okex 0.2.6 → 0.3.2
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- checksums.yaml +4 -4
- data/Gemfile.lock +4 -4
- data/README.md +2 -1
- data/lib/okex.rb +6 -3
- data/lib/okex/api_error.rb +13 -0
- data/lib/okex/api_v5.rb +71 -14
- data/lib/okex/balance.rb +2 -0
- data/lib/okex/client.rb +13 -5
- data/lib/okex/coin/usdt.rb +11 -0
- data/lib/okex/max_size.rb +2 -0
- data/lib/okex/order.rb +12 -1
- data/lib/okex/version.rb +1 -1
- metadata +6 -4
- data/lib/okex/account_order.rb +0 -4
- data/lib/okex/trade_order.rb +0 -24
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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1
1
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---
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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: 30adc1b436dc4b0e5d299b64567da2e425c83d8b631c8e73d5c5cf116e3d45aa
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4
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+
data.tar.gz: 756dd71409995a737c20a5acf06b9c4478b1e91735ef1ab34345a8b3aef9051f
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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: aae50477ae52399c19a0f14944a97e8d08182e196e34c436ebbb03c344807acf144e433834ce5894e4d0b36e7e9dba9f396d67ff40ae01c0741427d9e3442c47
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7
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+
data.tar.gz: 307e1223e5e804412cb7d4ec770edebcee1ba25b65bd46e38b5bd92fc6a95729a22cd39dec8eae1034d91b748482ea834107d8f3a766178f97bafc8155fc56a6
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data/Gemfile.lock
CHANGED
@@ -1,7 +1,7 @@
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1
1
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PATH
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2
2
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remote: .
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3
3
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specs:
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4
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-
okex (0.
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4
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+
okex (0.3.1)
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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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@@ -9,7 +9,7 @@ GEM
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9
9
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specs:
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10
10
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byebug (11.1.3)
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11
11
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diff-lcs (1.4.4)
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12
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-
faraday (1.5.
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12
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+
faraday (1.5.1)
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13
13
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faraday-em_http (~> 1.0)
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14
14
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faraday-em_synchrony (~> 1.0)
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15
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faraday-excon (~> 1.1)
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@@ -24,7 +24,7 @@ GEM
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faraday-excon (1.1.0)
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25
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faraday-httpclient (1.0.1)
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26
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faraday-net_http (1.0.1)
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27
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-
faraday-net_http_persistent (1.
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27
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+
faraday-net_http_persistent (1.2.0)
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28
28
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faraday-patron (1.0.0)
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29
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multipart-post (2.1.1)
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30
30
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rake (10.5.0)
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@@ -41,7 +41,7 @@ GEM
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diff-lcs (>= 1.2.0, < 2.0)
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42
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rspec-support (~> 3.10.0)
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43
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rspec-support (3.10.2)
|
44
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-
ruby2_keywords (0.0.
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44
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+
ruby2_keywords (0.0.5)
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45
45
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46
46
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PLATFORMS
|
47
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ruby
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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
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|
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
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## Installation
|
6
6
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@@ -20,6 +20,7 @@ Or install it yourself as:
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20
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21
21
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## Usage
|
22
22
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|
23
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+
Set `OKEX_DEBUG` environment flag to 1 to print debug messages.
|
23
24
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|
24
25
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## Development
|
25
26
|
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data/lib/okex.rb
CHANGED
@@ -2,11 +2,14 @@ require "okex/version"
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|
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
|
-
require "okex/account_order"
|
8
|
-
require "okex/trade_order"
|
9
8
|
require "okex/host"
|
9
|
+
require "okex/max_size"
|
10
|
+
require "okex/api_error"
|
11
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+
require "okex/balance"
|
12
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+
|
10
13
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|
11
14
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|
12
15
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module OKEX
|
data/lib/okex/api_v5.rb
CHANGED
@@ -8,24 +8,42 @@ class OKEX::ApiV5
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|
8
8
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client.get(host, "/api/v5/public/instruments?instType=SWAP")
|
9
9
|
end
|
10
10
|
|
11
|
-
def
|
12
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-
|
13
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-
|
14
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-
|
15
|
-
return resp['data'].map {|params| OKEX::AccountOrder.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)}
|
19
20
|
end
|
20
21
|
|
21
|
-
def
|
22
|
-
|
23
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-
|
24
|
-
|
25
|
-
|
26
|
-
|
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
|
27
35
|
|
28
|
-
|
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)
|
29
47
|
end
|
30
48
|
|
31
49
|
def short_swap(instid, amount)
|
@@ -35,12 +53,28 @@ class OKEX::ApiV5
|
|
35
53
|
"side": "sell",
|
36
54
|
"posSide": "short",
|
37
55
|
"ordType": "market",
|
38
|
-
"sz":
|
56
|
+
"sz": amount.to_s,
|
39
57
|
}
|
40
58
|
|
41
59
|
client.post(host, "/api/v5/trade/order", params)
|
42
60
|
end
|
43
61
|
|
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
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+
# }
|
74
|
+
|
75
|
+
# client.post(host, "/api/v5/trade/order-algo", params)
|
76
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+
# end
|
77
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+
|
44
78
|
def close_long(instrument_id)
|
45
79
|
close_position(instrument_id, "long")
|
46
80
|
end
|
@@ -49,6 +83,25 @@ class OKEX::ApiV5
|
|
49
83
|
close_position(instrument_id, "short")
|
50
84
|
end
|
51
85
|
|
86
|
+
def max_size(instrument_id)
|
87
|
+
data = client.get(host, "/api/v5/account/max-size?instId=#{instrument_id}&tdMode=cross")
|
88
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+
|
89
|
+
ret = OKEX::MaxSize.new(-1, -1)
|
90
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+
|
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
|
97
|
+
end
|
98
|
+
|
99
|
+
def current_leverage(inst_id)
|
100
|
+
data = client.get(host, "/api/v5/account/leverage-info?instId=#{inst_id}&mgnMode=cross")
|
101
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+
|
102
|
+
data[0]['lever'].to_i
|
103
|
+
end
|
104
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+
|
52
105
|
private
|
53
106
|
|
54
107
|
attr_reader :client, :host
|
@@ -62,4 +115,8 @@ class OKEX::ApiV5
|
|
62
115
|
|
63
116
|
client.post(host, "/api/v5/trade/close-position", params)
|
64
117
|
end
|
118
|
+
|
119
|
+
def dig_round(obj, key, round)
|
120
|
+
obj[key].to_f.round(round)
|
121
|
+
end
|
65
122
|
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
|
@@ -64,10 +72,10 @@ module OKEX
|
|
64
72
|
|
65
73
|
code = result['code'].to_i
|
66
74
|
if code == 0 && result['msg'].empty?
|
67
|
-
return
|
68
|
-
else
|
69
|
-
return {'success' => false, 'code' => code, 'msg' => result['msg']}
|
75
|
+
return result['data']
|
70
76
|
end
|
77
|
+
|
78
|
+
raise OKEX::ApiError.new(code, result['data'], result['msg'])
|
71
79
|
end
|
72
80
|
end
|
73
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
|
|
@@ -71,6 +72,16 @@ module OKEX
|
|
71
72
|
dig("pos").to_i
|
72
73
|
end
|
73
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
|
+
|
74
85
|
private
|
75
86
|
|
76
87
|
def dig(key)
|
data/lib/okex/version.rb
CHANGED
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: 0.2
|
4
|
+
version: 0.3.2
|
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
|
@@ -99,15 +99,17 @@ files:
|
|
99
99
|
- bin/console
|
100
100
|
- bin/setup
|
101
101
|
- lib/okex.rb
|
102
|
-
- lib/okex/
|
102
|
+
- lib/okex/api_error.rb
|
103
103
|
- lib/okex/api_v3.rb
|
104
104
|
- lib/okex/api_v5.rb
|
105
|
+
- lib/okex/balance.rb
|
105
106
|
- lib/okex/client.rb
|
106
107
|
- lib/okex/coin.rb
|
107
108
|
- lib/okex/coin/bitcoin.rb
|
109
|
+
- lib/okex/coin/usdt.rb
|
108
110
|
- lib/okex/host.rb
|
111
|
+
- lib/okex/max_size.rb
|
109
112
|
- lib/okex/order.rb
|
110
|
-
- lib/okex/trade_order.rb
|
111
113
|
- lib/okex/version.rb
|
112
114
|
- okex.gemspec
|
113
115
|
homepage: https://github.com/daqing/okex
|
data/lib/okex/account_order.rb
DELETED
data/lib/okex/trade_order.rb
DELETED
@@ -1,24 +0,0 @@
|
|
1
|
-
module OKEX
|
2
|
-
class TradeOrder < Order
|
3
|
-
|
4
|
-
# 预估强平价
|
5
|
-
def est_liq_price
|
6
|
-
dig("liqPx").to_f
|
7
|
-
end
|
8
|
-
|
9
|
-
# 最新成交价
|
10
|
-
def last_price
|
11
|
-
dig("fillPx").to_f
|
12
|
-
end
|
13
|
-
|
14
|
-
# 未实现收益
|
15
|
-
def upl
|
16
|
-
dig("pnl").to_f
|
17
|
-
end
|
18
|
-
|
19
|
-
# 持仓张数
|
20
|
-
def pos
|
21
|
-
dig("sz").to_i
|
22
|
-
end
|
23
|
-
end
|
24
|
-
end
|