peatio_irix 1.0.1 → 1.1.0
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- checksums.yaml +4 -4
- data/.byebug_history +122 -0
- data/Gemfile.lock +1 -1
- data/lib/peatio_irix/binance.rb +0 -1
- data/lib/peatio_irix/crypto.rb +256 -0
- data/lib/peatio_irix/version.rb +1 -1
- data/lib/peatio_irix.rb +1 -0
- metadata +4 -2
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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1
1
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---
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2
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: c7f7679ce62384f684174f8d14eb2f64604459bf36a5ea9c9dc3c8a820d7aaf9
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4
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+
data.tar.gz: e35cc6c8e2206bb4abc6fe400b4987aba889dc7def61443742fdbc20f77fdc44
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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: 7c8374292232f8f62c36cf24c02c750ca1f309a41f23af775beb17135bcb63e3a4990c39c9a1188a8e1a0f8bec26453ecd434cd217537af8bf06ec1b1ea7dd63
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7
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+
data.tar.gz: 7193848048a3bab2ab24d89120812f8f667b8f0f1383579b3cab2b530f6bdbbefe66a59c3b378c57c1517ade3b7bca431c5220bb66fa2f858e2ccbcf44dbaf4a
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data/.byebug_history
ADDED
@@ -0,0 +1,122 @@
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1
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+
c
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2
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continue
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3
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+
msg
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4
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+
msg.dig("result", "data")
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5
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+
msg
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6
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+
c
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7
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+
channels
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8
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+
c
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9
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+
exit
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10
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+
"l": "0.0015",
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11
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+
"h": "0.0025",
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12
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+
"c": "0.0020",
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13
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+
"L": 200,
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14
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+
"i": "1m",
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15
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"s": "BNBBTC",
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16
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"T": 123460000,
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17
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"t": 123400000,
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t = {
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19
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}
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20
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"B": "123456" // Ignore
|
21
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+
"Q": "0.500", // Taker buy quote asset volume
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22
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+
"V": "500", // Taker buy base asset volume
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23
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+
"q": "1.0000", // Quote asset volume
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"x": false, // Is this kline closed?
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"n": 100, // Number of trades
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26
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"v": "1000", // Base asset volume
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27
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"l": "0.0015", // Low price
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"h": "0.0025", // High price
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29
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"c": "0.0020", // Close price
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30
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"o": "0.0010", // Open price
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31
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"L": 200, // Last trade ID
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32
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+
"f": 100, // First trade ID
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33
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"i": "1m", // Interval
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34
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"s": "BNBBTC", // Symbol
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35
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"T": 123460000, // Kline close time
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36
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"t": 123400000, // Kline start time
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37
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hs = {
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38
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+
msg.dig("result1", "data1")
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msg
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40
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msg.dig("result", "data")
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41
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msg.dig("result")
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msg
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43
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c
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44
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+
msg
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c
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channels
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continue
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channels
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c
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msg.dig('result', 'data')
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51
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msg
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c
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53
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+
msg
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54
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continue
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+
msg
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c
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57
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+
msg
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58
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+
c
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59
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+
msg
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c
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+
msg
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c
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msg
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msg
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c
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66
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msg
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67
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c
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68
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sub
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69
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n
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70
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+
ws
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71
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+
market
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72
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continue
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73
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+
msg.count
|
74
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+
msg
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75
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+
c
|
76
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+
msg
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77
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+
c
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sub
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c
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sub
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c
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msg
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c
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msg
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c
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msg
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c
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msg
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c
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msg
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c
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msg
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c
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msg
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c
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msg
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c
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98
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msg
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99
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+
c
|
100
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+
market
|
101
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continue
|
102
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+
@target
|
103
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+
c
|
104
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+
msg
|
105
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+
c
|
106
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+
msg
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107
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+
c
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108
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+
msg
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109
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+
c
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110
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+
msg
|
111
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c
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112
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+
market
|
113
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c
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114
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+
n
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115
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+
ws
|
116
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+
market
|
117
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+
c
|
118
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+
n
|
119
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+
market
|
120
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+
continue
|
121
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+
ws
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122
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+
market
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data/Gemfile.lock
CHANGED
data/lib/peatio_irix/binance.rb
CHANGED
@@ -0,0 +1,256 @@
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1
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+
# frozen_string_literal: true
|
2
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+
require 'byebug'
|
3
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+
|
4
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+
module PeatioIrix
|
5
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+
class Crypto < Peatio::Upstream::Base
|
6
|
+
require 'time'
|
7
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+
|
8
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+
MIN_INCREMENT_COUNT_TO_SNAPSHOT = 100
|
9
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+
MIN_PERIOD_TO_SNAPSHOT = 5
|
10
|
+
MAX_PERIOD_TO_SNAPSHOT = 60
|
11
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+
|
12
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+
attr_accessor :snap, :snapshot_time, :increment_count, :sequence_number,
|
13
|
+
:asks, :bids
|
14
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+
|
15
|
+
def initialize(config)
|
16
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+
super
|
17
|
+
@connection = Faraday.new(url: (config['rest']).to_s) do |builder|
|
18
|
+
builder.response :json
|
19
|
+
builder.response :logger if config['debug']
|
20
|
+
builder.adapter(@adapter)
|
21
|
+
unless config['verify_ssl'].nil?
