfdcbaba01a16
-  data.tar.gz: f1f81a8dd46e33d1fc118ad77df41afec7ba40bdc5f7fb9e79a35128b2adf5b2
+  metadata.gz: caf68e868b63a60fc53b7570e0621737269f5e66283ca78fc1f732c003656afb
+  data.tar.gz: d30d96951ae9c217e8a91ede2026f670d9a48ca26edd84ec161c22d24175167e
 SHA512:
-  metadata.gz: 379e9c8f811ba1cf5ce927553551c3f52228217b2c064b475c3e772a2fe8d80b6d6bdc004a121660275094f0cc2fcd2f87d49eed1d9eb1e7b3149cab58d9ce6a
-  data.tar.gz: 6bdb2cda4714b4f14f813edd915bf921954b0c6379921a4ed943e82a9ce3f3e70abecd7121f1d05fef032ba26cad849bc4085864a5e3ea18421e969e24075b8a
+  metadata.gz: 5c26e9e5fe8d3734e6cf5336f86178d52c4404e092d523094418af187cccb34c84b4610994818d5e6ffd882fedef8cf1738c2ab7342664e72f8f9e0e6919262f
+  data.tar.gz: 4263f3d2204ee46bce976d3e5d271baba30390d4131cb060ef6a7f0e4e5c9b36169b8536f32f78d21c2efef6a7ed65b814eddd9bac5b59c0e7350ea4cd094653

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

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    irix (2.4.3)
+    irix (2.4.4)
       em-synchrony (~> 1.0)
       em-websocket
       eventmachine
@@ -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)
@@ -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 (1.2.5)
       cookiejar (>= 0.3.0)
       em-http-request (>= 0.3.0)
       eventmachine (>= 0.12.0)
@@ -85,7 +85,7 @@ GEM
     parallel (1.19.0)
     parser (2.6.5.0)
       ast (~> 2.4.0)
-    peatio (2.4.3)
+    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)
@@ -151,7 +151,7 @@ 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)
@@ -177,4 +177,4 @@ DEPENDENCIES
   simplecov-json
 
 BUNDLED WITH
-   2.0.2
+   2.1.4

data/lib/irix/huobi.rb

@@ -2,6 +2,14 @@
 
 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
@@ -37,11 +45,76 @@ module Irix
       end
 
       case msg['ch']
-      when /market\.([^.]+)\.trade\.detail/
+      when /market\.#{@target}\.trade\.detail/
         detect_trade(msg.dig('tick', 'data'))
+      when /market\.#{@target}\.mbp\.150/
+        detect_order(msg.dig('tick'))
+      end
+      pp @bids
+      pp @asks
+      pp @snap
+    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)
+      binding.pry
+      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 =
@@ -69,6 +142,8 @@ module Irix
     end
 
     def subscribe_trades(market, ws)
+      return unless @config['trade_proxy']
+
       sub = {
         'sub' => "market.#{market}.trade.detail"
       }
@@ -78,5 +153,29 @@ module Irix
         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 = "2.4.3"
+  VERSION = "2.4.4"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: irix
 version: !ruby/object:Gem::Version
-  version: 2.4.3
+  version: 2.4.4
 platform: ruby
 authors:
 - Naichuk M.
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2020-04-20 00:00:00.000000000 Z
+date: 2020-05-19 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: em-synchrony