okex 0.1.20 → 0.2.5
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- checksums.yaml +4 -4
- data/Gemfile.lock +1 -1
- data/lib/okex.rb +4 -5
- data/lib/okex/api_v3.rb +46 -0
- data/lib/okex/api_v5.rb +55 -0
- data/lib/okex/client.rb +11 -42
- data/lib/okex/host.rb +12 -0
- data/lib/okex/order.rb +52 -0
- data/lib/okex/version.rb +1 -1
- metadata +6 -3
- data/lib/okex/api.rb +0 -15
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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1
1
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---
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2
2
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SHA256:
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3
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-
metadata.gz:
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4
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-
data.tar.gz:
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3
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+
metadata.gz: 6e79f7f281cc49fecf294441cfc91c8a0f7e065204a69fae02c968f48b5fc83a
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4
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+
data.tar.gz: 802b3412745cc52ed7989bf6e16d9e6e61a9d5c962446bb81b29182abcaeeab0
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5
5
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SHA512:
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6
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-
metadata.gz:
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7
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-
data.tar.gz:
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6
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+
metadata.gz: 1f00ee33cb15494a908dba476c5fb1b3eaeea37b3b313bfb5d47a95237ac6117b83b6adae1790bbf62ece997b4f972eb98d77a6326dbb3899da4bb116d96cc06
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7
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+
data.tar.gz: 6a2ddad58a09dfdb945babd65cc78022c427bb6147df57f5c38b5e74438ebf16e75f2746287da0931abfb4e0f643077aeee984f7920ea5954ca47aa75a548783
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data/Gemfile.lock
CHANGED
data/lib/okex.rb
CHANGED
@@ -1,11 +1,10 @@
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1
1
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require "okex/version"
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2
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-
require "okex/
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2
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+
require "okex/api_v3"
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3
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+
require "okex/api_v5"
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3
4
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require "okex/client"
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4
5
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require "okex/coin"
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5
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-
require "
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6
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-
require "
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7
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-
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8
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-
OpenSSL::SSL::VERIFY_PEER = OpenSSL::SSL::VERIFY_NONE
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6
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+
require "okex/order"
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7
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+
require "okex/host"
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9
8
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10
9
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module OKEX
|
11
10
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class Error < StandardError; end
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data/lib/okex/api_v3.rb
ADDED
@@ -0,0 +1,46 @@
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1
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+
class OKEX::ApiV3
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2
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+
def initialize(client)
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3
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@client = client
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4
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+
end
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5
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+
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6
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+
def balance(coin)
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7
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+
client.get("/api/account/v3/wallet/#{coin.code}")
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8
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+
end
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9
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+
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10
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+
def instruments
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11
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+
client.get("/api/swap/v3/instruments")
|
12
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+
end
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13
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+
|
14
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+
# 市价做空永续合约
|
15
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+
# amount: 仓位开多少张
|
16
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+
def short_swap(instrument_id, amount)
|
17
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+
param = {
|
18
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+
instrument_id: instrument_id.to_s,
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19
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+
size: amount.to_s,
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20
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+
type: "2",
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21
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+
order_type: "4",
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22
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+
}
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23
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+
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24
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+
client.post("/api/swap/v3/order", param)
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25
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+
end
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26
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+
|
27
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+
# 市价平多
|
28
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+
def close_long(instrument_id)
|
29
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+
close_position(instrument_id, "long")
|
30
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+
end
|
31
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+
|
32
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+
# 市价平空
|
33
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+
def close_short(instrument_id)
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34
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+
close_position(instrument_id, "short")
|
35
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+
end
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36
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+
|
37
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+
private
|
38
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+
|
39
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+
attr_reader :client
|
40
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+
|
41
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+
def close_position(instrument_id, direction)
|
42
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+
param = {"instrument_id": instrument_id, "direction": direction}
|
43
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+
|
44
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+
client.post("/api/swap/v3/close_position", param)
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45
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+
end
|
46
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+
end
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data/lib/okex/api_v5.rb
ADDED
@@ -0,0 +1,55 @@
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1
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+
class OKEX::ApiV5
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2
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+
def initialize(client, host)
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3
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@client = client
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4
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+
@host = host
|
5
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+
end
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6
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+
|
7
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+
def instruments
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8
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+
client.get(host, "/api/v5/public/instruments?instType=SWAP")
|
9
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+
end
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10
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+
|
11
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+
def orders
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12
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+
resp = client.get(host, "/api/v5/account/positions")
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13
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+
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14
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+
if resp['code'].to_i == 0 && resp['data'].size > 0
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15
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+
return resp['data'].map {|params| OKEX::Order.new(params)}
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16
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+
end
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17
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+
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18
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+
[]
|
19
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+
end
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20
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+
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21
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+
def short_swap(instid, amount)
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22
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+
params = {
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23
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"instId": instid,
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24
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+
"tdMode": "cross",
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25
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"side": "sell",
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26
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+
"posSide": "short",
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27
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+
"ordType": "market",
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28
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+
"sz": "1"
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29
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+
}
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30
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+
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client.post(host, "/api/v5/trade/order", params)
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32
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+
end
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33
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+
|
34
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+
def close_long(instid)
|
35
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+
close_position(instid, "long")
|
36
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+
end
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37
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+
|
38
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+
def close_short(instid)
|
39
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+
close_position(instid, "short")
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40
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end
|
41
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42
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private
|
43
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+
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44
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attr_reader :client, :host
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45
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+
|
46
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+
def close_position(instid, direction)
|
47
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+
params = {
|
48
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+
"instId": instid,
|
49
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+
"mgnMode": "cross",
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50
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+
"posSide": direction
|
51
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}
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52
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+
|
53
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client.post(host, "/api/v5/trade/close-position", params)
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54
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+
end
|
55
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+
end
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data/lib/okex/client.rb
CHANGED
@@ -1,4 +1,7 @@
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1
1
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require 'time'
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2
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+
require 'base64'
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3
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+
require 'json'
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4
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+
require 'faraday'
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2
5
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3
6
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module OKEX
|
4
7
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class Client
|
@@ -8,60 +11,26 @@ module OKEX
|
|
8
11
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@passphrase = passphrase
|
9
12
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end
|
10
13
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|
11
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-
def
|
12
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-
_get("/api/account/v3/wallet/#{coin.code}")
|
13
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-
end
|
14
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-
|
15
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-
# name: sub account name
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16
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-
def sub_account(name)
|
17
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-
_get("/api/account/v3/sub-account?sub-account=#{name}")
|
18
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-
end
|
19
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-
|
20
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-
def instruments
|
21
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-
_get("/api/swap/v3/instruments")
|
22
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-
end
|
23
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-
|
24
|
-
# 市价做空永续合约
|
25
|
-
# amount: 仓位开多少张
|
26
|
-
def short_swap(instrument_id, amount)
|
27
|
-
param = {
|
28
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-
instrument_id: instrument_id.to_s,
|
29
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-
size: amount.to_s,
|
30
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-
type: "2",
|
31
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-
order_type: "4",
|
32
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-
}
|
33
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-
|
34
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-
_post("/api/swap/v3/order", param)
|
35
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-
end
|
36
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-
|
37
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-
private
|
38
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-
|
39
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-
attr_reader :api_key, :api_secret, :passphrase
|
40
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-
|
41
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-
HOST = "https://www.okex.com"
|
42
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-
|
43
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-
def _get(path)
|
14
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+
def get(host, path)
|
44
15
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ts = timestamp
|
45
16
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sig = sign(ts, "GET", path)
|
46
17
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|
47
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-
_resp(
|
18
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+
_resp(Faraday.get(host + path, nil, headers(ts, sig)))
|
48
19
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end
|
49
20
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|
50
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-
def
|
21
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+
def post(host, path, payload)
|
51
22
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payload_json = gen_payload(payload)
|
52
23
|
|
53
24
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ts = timestamp
|
54
25
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sig = sign(ts, "POST", path + payload_json)
|
55
26
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|
56
|
-
|
57
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-
conn = ::Faraday.new(HOST + path, :ssl => {:verify => false})
|
58
|
-
result = conn.post(HOST + path, payload_json, headers(ts, sig))
|
59
|
-
_resp(result)
|
60
|
-
rescue => e
|
61
|
-
puts "[error] #{e.inspect}"
|
62
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-
end
|
27
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+
_resp(Faraday.post(host + path, payload_json, headers(ts, sig)))
|
63
28
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end
|
64
29
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|
30
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+
private
|
31
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+
|
32
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+
attr_reader :api_key, :api_secret, :passphrase
|
33
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+
|
65
34
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def gen_payload(payload)
|
66
35
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m = payload.map { |k, v| JSON.generate({k => v}, {space: ' '})}
|
67
36
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m2 = m.join(", ").gsub("{", "").gsub("}", "")
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data/lib/okex/host.rb
ADDED
data/lib/okex/order.rb
ADDED
@@ -0,0 +1,52 @@
|
|
1
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+
module OKEX
|
2
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+
class Order
|
3
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+
POS_LONG = 'long'.freeze
|
4
|
+
POS_SHORT = 'short'.freeze
|
5
|
+
|
6
|
+
def initialize(params)
|
7
|
+
@params = params
|
8
|
+
end
|
9
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+
|
10
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+
def instrument_id
|
11
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+
dig("instId")
|
12
|
+
end
|
13
|
+
|
14
|
+
# 杠杆倍数
|
15
|
+
def leverage
|
16
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+
dig("lever")
|
17
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+
end
|
18
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+
|
19
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+
def created_at
|
20
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+
Time.at(dig("cTime").to_i / 1000)
|
21
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+
end
|
22
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+
|
23
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+
# 平均开仓价
|
24
|
+
def avg_open_price
|
25
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+
dig("avgPx").to_f
|
26
|
+
end
|
27
|
+
|
28
|
+
# 预估强平价
|
29
|
+
def est_liq_price
|
30
|
+
dig("liqPx").to_f
|
31
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+
end
|
32
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+
|
33
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+
# 持仓方向
|
34
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+
def position_side
|
35
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+
side = dig("posSide")
|
36
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+
if [POS_SHORT, POS_LONG].include?(side)
|
37
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+
return side
|
38
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+
end
|
39
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+
end
|
40
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+
|
41
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+
# 未实现收益
|
42
|
+
def upl
|
43
|
+
dig("upl").to_f
|
44
|
+
end
|
45
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+
|
46
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+
private
|
47
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+
|
48
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+
def dig(key)
|
49
|
+
@params[key]
|
50
|
+
end
|
51
|
+
end
|
52
|
+
end
|
data/lib/okex/version.rb
CHANGED
metadata
CHANGED
@@ -1,14 +1,14 @@
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|
1
1
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--- !ruby/object:Gem::Specification
|
2
2
|
name: okex
|
3
3
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version: !ruby/object:Gem::Version
|
4
|
-
version: 0.
|
4
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+
version: 0.2.5
|
5
5
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platform: ruby
|
6
6
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authors:
|
7
7
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- David Zhang
|
8
8
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autorequire:
|
9
9
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bindir: exe
|
10
10
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cert_chain: []
|
11
|
-
date: 2021-07-
|
11
|
+
date: 2021-07-24 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: bundler
|
@@ -85,10 +85,13 @@ files:
|
|
85
85
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- bin/console
|
86
86
|
- bin/setup
|
87
87
|
- lib/okex.rb
|
88
|
-
- lib/okex/
|
88
|
+
- lib/okex/api_v3.rb
|
89
|
+
- lib/okex/api_v5.rb
|
89
90
|
- lib/okex/client.rb
|
90
91
|
- lib/okex/coin.rb
|
91
92
|
- lib/okex/coin/bitcoin.rb
|
93
|
+
- lib/okex/host.rb
|
94
|
+
- lib/okex/order.rb
|
92
95
|
- lib/okex/version.rb
|
93
96
|
- okex.gemspec
|
94
97
|
homepage: https://github.com/daqing/okex
|