kaesen 0.1.0

data/lib/kaesen/kraken.rb

@@ -0,0 +1,156 @@
+require_relative 'market.rb'
+require 'net/http'
+require 'openssl'
+require 'json'
+require 'bigdecimal'
+
+module Kaesen
+  # Kraken Wrapper Class
+  # https://www.kraken.com/help/api
+  
+  class Kraken < Market
+    @@nonce = 0
+
+    def initialize()
+      super()
+      @name        = "Kraken"
+      @api_key     = ENV["KRAKEN_KEY"]
+      @api_secret  = ENV["KRAKEN_SECRET"]
+      @url_public  = "https://api.kraken.com/0/public"
+      @url_private = "https://api.kraken.com/0/private"
+    end
+
+    #############################################################
+    # API for public information
+    #############################################################
+
+    # Get ticker information.
+    # @return [hash] ticker
+    #   ask: [BigDecimal] 最良売気配値
+    #   bid: [BigDecimal] 最良買気配値
+    #   last: [BigDecimal] 最近値(?用語要チェック), last price
+    #   high: [BigDecimal] 高値
+    #   low: [BigDecimal] 安値
+    #   volume: [BigDecimal] 取引量
+    #   ltimestamp: [int] ローカルタイムスタンプ
+    #   vwap: [BigDecimal] 過去24時間の加重平均
+    def ticker
+      h = get_ssl(@url_public + "/Ticker?pair=XXBTZJPY") # cf. XBTJPY is alias of XXBTZJPY
+      h = h["XXBTZJPY"]
+      {
+        "ask"        => BigDecimal.new(h["a"][0]),
+        "bid"        => BigDecimal.new(h["b"][0]),
+        "last"       => BigDecimal.new(h["c"][0]),
+        "high"       => BigDecimal.new(h["h"][1]), # of the previous 24 hours
+        "low"        => BigDecimal.new(h["l"][1]), # of the previous 24 hours
+        "volume"     => BigDecimal.new(h["v"][1]), # of the previous 24 hours
+        "ltimestamp" => Time.now.to_i,
+        "vwap"       => BigDecimal.new(h["p"][1]), # of the previous 24 hours
+      }
+    end
+
+    # Get order book.
+    # @abstract
+    # @return [hash] array of market depth
+    #   asks: [Array] 売りオーダー
+    #      price : [BigDecimal]
+    #      size : [BigDecimal]
+    #   bids: [Array] 買いオーダー
+    #      price : [BigDecimal]
+    #      size : [BigDecimal]
+    #   ltimestamp: [int] ローカルタイムスタンプ
+    def depth
+      h = get_ssl(@url_public + "/Depth?pair=XXBTZJPY")
+      h = h["XXBTZJPY"]
+      {
+        "asks"       => h["asks"].map{|a,b,t| [BigDecimal.new(a.to_s), BigDecimal.new(b.to_s)]}, # to_s でないと誤差が生じる
+        "bids"       => h["bids"].map{|a,b,t| [BigDecimal.new(a.to_s), BigDecimal.new(b.to_s)]}, # to_s でないと誤差が生じる
+        "ltimestamp" => Time.now.to_i,
+      }
+    end
+
+    private
+
+    def initialize_https(uri)
+      https = Net::HTTP.new(uri.host, uri.port)
+      https.use_ssl = true
+      https.open_timeout = 5
+      https.read_timeout = 15
+      https.verify_mode = OpenSSL::SSL::VERIFY_PEER
+      https.verify_depth = 5
+      https
+    end
+
+    # Connect to address via https, and return json response.
+    def get_ssl(address)
+      uri = URI.parse(address)
+
+      begin
+        https = initialize_https(uri)
+        https.start {|w|
+          response = w.get(uri.request_uri)
+          case response
+            when Net::HTTPSuccess
+              json = JSON.parse(response.body)
+              raise JSONException, response.body if json == nil
+              raise APIErrorException, json["error"] unless json["error"].empty?
+              return json["result"]
+            else
+              raise ConnectionFailedException, "Failed to connect to #{@name}."
