orderbook 2.0.1 → 2.0.2

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA1:
-  metadata.gz: 0d5cc78ce1824c5c00fce053a371b7f43e6ab9e9
-  data.tar.gz: 780c397a8788c3bdbce8bc2e6c1ce4f2383562b0
+  metadata.gz: 82bf3042bbd14421f52d056b6bd7c07ded3a4745
+  data.tar.gz: 04b949de80478883f3400d7d90ba99ca61160e15
 SHA512:
-  metadata.gz: 3c1cf4ae709490839a03b509980b3478b86ef1c0a4019da68e9bff37eee53d2dcc540ea26bb4c360bf1e21f15bfc1ba7e3a36871d0f92c38c7d52223d0ea0336
-  data.tar.gz: ac832ab9024886040366b1343961d777c4b428e085118935d4ed0a9ac956a6e0139025c651c333aa008382957631d276fb2fa1c661208945197b8d0078acdf8d
+  metadata.gz: 701b49e1646e44a5e08c7e3f09ea480f90bd7c47d629aa1be1c1c31f11de0137c893619c177e9491e2105b0e7c1668507090d2f836dc268b62825501a02fa784
+  data.tar.gz: df12ea165dffa99585bc74eb50d600c76065f4b58a7fcfb617fd873b6923aab0340000a85d7eed79e0757b53afc00991852e7002ec8dfe29a47ad0da1f492ad5

data/Gemfile

@@ -2,5 +2,5 @@ source 'https://rubygems.org'
 
 # Specify your gem's dependencies in orderbook.gemspec
 gemspec
-gem 'coinbase-exchange', :git => 'https://github.com/mikerodrigues/coinbase-exchange-ruby.git', :branch => 'orderbook'
+gem 'coinbase-exchange', git: 'https://github.com/mikerodrigues/coinbase-exchange-ruby.git', branch: 'orderbook'
 gem 'json'

data/Rakefile

@@ -27,7 +27,7 @@ task :console do
   PRY.start
 end
 
-task :default => ['build', 'install']
+task default: %w(build install)
 
 Rake::TestTask.new do |t|
   t.libs << 'test'

data/lib/orderbook.rb

@@ -56,8 +56,8 @@ class Orderbook
   # If a +block+ is given it is passed each message as it is received.
   #
   def initialize(live = true, &block)
-    @bids = [{price: nil, size: nil, order_id: nil}]
-    @asks = [{price: nil, size: nil, order_id: nil}]
+    @bids = [{ price: nil, size: nil, order_id: nil }]
+    @asks = [{ price: nil, size: nil, order_id: nil }]
     @first_sequence = 0
     @last_sequence = 0
     @websocket = Coinbase::Exchange::Websocket.new(keepalive: true)
@@ -84,21 +84,15 @@ class Orderbook
   end
 
   def fetch_current_orderbook
+    order_to_hash = lambda do |price, size, order_id|
+      { price:    BigDecimal.new(price),
+        size:     BigDecimal.new(size),
+        order_id: order_id
+      }
+    end
     @client.orderbook(level: 3) do |resp|
-      @bids = resp['bids'].map do |price, size, order_id|
-        {
-          price: BigDecimal.new(price),
-          size: BigDecimal.new(size),
-          order_id: order_id
-        }
-      end
-      @asks = resp['asks'].map do |price, size, order_id|
-        {
-          price: BigDecimal.new(price),
-          size: BigDecimal.new(size),
-          order_id: order_id
-        }
-      end
+      @bids = resp['bids'].map(&order_to_hash)
+      @asks = resp['asks'].map(&order_to_hash)
       @first_sequence = resp['sequence']
     end
   end

data/lib/orderbook/book_analysis.rb

@@ -1,4 +1,7 @@
 class Orderbook
+  # Simple collection of commands to get info about the orderbook. Add our own
+  # methods for calculating whatever it is you feel like calculating.
+  #
   module BookAnalysis
     def bid_count
       @bids.count
@@ -13,11 +16,11 @@ class Orderbook
     end
 
     def bid_volume
-      @bids.map {|x| x.fetch(:size)}.inject(:+)
+      @bids.map { |x| x.fetch(:size) }.inject(:+)
     end
 
     def ask_volume
-      @asks.map {|x| x.fetch(:size)}.inject(:+)
+      @asks.map { |x| x.fetch(:size) }.inject(:+)
     end
 
     def volume
@@ -25,12 +28,12 @@ class Orderbook
     end
 
     def average_bid
-      bids = @bids.map {|x| x.fetch(:price)}
+      bids = @bids.map { |x| x.fetch(:price) }
       bids.inject(:+) / bids.count
     end
 
     def average_ask
-      asks = @asks.map {|x| x.fetch(:price)}
+      asks = @asks.map { |x| x.fetch(:price) }
       asks.inject(:+) / asks.count
     end
 
