okex 0.2.5 → 0.3.1
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- checksums.yaml +4 -4
- data/Gemfile.lock +6 -4
- data/README.md +2 -1
- data/lib/okex.rb +7 -1
- data/lib/okex/api_error.rb +13 -0
- data/lib/okex/api_v5.rb +74 -13
- data/lib/okex/balance.rb +2 -0
- data/lib/okex/client.rb +18 -3
- data/lib/okex/coin/usdt.rb +11 -0
- data/lib/okex/max_size.rb +2 -0
- data/lib/okex/order.rb +40 -1
- data/lib/okex/version.rb +1 -1
- data/okex.gemspec +1 -0
- metadata +20 -2
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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1
1
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---
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SHA256:
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-
metadata.gz:
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-
data.tar.gz:
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3
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+
metadata.gz: a104fac8edf7712e91a90bdab72ccccc93cb1e20633400c70aee249b69b22202
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4
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+
data.tar.gz: 8003c43686c142e4619a4ff52852aa4cbb5c050bcfd161df2af5d0fbe35409fb
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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: 34a805305702198ec747fc78bd8c34fa8a7a1a67594e63334c63d2eb17591875d81c88273084aae92b4182a8330ae009e115c64ee7fd0f5e49dcc59524b0de80
|
7
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+
data.tar.gz: ad5fb25b020d99ee030272cffa8b706f3ac077442caa26df10c1c6a8a2214b34c6c6842f60f668e9634e6423858f8a930c6b4f221ae16f002b5b6f3a32dda068
|
data/Gemfile.lock
CHANGED
@@ -1,14 +1,15 @@
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1
1
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PATH
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2
2
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remote: .
|
3
3
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specs:
|
4
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-
okex (0.
|
4
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+
okex (0.3.1)
|
5
5
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faraday (~> 1.5)
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6
6
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7
7
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GEM
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8
8
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remote: https://rubygems.org/
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9
9
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specs:
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10
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+
byebug (11.1.3)
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10
11
|
diff-lcs (1.4.4)
|
11
|
-
faraday (1.5.
|
12
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+
faraday (1.5.1)
|
12
13
|
faraday-em_http (~> 1.0)
|
13
14
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faraday-em_synchrony (~> 1.0)
|
14
15
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faraday-excon (~> 1.1)
|
@@ -23,7 +24,7 @@ GEM
|
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23
24
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faraday-excon (1.1.0)
|
24
25
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faraday-httpclient (1.0.1)
|
25
26
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faraday-net_http (1.0.1)
|
26
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-
faraday-net_http_persistent (1.
|
27
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+
faraday-net_http_persistent (1.2.0)
|
27
28
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faraday-patron (1.0.0)
|
28
29
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multipart-post (2.1.1)
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29
30
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rake (10.5.0)
|
@@ -40,13 +41,14 @@ GEM
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40
41
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diff-lcs (>= 1.2.0, < 2.0)
|
41
42
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rspec-support (~> 3.10.0)
|
42
43
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rspec-support (3.10.2)
|
43
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-
ruby2_keywords (0.0.
|
44
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+
ruby2_keywords (0.0.5)
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PLATFORMS
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ruby
|
47
48
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|
48
49
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DEPENDENCIES
|
49
50
|
bundler (~> 1.17)
|
51
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+
byebug (~> 11.1)
|
50
52
|
okex!
|
51
53
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rake (~> 10.0)
|
52
54
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rspec (~> 3.0)
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data/README.md
CHANGED
@@ -1,6 +1,6 @@
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1
1
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# okex
|
2
2
|
|
3
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-
This is the
|
3
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+
This is the V5 API ruby lib for okex.com
|
4
4
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|
5
5
|
## Installation
|
6
6
|
|
@@ -20,6 +20,7 @@ Or install it yourself as:
|
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20
20
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|
21
21
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## Usage
|
22
22
|
|
23
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+
Set `OKEX_DEBUG` environment flag to 1 to print debug messages.
