peatio 0.6.3 → 2.4.0.pre.alpha

checksums.yaml

@@ -1,7 +1,7 @@
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data/.gitignore

@@ -13,3 +13,4 @@
 
 # Ignore RubyMine files
 .idea
+/secrets

data/.rubocop.yml

@@ -1,8 +1,148 @@
-inherit_gem:
-  rubocop-github:
-    - config/default.yml
-
-AllCops:
-  DisabledByDefault: true
-  Exclude:
-    - spec/**/*
+# Commonly used screens these days easily fit more than 80 characters.
+Metrics/LineLength:
+  Max: 120
+
+# Too short methods lead to extraction of single-use methods, which can make
+# the code easier to read (by naming things), but can also clutter the class
+Metrics/MethodLength:
+  Max: 20
+
+# The guiding principle of classes is SRP, SRP can't be accurately measured by LoC
+Metrics/ClassLength:
+  Max: 1500
+
+# No space makes the method definition shorter and differentiates
+# from a regular assignment.
+Layout/SpaceAroundEqualsInParameterDefault:
+  EnforcedStyle: no_space
+
+# Single quotes being faster is hardly measurable and only affects parse time.
+# Enforcing double quotes reduces the times where you need to change them
+# when introducing an interpolation. Use single quotes only if their semantics
+# are needed.
+Style/StringLiterals:
+  EnforcedStyle: double_quotes
+
+# We do not need to support Ruby 1.9, so this is good to use.
+Style/SymbolArray:
+  Enabled: true
+
+# Most readable form.
+Layout/AlignHash:
+  EnforcedHashRocketStyle: table
+  EnforcedColonStyle: table
+
+# Mixing the styles looks just silly.
+Style/HashSyntax:
+  EnforcedStyle: ruby19_no_mixed_keys
+
+# has_key? and has_value? are far more readable than key? and value?
+Style/PreferredHashMethods:
+  Enabled: false
+
+# String#% is by far the least verbose and only object oriented variant.
+Style/FormatString:
+  EnforcedStyle: percent
+
+Style/CollectionMethods:
+  Enabled: true
+  PreferredMethods:
+    # inject seems more common in the community.
+    reduce: "inject"
+
+
+# Either allow this style or don't. Marking it as safe with parenthesis
+# is silly. Let's try to live without them for now.
+Style/ParenthesesAroundCondition:
+  AllowSafeAssignment: false
+Lint/AssignmentInCondition:
+  AllowSafeAssignment: false
+
+# A specialized exception class will take one or more arguments and construct the message from it.
+# So both variants make sense.
+Style/RaiseArgs:
+  Enabled: false
+
+# Indenting the chained dots beneath each other is not supported by this cop,
+# see https://github.com/bbatsov/rubocop/issues/1633
+Layout/MultilineOperationIndentation:
+  Enabled: false
+
+# Fail is an alias of raise. Avoid aliases, it's more cognitive load for no gain.
+# The argument that fail should be used to abort the program is wrong too,
+# there's Kernel#abort for that.
+Style/SignalException:
+  EnforcedStyle: only_raise
+
+# Suppressing exceptions can be perfectly fine, and be it to avoid to
+# explicitly type nil into the rescue since that's what you want to return,
+# or suppressing LoadError for optional dependencies
+Lint/HandleExceptions:
+  Enabled: false
+
+Layout/SpaceInsideBlockBraces:
+  # The space here provides no real gain in readability while consuming
+  # horizontal space that could be used for a better parameter name.
+  # Also {| differentiates better from a hash than { | does.
+  SpaceBeforeBlockParameters: false
+
+# No trailing space differentiates better from the block:
+# foo} means hash, foo } means block.
+Layout/SpaceInsideHashLiteralBraces:
+  EnforcedStyle: no_space
+
+# { ... } for multi-line blocks is okay, follow Weirichs rule instead:
+# https://web.archive.org/web/20140221124509/http://onestepback.org/index.cgi/Tech/Ruby/BraceVsDoEnd.rdoc
+Style/BlockDelimiters:
+  Enabled: false
+
+# do / end blocks should be used for side effects,
+# methods that run a block for side effects and have
+# a useful return value are rare, assign the return
+# value to a local variable for those cases.
+Style/MethodCalledOnDoEndBlock:
+  Enabled: true
+
+# Enforcing the names of variables? To single letter ones? Just no.
+Style/SingleLineBlockParams:
+  Enabled: false
+
+# Shadowing outer local variables with block parameters is often useful
+# to not reinvent a new name for the same thing, it highlights the relation
+# between the outer variable and the parameter. The cases where it's actually
+# confusing are rare, and usually bad for other reasons already, for example
+# because the method is too long.
+Lint/ShadowingOuterLocalVariable:
+  Enabled: false
+
+# Check with yard instead.
+Style/Documentation:
+  Enabled: false
+
+# This is just silly. Calling the argument `other` in all cases makes no sense.
+Naming/BinaryOperatorParameterName:
+  Enabled: false
+
+# There are valid cases, for example debugging Cucumber steps,
+# also they'll fail CI anyway
+Lint/Debugger:
+  Enabled: false
+
+# Style preference
+Style/MethodDefParentheses:
+  Enabled: false
+
+Style/TrailingCommaInArrayLiteral:
+  Enabled: false
+
+Style/TrailingCommaInHashLiteral:
+  Enabled: false
+
+Style/ClassAndModuleChildren:
+  EnforcedStyle: compact
+
+Layout/IndentHeredoc:
+  Enabled: false
+
+Style/MethodCallWithoutArgsParentheses:
+  Enabled: false

