rtcbx 0.0.5 → 0.0.6

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data/README.md

@@ -1,6 +1,7 @@
 # RTCBX 
+[![Gem Version](https://badge.fury.io/rb/rtcbx.svg)](https://badge.fury.io/rb/rtcbx)
 
-RTCBX uses the Coinbase (now GDAX) Exchange websocket feed to provide immediate access to
+RTCBX uses the Coinbase Pro (formerly GDAX and Coinbase Exchange) Exchange websocket feed to provide immediate access to
 the current state of the exchange without repeatedly polling parts of the
 RESTful API. It can:
 * Keep a synchronized copy of the entire orderbook - `RTCBX::Orderbook`
@@ -37,7 +38,7 @@ RTCBX objects share a common interface:
 ```ruby
 #
 # :product_id
-#   sets the currency (defaults to 'BTC-USD)
+#   sets the currency (defaults to 'BTC-USD')
 #
 # :start
 #   run #start! at creation?  (defaults to true)
@@ -57,7 +58,7 @@ rtcbx.reset! # Calls #stop! then calls #start!.
 
 
 
-
+### Orderbooks
 * Create a live updating Orderbook:
 ```ruby
 ob = RTCBX::Orderbook.new
@@ -144,6 +145,8 @@ ob.aggregate_asks(10)
 # Will perform the aggregation on each call. Avoid abusing this function since it may degrade performance.
 ob.aggregate(10)
 ```
+### Candles
+### Trader
 
 ## Contributing
 

data/Rakefile

@@ -1,3 +1,5 @@
+# frozen_string_literal: true
+
 require 'rake/testtask'
 require 'bundler'
 require_relative './lib/rtcbx/version.rb'
@@ -6,7 +8,7 @@ task :build do
   begin
     puts 'building gem...'
     `gem build rtcbx.gemspec`
-  rescue
+  rescue StandardError
     puts 'build failed.'
   end
 end
@@ -15,7 +17,7 @@ task :install do
   begin
     puts 'installing gem...'
     `gem install --local rtcbx`
-  rescue
+  rescue StandardError
     puts 'install failed.'
   end
 end
@@ -27,7 +29,7 @@ task :console do
   PRY.start
 end
 
-task default: %w(build install)
+task default: %w[build install]
 
 Rake::TestTask.new do |t|
   t.libs << 'test'

data/lib/rtcbx.rb

@@ -1,3 +1,5 @@
+# frozen_string_literal: true
+
 require 'coinbase/exchange'
 require 'rtcbx/orderbook'
 require 'rtcbx/candles'
@@ -10,7 +12,7 @@ class RTCBX
   #
   PING_INTERVAL = 2
 
-  # The GDAX product being tracked (eg. "BTC-USD")
+  # The Coinbase Pro product being tracked (eg. "BTC-USD")
   attr_reader :product_id
 
   # Boolean, whether the orderbook goes live on creation or not
@@ -27,7 +29,7 @@ class RTCBX
   # The Websocket object
   attr_reader :websocket
 
-  # The GDAX Client object
+  # The Coinbase Pro Client object
   # You can use this if you need to make API calls
   attr_reader :client
 
@@ -35,7 +37,7 @@ class RTCBX
   # The +websocket_thread+ processes this queue
   attr_reader :queue
 
-  # Epoch time indicating the last time we received a pong from GDAX in response
+  # Epoch time indicating the last time we received a pong from Coinbase Pro in response
   # to one of our pings
   attr_reader :last_pong
 
@@ -103,7 +105,7 @@ class RTCBX
   def setup_websocket_callback
     websocket.message do |message|
       queue.push(message)
-      message_callbacks.each { |b| b.call(message) unless b.nil? }
+      message_callbacks.each { |b| b&.call(message) }
     end
   end
 
@@ -119,7 +121,7 @@ class RTCBX
     end
   end
 
-  # Configures the websocket to periodically ping GDAX and confirm connection
+  # Configures the websocket to periodically ping Coinbase Pro and confirm connection
   def setup_ping_timer
     EM.add_periodic_timer(PING_INTERVAL) do
       websocket.ping do

data/lib/rtcbx/candles.rb

@@ -1,8 +1,9 @@
+# frozen_string_literal: true
+
 require 'rtcbx/candles/candle'
 
 class RTCBX
   class Candles < RTCBX
-
     # A hash of buckets
     # Each key is an epoch which stores every +match+ message for that minute
     # (The epoch plus 60 seconds)
@@ -10,7 +11,6 @@ class RTCBX
     # +Candle+
     attr_reader :buckets
 
-
     # This thread monitors the websocket object and puts each +match+ object
     # into the proper bucket. This thread maintains the +buckets+ object.
     attr_reader :bucket_thread
@@ -38,7 +38,6 @@ class RTCBX
     # Mutex to allow our two threads to produce and consume +buckets+
     attr_reader :buckets_lock
 
