okex 0.1.20 → 0.2.5

checksums.yaml

@@ -1,7 +1,7 @@
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data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    okex (0.1.20)
+    okex (0.2.3)
       faraday (~> 1.5)
 
 GEM

data/lib/okex.rb

@@ -1,11 +1,10 @@
 require "okex/version"
-require "okex/api"
+require "okex/api_v3"
+require "okex/api_v5"
 require "okex/client"
 require "okex/coin"
-require "openssl"
-require "faraday"
-
-OpenSSL::SSL::VERIFY_PEER = OpenSSL::SSL::VERIFY_NONE
+require "okex/order"
+require "okex/host"
 
 module OKEX
   class Error < StandardError; end

data/lib/okex/api_v3.rb

@@ -0,0 +1,46 @@
+class OKEX::ApiV3
+  def initialize(client)
+    @client = client
+  end
+
+  def balance(coin)
+    client.get("/api/account/v3/wallet/#{coin.code}")
+  end
+
+  def instruments
+    client.get("/api/swap/v3/instruments")
+  end
+
+  # 市价做空永续合约
+  # amount: 仓位开多少张
+  def short_swap(instrument_id, amount)
+    param = {
+      instrument_id: instrument_id.to_s,
+      size: amount.to_s,
+      type: "2",
+      order_type: "4",
+    }
+
+    client.post("/api/swap/v3/order", param)
+  end
+
+  # 市价平多
+  def close_long(instrument_id)
+    close_position(instrument_id, "long")
+  end
+
+  # 市价平空
+  def close_short(instrument_id)
+    close_position(instrument_id, "short")
+  end
+
+  private
+
+  attr_reader :client
+
+  def close_position(instrument_id, direction)
+    param = {"instrument_id": instrument_id, "direction": direction}
+
+    client.post("/api/swap/v3/close_position", param)
+  end
+end

data/lib/okex/api_v5.rb

@@ -0,0 +1,55 @@
+class OKEX::ApiV5
+  def initialize(client, host)
+    @client = client
+    @host = host
+  end
+
+  def instruments
+    client.get(host, "/api/v5/public/instruments?instType=SWAP")
+  end
+
+  def orders
+    resp = client.get(host, "/api/v5/account/positions")
+    
+    if resp['code'].to_i == 0 && resp['data'].size > 0
+      return resp['data'].map {|params| OKEX::Order.new(params)}
+    end
+
+    []
+  end
+
+  def short_swap(instid, amount)
+    params = {
+      "instId": instid,
+      "tdMode": "cross",
+      "side": "sell",
+      "posSide": "short",
+      "ordType": "market",
+      "sz": "1"
+    }
+
+    client.post(host, "/api/v5/trade/order", params)
+  end
+
+  def close_long(instid)
+    close_position(instid, "long")
+  end
+
+  def close_short(instid)
+    close_position(instid, "short")
+  end
+
+  private
+
+  attr_reader :client, :host
+
+  def close_position(instid, direction)
+    params = {
+      "instId": instid,
+      "mgnMode": "cross",
+      "posSide": direction
+    }
+
+    client.post(host, "/api/v5/trade/close-position", params)
+  end
+end

data/lib/okex/client.rb

@@ -1,4 +1,7 @@
 require 'time'
+require 'base64'
+require 'json'
+require 'faraday'
 
 module OKEX
   class Client
@@ -8,60 +11,26 @@ module OKEX
       @passphrase = passphrase
     end
 
-    def balance(coin)
-      _get("/api/account/v3/wallet/#{coin.code}")
-    end
-
-    # name: sub account name
-    def sub_account(name)
-      _get("/api/account/v3/sub-account?sub-account=#{name}")
-    end
-
-    def instruments
-      _get("/api/swap/v3/instruments")
-    end
-
-    # 市价做空永续合约
-    # amount: 仓位开多少张
-    def short_swap(instrument_id, amount)
-      param = {
-        instrument_id: instrument_id.to_s,
-        size: amount.to_s,
-        type: "2",
-        order_type: "4",
-      }
-
-      _post("/api/swap/v3/order", param)
-    end
-
-    private
-
-    attr_reader :api_key, :api_secret, :passphrase
-
-    HOST = "https://www.okex.com"
-
-    def _get(path)
+    def get(host, path)
       ts = timestamp
       sig = sign(ts, "GET", path)
 