data/Gemfile

@@ -1,6 +1,8 @@
+# frozen_string_literal: true
+
 source "https://rubygems.org"
 
-git_source(:github) { |repo_name| "https://github.com/#{repo_name}" }
+git_source(:github) {|repo_name| "https://github.com/#{repo_name}" }
 
 # Specify your gem's dependencies in peatio.gemspec
 gemspec

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    peatio (0.6.3)
+    peatio (2.4.0.pre.alpha)
       activemodel (> 5.2, <= 6.0.0)
       amqp
       bunny
@@ -10,6 +10,8 @@ PATH
       eventmachine
       jwt
       mysql2
+      prometheus-client
+      thin
 
 GEM
   remote: https://rubygems.org/
@@ -27,17 +29,18 @@ GEM
       amq-protocol (>= 2.2.0)
       eventmachine
     ast (2.4.0)
-    bump (0.6.1)
-    bunny (2.11.0)
-      amq-protocol (~> 2.3.0)
+    bump (0.8.0)
+    bunny (2.14.3)
+      amq-protocol (~> 2.3, >= 2.3.0)
     bunny-mock (1.7.0)
       bunny (>= 1.7)
     byebug (11.0.1)
     clamp (1.3.1)
     coderay (1.1.2)
     concurrent-ruby (1.1.5)
+    daemons (1.3.1)
     diff-lcs (1.3)
-    docile (1.3.1)
+    docile (1.3.2)
     em-spec (0.2.7)
       eventmachine
     em-websocket (0.5.1)
@@ -50,51 +53,55 @@ GEM
     http_parser.rb (0.6.0)
     i18n (1.7.0)
       concurrent-ruby (~> 1.0)
-    jaro_winkler (1.5.1)
-    json (2.1.0)
+    irb (1.0.0)
+    jaro_winkler (1.5.4)
+    json (2.2.0)
     jwt (2.2.1)
     method_source (0.9.2)
     minitest (5.13.0)
     mysql2 (0.5.2)
-    parallel (1.12.1)
-    parser (2.5.1.2)
+    parallel (1.19.0)
+    parser (2.6.5.0)
       ast (~> 2.4.0)
-    powerpack (0.1.2)
+    prometheus-client (1.0.0)
     pry (0.12.2)
       coderay (~> 1.1.0)
       method_source (~> 0.9.0)
     pry-byebug (3.7.0)
       byebug (~> 11.0)
       pry (~> 0.10)
+    rack (2.0.7)
     rainbow (3.0.0)
     rake (10.5.0)
-    rspec (3.8.0)
-      rspec-core (~> 3.8.0)
-      rspec-expectations (~> 3.8.0)
-      rspec-mocks (~> 3.8.0)
-    rspec-core (3.8.0)
-      rspec-support (~> 3.8.0)
-    rspec-expectations (3.8.1)
+    rspec (3.9.0)
+      rspec-core (~> 3.9.0)
+      rspec-expectations (~> 3.9.0)
+      rspec-mocks (~> 3.9.0)
+    rspec-core (3.9.0)
+      rspec-support (~> 3.9.0)
+    rspec-expectations (3.9.0)
       diff-lcs (>= 1.2.0, < 2.0)
-      rspec-support (~> 3.8.0)
-    rspec-mocks (3.8.0)
+      rspec-support (~> 3.9.0)
+    rspec-mocks (3.9.0)
       diff-lcs (>= 1.2.0, < 2.0)
-      rspec-support (~> 3.8.0)
-    rspec-support (3.8.0)
+      rspec-support (~> 3.9.0)
+    rspec-support (3.9.0)
     rspec_junit_formatter (0.4.1)
       rspec-core (>= 2, < 4, != 2.12.0)
-    rubocop (0.58.2)
+    rubocop (0.76.0)
       jaro_winkler (~> 1.5.1)
       parallel (~> 1.10)
-      parser (>= 2.5, != 2.5.1.1)
-      powerpack (~> 0.1)
+      parser (>= 2.6)
       rainbow (>= 2.2.2, < 4.0)
       ruby-progressbar (~> 1.7)
-      unicode-display_width (~> 1.0, >= 1.0.1)
-    rubocop-github (0.10.0)
-      rubocop (~> 0.51)
-    ruby-progressbar (1.10.0)
-    simplecov (0.16.1)
+      unicode-display_width (>= 1.4.0, < 1.7)
+    rubocop-github (0.13.0)
+      rubocop (~> 0.70)
+      rubocop-performance (~> 1.3.0)
+    rubocop-performance (1.3.0)
+      rubocop (>= 0.68.0)
+    ruby-progressbar (1.10.1)
+    simplecov (0.17.1)
       docile (~> 1.1)
       json (>= 1.8, < 3)
       simplecov-html (~> 0.10.0)
@@ -102,10 +109,14 @@ GEM
     simplecov-json (0.2)
       json
       simplecov
+    thin (1.7.2)
+      daemons (~> 1.0, >= 1.0.9)
+      eventmachine (~> 1.0, >= 1.0.4)
+      rack (>= 1, < 3)
     thread_safe (0.3.6)
     tzinfo (1.2.5)
       thread_safe (~> 0.1)
-    unicode-display_width (1.4.0)
+    unicode-display_width (1.6.0)
     websocket (1.2.8)
     zeitwerk (2.2.1)
 