+          end
+        }
+      rescue
+        raise
+      end
+    end
+
+    def get_nonce
+      pre_nonce = @@nonce
+      next_nonce = (Time.now.to_i) * 100
+
+      if next_nonce <= pre_nonce
+        @@nonce = pre_nonce + 1
+      else
+        @@nonce = next_nonce
+      end
+
+      return @@nonce
+    end
+
+    def get_sign(req)
+      secret = @api_secret
+      text = req.body
+
+      OpenSSL::HMAC::hexdigest(OpenSSL::Digest.new('sha512'), secret, text)
+    end
+
+    # Connect to address via https, and return json response.
+    def post_ssl(address, data={})
+      uri = URI.parse(address)
+      data["nonce"] = get_nonce
+
+      begin
+        req = Net::HTTP::Post.new(uri)
+        req.set_form_data(data)
+        req["Key"] = @api_key
+        req["Sign"] = get_sign(req)
+
+        https = initialize_https(uri)
+        https.start {|w|
+          response = w.request(req)
+          case response
+            when Net::HTTPSuccess
+              json = JSON.parse(response.body)
+              raise JSONException, response.body if json == nil
+              return json
+            else
+              raise ConnectionFailedException, "Failed to connect to #{@name}: " + response.value
+          end
+        }
+      rescue
+        raise
+      end
+    end
+
+  end
+end

data/lib/kaesen/lakebtc.rb

@@ -0,0 +1,154 @@
+require_relative 'market.rb'
+require 'net/http'
+require 'openssl'
+require 'json'
+require 'bigdecimal'
+
+module Kaesen
+  # Lakebtc Wrapper Class
+  # https://www.lakebtc.com/s/api
+  
+  class Lakebtc < Market
+    @@nonce = 0
+
+    def initialize()
+      super()
+      @name        = "Lakebtc"
+      @api_key     = ENV["LAKEBTC_KEY"]
+      @api_secret  = ENV["LAKEBTC_SECRET"]
+      @url_public  = "https://www.LakeBTC.com/api_v1"
+      @url_private = @url_public
+    end
+
+    #############################################################
+    # API for public information
+    #############################################################
+
+    # Get ticker information.
+    # @return [hash] ticker
+    #   ask: [BigDecimal] 最良売気配値
+    #   bid: [BigDecimal] 最良買気配値
+    #   last: [BigDecimal] 最近値(?用語要チェック), last price
+    #   high: [BigDecimal] 高値
+    #   low: [BigDecimal] 安値
+    #   volume: [BigDecimal] 取引量
+    #   ltimestamp: [int] ローカルタイムスタンプ
+    #   vwap: [BigDecimal] 過去24時間の加重平均
+    def ticker
+      h = get_ssl(@url_public + "/ticker") # the id of BTCJPY is 5.
+      h = h["JPY"]
+      {
+        "ask"        => BigDecimal.new(h["ask"].to_s),
+        "bid"        => BigDecimal.new(h["bid"].to_s),
+        "last"       => BigDecimal.new(h["last"].to_s),
+        # "high"
+        # "low"
+        # "volume"
+        "ltimestamp" => Time.now.to_i,
+        # "vwap"
+      }
+    end
+
+    # Get order book.
+    # @abstract
+    # @return [hash] array of market depth
+    #   asks: [Array] 売りオーダー
+    #      price : [BigDecimal]
+    #      size : [BigDecimal]
+    #   bids: [Array] 買いオーダー
+    #      price : [BigDecimal]
+    #      size : [BigDecimal]
+    #   ltimestamp: [int] ローカルタイムスタンプ
+    def depth
+      h = get_ssl(@url_public + "/bcorderbook?symbol=btcjpy") # the id of BTCJPY is 5.
+      {
+        "asks"       => h["asks"].map{|a,b| [BigDecimal.new(a.to_s), BigDecimal.new(b.to_s)]}, # to_s でないと誤差が生じる
+        "bids"       => h["bids"].map{|a,b| [BigDecimal.new(a.to_s), BigDecimal.new(b.to_s)]}, # to_s でないと誤差が生じる
+        "ltimestamp" => Time.now.to_i,
+      }
+    end
+
+    private
+
+    def initialize_https(uri)
+      https = Net::HTTP.new(uri.host, uri.port)
+      https.use_ssl = true
+      https.open_timeout = 5
+      https.read_timeout = 15
+      https.verify_mode = OpenSSL::SSL::VERIFY_PEER
+      https.verify_depth = 5
+      https
+    end
+
+    # Connect to address via https, and return json response.
+    def get_ssl(address)
+      uri = URI.parse(address)
+
+      begin
+        https = initialize_https(uri)
+        https.start {|w|
+          response = w.get(uri.request_uri)
+          case response
+            when Net::HTTPSuccess
+              json = JSON.parse(response.body)
+              raise JSONException, response.body if json == nil
+              return json
+            else
+              raise ConnectionFailedException, "Failed to connect to #{@name}."
+          end
+        }
+      rescue
+        raise
+      end
+    end
+
+    def get_nonce
+      pre_nonce = @@nonce
+      next_nonce = (Time.now.to_i) * 100
+
+      if next_nonce <= pre_nonce
+        @@nonce = pre_nonce + 1
+      else
+        @@nonce = next_nonce
+      end
+
+      return @@nonce
+    end
+
+    def get_sign(req)
+      secret = @api_secret
+      text = req.body
+
+      OpenSSL::HMAC::hexdigest(OpenSSL::Digest.new('sha512'), secret, text)
+    end
+
+    # Connect to address via https, and return json response.
+    def post_ssl(address, data={})
+      uri = URI.parse(address)
+      data["nonce"] = get_nonce
+
+      begin
+        req = Net::HTTP::Post.new(uri)
+        req.set_form_data(data)
+        req["Key"] = @api_key
+        req["Sign"] = get_sign(req)
+
+        https = initialize_https(uri)
+        https.start {|w|
+          response = w.request(req)
+          case response
+            when Net::HTTPSuccess
+              json = JSON.parse(response.body)
+              raise JSONException, response.body if json == nil
+              return json
+            else
+              raise ConnectionFailedException, "Failed to connect to #{@name}: " + response.value
+          end
+        }
+      rescue
+        raise
+      end
+    end
+
+  end
+end

data/lib/kaesen/market.rb

@@ -0,0 +1,188 @@
+module Kaesen
+
+  # Exchange markets.
+  # @abstract
+  class Market
+    attr_reader :name
+    
+    def initialize
+      @name = nil         # [String] name of exchange market
+      @api_key    = nil   # [String]
+      @api_secret = nil   # [String]
+      @url_public  = nil  # [String]
+      @url_private = nil  # [String]
+    end
+
+    #############################################################
+    # API for public information
+    #############################################################
+
+    # Get ticker information.
+    # @abstract
+    # @return [hash] ticker
+    #   ask: [BigDecimal] 最良売気配値
+    #   bid: [BigDecimal] 最良買気配値
+    #   last: [BigDecimal] 最近値(?用語要チェック), last price
+    #   high: [BigDecimal] 高値
+    #   low: [BigDecimal] 安値
+    #   volume: [BigDecimal] 取引量
+    #   ltimestamp: [int] Local Timestamp
+    def ticker
+      raise NotImplemented.new()
+    end
+
+    # Get order book.
+    # @abstract
+    # @return [hash] array of market depth
+    #   asks: [Array] 売りオーダー
+    #      price : [BigDecimal]
+    #      size : [BigDecimal]
+    #   bids: [Array] 買いオーダー
+    #      price : [BigDecimal]
+    #      size : [BigDecimal]
+    #   ltimestamp: [int] Local Timestamp
+    def depth
+      raise NotImplemented.new()
+    end
+
+    #############################################################
+    # API for private user data and trading
+    #############################################################
+
+    # Get account balance.
+    # @abstract
+    # @return [hash] account_balance_hash
+    #   jpy: [hash]
+    #      amount: [BigDecimal] 総日本円
+    #      available: [BigDecimal] 取引可能な日本円
+    #   btc [hash]
+    #      amount: [BigDecimal] 総BTC
+    #      available: [BigDecimal] 取引可能なBTC
+    #   ltimestamp: [int] Local Timestamp
+    def balance
+      raise NotImplemented.new()
+    end
+
+    # Get open orders.
