orderbook 3.0.0 → 4.0.0
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- checksums.yaml +4 -4
- data/README.md +24 -6
- data/lib/orderbook.rb +8 -3
- data/lib/orderbook/version.rb +1 -1
- metadata +2 -2
checksums.yaml
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SHA1:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 63a277ee323ea8765e296998ab126b1e88f18d70
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data.tar.gz: ea1fabde9aabc5d3b7793e8828add7fa2b6bf0b0
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: ea24534d04f263018c60e4a1454d4d1eb285edbc7465b71d4480b8a8a7fd13f8e2b82f372a07cb246e8328322430aa621f7c1563eddb50554377138bdf17846b
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data.tar.gz: 5d968635fc6fdcfb23edbea5db60d0e8b7ed6906a08b0ac47204accd96269ab6419b1bff08195f0ef99226d681d73d4e36d1d09296ba9bcf9488d78ff7b86768
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data/README.md
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# Orderbook
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# Orderbook
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<a href="https://codeclimate.com/github/mikerodrigues/orderbook"><img src="https://codeclimate.com/github/mikerodrigues/orderbook/badges/gpa.svg" /></a>
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4
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A gem for creating a realtime order book for the Coinbase Exchange.
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Version 4.0.0 switches to keyword arguments, supports other currencies.
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Version 3.0.0 has a slightly different interface and properly queues messages
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for an accurate Orderbook.
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A gem for creating a realtime order book for the Coinbase Exchange.
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Version 1.0.0 and greater now use the official Coinbase Exchange Ruby Gem's
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EventMachine-driven client. It should be more reliable than the previous socket
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code.
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@@ -43,24 +45,40 @@ ob = Orderbook.new
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* Create an Orderbook object but don't fetch an orderbook or start live
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updating.
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```ruby
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ob = Orderbook.new(false)
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ob = Orderbook.new(start: false)
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# When you want it to go live:
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ob.start!
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# When you want to stop it:
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ob.stop!
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# Reset the orderbook by fetching a fresh orderbook snapshot. This just calls
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# `stop!` and then `start!` again:
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ob.reset!
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```
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* Get the "BTC-GBP" orderbook instead of "BTC-USD":
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```ruby
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ob = Orderbook.new(product_id: "BTC-GBP")
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```
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* Create a live Orderbook with a callback to fire on each message:
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```ruby
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ob = Orderbook.new do |message|
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-
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if message.fetch 'type' == 'match'
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puts ob.spread.to_f('s')
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end
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end
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```
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* Create or reset the message callback:
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```ruby
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ob.on_message do |message|
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puts
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puts ob.count
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end
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```
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data/lib/orderbook.rb
CHANGED
@@ -23,6 +23,10 @@ class Orderbook
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#
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attr_reader :asks
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# Product ID of the orderbook
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#
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attr_reader :product_id
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# Sequence number from the initial level 3 snapshot
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#
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attr_reader :snapshot_sequence
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#
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# If a +block+ is given it is passed each message as it is received.
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#
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def initialize(start
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def initialize(product_id: "BTC-USD", start: true, &block)
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@product_id = product_id
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@bids = []
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@asks = []
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@snapshot_sequence = 0
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@last_sequence = 0
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@queue = Queue.new
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@websocket = Coinbase::Exchange::Websocket.new(keepalive: true)
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@client = Coinbase::Exchange::Client.new
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@websocket = Coinbase::Exchange::Websocket.new(keepalive: true, product_id: @product_id)
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@client = Coinbase::Exchange::Client.new('', '', '', product_id: @product_id)
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@on_message = block if block_given?
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start && start!
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end
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data/lib/orderbook/version.rb
CHANGED
metadata
CHANGED
@@ -1,14 +1,14 @@
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--- !ruby/object:Gem::Specification
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name: orderbook
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version: !ruby/object:Gem::Version
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version:
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version: 4.0.0
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platform: ruby
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authors:
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- Michael Rodrigues
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autorequire:
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bindir: bin
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cert_chain: []
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date: 2015-08-
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date: 2015-08-13 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: bundler
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