mexbt 0.0.3 → 0.0.4
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- checksums.yaml +4 -4
- data/Gemfile.lock +3 -3
- data/README.md +8 -1
- data/Rakefile +3 -1
- data/lib/mexbt/client.rb +4 -3
- data/lib/mexbt/orders.rb +3 -3
- data/lib/mexbt/public.rb +66 -0
- data/lib/mexbt/version.rb +1 -1
- data/mexbt.gemspec +2 -1
- data/spec/public_api_spec.rb +42 -0
- metadata +5 -5
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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---
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SHA1:
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metadata.gz:
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data.tar.gz:
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metadata.gz: b5d3d42c18c0d316d920d381e853d2e2767cb141
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data.tar.gz: a0508b7182b66874add7b2af78c764014cdcb5d5
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 1da58e0313428224f94604448d3af8d4a7488c2048ee101c141ecd92c17998afa2a1304275213675772e4fcef2ff5d7a5a136b0a7afc52b86eb75e50486c6b28
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data.tar.gz: c9a6c57a86e57f64b2037482350a72688f5dc60fcb40387acf2ec1070c4e2b266c30741a7b5aeaa34db797178157fea289247f2b921b29d5f946efd47cbb47cd
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data/Gemfile.lock
CHANGED
@@ -1,7 +1,9 @@
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PATH
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remote: .
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specs:
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-
mexbt (0.0.
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+
mexbt (0.0.3)
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5
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activesupport (>= 4.1.8)
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rest_client (= 1.8.2)
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GEM
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remote: http://rubygems.org/
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@@ -40,9 +42,7 @@ PLATFORMS
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ruby
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DEPENDENCIES
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-
activesupport
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bundler (~> 1.6)
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mexbt!
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rake
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-
rest_client
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rspec
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data/README.md
CHANGED
@@ -1,6 +1,6 @@
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# Mexbt ruby API client
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-
This is a lightweight ruby client for the
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This is a lightweight ruby client for the [meXBT](https://mexbt.com) exchange API. It doesn't try and do anything clever with the JSON response from the API, it simply
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returns it as-is.
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# Install
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@@ -23,6 +23,8 @@ You can access all the Public API functions with zero configuration. By default
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Mexbt.order_book
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Mexbt.trades(start_index: -1, count: 20)
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Mexbt.trades_by_date(from: Date.civil(2014, 11, 1).to_time.to_i, to: Date.today.to_time.to_i)
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Mexbt.simulate_market_order(side: :buy, second_currency: 1000, currency_pair: 'btcmxn') # Simulates a market order, which will estimate how many btc you will receive for 1000 mxn
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Mexbt.simulate_market_order(side: :buy, first_currency: 1, currency_pair: 'btcmxn') # Simulates a market order, which will estimate how many mxn you will spend for 1 btc
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If you want to choose another currency pair, you can configure it for all calls:
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@@ -78,3 +80,8 @@ API docs for the Private API are at http://docs.mexbtprivateapi.apiary.io
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There are also docs for the Private API sandbox at http://docs.mexbtprivateapisandbox.apiary.io
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# TODO
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Mock out web calls with WebMock so that specs don't break everytime sandbox db is cleaned.