-      _resp(::Faraday.get(HOST + path, nil, headers(ts, sig)))
+      _resp(Faraday.get(host + path, nil, headers(ts, sig)))
     end
 
-    def _post(path, payload)
+    def post(host, path, payload)
       payload_json = gen_payload(payload)
 
       ts = timestamp
       sig = sign(ts, "POST", path + payload_json)
 
-      begin
-        conn = ::Faraday.new(HOST + path, :ssl => {:verify => false})
-        result = conn.post(HOST + path, payload_json, headers(ts, sig))
-        _resp(result)
-      rescue => e
-        puts "[error] #{e.inspect}"
-      end
+      _resp(Faraday.post(host + path, payload_json, headers(ts, sig)))
     end
 
+    private
+
+    attr_reader :api_key, :api_secret, :passphrase
+
     def gen_payload(payload)
       m = payload.map { |k, v| JSON.generate({k => v}, {space: ' '})}
       m2 = m.join(", ").gsub("{", "").gsub("}", "")

data/lib/okex/host.rb

@@ -0,0 +1,12 @@
+class OKEX::Host
+  OUYI_HOST = "https://www.ouyi.cc".freeze
+  OKEX_HOST = "https://www.okex.com".freeze
+
+  def self.ouyi
+    OUYI_HOST
+  end
+
+  def self.okex
+    OKEX_HOST
+  end
+end

data/lib/okex/order.rb

@@ -0,0 +1,52 @@
+module OKEX
+  class Order
+    POS_LONG = 'long'.freeze
+    POS_SHORT = 'short'.freeze
+
+    def initialize(params)
+      @params = params
+    end
+
+    def instrument_id
+      dig("instId")
+    end
+    
+    # 杠杆倍数
+    def leverage
+      dig("lever")
+    end
+
+    def created_at
+      Time.at(dig("cTime").to_i / 1000)
+    end
+
+    # 平均开仓价
+    def avg_open_price
+      dig("avgPx").to_f
+    end
+
+    # 预估强平价
+    def est_liq_price
+      dig("liqPx").to_f
+    end
+
+    # 持仓方向
+    def position_side
+      side = dig("posSide")
+      if [POS_SHORT, POS_LONG].include?(side)
+        return side
+      end
+    end
+
+    # 未实现收益
+    def upl
+      dig("upl").to_f
+    end
+
+    private
+
+    def dig(key)
+      @params[key]
+    end
+  end
+end

data/lib/okex/version.rb

@@ -1,3 +1,3 @@
 module OKEX
-  VERSION = "0.1.20"
+  VERSION = "0.2.5"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: okex
 version: !ruby/object:Gem::Version
-  version: 0.1.20
+  version: 0.2.5
 platform: ruby
 authors:
 - David Zhang
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2021-07-07 00:00:00.000000000 Z
+date: 2021-07-24 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -85,10 +85,13 @@ files:
 - bin/console
 - bin/setup
 - lib/okex.rb
-- lib/okex/api.rb
+- lib/okex/api_v3.rb
+- lib/okex/api_v5.rb
 - lib/okex/client.rb
 - lib/okex/coin.rb
 - lib/okex/coin/bitcoin.rb
+- lib/okex/host.rb
+- lib/okex/order.rb
 - lib/okex/version.rb
 - okex.gemspec
 homepage: https://github.com/daqing/okex

data/lib/okex/api.rb

@@ -1,15 +0,0 @@
-module OKEX
-  class API
-    def initialize(client)
-      @client = client
-    end
-
-    def method_missing(m, *args, &block)
-      client.send(m, *args)
-    end
-
-    private
-
-    attr_reader :client
-  end
-end