peatio_irix 1.0.1 → 1.1.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 158c1ff7cf175aee610f1dcd0a14b5ac961c425936d4c4baffeaac964a6c0369
-  data.tar.gz: 6c5ab2139bdef3c83b21b64a768205329e500ffda8ed45ebc1b730407ce428c7
+  metadata.gz: c7f7679ce62384f684174f8d14eb2f64604459bf36a5ea9c9dc3c8a820d7aaf9
+  data.tar.gz: e35cc6c8e2206bb4abc6fe400b4987aba889dc7def61443742fdbc20f77fdc44
 SHA512:
-  metadata.gz: ea712c0f9d6505edbd3191dae1ae0ab22071e4bf46a09d4bb429dfa283a62ab20ab37b5f605a3f45a16a772d0cefd4fee9d7b3d4a1a5f7d1dcdf734740d228d1
-  data.tar.gz: 3c8f3dca3c502db2dc422d6c3ea6297eb9092eb57445f780ab1d56621f292511f1904038d772c30dc30ecccba235f7c8c21655963ae2346bb9112a21cd9c5eea
+  metadata.gz: 7c8374292232f8f62c36cf24c02c750ca1f309a41f23af775beb17135bcb63e3a4990c39c9a1188a8e1a0f8bec26453ecd434cd217537af8bf06ec1b1ea7dd63
+  data.tar.gz: 7193848048a3bab2ab24d89120812f8f667b8f0f1383579b3cab2b530f6bdbbefe66a59c3b378c57c1517ade3b7bca431c5220bb66fa2f858e2ccbcf44dbaf4a

data/.byebug_history

@@ -0,0 +1,122 @@
+c
+continue
+msg 
+msg.dig("result", "data")
+msg 
+c
+channels
+c
+exit
+    "l": "0.0015", 
+    "h": "0.0025", 
+    "c": "0.0020",
+    "L": 200,      
+    "i": "1m",      
+    "s": "BNBBTC",  
+    "T": 123460000, 
+    "t": 123400000,
+t = {
+  }
+    "B": "123456"   // Ignore
+    "Q": "0.500",   // Taker buy quote asset volume
+    "V": "500",     // Taker buy base asset volume
+    "q": "1.0000",  // Quote asset volume
+    "x": false,     // Is this kline closed?
+    "n": 100,       // Number of trades
+    "v": "1000",    // Base asset volume
+    "l": "0.0015",  // Low price
+    "h": "0.0025",  // High price
+    "c": "0.0020",  // Close price
+    "o": "0.0010",  // Open price
+    "L": 200,       // Last trade ID
+    "f": 100,       // First trade ID
+    "i": "1m",      // Interval
+    "s": "BNBBTC",  // Symbol
+    "T": 123460000, // Kline close time
+    "t": 123400000, // Kline start time
+hs = {
+msg.dig("result1", "data1")
+msg
+msg.dig("result", "data")
+msg.dig("result")
+msg
+c
+msg
+c
+channels
+continue
+channels
+c
+msg.dig('result', 'data')
+msg 
+c
+msg
+continue
+msg
+c
+msg
+c
+msg
+c
+msg
+c
+msg 
+msg
+c
+msg
+c
+sub 
+n
+ws
+market 
+continue
+msg.count
+msg 
+c
+msg
+c
+sub
+c
+sub
+c
+msg
+c
+msg
+c
+msg
+c
+msg
+c
+msg
+c
+msg
+c
+msg
+c
+msg 
+c
+msg 
+c
+market 
+continue
+@target
+c
+msg
+c
+msg 
+c
+msg 
+c
+msg 
+c
+market 
+c
+n
+ws
+market 
+c
+n
+market 
+continue
+ws
+market 

data/Gemfile.lock

@@ -1,7 +1,7 @@
 PATH
   remote: .
   specs:
-    peatio_irix (1.0.0)
+    peatio_irix (1.0.1)
       em-synchrony (~> 1.0)
       em-websocket
       eventmachine

data/lib/peatio_irix/binance.rb

@@ -41,7 +41,6 @@ module PeatioIrix
     end
 
     def ws_read_public_message(msg)
-
       if msg['ping'].present?
         @ws.send(JSON.dump(pong: msg['ping']))
         return

data/lib/peatio_irix/crypto.rb

@@ -0,0 +1,256 @@
+# frozen_string_literal: true
+require 'byebug'
+
+module PeatioIrix
+  class Crypto < Peatio::Upstream::Base
+    require 'time'
+
+    MIN_INCREMENT_COUNT_TO_SNAPSHOT = 100
+    MIN_PERIOD_TO_SNAPSHOT = 5
+    MAX_PERIOD_TO_SNAPSHOT = 60
+
+    attr_accessor :snap, :snapshot_time, :increment_count, :sequence_number,
+                  :asks, :bids
+
+    def initialize(config)
+      super
+      @connection = Faraday.new(url: (config['rest']).to_s) do |builder|
+        builder.response :json
+        builder.response :logger if config['debug']
+        builder.adapter(@adapter)
+        unless config['verify_ssl'].nil?
+          builder.ssl[:verify] = config['verify_ssl']
+        end
+      end
+      @ping_set = false
+      @rest = (config['rest']).to_s
+      @ws_url = (config['websocket']).to_s
+    end
+
+    def ws_read_public_message(msg)
+      if msg['result'].present?
+        case msg.dig('result','subscription')
+        when /trade\.#{@target}/
+          detect_trade(msg.dig('result', 'data'))
+        when /book\.#{@target}\.#{msg.dig('result', 'depth')}/
+          detect_order(msg.dig('result', 'data'))
+        # when /candlestick.#{msg.dig('result', 'interval')}.#{@target}/
+        #   detect_kline(msg.dig('result', 'data'))
+        end
+      end
+    end
+
+    def detect_kline(msg)
+      p "msg => #{msg}"
+      # return if msg.empty?
+      #
+      # msg.dig("result", "data").each do |k_line|
+      #   @peatio_mq.enqueue_event('public', market.id,
+      #                               event_name, point)
+      # end
+    end
+
+    def detect_order(msg)
+      if @increment_count < MIN_INCREMENT_COUNT_TO_SNAPSHOT && @snapshot_time <= Time.now - MAX_PERIOD_TO_SNAPSHOT
+        publish_snapshot
+        @increment_count = 0
+      elsif @increment_count >= MIN_INCREMENT_COUNT_TO_SNAPSHOT && @snapshot_time < Time.now - MIN_PERIOD_TO_SNAPSHOT
+        publish_snapshot
+        @increment_count = 0
+      end
+      fill_increment(msg)
+    end
+
+    def fill_increment(inc)
+      fill_side(inc[0], "bids")
+      fill_side(inc[0], "asks")
+      @increment_count += 1
+    end
+
+    def fill_side(inc, side)
+      inc[side].each do |price_point|
+        price = price_point[0]
+        amount = price_point[1]
+        if amount.zero?
+          @snap[side].delete_if { |point| point[0] == price.to_s }
+        else
+          @snap[side].delete_if { |point| point[0] == price.to_s }
+          @snap[side] << [price.to_s, amount.to_s]
+        end
+        if side == "bids"
+          @bids.delete_if { |point| point[0] == price }
+          @bids << [price.to_s, amount.to_s]
+        elsif side == "asks"
+          @asks.delete_if { |point| point[0] == price }
+          @asks << [price.to_s, amount.to_s]
+        end
+      end
+    end
+
+    def publish_increment
+      inc = {}
+      inc['bids'] = @bids.sort.reverse if @bids.present?
+      inc['asks'] = @asks.sort if @asks.present?
+      if inc.present?
+        @sequence_number += 1
+        @peatio_mq.enqueue_event('public', @market, 'ob-inc',
+                                 'bids' => inc['bids'], 'asks' => inc['asks'],
+                                 'sequence' => @sequence_number)
+      end
+      @bids = []
+      @asks = []
+    end
+
+    def publish_snapshot
+      @snapshot_time = Time.now
+      @peatio_mq.enqueue_event('public', @market, 'ob-snap',
+                               'bids' => @snap['bids'].sort.reverse,
+                               'asks' => @snap['asks'].sort,
+                               'sequence' => @sequence_number)
+    end
+
+    def detect_trade(msg)
+      msg.map do |t|
+        trade = {
+          'tid' => t['d'],
+          'amount' => t['q'].to_d,
+          'price' => t['p'].to_d,
+          'date' => t['t'] / 1000,
+          'taker_type' => t['s']
+        }
+        notify_public_trade(trade)
+
+      end
+    end
+
+    def ws_read_message(msg)
+      logger.info { "received websocket message: #{msg.data}" }
+
+      object = JSON.parse(msg.data)
+      ws_read_public_message(object)
+    end
+
+    def ws_connect
+      logger.info { "Websocket connecting to #{@ws_url}" }
+      raise "websocket url missing for account #{id}" unless @ws_url
+
+      @ws = Faye::WebSocket::Client.new(@ws_url)
+
+      @ws.on(:open) do |_e|
+        subscribe_channels(@target, @ws)
+        logger.info { "Websocket connected" }
+      end
+
+      @ws.on(:message) do |msg|
+        ws_read_message(msg)
+      end
+
+      @ws.on(:close) do |e|
+        @ws = nil
+        @ws_status = false
+        logger.error "Websocket disconnected: #{e.code} Reason: #{e.reason}"
+        Fiber.new do
+          EM::Synchrony.sleep(WEBSOCKET_CONNECTION_RETRY_DELAY)
+          ws_connect
+        end.resume
+      end
+
+      return if @ping_set
+
+      Fiber.new do
+        EM::Synchrony.add_periodic_timer(5) do
+          heart_beat(@ws)
+        end
+      end.resume
+
+      @ping_set = true
+    end
+
+    def subscribe_channels(market, ws)
+      @sequence_number = 0
+      @increment_count = 0
+      @snapshot_time = Time.now
+      @bids = []
+      @asks = []
+      @snap = { 'asks' => [], 'bids' => [] }
+
+      channels = []
+
+      channels += ["trade.#{market}"] if @config['trade_proxy']
+      channels += ["book.#{market}.150"] if @config['orderbook_proxy']
+
+      sub = {
+        id: 11,
+        method: 'subscribe',
+        params: {
+          channels: channels
+        },
+        nonce: Time.now.to_i * 1000
+      }
+
+      EM.next_tick do
+        ws.send(JSON.generate(sub))
+      end
+    end
+
+    def subscribe_klines(market, ws)
+      return unless @config['trade_proxy']
+
+      sub = {
+        id: 11,
+        method: 'subscribe',
+        params: {
+          channels: ["candlestick.1m.#{market}"]
+        },
+        nonce: Time.now.to_i * 1000
+      }
+
+      EM.next_tick do
+        ws.send(JSON.generate(sub))
+      end
+    end
+
+    def heart_beat(ws)
+      return unless @config['trade_proxy']
+
+      sub = {
+        id:  Time.now.to_i * 1000,
+        method: 'public/respond-heartbeat'
+      }
+
+      EM.next_tick do
+        ws.send(JSON.generate(sub))
+      end
+    end
+
+    def subscribe_orderbook(market, ws)
+      return unless @config['orderbook_proxy']
+
+      @sequence_number = 0
+      @increment_count = 0
+      @snapshot_time = Time.now
+      @bids = []
+      @asks = []
+      @snap = { 'asks' => [], 'bids' => [] }
+
+      sub = {
+        id: 11,
+        method: 'subscribe',
+        params: {
+          channels: ["book.#{market}.150"]
+        },
+        nonce: Time.now.to_i * 1000
+      }
+
+      EM.next_tick do
+        ws.send(JSON.generate(sub))
+      end
+
+      Fiber.new do
+        EM::Synchrony.add_periodic_timer(0.2) do
+          publish_increment
+        end
+      end.resume
+    end
+  end
+end

data/lib/peatio_irix/version.rb

@@ -1,5 +1,5 @@
 # frozen_string_literal: true
 
 module PeatioIrix
-  VERSION = "1.0.1"
+  VERSION = "1.1.0"
 end

data/lib/peatio_irix.rb

@@ -7,6 +7,7 @@ require "faraday_middleware"
 require "faye"
 
 module PeatioIrix
+  require "peatio_irix/crypto"
   require "peatio_irix/binance"
   require "peatio_irix/hooks"
   require "peatio_irix/version"

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: peatio_irix
 version: !ruby/object:Gem::Version
-  version: 1.0.1
+  version: 1.1.0
 platform: ruby
 authors:
 - Anuj Dhiman
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2021-11-26 00:00:00.000000000 Z
+date: 2021-11-30 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: em-synchrony
@@ -243,6 +243,7 @@ executables:
 extensions: []
 extra_rdoc_files: []
 files:
+- ".byebug_history"
 - ".gitignore"
 - ".gitlab-ci.yml"
 - ".idea/.gitignore"
@@ -264,6 +265,7 @@ files:
 - bin/setup
 - lib/peatio_irix.rb
 - lib/peatio_irix/binance.rb
+- lib/peatio_irix/crypto.rb
 - lib/peatio_irix/hooks.rb
 - lib/peatio_irix/railtie.rb
 - lib/peatio_irix/version.rb