@@ -39,11 +42,11 @@ class Orderbook
     end
 
     def best_bid
-      @bids.sort_by {|x| x.fetch(:price)}.last
+      @bids.sort_by { |x| x.fetch(:price) }.last
     end
 
     def best_ask
-      @asks.sort_by {|x| x.fetch(:price)}.first
+      @asks.sort_by { |x| x.fetch(:price) }.first
     end
 
     def best
@@ -57,11 +60,6 @@ class Orderbook
     def summarize
       print "# of asks: #{ask_count}\n# of bids: #{bid_count}\nAsk volume: #{ask_volume.to_s('F')}\nBid volume: #{bid_volume.to_s('F')}\n"
       $stdout.flush
-#      puts "Avg. ask: #{average_ask}"
-#      puts "Avg. bid: #{average_bid}"
-#      puts "Best ask: #{best_bid}"
-#      puts "Best bid: #{best_ask}"
-#      puts "Spread: #{spread}"
     end
   end
 end

data/lib/orderbook/book_methods.rb

@@ -1,94 +1,68 @@
-require 'bigdecimal' 
+require 'bigdecimal'
 class Orderbook
   # This class provides methods to apply updates to the state of the orderbook
-  # as they come in as individual messages.
+  # as they are received by the websocket.
   #
   module BookMethods
-    BIGDECIMAL_KEYS = ['size', 'old_size', 'new_size', 'remaining_size', 'price', 'funds', 'old_funds', 'new_funds']
+    BIGDECIMAL_KEYS = %w(size old_size new_size remaining_size price)
 
     # Applies a message to an Orderbook object by making relevant changes to
     # @bids, @asks, and @last_sequence.
     #
     def apply(msg)
-      unless msg.fetch('sequence') <= @first_sequence
-        @last_sequence = msg.fetch('sequence')
-        BIGDECIMAL_KEYS.each do |key|
-          if msg.fetch(key, false)
-            msg[key] = BigDecimal.new(msg.fetch(key))
-          end
-        end
-        __send__(msg.fetch('type'), msg)
+      return if msg.fetch('sequence') <= @first_sequence
+      @last_sequence = msg.fetch('sequence')
+      BIGDECIMAL_KEYS.each do |key|
+        msg[key] = BigDecimal.new(msg.fetch(key)) if msg.fetch(key, false)
       end
+
+      __send__(msg.fetch('type'), msg)
     end
 
     private
 
     def open(msg)
-      order = { price: msg.fetch('price'), size: msg.fetch('remaining_size'), order_id: msg.fetch('order_id') }
-      case msg.fetch('side')
-      when 'buy'
-        @bids << order
-      when 'sell'
-        @asks << order
-      end
+      order = {
+        price:    msg.fetch('price'),
+        size:     msg.fetch('remaining_size'),
+        order_id: msg.fetch('order_id')
+      }
+
+      @bids << order if msg.fetch('side') == 'buy'
+      @asks << order if msg.fetch('side') == 'sell'
     end
 
     def match(msg)
-      case msg.fetch('side')
-      when 'sell'
-        @asks.map do |ask|
-          if ask.fetch(:order_id) == msg.fetch('maker_order_id')
-            ask[:size] = ask[:size] - msg.fetch('size')
-          end
-        end
-        @bids.map do |bid|
-          if bid.fetch(:order_id) == msg.fetch('taker_order_id')
-            bid[:size] = bid[:size] - msg.fetch('size')
-          end
-        end
-      when 'buy'
-        @bids.map do |bid|
-          if bid.fetch(:order_id) == msg.fetch('maker_order_id')
-            bid[:size] = bid[:size] - msg.fetch('size')
-          end
-        end
-        @asks.map do |ask|
-          if ask.fetch(:order_id) == msg.fetch('taker_order_id')
-            ask[:size] = ask[:size] - msg.fetch('size')
-          end
+      decrement_match = lambda do |o|
+        if o.fetch(:order_id) == msg.fetch('maker_order_id')
+          o[:size] = o.fetch(:size) - msg.fetch('size')
         end
       end
+
+      @asks.map(&decrement_match) if msg.fetch('side') == 'sell'
+      @bids.map(&decrement_match) if msg.fetch('side') == 'buy'
     end
 