|
23
24
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|
24
25
|
## Development
|
25
26
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|
data/lib/okex.rb
CHANGED
@@ -2,9 +2,15 @@ require "okex/version"
|
|
2
2
|
require "okex/api_v3"
|
3
3
|
require "okex/api_v5"
|
4
4
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require "okex/client"
|
5
|
-
require "okex/coin"
|
5
|
+
require "okex/coin/bitcoin"
|
6
|
+
require "okex/coin/usdt"
|
6
7
|
require "okex/order"
|
7
8
|
require "okex/host"
|
9
|
+
require "okex/max_size"
|
10
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+
require "okex/api_error"
|
11
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+
require "okex/balance"
|
12
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+
|
13
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+
|
8
14
|
|
9
15
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module OKEX
|
10
16
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class Error < StandardError; end
|
data/lib/okex/api_v5.rb
CHANGED
@@ -8,14 +8,42 @@ class OKEX::ApiV5
|
|
8
8
|
client.get(host, "/api/v5/public/instruments?instType=SWAP")
|
9
9
|
end
|
10
10
|
|
11
|
-
def orders
|
12
|
-
|
13
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-
|
14
|
-
|
15
|
-
return resp['data'].map {|params| OKEX::Order.new(params)}
|
11
|
+
def orders(inst_id=nil)
|
12
|
+
url = "/api/v5/account/positions"
|
13
|
+
if inst_id.present?
|
14
|
+
url += "?instId=#{inst_id}"
|
16
15
|
end
|
17
16
|
|
18
|
-
|
17
|
+
data = client.get(host, url)
|
18
|
+
|
19
|
+
data.map {|params| OKEX::Order.new(params)}
|
20
|
+
end
|
21
|
+
|
22
|
+
def balance(ccy, round)
|
23
|
+
data = client.get(host, "/api/v5/account/balance?ccy=#{ccy}")
|
24
|
+
|
25
|
+
details = data[0]['details'][0]
|
26
|
+
|
27
|
+
OKEX::Balance.new(
|
28
|
+
details['ccy'],
|
29
|
+
dig_round(details, 'cashBal', round),
|
30
|
+
dig_round(details, 'avalEq', round),
|
31
|
+
dig_round(details, 'frozenBal', round),
|
32
|
+
dig_round(details, 'upl', round)
|
33
|
+
)
|
34
|
+
end
|
35
|
+
|
36
|
+
def long_swap(instid, amount)
|
37
|
+
params = {
|
38
|
+
"instId": instid,
|
39
|
+
"tdMode": "cross",
|
40
|
+
"side": "buy",
|
41
|
+
"posSide": "long",
|
42
|
+
"ordType": "market",
|
43
|
+
"sz": amount.to_s,
|
44
|
+
}
|
45
|
+
|
46
|
+
client.post(host, "/api/v5/trade/order", params)
|
19
47
|
end
|
20
48
|
|
21
49
|
def short_swap(instid, amount)
|
@@ -25,31 +53,64 @@ class OKEX::ApiV5
|
|
25
53
|
"side": "sell",
|
26
54
|
"posSide": "short",
|
27
55
|
"ordType": "market",
|
28
|
-
"sz":
|
56
|
+
"sz": amount.to_s,
|
29
57
|
}
|
30
58
|
|
31
59
|
client.post(host, "/api/v5/trade/order", params)
|
32
60
|
end
|
33
61
|
|
34
|
-
|
35
|
-
|
62
|
+
# # 开多带止损
|
63
|
+
# def long_swap_stop(instid, amount, stop_price)
|
64
|
+
# params = {
|
65
|
+
# "instId": instid,
|
66
|
+
# "tdMode": "cross",
|
67
|
+
# "side": "buy",
|
68
|
+
# "posSide": "long",
|
69
|
+
# "ordType": "conditional",
|
70
|
+
# "sz": amount.to_s,
|
71
|
+
# "slTriggerPx": stop_price.to_s,
|
72
|
+
# "slOrdPx": "-1", # 执行市价止损
|
73
|
+
# }
|
74
|
+
|
75
|
+
# client.post(host, "/api/v5/trade/order-algo", params)
|