|
22
|
+
builder.ssl[:verify] = config['verify_ssl']
|
23
|
+
end
|
24
|
+
end
|
25
|
+
@ping_set = false
|
26
|
+
@rest = (config['rest']).to_s
|
27
|
+
@ws_url = (config['websocket']).to_s
|
28
|
+
end
|
29
|
+
|
30
|
+
def ws_read_public_message(msg)
|
31
|
+
if msg['result'].present?
|
32
|
+
case msg.dig('result','subscription')
|
33
|
+
when /trade\.#{@target}/
|
34
|
+
detect_trade(msg.dig('result', 'data'))
|
35
|
+
when /book\.#{@target}\.#{msg.dig('result', 'depth')}/
|
36
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+
detect_order(msg.dig('result', 'data'))
|
37
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+
# when /candlestick.#{msg.dig('result', 'interval')}.#{@target}/
|
38
|
+
# detect_kline(msg.dig('result', 'data'))
|
39
|
+
end
|
40
|
+
end
|
41
|
+
end
|
42
|
+
|
43
|
+
def detect_kline(msg)
|
44
|
+
p "msg => #{msg}"
|
45
|
+
# return if msg.empty?
|
46
|
+
#
|
47
|
+
# msg.dig("result", "data").each do |k_line|
|
48
|
+
# @peatio_mq.enqueue_event('public', market.id,
|
49
|
+
# event_name, point)
|
50
|
+
# end
|
51
|
+
end
|
52
|
+
|
53
|
+
def detect_order(msg)
|
54
|
+
if @increment_count < MIN_INCREMENT_COUNT_TO_SNAPSHOT && @snapshot_time <= Time.now - MAX_PERIOD_TO_SNAPSHOT
|
55
|
+
publish_snapshot
|
56
|
+
@increment_count = 0
|
57
|
+
elsif @increment_count >= MIN_INCREMENT_COUNT_TO_SNAPSHOT && @snapshot_time < Time.now - MIN_PERIOD_TO_SNAPSHOT
|
58
|
+
publish_snapshot
|
59
|
+
@increment_count = 0
|
60
|
+
end
|
61
|
+
fill_increment(msg)
|
62
|
+
end
|
63
|
+
|
64
|
+
def fill_increment(inc)
|
65
|
+
fill_side(inc[0], "bids")
|
66
|
+
fill_side(inc[0], "asks")
|
67
|
+
@increment_count += 1
|
68
|
+
end
|
69
|
+
|
70
|
+
def fill_side(inc, side)
|
71
|
+
inc[side].each do |price_point|
|
72
|
+
price = price_point[0]
|
73
|
+
amount = price_point[1]
|
74
|
+
if amount.zero?
|
75
|
+
@snap[side].delete_if { |point| point[0] == price.to_s }
|
76
|
+
else
|
77
|
+
@snap[side].delete_if { |point| point[0] == price.to_s }
|
78
|
+
@snap[side] << [price.to_s, amount.to_s]
|
79
|
+
end
|
80
|
+
if side == "bids"
|
81
|
+
@bids.delete_if { |point| point[0] == price }
|
82
|
+
@bids << [price.to_s, amount.to_s]
|
83
|
+
elsif side == "asks"
|
84
|
+
@asks.delete_if { |point| point[0] == price }
|
85
|
+
@asks << [price.to_s, amount.to_s]
|
86
|
+
end
|
87
|
+
end
|
88
|
+
end
|
89
|
+
|
90
|
+
def publish_increment
|
91
|
+
inc = {}
|
92
|
+
inc['bids'] = @bids.sort.reverse if @bids.present?
|
93
|
+
inc['asks'] = @asks.sort if @asks.present?
|
94
|
+
if inc.present?
|
95
|
+
@sequence_number += 1
|
96
|
+
@peatio_mq.enqueue_event('public', @market, 'ob-inc',
|
97
|
+
'bids' => inc['bids'], 'asks' => inc['asks'],
|
98
|
+
'sequence' => @sequence_number)
|
99
|
+
end
|
100
|
+
@bids = []
|
101
|
+
@asks = []
|
102
|
+
end
|
103
|
+
|
104
|
+
def publish_snapshot
|
105
|
+
@snapshot_time = Time.now
|
106
|
+
@peatio_mq.enqueue_event('public', @market, 'ob-snap',
|
107
|
+
'bids' => @snap['bids'].sort.reverse,
|
108
|
+
'asks' => @snap['asks'].sort,
|
109
|
+
'sequence' => @sequence_number)
|
110
|
+
end
|
111
|
+
|
112
|
+
def detect_trade(msg)
|
113
|
+
msg.map do |t|
|
114
|
+
trade = {
|
115
|
+
'tid' => t['d'],
|
116
|
+
'amount' => t['q'].to_d,
|
117
|
+
'price' => t['p'].to_d,
|
118
|
+
'date' => t['t'] / 1000,
|
119
|
+
'taker_type' => t['s']
|
120
|
+
}
|
121
|
+
notify_public_trade(trade)
|
122
|
+
|
123
|
+
end
|
124
|
+
end
|
125
|
+
|
126
|
+
def ws_read_message(msg)
|
127
|
+
logger.info { "received websocket message: #{msg.data}" }
|
128
|
+
|
129
|
+
object = JSON.parse(msg.data)
|
130
|
+
ws_read_public_message(object)
|
131
|
+
end
|
132
|
+
|
133
|
+
def ws_connect
|
134
|
+
logger.info { "Websocket connecting to #{@ws_url}" }
|
135
|
+
raise "websocket url missing for account #{id}" unless @ws_url
|
136
|
+
|
137
|
+
@ws = Faye::WebSocket::Client.new(@ws_url)
|
138
|
+
|
139
|
+
@ws.on(:open) do |_e|
|
140
|
+
subscribe_channels(@target, @ws)
|
141
|
+
logger.info { "Websocket connected" }
|
142
|
+
end
|
143
|
+
|
144
|
+
@ws.on(:message) do |msg|
|
145
|
+
ws_read_message(msg)
|
146
|
+
end
|
147
|
+
|
148
|
+
@ws.on(:close) do |e|
|
149
|
+
@ws = nil
|
150
|
+
@ws_status = false
|
151
|
+
logger.error "Websocket disconnected: #{e.code} Reason: #{e.reason}"
|
152
|
+
Fiber.new do
|
153
|
+
EM::Synchrony.sleep(WEBSOCKET_CONNECTION_RETRY_DELAY)
|
154
|
+
ws_connect
|
155
|
+
end.resume
|
156
|
+
end
|
157
|
+
|
158
|
+
return if @ping_set
|
159
|
+
|
160
|
+
Fiber.new do
|
161
|
+
EM::Synchrony.add_periodic_timer(5) do
|
162
|
+
heart_beat(@ws)
|
163
|
+
end
|
164
|
+
end.resume
|
165
|
+
|
166
|
+
@ping_set = true
|
167
|
+
end
|
168
|
+
|
169
|
+
def subscribe_channels(market, ws)
|
170
|
+
@sequence_number = 0
|
171
|
+
@increment_count = 0
|
172
|
+
@snapshot_time = Time.now
|
173
|
+
@bids = []
|
174
|
+
@asks = []
|
175
|
+
@snap = { 'asks' => [], 'bids' => [] }
|
176
|
+
|
177
|
+
channels = []
|
178
|
+
|
179
|
+
channels += ["trade.#{market}"] if @config['trade_proxy']
|
180
|
+
channels += ["book.#{market}.150"] if @config['orderbook_proxy']
|
181
|
+
|
182
|
+
sub = {
|
183
|
+
id: 11,
|
184
|
+
method: 'subscribe',
|
185
|
+
params: {
|
186
|
+
channels: channels
|
187
|
+
},
|
188
|
+
nonce: Time.now.to_i * 1000
|
189
|
+
}
|
190
|
+
|
191
|
+
EM.next_tick do
|
192
|
+
ws.send(JSON.generate(sub))
|
193
|
+
end
|
194
|
+
end
|
195
|
+
|
196
|
+
def subscribe_klines(market, ws)
|
197
|
+
return unless @config['trade_proxy']
|
198
|
+
|
199
|
+
sub = {
|
200
|
+
id: 11,
|
201
|
+
method: 'subscribe',
|
202
|
+
params: {
|
203
|
+
channels: ["candlestick.1m.#{market}"]
|
204
|
+
},
|
205
|
+
nonce: Time.now.to_i * 1000
|
206
|
+
}
|
207
|
+
|
208
|
+
EM.next_tick do
|
209
|
+
ws.send(JSON.generate(sub))
|
210
|
+
end
|
211
|
+
end
|
212
|
+
|
213
|
+
def heart_beat(ws)
|
214
|
+
return unless @config['trade_proxy']
|
215
|
+
|
216
|
+
sub = {
|
217
|
+
id: Time.now.to_i * 1000,
|
218
|
+
method: 'public/respond-heartbeat'
|
219
|
+
}
|
220
|
+
|
221
|
+
EM.next_tick do
|
222
|
+
ws.send(JSON.generate(sub))
|
223
|
+
end
|
224
|
+
end
|
225
|
+
|
226
|
+
def subscribe_orderbook(market, ws)
|
227
|
+
return unless @config['orderbook_proxy']
|
228
|
+
|
229
|
+
@sequence_number = 0
|
230
|
+
@increment_count = 0
|
231
|
+
@snapshot_time = Time.now
|
232
|
+
@bids = []
|
233
|
+
@asks = []
|
234
|
+
@snap = { 'asks' => [], 'bids' => [] }
|
235
|
+
|
236
|
+
sub = {
|
237
|
+
id: 11,
|
238
|
+
method: 'subscribe',
|
239
|
+
params: {
|
240
|
+
channels: ["book.#{market}.150"]
|
241
|
+
},
|
242
|
+
nonce: Time.now.to_i * 1000
|
243
|
+
}
|
244
|
+
|
245
|
+
EM.next_tick do
|
246
|
+
ws.send(JSON.generate(sub))
|
247
|
+
end
|
248
|
+
|
249
|
+
Fiber.new do
|
250
|
+
EM::Synchrony.add_periodic_timer(0.2) do
|
251
|
+
publish_increment
|
252
|
+
end
|
253
|
+
end.resume
|
254
|
+
end
|
255
|
+
end
|
256
|
+
end
|
data/lib/peatio_irix/version.rb
CHANGED
data/lib/peatio_irix.rb
CHANGED
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: peatio_irix
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 1.0
|
4
|
+
version: 1.1.0
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Anuj Dhiman
|
8
8
|
autorequire:
|
9
9
|
bindir: bin
|
10
10
|
cert_chain: []
|
11
|
-
date: 2021-11-
|
11
|
+
date: 2021-11-30 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: em-synchrony
|
@@ -243,6 +243,7 @@ executables:
|
|
243
243
|
extensions: []
|
244
244
|
extra_rdoc_files: []
|
245
245
|
files:
|
246
|
+
- ".byebug_history"
|
246
247
|
- ".gitignore"
|
247
248
|
- ".gitlab-ci.yml"
|
248
249
|
- ".idea/.gitignore"
|
@@ -264,6 +265,7 @@ files:
|
|
264
265
|
- bin/setup
|
265
266
|
- lib/peatio_irix.rb
|
266
267
|
- lib/peatio_irix/binance.rb
|
268
|
+
- lib/peatio_irix/crypto.rb
|
267
269
|
- lib/peatio_irix/hooks.rb
|
268
270
|
- lib/peatio_irix/railtie.rb
|
269
271
|
- lib/peatio_irix/version.rb
|