kaesen 0.1.0

data/lib/kaesen/monetago.rb

@@ -0,0 +1,110 @@
+require_relative 'market.rb'
+require 'net/http'
+require 'openssl'
+require 'json'
+require 'date'
+require 'bigdecimal'
+
+module Kaesen
+  # Kaesen Wrapper Class
+  # https://www.monetago.com/#/api/
+  ## API制限
+  ## . More than 500 requests per 10 minutes will result in IP ban.
+  ## . For real-time data please refer to the MonetaGo WebSocket API.
+  
+  class Monetago < Market
+    @@nonce = 0
+
+    def initialize()
+      super()
+      @name        = "Monetago"
+      @api_key     = ENV["MONETAGO_KEY"]
+      @api_secret  = ENV["MONETAGO_SECRET"]
+      @url_public  = "https://api.monetago.com:8400/ajax/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
+    #   timestamp: [int] タイムスタンプ
+    def ticker
+      h = post_ssl(@url_public + "/GetTicker", {product_pair: 'BTCJPY'})
+      {
+        "ask"        => BigDecimal.new(h["ask"].to_s),
+        "bid"        => BigDecimal.new(h["bid"].to_s),
+        "last"       => BigDecimal.new(h["last"].to_s),
+        "high"       => BigDecimal.new(h["high"].to_s),
+        "low"        => BigDecimal.new(h["low"].to_s),
+        "volume"     => BigDecimal.new(h["volume"].to_s),
+        "ltimestamp" => Time.now.to_i,
+      }
+    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 = post_ssl(@url_public + "/GetOrderBook")
+      {
+        "asks"       => h["asks"].map{|x| [BigDecimal.new(x["px"].to_s), BigDecimal.new(x["qty"].to_s)]},
+        "bids"       => h["bids"].map{|x| [BigDecimal.new(x["px"].to_s), BigDecimal.new(x["qty"].to_s)]},
+        "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
+
+    def post_ssl(address, params={})
+      uri = URI.parse(address)
+
+      begin
+        req = Net::HTTP::Post.new(uri, initheader = {"Content-Type" => "application/json"})
+        req.set_form(params)
+        req.body = {"productPair" => "BTCJPY"}.to_json
+
+        https = initialize_https(uri)
+        https.start {|w|
+          response = w.request(req)
+          case response
+            when Net::HTTPSuccess
+              json = JSON.parse(response.body)
+              return json
+            else
+              raise ConnectionFailedException, "Failed to connect to #{@name}: " + response.value
+          end
+        }
+      rescue
+        raise
+      end
+    end
+
+  end
+end

data/lib/kaesen/quoine.rb

@@ -0,0 +1,155 @@
+require_relative 'market.rb'
+require 'net/http'
+require 'openssl'
+require 'json'
+require 'bigdecimal'
+
+module Kaesen
+  # Quoine Wrapper Class
+  # https://developers.quoine.com/
+  ## API制限
+  # API users should not make more than 300 requests per 5 minute. Requests go beyond the limit will return with a 429 status 
+  
+  class Quoine < Market
+    @@nonce = 0
+
+    def initialize()
+      super()
+      @name        = "Quoine"
+      @api_key     = ENV["QUOINE_KEY"]
+      @api_secret  = ENV["QUOINE_SECRET"]
+      @url_public  = "https://api.quoine.com"
+      @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 + "/products/code/CASH/BTCJPY") # the id of BTCJPY is 5.
+      {
+        "ask"        => BigDecimal.new(h["market_ask"].to_s),
+        "bid"        => BigDecimal.new(h["market_bid"].to_s),
+        "last"       => BigDecimal.new(h["last_traded_price"].to_s),
+        # "high"
+        # "low"
+        "volume"     => BigDecimal.new(h["volume_24h"].to_s), # of the previous 24 hours
+        "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 + "/products/5/price_levels") # the id of BTCJPY is 5.
+      {
+        "asks"       => h["buy_price_levels"].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["sell_price_levels"].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/version.rb