@@ -118,6 +129,7 @@ DEPENDENCIES
   bunny-mock
   em-spec
   em-websocket-client
+  irb
   peatio!
   pry-byebug
   rake (~> 10.0)

data/lib/peatio.rb

@@ -1,9 +1,19 @@
+# frozen_string_literal: true
+
 require "logger"
 require "json"
+require "base64"
 require "mysql2"
 require "bunny"
 require "eventmachine"
 require "em-websocket"
+require "socket"
+require "securerandom"
+require "rack"
+require "prometheus/client"
+require "prometheus/client/push"
+require "prometheus/client/data_stores/single_threaded"
+require "prometheus/middleware/exporter"
 
 module Peatio
   require_relative "peatio/error"
@@ -12,8 +22,11 @@ module Peatio
   require_relative "peatio/sql/client"
   require_relative "peatio/sql/schema"
   require_relative "peatio/mq/client"
-  require_relative "peatio/mq/events"
-  require_relative "peatio/ranger"
+  require_relative "peatio/metrics/server"
+  require_relative "peatio/ranger/events"
+  require_relative "peatio/ranger/router"
+  require_relative "peatio/ranger/connection"
+  require_relative "peatio/ranger/web_socket"
   require_relative "peatio/injectors/peatio_events"
   require_relative "peatio/security/key_generator"
   require_relative "peatio/auth/jwt_authenticator"

data/lib/peatio/command/inject.rb

@@ -1,8 +1,10 @@
 module Peatio::Command
   class Inject < Peatio::Command::Base
     class PeatioEvents < Peatio::Command::Base
+      option ["-e", "--exchange"], "NAME", "exchange name to inject messages to", default: "peatio.events.ranger"
       def execute
-        Peatio::Injectors::PeatioEvents.new.run!
+        Peatio::Logger.logger.level = :debug
+        Peatio::Injectors::PeatioEvents.new.run!(exchange)
       end
     end
 

data/lib/peatio/command/root.rb

@@ -1,13 +1,11 @@
 require "peatio/command/base"
 require "peatio/command/service"
 require "peatio/command/db"
-require "peatio/command/amqp"
 require "peatio/command/inject"
 require "peatio/command/security"
 
 module Peatio
   class Root < Command::Base
-    subcommand "amqp", "AMQP related sub-commands", Peatio::Command::AMQP::Root
     subcommand "db", "Database related sub-commands", Peatio::Command::DB::Root
     subcommand "service", "Services management related sub-commands", Peatio::Command::Service::Root
     subcommand "inject", "Data injectors", Peatio::Command::Inject

