okex 0.2.3 → 0.3.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
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-  data.tar.gz: a0b3c1f7f95ddfbacb37703461ffb92f3df372fa6e6f64e91c6027127d513a9a
+  metadata.gz: c24e96c13dd676d1ece02650d07e9c32624f124ea092d17bdcf2d87d621c1236
+  data.tar.gz: b67158ebbd5aece70467880e1fb1d8f955f362a671f78bebc7d285c17764ee1b
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+  metadata.gz: f963003215c3bc2b79a8168757f82d4a52bc07e8f8e698f0e231dd296af3e0d6f5e5f9f262f923ace4ad5816d7e01bb9cf75b9c7cb101325cb0d4d678f5873ac
+  data.tar.gz: 3dcfcf6d73f158e69f4240b267199143201c5a872f6dc312322ee8ffc91d9cee559a10e30c56a3ccc3baea214aa78924071b5b0ceb61f5ccb82425523dbd1335

data/Gemfile.lock

@@ -1,12 +1,13 @@
 PATH
   remote: .
   specs:
-    okex (0.2.3)
+    okex (0.2.7)
       faraday (~> 1.5)
 
 GEM
   remote: https://rubygems.org/
   specs:
+    byebug (11.1.3)
     diff-lcs (1.4.4)
     faraday (1.5.0)
       faraday-em_http (~> 1.0)
@@ -47,6 +48,7 @@ PLATFORMS
 
 DEPENDENCIES
   bundler (~> 1.17)
+  byebug (~> 11.1)
   okex!
   rake (~> 10.0)
   rspec (~> 3.0)

data/lib/okex.rb

@@ -4,8 +4,9 @@ require "okex/api_v5"
 require "okex/client"
 require "okex/coin"
 require "okex/order"
-require "openssl"
-require "faraday"
+require "okex/host"
+require "okex/max_size"
+
 
 module OKEX
   class Error < StandardError; end

data/lib/okex/api_v5.rb

@@ -1,22 +1,41 @@
 class OKEX::ApiV5
-  def initialize(client)
+  def initialize(client, host)
     @client = client
+    @host = host
   end
 
   def instruments
-    client.get("/api/v5/public/instruments")
+    client.get(host, "/api/v5/public/instruments?instType=SWAP")
   end
 
-  def orders
-    resp = client.get("/api/v5/account/positions")
+  def orders(inst_id=nil)
+    url = "/api/v5/account/positions"
+    if inst_id.present?
+      url += "?instId=#{inst_id}"
+    end
+
+    resp = client.get(host, url)
     
-    if resp['code'].to_i == 0 && resp['data'].size > 0
+    if resp['success']
       return resp['data'].map {|params| OKEX::Order.new(params)}
     end
 
     []
   end
 
+  def long_swap(instid, amount)
+    params = {
+      "instId": instid,
+      "tdMode": "cross",
+      "side": "buy",
+      "posSide": "long",
+      "ordType": "market",
+      "sz": amount.to_s,
+    }
+
+    client.post(host, "/api/v5/trade/order", params)
+  end
+
   def short_swap(instid, amount)
     params = {
       "instId": instid,
@@ -24,31 +43,45 @@ class OKEX::ApiV5
       "side": "sell",
       "posSide": "short",
       "ordType": "market",
-      "sz": "1"
+      "sz": amount.to_s,
     }
 
-    client.post("/api/v5/trade/order", params)
+    client.post(host, "/api/v5/trade/order", params)
+  end
+
+  def close_long(instrument_id)
+    close_position(instrument_id, "long")
   end
 
-  def close_long(instid)
-    close_position(instid, "long")
+  def close_short(instrument_id)
+    close_position(instrument_id, "short")
   end
 
-  def close_short(instid)
-    close_position(instid, "short")
+  def max_size(instrument_id)
+    result = client.get(host, "/api/v5/account/max-size?instId=#{instrument_id}&tdMode=cross")
+    
+    ret = OKEX::MaxSize.new(-1, -1)
+    if result['success']
+      el = result['data'][0]
+      if el.present? && el['maxBuy'].to_i > 0 && el['maxSell'].to_i > 0
+        ret = OKEX::MaxSize.new(el['maxBuy'].to_i, el['maxSell'].to_i)
+      end
+    end
+    
+    ret
   end
 
   private
 
-  attr_reader :client
+  attr_reader :client, :host
 
-  def close_position(instid, direction)
+  def close_position(instrument_id, direction)
     params = {
-      "instId": instid,
+      "instId": instrument_id,
       "mgnMode": "cross",
       "posSide": direction
     }
 