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data/Rakefile
CHANGED
data/lib/mexbt/client.rb
CHANGED
@@ -1,4 +1,5 @@
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1
1
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require 'rest_client'
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+
require 'active_support'
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3
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4
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module Mexbt
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module Client
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@@ -31,11 +32,11 @@ module Mexbt
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if res.length === 0
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raise "Empty response from API"
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end
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-
json_response = JSON.parse(res)
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-
if json_response[
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json_response = ActiveSupport::HashWithIndifferentAccess.new(JSON.parse(res))
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if json_response[:isAccepted]
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json_response
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else
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-
raise json_response[
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raise json_response[:rejectReason]
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end
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end
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end
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data/lib/mexbt/orders.rb
CHANGED
@@ -18,8 +18,7 @@ module Mexbt
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ins: currency_pair,
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side: side,
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orderType: type,
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-
qty: amount
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-
sessionToken: "c545f765-ce47-4ea5-b206-a9ac0db55fc3"
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qty: amount
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}
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params[:px] = price if price
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call("orders/create", params)
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@@ -45,5 +44,6 @@ module Mexbt
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end
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call("orders/modify", { ins: currency_pair, serverOrderId: id, modifyAction: action } )
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end
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47
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+
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48
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end
|
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-
end
|
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+
end
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data/lib/mexbt/public.rb
CHANGED
@@ -1,5 +1,6 @@
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require 'mexbt/client'
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2
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require 'mexbt/common'
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require 'active_support'
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4
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module Mexbt
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module Public
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@@ -29,5 +30,70 @@ module Mexbt
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def trades_by_date(currency_pair: Mexbt.currency_pair, from:, to:)
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call("trades-by-date", { ins: currency_pair, startDate: from, endDate: to })
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end
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+
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def simulate_market_order(side: :buy, first_currency: 0, second_currency: 0, currency_pair: Mexbt.currency_pair)
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35
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if first_currency === 0 and second_currency === 0
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raise "You must specify either 'first_currency' or 'second_currency' (from the currency pair)"
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+
end
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38
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order_book = order_book(currency_pair: currency_pair)
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orders =
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40
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if side.to_s === 'buy'
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order_book["asks"].sort { |a, b| a["px"] <=> b["px"] }
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else
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order_book["bids"].sort { |a, b| b["px"] <=> a["px"] }
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44
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end
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45
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if second_currency > 0
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46
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threshold_target = second_currency
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47
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threshold_symbol = :cost
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48
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other_symbol = :amount
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else
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threshold_target = first_currency
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threshold_symbol = :amount
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other_symbol = :cost
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end
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sums = {
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amount: BigDecimal.new(0, 15),
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cost: BigDecimal.new(0, 15)
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}
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orders.each do |order|
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next_order = {
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amount: BigDecimal.new(order["qty"], 15),
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cost: BigDecimal.new(order["px"], 15) * BigDecimal.new(order["qty"], 15)
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}
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threshold_check = sums[threshold_symbol] + next_order[threshold_symbol]
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if threshold_check > threshold_target
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over = threshold_check - threshold_target
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percent_needed = (next_order[threshold_symbol] - over) / next_order[threshold_symbol]
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sums[other_symbol] += next_order[other_symbol] * percent_needed
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sums[threshold_symbol] = threshold_target
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break
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else
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sums[:amount] += next_order[:amount]
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sums[:cost] += next_order[:cost]
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break if sums[threshold_symbol] == threshold_target
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end
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end
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if sums[threshold_symbol] < threshold_target
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raise "Order book does not contain enough orders to satify simulated order!"
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end
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res = {
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first_amount: round(sums[:amount], currency_pair, :first),
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second_amount: round(sums[:cost], currency_pair, :second)
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}
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ActiveSupport::HashWithIndifferentAccess.new(res)
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end
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private
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def round(amount, pair, which)
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currency = which === :first ? pair.to_s[0,3] : pair.to_s[-3..-1]
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decimal_places =
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if ['btc', 'ltc'].include?(currency.downcase)
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+
8
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else
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2
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end
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amount.round(decimal_places).to_f
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end
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end
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end
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data/lib/mexbt/version.rb
CHANGED
data/mexbt.gemspec
CHANGED
@@ -5,6 +5,7 @@ require 'mexbt/version'
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5
5
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6
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Gem::Specification.new do |spec|
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spec.name = "mexbt"
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spec.description = "A lightweight ruby client for the meXBT exchange API"
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spec.version = Mexbt::VERSION
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spec.authors = ["williamcoates"]
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spec.email = ["william@mexbt.com"]
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@@ -15,7 +16,7 @@ Gem::Specification.new do |spec|
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spec.executables = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
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spec.test_files = spec.files.grep(%r{^(test|spec|features)/})
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spec.require_paths = ["lib"]
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-
spec.add_runtime_dependency "activesupport", ["
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+
spec.add_runtime_dependency "activesupport", [">= 4.1.8"]
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spec.add_runtime_dependency "rest_client", ["= 1.8.2"]
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spec.add_development_dependency "bundler", "~> 1.6"
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spec.add_development_dependency "rake"
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data/spec/public_api_spec.rb
CHANGED
@@ -22,4 +22,46 @@ describe Mexbt do
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expect(res["trades"]).to eql([])
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end
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context "simulating market orders" do
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before do
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allow(Mexbt).to receive(:order_book) do
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{
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"asks" => [{"px" => 1000, "qty" => 0.5}, {"px" => 2000, "qty" => 1}],
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"bids" => [{"px" => 1000, "qty" => 0.5}, {"px" => 2000, "qty" => 1}]
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}
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end
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end
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it "calculates correctly buy orders with second_currency as the target currency" do
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expect(Mexbt.simulate_market_order(second_currency: 100)["first_amount"]).to eql(0.1)
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expect(Mexbt.simulate_market_order(second_currency: 500)["first_amount"]).to eql(0.5)
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expect(Mexbt.simulate_market_order(second_currency: 600)["first_amount"]).to eql(0.55)
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expect(Mexbt.simulate_market_order(second_currency: 1500)["first_amount"]).to eql(1.0)
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expect(Mexbt.simulate_market_order(second_currency: 2500)["first_amount"]).to eql(1.5)
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expect { Mexbt.simulate_market_order(second_currency: 2501)}.to raise_error("Order book does not contain enough orders to satify simulated order!")
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end
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it "calculates correctly buy orders with first_currency as the target currency" do
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expect(Mexbt.simulate_market_order(first_currency: 0.5)["second_amount"]).to eql(500.0)
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expect(Mexbt.simulate_market_order(first_currency: 1.5)["second_amount"]).to eql(2500.0)
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expect(Mexbt.simulate_market_order(first_currency: 0.1)["second_amount"]).to eql(100.0)
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expect(Mexbt.simulate_market_order(first_currency: 0.6)["second_amount"]).to eql(700.0)
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end
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it "calculates correctly sell orders with first_currency as the target currency" do
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expect(Mexbt.simulate_market_order(side: :sell, first_currency: 0.01)["second_amount"]).to eql(20.0)
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expect(Mexbt.simulate_market_order(side: :sell, first_currency: 0.1)["second_amount"]).to eql(200.0)
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expect(Mexbt.simulate_market_order(side: :sell, first_currency: 1)["second_amount"]).to eql(2000.0)
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expect(Mexbt.simulate_market_order(side: :sell, first_currency: 1.1)["second_amount"]).to eql(2100.0)
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expect(Mexbt.simulate_market_order(side: :sell, first_currency: 1.4)["second_amount"]).to eql(2400.0)
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end
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it "calculates correctly sell orders with second_currency as the target currency" do
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expect(Mexbt.simulate_market_order(side: :sell, second_currency: 1000)["first_amount"]).to eql(0.5)
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expect(Mexbt.simulate_market_order(side: :sell, second_currency: 2001)["first_amount"]).to eql(1.001)
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expect(Mexbt.simulate_market_order(side: :sell, second_currency: 2500)["first_amount"]).to eql(1.5)
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end
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end
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end
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metadata
CHANGED
@@ -1,27 +1,27 @@
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1
1
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--- !ruby/object:Gem::Specification
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name: mexbt
|
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3
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version: !ruby/object:Gem::Version
|
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-
version: 0.0.
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version: 0.0.4
|
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platform: ruby
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authors:
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- williamcoates
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autorequire:
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bindir: bin
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cert_chain: []
|
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-
date: 2014-
|
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+
date: 2014-12-18 00:00:00.000000000 Z
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dependencies:
|
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- !ruby/object:Gem::Dependency
|
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name: activesupport
|
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requirement: !ruby/object:Gem::Requirement
|
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requirements:
|
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-
- -
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+
- - ">="
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- !ruby/object:Gem::Version
|
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version: 4.1.8
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type: :runtime
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prerelease: false
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version_requirements: !ruby/object:Gem::Requirement
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requirements:
|
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-
- -
|
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+
- - ">="
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- !ruby/object:Gem::Version
|
26
26
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version: 4.1.8
|
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- !ruby/object:Gem::Dependency
|
@@ -80,7 +80,7 @@ dependencies:
|
|
80
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- - ">="
|
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- !ruby/object:Gem::Version
|
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version: '0'
|
83
|
-
description:
|
83
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+
description: A lightweight ruby client for the meXBT exchange API
|
84
84
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email:
|
85
85
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- william@mexbt.com
|
86
86
|
executables: []
|