+    # @abstract
+    # @return [Array] open_orders_array
+    #   @return [hash] history_order_hash
+    #     success: [bool]
+    #     id: [String] order id in the market
+    #     rate: [BigDecimal]
+    #     amount: [BigDecimal]
+    #     order_type: [String] "sell" or "buy"
+    #   ltimestamp: [int] Local Timestamp
+    def opens
+      raise NotImplemented.new()
+    end
+
+    # Buy the amount of Bitcoin at the rate.
+    # 指数注文 買い.
+    # @abstract
+    # @param [BigDecimal] rate
+    # @param [BigDecimal] amount
+    # @return [hash] history_order_hash
+    #   success: [bool]
+    #   id: [String] order id in the market
+    #   rate: [BigDecimal]
+    #   amount: [BigDecimal]
+    #   order_type: [String] "sell" or "buy"
+    #   ltimestamp: [int] Local Timestamp
+    def buy(rate, amount=BigDecimal.new("0.0"))
+      raise NotImplemented.new()
+    end
+
+    # Buy the amount of Bitcoin from the market.
+    # 成行注文 買い.
+    # @abstract
+    # @param [BigDecimal] amount
+    # @return [hash] history_order_hash
+    #   success: [bool]
+    #   id: [String] order id in the market
+    #   rate: [BigDecimal]
+    #   amount: [BigDecimal]
+    #   order_type: [String] "sell" or "buy"
+    #   ltimestamp: [int] Local Timestamp
+    def market_buy(amount=BigDecimal.new("0.0"))
+      raise NotImplemented.new()
+    end
+
+    # Sell the amount of Bitcoin at the rate.
+    # 指数注文 売り.
+    # @abstract
+    # @param [BigDecimal] rate
+    # @param [BigDecimal] amount
+    # @return [hash] history_order_hash
+    #   success: [String] "true" or "false"
+    #   id: [String] order id in the market
+    #   rate: [BigDecimal]
+    #   amount: [BigDecimal]
+    #   order_type: [String] "sell" or "buy"
+    #   ltimestamp: [int] Local Timestamp
+    def sell(rate, amount=BigDecimal.new("0.0"))
+      raise NotImplemented.new()
+    end
+
+    # Sell the amount of Bitcoin to the market.
+    # 成行注文 売り.
+    # @abstract
+    # @param [BigDecimal] amount
+    # @return [hash] history_order_hash
+    #   success: [bool]
+    #   id: [String] order id in the market
+    #   rate: [BigDecimal]
+    #   amount: [BigDecimal]
+    #   order_type: [String] "sell" or "buy"
+    #   ltimestamp: [int] Local Timestamp
+    def market_sell(amount=BigDecimal.new("0.0"))
+      raise NotImplemented.new()
+    end
+
+    # Cancel an open order
+    # @abstract
+    # @param [int or string] order id
+    # @return [hash]
+    #   success: [bool] status
+    def cancel(id)
+      raise NotImplemented.new()
+    end
+
+    # Cancel all open orders
+    # @abstract
+    # @return [array]
+    #   success: [bool] status
+    def cancel_all
+      raise NotImplemented.new()
+    end
+
+    # Pretty printer for data including BigDecimal
+    # @param [any] data that may include BigDecimal
+    # @return [any] data that does not include BigDecimal
+    def self.unBigDecimal(x)
+      if x.is_a?(Array)
+        x.map{|y| unBigDecimal(y)}
+      elsif x.is_a?(Hash)
+        x.map{|k,v|
+          [k, unBigDecimal(v)]
+        }.to_h
+      elsif x.is_a?(BigDecimal)
+        x.to_f
+      else
+        x
+      end
+    end
+
+    private
+
+    # Check the API key and API secret key.
+    def have_key?
+      raise "Your #{@name} API key is not set"    if @api_key.nil?
+      raise "Your #{@name} API secret is not set" if @api_secret.nil?
+    end
+
+    class ConnectionFailedException < StandardError; end
+    class APIErrorException < StandardError; end
+    class JSONException < StandardError; end
+  end
+end