76
|
+
# end
|
77
|
+
|
78
|
+
def close_long(instrument_id)
|
79
|
+
close_position(instrument_id, "long")
|
36
80
|
end
|
37
81
|
|
38
|
-
def close_short(
|
39
|
-
close_position(
|
82
|
+
def close_short(instrument_id)
|
83
|
+
close_position(instrument_id, "short")
|
84
|
+
end
|
85
|
+
|
86
|
+
def max_size(instrument_id)
|
87
|
+
data = client.get(host, "/api/v5/account/max-size?instId=#{instrument_id}&tdMode=cross")
|
88
|
+
|
89
|
+
ret = OKEX::MaxSize.new(-1, -1)
|
90
|
+
|
91
|
+
el = data[0]
|
92
|
+
if el.present? && el['maxBuy'].to_i > 0 && el['maxSell'].to_i > 0
|
93
|
+
ret = OKEX::MaxSize.new(el['maxBuy'].to_i, el['maxSell'].to_i)
|
94
|
+
end
|
95
|
+
|
96
|
+
ret
|
40
97
|
end
|
41
98
|
|
42
99
|
private
|
43
100
|
|
44
101
|
attr_reader :client, :host
|
45
102
|
|
46
|
-
def close_position(
|
103
|
+
def close_position(instrument_id, direction)
|
47
104
|
params = {
|
48
|
-
"instId":
|
105
|
+
"instId": instrument_id,
|
49
106
|
"mgnMode": "cross",
|
50
107
|
"posSide": direction
|
51
108
|
}
|
52
109
|
|
53
110
|
client.post(host, "/api/v5/trade/close-position", params)
|
54
111
|
end
|
112
|
+
|
113
|
+
def dig_round(obj, key, round)
|
114
|
+
obj[key].to_f.round(round)
|
115
|
+
end
|
55
116
|
end
|
data/lib/okex/balance.rb
ADDED
data/lib/okex/client.rb
CHANGED
@@ -12,19 +12,27 @@ module OKEX
|
|
12
12
|
end
|
13
13
|
|
14
14
|
def get(host, path)
|
15
|
+
url = host + path
|
15
16
|
ts = timestamp
|
16
17
|
sig = sign(ts, "GET", path)
|
18
|
+
_h = headers(ts, sig)
|
17
19
|
|
18
|
-
|
20
|
+
puts "---> GET: url=#{url}, headers=#{_h}" if ENV['OKEX_DEBUG'].to_i > 0
|
21
|
+
|
22
|
+
_resp(Faraday.get(url, nil, _h))
|
19
23
|
end
|
20
24
|
|
21
25
|
def post(host, path, payload)
|
22
26
|
payload_json = gen_payload(payload)
|
23
27
|
|
28
|
+
url = host + path
|
24
29
|
ts = timestamp
|
25
30
|
sig = sign(ts, "POST", path + payload_json)
|
31
|
+
_h = headers(ts, sig)
|
32
|
+
|
33
|
+
puts "---> POST: url=#{url}, payload=#{payload_json}, headers=#{_h}" if ENV['OKEX_DEBUG'].to_i > 0
|
26
34
|
|
27
|
-
_resp(Faraday.post(
|
35
|
+
_resp(Faraday.post(url, payload_json, _h))
|
28
36
|
end
|
29
37
|
|
30
38
|
private
|
@@ -60,7 +68,14 @@ module OKEX
|
|
60
68
|
end
|
61
69
|
|
62
70
|
def _resp(result)
|
63
|
-
JSON.parse(result.body)
|
71
|
+
result = JSON.parse(result.body)
|
72
|
+
|
73
|
+
code = result['code'].to_i
|
74
|
+
if code == 0 && result['msg'].empty?
|
75
|
+
return result['data']
|
76
|
+
end
|
77
|
+
|
78
|
+
raise OKEX::ApiError.new(code, result['data'], result['msg'])
|
64
79
|
end
|
65
80
|
end
|
66
81
|
end
|
data/lib/okex/order.rb
CHANGED
@@ -7,7 +7,8 @@ module OKEX
|
|
7
7
|
@params = params
|
8
8
|
end
|
9
9
|
|
10
|
-
|
10
|
+
# 合约名称,例如 BTC-USDT-SWAP
|
11
|
+
def inst_id
|
11
12
|
dig("instId")
|
12
13
|
end
|
13
14
|
|
@@ -30,6 +31,11 @@ module OKEX
|
|
30
31
|
dig("liqPx").to_f
|
31
32
|
end
|
32
33
|
|
34
|
+
# 最新成交价
|
35
|
+
def last_price
|
36
|
+
dig("last").to_f
|
37
|
+
end
|
38
|
+
|
33
39
|
# 持仓方向
|
34
40
|
def position_side
|
35
41
|
side = dig("posSide")
|
@@ -38,11 +44,44 @@ module OKEX
|
|
38
44
|
end
|
39
45
|
end
|
40
46
|
|
47
|
+
def long?