@@ -0,0 +1,3 @@
+module Kaesen
+  VERSION = "0.1.0"
+end

data/lib/kaesen/zaif.rb

@@ -0,0 +1,382 @@
+# coding: utf-8
+require_relative 'market.rb'
+require 'net/http'
+require 'openssl'
+require 'json'
+require 'bigdecimal'
+
+module Kaesen
+  # Zaif Wrapper Class
+  # https://corp.zaif.jp/api-docs/
+
+  class Zaif < Market
+    @@nonce = 0
+
+    def initialize()
+      super()
+      @name        = "Zaif"
+      @api_key     = ENV["ZAIF_KEY"]
+      @api_secret  = ENV["ZAIF_SECRET"]
+      @url_public  = "https://api.zaif.jp/api/1"
+      @url_private = "https://api.zaif.jp/tapi"
+    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/btc_jpy")
+      {
+        "ask"        => BigDecimal.new(h["ask"].to_s),
+        "bid"        => BigDecimal.new(h["bid"].to_s),
+        "last"       => BigDecimal.new(h["last"].to_s),
+        "high"       => BigDecimal.new(h["high"].to_s),
+        "low"        => BigDecimal.new(h["low"].to_s),
+        "volume"     => BigDecimal.new(h["volume"].to_s),
+        "ltimestamp" => Time.now.to_i,
+        "vwap"       => BigDecimal.new(h["vwap"].to_s)
+      }
+    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/btc_jpy")
+      {
+        "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
+
+    #############################################################
+    # 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] ローカルタイムスタンプ
+    def balance
+      have_key?
+      address = @url_private
+      body = { "method" => "get_info" }
+      h = post_ssl(address, body)
+      {
+        "jpy"        => {
+          "amount"    => BigDecimal.new(h["return"]["deposit"]["jpy"].to_s),
+          "available" => BigDecimal.new(h["return"]["funds"]["jpy"].to_s),
+        },
+        "btc"        => {
+          "amount"    => BigDecimal.new(h["return"]["deposit"]["btc"].to_s),
+          "available" => BigDecimal.new(h["return"]["funds"]["btc"].to_s),
+        },
+        "ltimestamp" => Time.now.to_i,
+      }
+    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"
+    #     order_status: [String] "active", "completed" or "canceled"
+    #   ltimestamp: [int] Local Timestamp
+    def opens
+      have_key?
+      address = @url_private
+      body = { "method" => "active_orders" }
+      h = post_ssl(address, body)
+      h["return"].map{|key, value|
+        order_type = "buy" # when value["action"] is "bid"
+        order_type = "sell" if value["action"] == "ask"
+        {
+          "success"    => "true",
+          "id"         => key,
+          "rate"       => BigDecimal.new(value["price"].to_s),
+          "amount"     => BigDecimal.new(value["amount"].to_s),
+          "order_type" => order_type,
+        }
+      }
+    end
+
+    # Bought the amount of Bitcoin at the rate.
+    # 指数注文 買い.
+    # Abstract Method.
+    # @param [BigDecimal] rate
+    # @param [BigDecimal] amount
+    # @return [hash] history_order_hash
+    #   success: [String] "true" or "false"
+    #   id: [String] order id at the market
+    #   rate: [BigDecimal] rate should be 5 multiples
+    #   amount: [BigDecimal] minimal amount is 0.0001 BTC
+    #   order_type: [String] "sell" or "buy"
+    #   ltimestamp: [int] ローカルタイムスタンプ
+    def buy(rate, amount=BigDecimal.new(0))
+      have_key?
+      address = @url_private
+      rate = (rate.to_i / 5) * 5
+      body = {
+        "method"        => "trade",
+        "currency_pair" => "btc_jpy",
+        "action"        => "bid",
+        "price"         => rate,
+        "amount"        => amount.to_f.round(4)
+      }
+      h = post_ssl(address, body)
+      result = h["success"].to_i == 1 ? "true" : "false"
+      {