data/lib/peatio/command/security.rb

@@ -1,4 +1,4 @@
-require 'base64'
+# frozen_string_literal: true
 
 module Peatio::Command
   class Security < Peatio::Command::Base
@@ -17,9 +17,8 @@ module Peatio::Command
           begin
             keypair.save(path)
             puts "Files saved in #{File.join(path, 'rsa-key')}"
-
           rescue IOError => e
-            abort('Failed saving files')	
+            abort("Failed saving files")
           end
         end
       end

data/lib/peatio/command/service.rb

@@ -1,10 +1,13 @@
+# frozen_string_literal: true
+
 module Peatio::Command::Service
   class Start < Peatio::Command::Base
     class Ranger < Peatio::Command::Base
+      option ["-e", "--exchange"], "NAME", "exchange name to inject messages to", default: "peatio.events.ranger"
+      option "--[no-]stats", :flag, "display periodically connections statistics", default: true
+      option "--stats-period", "SECONDS", "period of displaying stats in seconds", default: 30
       def execute
-        if ENV["JWT_PUBLIC_KEY"].nil?
-          raise ArgumentError, "JWT_PUBLIC_KEY was not specified."
-        end
+        raise ArgumentError, "JWT_PUBLIC_KEY was not specified." if ENV["JWT_PUBLIC_KEY"].to_s.empty?
 
         key_decoded = Base64.urlsafe_decode64(ENV["JWT_PUBLIC_KEY"])
 
@@ -13,7 +16,18 @@ module Peatio::Command::Service
           raise ArgumentError, "JWT_PUBLIC_KEY was set to private key, however it should be public."
         end
 
-        ::Peatio::Ranger.run!(jwt_public_key)
+        raise "stats period missing" if stats? && !stats_period
+
+        Prometheus::Client.config.data_store = Prometheus::Client::DataStores::SingleThreaded.new()
+        registry = Prometheus::Client.registry
+
+        opts = {
+          display_stats: stats?,
+          stats_period:  stats_period.to_f,
+          metrics_port:  8082,
+          registry:      registry
+        }
+        ::Peatio::Ranger.run!(jwt_public_key, exchange, opts)
       end
     end
 

data/lib/peatio/injectors/peatio_events.rb

@@ -1,8 +1,10 @@
+# frozen_string_literal: true
+
 module Peatio::Injectors
   class PeatioEvents
     attr_accessor :market, :market_name, :base_unit, :quote_unit, :seller_uid, :buyer_uid, :logger
 
-    def run!
+    def run!(exchange_name)
       require "time"
       @logger = Peatio::Logger.logger
       @market = "eurusd"
@@ -12,24 +14,24 @@ module Peatio::Injectors
       @seller_uid = 21
       @buyer_uid = 42
       @messages = create_messages
-      @exchange_name = "peatio.events.market"
-
+      @opts = {
+        ex_name: exchange_name
+      }
       EventMachine.run do
-        Peatio::MQ::Client.new
-        Peatio::MQ::Client.connect!
-        Peatio::MQ::Client.create_channel!
-        inject_message
+        inject_message()
       end
     end
 
-    def inject_message
+    def inject_message()
       if message = @messages.shift
         type, id, event, data = message
-        Peatio::MQ::Events.publish(type, id, event, data) {
-          inject_message
-        }
+        Peatio::Ranger::Events.publish(type, id, event, data, @opts)
+        EM.next_tick do
+          inject_message()
+        end
       else
-        Peatio::MQ::Client.disconnect { EventMachine.stop }
+        Peatio::MQ::Client.disconnect
+        EventMachine.stop
       end
     end
 
@@ -41,6 +43,10 @@ module Peatio::Injectors
         private_trade_user1,
         private_trade_user2,
         public_trade,
+        public_orderbook_increment1,
+        public_orderbook_snapshot1,
+        public_orderbook_increment2,
+        public_orderbook_increment3,
       ]
     end
 
@@ -52,8 +58,8 @@ module Peatio::Injectors
       Time.now
     end
 
-    alias :completed_at :updated_at
-    alias :canceled_at :updated_at
+    alias completed_at updated_at
+    alias canceled_at updated_at
 
     def public_orderbook
       [
@@ -62,19 +68,78 @@ module Peatio::Injectors
         "update",
         {
           "asks": [
-            ["1020.0","0.005"],
-            ["1026.0","0.03"]
+            ["1020.0", "0.005"],
+            ["1026.0", "0.03"]
+          ],
+          "bids": [
+            ["1000.0", "0.25"],
+            ["999.0", "0.005"],
+            ["994.0", "0.005"],
+            ["1.0", "11.0"]
+          ]
+        }
+      ]
+    end
+
+    def public_orderbook_snapshot1
+      [
+        "public",
+        market,
+        "ob-snap",
+        {
+          "asks": [
+            ["1020.0", "0.005"],
+            ["1026.0", "0.03"]
           ],
           "bids": [
-            ["1000.0","0.25"],
-            ["999.0","0.005"],
-            ["994.0","0.005"],
-            ["1.0","11.0"]
+            ["1000.0", "0.25"],
+            ["999.0", "0.005"],
+            ["994.0", "0.005"],
+            ["1.0", "11.0"]
           ]
         }
       ]
     end
 
+    def public_orderbook_increment1
+      [
+        "public",
+        market,
+        "ob-inc",
+        {
+          "asks": [
+            ["1020.0", "0.015"],
+          ],
+        }
+      ]
+    end
+
+    def public_orderbook_increment2
+      [
+        "public",
+        market,
+        "ob-inc",
+        {
+          "bids": [
+            ["1000.0", "0"],
+          ],
+        }
+      ]
+    end
+
+    def public_orderbook_increment3
+      [
+        "public",
+        market,
+        "ob-inc",
+        {
+          "bids": [
+            ["999.0", "0.001"],
+          ],
+        }
+      ]
+    end
+
     def public_tickers
       [
         "public",
@@ -82,19 +147,19 @@ module Peatio::Injectors
         "tickers",
         {
           market => {
-            "name": market_name,
-            "base_unit": base_unit,
+            "name":       market_name,
+            "base_unit":  base_unit,
             "quote_unit": quote_unit,
-            "low": "1000.0",
-            "high": "10000.0",
-            "last": "1000.0",
-            "open": 1000.0,
-            "volume": "0.0",
-            "sell": "1020.0",
-            "buy": "1000.0",
-            "at": Time.now.to_i
-            }
+            "low":        "1000.0",
+            "high":       "10000.0",
+            "last":       "1000.0",
+            "open":       1000.0,
+            "volume":     "0.0",
+            "sell":       "1020.0",
+            "buy":        "1000.0",
+            "at":         Time.now.to_i
           }
+        }
       ]
     end
 
@@ -104,14 +169,14 @@ module Peatio::Injectors
         "IDABC0000001",
         "order",
         {
-          "id": 22,
-          "at": created_at.to_i,
-          "market": market,
-          "kind":"bid",
-          "price":"1026.0",
-          "state":"wait",
-          "volume":"0.001",
-          "origin_volume":"0.001"
+          "id":            22,
+          "at":            created_at.to_i,
+          "market":        market,
+          "kind":          "bid",
+          "price":         "1026.0",
+          "state":         "wait",
+          "volume":        "0.001",
+          "origin_volume": "0.001"
         }
       ]
     end
@@ -122,10 +187,10 @@ module Peatio::Injectors
         "IDABC0000001",
         "trade",
         {
-          "id": 7,
-          "kind": "ask",
-          "at": created_at.to_i,
-          "price": "1020.0",
+          "id":     7,
+          "kind":   "ask",
+          "at":     created_at.to_i,
+          "price":  "1020.0",
           "volume": "0.001",
           "ask_id": 15,
           "bid_id": 22,
@@ -140,10 +205,10 @@ module Peatio::Injectors
         "IDABC0000002",
         "trade",
         {
-          "id": 7,
-          "kind": "bid",
-          "at": created_at.to_i,
-          "price": "1020.0",
+          "id":     7,
+          "kind":   "bid",
+          "at":     created_at.to_i,
+          "price":  "1020.0",
           "volume": "0.001",
           "ask_id": 15,
           "bid_id": 22,
@@ -160,17 +225,16 @@ module Peatio::Injectors
         {
           "trades": [
             {
-              "tid": 7,
-              "type": "buy",
-              "date": created_at.to_i,
-              "price": "1020.0",
+              "tid":        7,
+              "taker_type": "buy",
+              "date":       created_at.to_i,
+              "price":      "1020.0",
               "amount":
-              "0.001"
+                            "0.001"
             }
           ]
         }
       ]
     end
-
   end
 end