-
     # Create a new +Candles+ object to start and track candles
     # Pass a block to run a block whenever a candle is created.
     #
@@ -72,19 +71,19 @@ class RTCBX
 
         loop do
           message = queue.pop
-          if message.fetch('type') == 'match'
-            if Time.parse(message.fetch('time')) >= Time.at(first_bucket)
-              timestamp = Time.parse(message.fetch('time'))
-              message_bucket = timestamp.to_i - timestamp.sec
-              @buckets_lock.synchronize do
-                if message_bucket >= current_bucket
-                  @current_bucket = message_bucket
-                  @buckets[current_bucket.to_i] = []
-                  @buckets[current_bucket.to_i] << message
-                else
-                  @buckets[current_bucket.to_i] << message
-                end
-              end
+          next unless message.fetch('type') == 'match'
+
+          next unless Time.parse(message.fetch('time')) >= Time.at(first_bucket)
+
+          timestamp = Time.parse(message.fetch('time'))
+          message_bucket = timestamp.to_i - timestamp.sec
+          @buckets_lock.synchronize do
+            if message_bucket >= current_bucket
+              @current_bucket = message_bucket
+              @buckets[current_bucket.to_i] = []
+              @buckets[current_bucket.to_i] << message
+            else
+              @buckets[current_bucket.to_i] << message
             end
           end
         end
@@ -98,15 +97,15 @@ class RTCBX
         sleep(60 - Time.now.sec)
         loop do
           buckets.keys.each do |key|
-            if key + 60 <= Time.now.to_i
-              @buckets_lock.synchronize do
-                candle =  Candle.new(key, buckets[key]) unless buckets[key].empty?
-                @candles << candle
-                # Run candle callback
-                #
-                @message_callbacks.each{|c| c.call(candle)}
-                buckets.delete(key)
-              end
+            next unless key + 60 <= Time.now.to_i
+
+            @buckets_lock.synchronize do
+              candle = Candle.new(key, buckets[key]) unless buckets[key].empty?
+              @candles << candle
+              # Run candle callback
+              #
+              @message_callbacks.each { |c| c.call(candle) }
+              buckets.delete(key)
             end
           end
 

data/lib/rtcbx/candles/candle.rb

@@ -1,7 +1,8 @@
-class RTCBX 
+# frozen_string_literal: true
+
+class RTCBX
   class Candles < RTCBX
     class Candle
-
       # Candle values, this is standard
       attr_reader :time, :low, :high, :open, :close, :volume
 
@@ -9,22 +10,22 @@ class RTCBX
       # the interval of the candle
       def initialize(epoch, matches)
         @time = Time.at(epoch)
-        @low = matches.map {|message| BigDecimal.new(message.fetch('price'))}.min
-        @high = matches.map {|message| BigDecimal.new(message.fetch('price'))}.max
-        @open = BigDecimal.new(matches.first.fetch('price'))
-        @close = BigDecimal.new(matches.last.fetch('price'))
-        @volume = matches.reduce(BigDecimal(0)) {|sum, message| sum + BigDecimal.new(message.fetch('size'))}
+        @low = matches.map { |message| BigDecimal(message.fetch('price')) }.min
+        @high = matches.map { |message| BigDecimal(message.fetch('price')) }.max
+        @open = BigDecimal(matches.first.fetch('price'))
+        @close = BigDecimal(matches.last.fetch('price'))
+        @volume = matches.reduce(BigDecimal(0)) { |sum, message| sum + BigDecimal(message.fetch('size')) }
       end
 
       # Return a +Hash+ representation of the +Candle+
       def to_h
         {
-          start:  Time.at(@time),
-          low:    @low.to_s("F"),
-          high:   @high.to_s("F"),
-          open:   @open.to_s("F"),
-          close:  @close.to_s("F"),
-          volume: @volume.to_s("F"),
+          start: Time.at(@time),
+          low: @low.to_s('F'),
+          high: @high.to_s('F'),
+          open: @open.to_s('F'),
+          close: @close.to_s('F'),
+          volume: @volume.to_s('F')
         }
       end
     end

data/lib/rtcbx/orderbook.rb

@@ -1,3 +1,5 @@
+# frozen_string_literal: true
+
 require 'rtcbx/orderbook/book_methods'
 require 'rtcbx/orderbook/book_analysis'
 
@@ -34,7 +36,7 @@ class RTCBX
     #
     # If a +block+ is given it is passed each message as it is received.
     #
-    def initialize(options={}, &block)
+    def initialize(options = {}, &block)
       @bids = []
       @asks = []
       @snapshot_sequence = 0
@@ -64,10 +66,9 @@ class RTCBX
     # Converts an order array from the API into a hash.
     #
     def order_to_hash(price, size, order_id)
-      { price:    BigDecimal.new(price),
-        size:     BigDecimal.new(size),
-        order_id: order_id
-      }
+      { price: BigDecimal(price),
+        size: BigDecimal(size),
+        order_id: order_id }
     end
 