|
48
|
+
position_side == POS_LONG
|
49
|
+
end
|
50
|
+
|
51
|
+
def short?
|
52
|
+
position_side == POS_SHORT
|
53
|
+
end
|
54
|
+
|
55
|
+
# 开仓方向名称
|
56
|
+
def position_name
|
57
|
+
case position_side
|
58
|
+
when POS_SHORT
|
59
|
+
'空'
|
60
|
+
when POS_LONG
|
61
|
+
'多'
|
62
|
+
end
|
63
|
+
end
|
64
|
+
|
41
65
|
# 未实现收益
|
42
66
|
def upl
|
43
67
|
dig("upl").to_f
|
44
68
|
end
|
45
69
|
|
70
|
+
# 持仓张数
|
71
|
+
def pos
|
72
|
+
dig("pos").to_i
|
73
|
+
end
|
74
|
+
|
75
|
+
# 是否正在持仓
|
76
|
+
def open?
|
77
|
+
pos > 0
|
78
|
+
end
|
79
|
+
|
80
|
+
# 已经平仓
|
81
|
+
def closed?
|
82
|
+
pos == 0
|
83
|
+
end
|
84
|
+
|
46
85
|
private
|
47
86
|
|
48
87
|
def dig(key)
|
data/lib/okex/version.rb
CHANGED
data/okex.gemspec
CHANGED
@@ -38,6 +38,7 @@ Gem::Specification.new do |spec|
|
|
38
38
|
spec.add_development_dependency "bundler", "~> 1.17"
|
39
39
|
spec.add_development_dependency "rake", "~> 10.0"
|
40
40
|
spec.add_development_dependency "rspec", "~> 3.0"
|
41
|
+
spec.add_development_dependency "byebug", "~> 11.1"
|
41
42
|
|
42
43
|
spec.add_runtime_dependency "faraday", "~> 1.5"
|
43
44
|
end
|
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: okex
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.
|
4
|
+
version: 0.3.1
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- David Zhang
|
8
8
|
autorequire:
|
9
9
|
bindir: exe
|
10
10
|
cert_chain: []
|
11
|
-
date: 2021-07-
|
11
|
+
date: 2021-07-25 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: bundler
|
@@ -52,6 +52,20 @@ dependencies:
|
|
52
52
|
- - "~>"
|
53
53
|
- !ruby/object:Gem::Version
|
54
54
|
version: '3.0'
|
55
|
+
- !ruby/object:Gem::Dependency
|
56
|
+
name: byebug
|
57
|
+
requirement: !ruby/object:Gem::Requirement
|
58
|
+
requirements:
|
59
|
+
- - "~>"
|
60
|
+
- !ruby/object:Gem::Version
|
61
|
+
version: '11.1'
|
62
|
+
type: :development
|
63
|
+
prerelease: false
|
64
|
+
version_requirements: !ruby/object:Gem::Requirement
|
65
|
+
requirements:
|
66
|
+
- - "~>"
|
67
|
+
- !ruby/object:Gem::Version
|
68
|
+
version: '11.1'
|
55
69
|
- !ruby/object:Gem::Dependency
|
56
70
|
name: faraday
|
57
71
|
requirement: !ruby/object:Gem::Requirement
|
@@ -85,12 +99,16 @@ files:
|
|
85
99
|
- bin/console
|
86
100
|
- bin/setup
|
87
101
|
- lib/okex.rb
|
102
|
+
- lib/okex/api_error.rb
|
88
103
|
- lib/okex/api_v3.rb
|
89
104
|
- lib/okex/api_v5.rb
|
105
|
+
- lib/okex/balance.rb
|
90
106
|
- lib/okex/client.rb
|
91
107
|
- lib/okex/coin.rb
|
92
108
|
- lib/okex/coin/bitcoin.rb
|
109
|
+
- lib/okex/coin/usdt.rb
|
93
110
|
- lib/okex/host.rb
|
111
|
+
- lib/okex/max_size.rb
|
94
112
|
- lib/okex/order.rb
|
95
113
|
- lib/okex/version.rb
|
96
114
|
- okex.gemspec
|