     def done(msg)
-      case msg.fetch('side')
-      when 'sell'
-        @asks.reject! {|a| a.fetch(:order_id) == msg['order_id']}
-      when 'buy'
-        @bids.reject! {|b| b.fetch(:order_id) == msg['order_id']}
-      end
+      matching_order = ->(o) { o.fetch(:order_id) == msg.fetch('order_id') }
+
+      @asks.reject!(&matching_order) if msg.fetch('side') == 'sell'
+      @bids.reject!(&matching_order) if msg.fetch('side') == 'buy'
     end
 
     def change(msg)
-      case msg.fetch('side')
-      when 'sell'
-        @asks.map do |a|
-          if a.fetch(:order_id) == msg.fetch('order_id')
-            a[:size] = msg.fetch('new_size')
-          end
-        end
-      when 'buy'
-        @bids.map do |b|
-          if b.fetch(:order_id) == msg.fetch('order_id')
-            b[:size] = msg.fetch('new_size')
-          end
+      change_order = lambda do |o|
+        if o.fetch(:order_id) == msg.fetch('order_id')
+          o[:size] = msg.fetch('new_size')
         end
       end
+
+      @asks.map(&change_order) if msg.fetch('side') == 'sell'
+      @bids.map(&change_order) if msg.fetch('side') == 'buy'
     end
 
-    def received(msg)
+    def received(_)
       # The book doesn't change for this message type.
     end
-
   end
 end

data/lib/orderbook/real_time_book.rb

@@ -1,7 +1,4 @@
 class Orderbook
-  class RealTimeBook < Orderbook
-    # For backwards compatability
-
-  end
+  # For backwards compatability
+  class RealTimeBook < Orderbook; end
 end
-

data/lib/orderbook/version.rb

@@ -1,3 +1,5 @@
+# Orderbook version number. I try to keep it semantic.
+#
 class Orderbook
-  VERSION = "2.0.1"
+  VERSION = '2.0.2'
 end

data/orderbook.gemspec

@@ -4,22 +4,22 @@ $LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
 require 'orderbook/version'
 
 Gem::Specification.new do |spec|
-  spec.name          = "orderbook"
+  spec.name          = 'orderbook'
   spec.version       = Orderbook::VERSION
-  spec.authors       = ["Michael Rodrigues"]
-  spec.email         = ["mikebrodrigues@gmail.com"]
-  spec.summary       = %q{Maintains an real-time copy of the Coinbase Exchange order book.}
-  spec.description   = %q{Orderbook uses the Coinbase Exchange Websocket stream
+  spec.authors       = ['Michael Rodrigues']
+  spec.email         = ['mikebrodrigues@gmail.com']
+  spec.summary       = %q(Maintains an real-time copy of the Coinbase Exchange order book.)
+  spec.description   = %q(Orderbook uses the Coinbase Exchange Websocket stream
                           to maintain a real-time copy of the order book. Use it
-                          in your BTC trading bot.}
-  spec.homepage      = "https://github.com/mikerodrigues/orderbook"
-  spec.license       = "MIT"
+                          in your BTC trading bot.)
+  spec.homepage      = 'https://github.com/mikerodrigues/orderbook'
+  spec.license       = 'MIT'
 
   spec.files         = `git ls-files -z`.split("\x0")
   spec.executables   = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
   spec.test_files    = spec.files.grep(%r{^(test|spec|features)/})
-  spec.require_paths = ["lib"]
+  spec.require_paths = ['lib']
 
-  spec.add_development_dependency "bundler", "~> 1.7"
-  spec.add_development_dependency "rake", "~> 10.0"
+  spec.add_development_dependency 'bundler', '~> 1.7'
+  spec.add_development_dependency 'rake', '~> 10.0'
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: orderbook
 version: !ruby/object:Gem::Version
-  version: 2.0.1
+  version: 2.0.2
 platform: ruby
 authors:
 - Michael Rodrigues
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2015-08-03 00:00:00.000000000 Z
+date: 2015-08-04 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler