okex 0.2.5 → 0.3.1

checksums.yaml

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

@@ -1,14 +1,15 @@
 PATH
   remote: .
   specs:
-    okex (0.2.3)
+    okex (0.3.1)
       faraday (~> 1.5)
 
 GEM
   remote: https://rubygems.org/
   specs:
+    byebug (11.1.3)
     diff-lcs (1.4.4)
-    faraday (1.5.0)
+    faraday (1.5.1)
       faraday-em_http (~> 1.0)
       faraday-em_synchrony (~> 1.0)
       faraday-excon (~> 1.1)
@@ -23,7 +24,7 @@ GEM
     faraday-excon (1.1.0)
     faraday-httpclient (1.0.1)
     faraday-net_http (1.0.1)
-    faraday-net_http_persistent (1.1.0)
+    faraday-net_http_persistent (1.2.0)
     faraday-patron (1.0.0)
     multipart-post (2.1.1)
     rake (10.5.0)
@@ -40,13 +41,14 @@ GEM
       diff-lcs (>= 1.2.0, < 2.0)
       rspec-support (~> 3.10.0)
     rspec-support (3.10.2)
-    ruby2_keywords (0.0.4)
+    ruby2_keywords (0.0.5)
 
 PLATFORMS
   ruby
 
 DEPENDENCIES
   bundler (~> 1.17)
+  byebug (~> 11.1)
   okex!
   rake (~> 10.0)
   rspec (~> 3.0)

data/README.md

@@ -1,6 +1,6 @@
 # okex
 
-This is the V3 API ruby lib for okex.com
+This is the V5 API ruby lib for okex.com
 
 ## Installation
 
@@ -20,6 +20,7 @@ Or install it yourself as:
 
 ## Usage
 
+Set `OKEX_DEBUG` environment flag to 1 to print debug messages.
 
 ## Development
 

data/lib/okex.rb

@@ -2,9 +2,15 @@ require "okex/version"
 require "okex/api_v3"
 require "okex/api_v5"
 require "okex/client"
-require "okex/coin"
+require "okex/coin/bitcoin"
+require "okex/coin/usdt"
 require "okex/order"
 require "okex/host"
+require "okex/max_size"
+require "okex/api_error"
+require "okex/balance"
+
+
 
 module OKEX
   class Error < StandardError; end

data/lib/okex/api_error.rb

@@ -0,0 +1,13 @@
+module OKEX
+  class ApiError < StandardError
+    def initialize(code, data, msg)
+      @code = code
+      @data = data
+      @msg = msg
+    end
+
+    def to_s
+      "code=#{@code}, data=#{@data}, msg=#{@msg}"
+    end
+  end
+end

data/lib/okex/api_v5.rb

@@ -8,14 +8,42 @@ class OKEX::ApiV5
     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)}
+  def orders(inst_id=nil)
+    url = "/api/v5/account/positions"
+    if inst_id.present?
+      url += "?instId=#{inst_id}"
     end
 
-    []
+    data = client.get(host, url)
+
+    data.map {|params| OKEX::Order.new(params)}
+  end
+
+  def balance(ccy, round)
+    data = client.get(host, "/api/v5/account/balance?ccy=#{ccy}")
+
+    details = data[0]['details'][0]
+
+    OKEX::Balance.new(
+      details['ccy'],
+      dig_round(details, 'cashBal', round),
+      dig_round(details, 'avalEq', round),
+      dig_round(details, 'frozenBal', round),
+      dig_round(details, 'upl', round)
+    )
+  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)
@@ -25,31 +53,64 @@ class OKEX::ApiV5
       "side": "sell",
       "posSide": "short",
       "ordType": "market",
-      "sz": "1"
+      "sz": amount.to_s,
     }
 
     client.post(host, "/api/v5/trade/order", params)
   end
 
-  def close_long(instid)
-    close_position(instid, "long")
+  # # 开多带止损
+  # def long_swap_stop(instid, amount, stop_price)
+  #   params = {
+  #     "instId": instid,
+  #     "tdMode": "cross",
+  #     "side": "buy",
+  #     "posSide": "long",
+  #     "ordType": "conditional",
+  #     "sz": amount.to_s,
+  #     "slTriggerPx": stop_price.to_s,
+  #     "slOrdPx": "-1", # 执行市价止损
+  #   }
+
+  #   client.post(host, "/api/v5/trade/order-algo", params)
+  # end
+
+  def close_long(instrument_id)
+    close_position(instrument_id, "long")
   end
 
-  def close_short(instid)
-    close_position(instid, "short")
+  def close_short(instrument_id)
+    close_position(instrument_id, "short")
+  end
+
+  def max_size(instrument_id)
+    data = client.get(host, "/api/v5/account/max-size?instId=#{instrument_id}&tdMode=cross")
+    
+    ret = OKEX::MaxSize.new(-1, -1)
+
+    el = 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
+
+    ret
   end
 
   private
 
   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(host, "/api/v5/trade/close-position", params)
   end
+
+  def dig_round(obj, key, round)
+    obj[key].to_f.round(round)
+  end
 end

data/lib/okex/balance.rb

@@ -0,0 +1,2 @@
+class OKEX::Balance < Struct.new(:currency, :total, :available, :frozen, :upl)
+end

data/lib/okex/client.rb

@@ -12,19 +12,27 @@ module OKEX
     end
 
     def get(host, path)
+      url = host + path
       ts = timestamp
       sig = sign(ts, "GET", path)
+      _h = headers(ts, sig)
 
-      _resp(Faraday.get(host + path, nil, headers(ts, sig)))
+      puts "---> GET: url=#{url}, headers=#{_h}" if ENV['OKEX_DEBUG'].to_i > 0
+
+      _resp(Faraday.get(url, nil, _h))
     end
 
     def post(host, path, payload)
       payload_json = gen_payload(payload)
 
+      url = host + path
       ts = timestamp
       sig = sign(ts, "POST", path + payload_json)
+      _h = headers(ts, sig)
+
+      puts "---> POST: url=#{url}, payload=#{payload_json}, headers=#{_h}" if ENV['OKEX_DEBUG'].to_i > 0
 
-      _resp(Faraday.post(host + path, payload_json, headers(ts, sig)))
+      _resp(Faraday.post(url, payload_json, _h))
     end
 
     private
@@ -60,7 +68,14 @@ 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 result['data']
+      end
+
+      raise OKEX::ApiError.new(code, result['data'], result['msg'])
     end
   end
 end

data/lib/okex/coin/usdt.rb

@@ -0,0 +1,11 @@
+module OKEX
+  module Coin
+    class USDT
+      CODE = "USDT".freeze
+
+      def self.code
+        CODE
+      end
+    end
+  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 = "0.2.5"
+  VERSION = "0.3.1"
 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: 0.2.5
+  version: 0.3.1
 platform: ruby
 authors:
 - David Zhang
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2021-07-24 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
@@ -85,12 +99,16 @@ files:
 - bin/console
 - bin/setup
 - lib/okex.rb
+- lib/okex/api_error.rb
 - lib/okex/api_v3.rb
 - lib/okex/api_v5.rb
+- lib/okex/balance.rb
 - lib/okex/client.rb
 - lib/okex/coin.rb
 - lib/okex/coin/bitcoin.rb
+- lib/okex/coin/usdt.rb
 - lib/okex/host.rb
+- lib/okex/max_size.rb
 - lib/okex/order.rb
 - lib/okex/version.rb
 - okex.gemspec