-    client.post("/api/v5/trade/close-position", params)
+    client.post(host, "/api/v5/trade/close-position", params)
   end
 end

data/lib/okex/client.rb

@@ -1,6 +1,7 @@
 require 'time'
 require 'base64'
 require 'json'
+require 'faraday'
 
 module OKEX
   class Client
@@ -10,34 +11,26 @@ module OKEX
       @passphrase = passphrase
     end
 
-    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
 
-    HOST = "https://www.okex.com"
-
     def gen_payload(payload)
       m = payload.map { |k, v| JSON.generate({k => v}, {space: ' '})}
       m2 = m.join(", ").gsub("{", "").gsub("}", "")
@@ -67,7 +60,14 @@ module OKEX
     end
 
     def _resp(result)
-      JSON.parse(result.body)
+      result = JSON.parse(result.body)
+      
+      code = result['code'].to_i
+      if code == 0 && result['msg'].empty?
+        return {'success' => true, 'data' => result['data']}
+      else
+        return {'success' => false, 'code' => code, 'msg' => result['msg']}
+      end
     end
   end
 end

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/max_size.rb

@@ -0,0 +1,2 @@
+class OKEX::MaxSize < Struct.new(:buy, :sell)
+end

data/lib/okex/order.rb

@@ -7,7 +7,8 @@ module OKEX
       @params = params
     end
 
-    def instrument_id
+    # 合约名称，例如 BTC-USDT-SWAP
+    def inst_id
       dig("instId")
     end
     
@@ -30,6 +31,11 @@ module OKEX
       dig("liqPx").to_f
     end
 
+    # 最新成交价
+    def last_price
+      dig("last").to_f
+    end
+
     # 持仓方向
     def position_side
       side = dig("posSide")
@@ -38,11 +44,44 @@ module OKEX
       end
     end
 
+    def long?
+      position_side == POS_LONG
+    end
+
+    def short?
+      position_side == POS_SHORT
+    end
+
+    # 开仓方向名称
+    def position_name
+      case position_side
+      when POS_SHORT
+        '空'
+      when POS_LONG
+        '多'
+      end
+    end
+
     # 未实现收益
     def upl
       dig("upl").to_f
     end
 
+    # 持仓张数
+    def pos
+      dig("pos").to_i
+    end
+
+    # 是否正在持仓
+    def open?
+      pos > 0
+    end
+
+    # 已经平仓
+    def closed?
+      pos == 0
+    end
+
     private
 
     def dig(key)

data/lib/okex/version.rb

@@ -1,3 +1,3 @@
 module OKEX
-  VERSION = "0.2.3"
+  VERSION = "0.3.0"
 end

data/okex.gemspec

@@ -38,6 +38,7 @@ Gem::Specification.new do |spec|
   spec.add_development_dependency "bundler", "~> 1.17"
   spec.add_development_dependency "rake", "~> 10.0"
   spec.add_development_dependency "rspec", "~> 3.0"
+  spec.add_development_dependency "byebug", "~> 11.1"
 
   spec.add_runtime_dependency "faraday", "~> 1.5"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: okex
 version: !ruby/object:Gem::Version
-  version: 0.2.3
+  version: 0.3.0
 platform: ruby
 authors:
 - David Zhang
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2021-07-23 00:00:00.000000000 Z
+date: 2021-07-25 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
@@ -52,6 +52,20 @@ dependencies:
     - - "~>"
       - !ruby/object:Gem::Version
         version: '3.0'
+- !ruby/object:Gem::Dependency
+  name: byebug
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '11.1'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '11.1'
 - !ruby/object:Gem::Dependency
   name: faraday
   requirement: !ruby/object:Gem::Requirement
@@ -90,6 +104,8 @@ files:
 - lib/okex/client.rb
 - lib/okex/coin.rb
 - lib/okex/coin/bitcoin.rb
+- lib/okex/host.rb
+- lib/okex/max_size.rb
 - lib/okex/order.rb
 - lib/okex/version.rb
 - okex.gemspec