+        "success"    => result,
+        "id"         => h["return"]["order_id"].to_s,
+        "rate"       => BigDecimal.new(rate.to_s),
+        "amount"     => BigDecimal.new(amount.to_s),
+        "order_type" => "sell",
+        "ltimestamp" => Time.now.to_i,
+      }
+    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"))
+      have_key?
+      address = @url_private
+      rate = (rate.to_i / 5) * 5
+      body = {
+        "method"        => "trade",
+        "currency_pair" => "btc_jpy",
+        "action"        => "bid",
+        "price"         => 100000,
+        "amount"        => amount.to_f.round(4)
+      }
+      h = post_ssl(address, body)
+      result = h["success"].to_i == 1 ? "true" : "false"
+      {
+        "success"    => result,
+        "id"         => h["return"]["order_id"].to_s,
+        "rate"       => BigDecimal.new(rate.to_s),
+        "amount"     => BigDecimal.new(amount.to_s),
+        "order_type" => "sell",
+        "ltimestamp" => Time.now.to_i,
+      }
+    end
+
+    # Sell the amount of Bitcoin at the rate.
+    # 指数注文 売り.
+    # Abstract Method.
+    # @param [BigDecimal] rate
+    # @param [BigDecimal] amount
+    # @return [hash] history_order_hash
+    #   success: [String] "true" or "false"
+    #   id: [String] order id at the market
+    #   rate: [BigDecimal] rate should be 5 multiples
+    #   amount: [BigDecimal] minimal amount is 0.0001 BTC
+    #   order_type: [String] "sell" or "buy"
+    #   ltimestamp: [int] ローカルタイムスタンプ
+    def sell(rate, amount=BigDecimal.new(0))
+      have_key?
+      address = @url_private
+      rate = (rate.to_i / 5) * 5
+      body = {
+        "method"        => "trade",
+        "currency_pair" => "btc_jpy",
+        "action" => "ask",
+        "price" => rate,
+        "amount" => amount.to_f.round(4),
+      }
+      h = post_ssl(address, body)
+      result = h["success"].to_i == 1 ? "true" : "false"
+      {
+        "success"    => result,
+        "id"         => h["return"]["order_id"].to_s,
+        "rate"       => BigDecimal.new(rate.to_s),
+        "amount"     => BigDecimal.new(amount.to_s),
+        "order_type" => "sell",
+        "ltimestamp" => Time.now.to_i,
+      }
+    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"))
+      have_key?
+      address = @url_private
+      rate = (rate.to_i / 5) * 5
+      body = {
+        "method"        => "trade",
+        "currency_pair" => "btc_jpy",
+        "action" => "ask",
+        "price" => 5,
+        "amount" => amount.to_f.round(4),
+      }
+      h = post_ssl(address, body)
+      result = h["success"].to_i == 1 ? "true" : "false"
+      {
+        "success"    => result,
+        "id"         => h["return"]["order_id"].to_s,
+        "rate"       => BigDecimal.new(rate.to_s),
+        "amount"     => BigDecimal.new(amount.to_s),
+        "order_type" => "sell",
+        "ltimestamp" => Time.now.to_i,
+      }
+    end
+
+    # Cancel an open order
+    # @abstract
+    # @param [int or string] order id
+    # @return [hash]
+    #   success: [bool] status
+    def cancel(id)
+      have_key?
+      address = @url_private
+      body = {
+        "method"        => "cancel_order",
+        "currency_pair" => "btc_jpy",
+        "order_id" => id,
+      }
+      h = post_ssl(address, body)
+      {
+        "success" => h["success"]==1,
+      }
+    end
+
+    # Cancel all open orders
+    # @abstract
+    # @return [array]
+    #   success: [bool] status
+    def cancel_all
+      opens.each{|h|
+        print cancel(h["id"])
+      }
+    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_f
+
+      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