     # Fetch orderbook snapshot from API and convert order arrays to hashes.
@@ -81,7 +82,7 @@ class RTCBX
       end
     end
 
-    # Private method to actually start the thread that reads from the que and
+    # Private method to actually start the thread that reads from the queue and
     # updates the Orderbook state
     def start_update_thread
       @update_thread = Thread.new do
@@ -90,8 +91,7 @@ class RTCBX
             message = queue.pop
             apply(message)
           end
-
-        rescue => e
+        rescue StandardError => e
           puts e
         end
       end

data/lib/rtcbx/orderbook/book_analysis.rb

@@ -1,3 +1,5 @@
+# frozen_string_literal: true
+
 class RTCBX
   class Orderbook < RTCBX
     # Simple collection of commands to get info about the orderbook. Add our own
@@ -53,12 +55,12 @@ class RTCBX
 
       # The price of the best current bid
       def best_bid
-        @bids.sort_by { |x| x.fetch(:price) }.last
+        @bids.max_by { |x| x.fetch(:price) }
       end
 
       # The price of the best current ask
       def best_ask
-        @asks.sort_by { |x| x.fetch(:price) }.first
+        @asks.min_by { |x| x.fetch(:price) }
       end
 
       # The prices of the best current bid and ask
@@ -72,7 +74,7 @@ class RTCBX
       end
 
       # Aggregates the +top_n+ current bids. Pass `50` and you'll get the same
-      # thing tht GDAX calls a "Level 2 Orderbook"
+      # thing tht Coinbase Pro calls a "Level 2 Orderbook"
       def aggregate_bids(top_n = nil)
         aggregate = {}
         @bids.each do |bid|
@@ -84,13 +86,12 @@ class RTCBX
         aggregate.keys.sort.reverse.first(top_n).map do |price|
           { price: price,
             size: aggregate[price][:size],
-            num_orders: aggregate[price][:num_orders]
-          }
+            num_orders: aggregate[price][:num_orders] }
         end
       end
 
       # Aggregates the +top_n+ current asks. Pass `50` and you'll get the same
-      # thing tht GDAX calls a "Level 2 Orderbook"
+      # thing tht Coinbase Pro calls a "Level 2 Orderbook"
       def aggregate_asks(top_n = nil)
         aggregate = {}
         @asks.each do |ask|
@@ -102,13 +103,12 @@ class RTCBX
         aggregate.keys.sort.first(top_n).map do |price|
           { price: price,
             size: aggregate[price][:size],
-            num_orders: aggregate[price][:num_orders]
-          }
+            num_orders: aggregate[price][:num_orders] }
         end
       end
 
       # Aggregates the +top_n+ current asks and bids. Pass `50` and you'll get the same
-      # thing tht GDAX calls a "Level 2 Orderbook"
+      # thing tht Coinbase Pro calls a "Level 2 Orderbook"
       def aggregate(top_n = nil)
         { bids: aggregate_bids(top_n), asks: aggregate_asks(top_n) }
       end
@@ -122,7 +122,7 @@ class RTCBX
       private
 
       def aggregate_base
-        { size: BigDecimal.new(0), num_orders: 0 }
+        { size: BigDecimal(0), num_orders: 0 }
       end
     end
   end

data/lib/rtcbx/orderbook/book_methods.rb

@@ -1,28 +1,29 @@
+# frozen_string_literal: true
+
 require 'bigdecimal'
 class RTCBX
   class Orderbook < RTCBX
-
     # This class provides methods to apply updates to the state of the orderbook
     # as they are received by the websocket.
     #
     module BookMethods
-
       # Names of attributes that should be converted to +BigDecimal+
-      BIGDECIMAL_KEYS = %w(size old_size new_size remaining_size price)
+      BIGDECIMAL_KEYS = %w[size old_size new_size remaining_size price].freeze
 
       # Applies a message to an Orderbook object by making relevant changes to
       # @bids, @asks, and @last_sequence.
       #
       def apply(msg)
         return if msg.fetch('sequence') != @last_sequence + 1
-        #if msg.fetch('sequence') != @last_sequence + 1
+
+        # if msg.fetch('sequence') != @last_sequence + 1
         #  puts "Expected #{@last_sequence + 1}, got #{msg.fetch('sequence')}"
         #  @websocket.stop!
-        #end
+        # end
 
         @last_sequence = msg.fetch('sequence')
         BIGDECIMAL_KEYS.each do |key|
-          msg[key] = BigDecimal.new(msg.fetch(key)) if msg.fetch(key, false)
+          msg[key] = BigDecimal(msg.fetch(key)) if msg.fetch(key, false)
         end
 
         __send__(msg.fetch('type'), msg)
@@ -32,8 +33,8 @@ class RTCBX
 
       def open(msg)
         order = {
-          price:    msg.fetch('price'),
-          size:     msg.fetch('remaining_size'),
+          price: msg.fetch('price'),
+          size: msg.fetch('remaining_size'),
           order_id: msg.fetch('order_id')
         }
 

data/lib/rtcbx/trader.rb

@@ -1,5 +1,6 @@
+# frozen_string_literal: true
+
 class RTCBX
   class Trader < RTCBX
-
   end
 end

data/lib/rtcbx/version.rb

@@ -1,5 +1,7 @@
+# frozen_string_literal: true
+
 # Orderbook version number. I try to keep it semantic.
 #
 class RTCBX
-  VERSION = '0.0.5'
+  VERSION = '0.0.6'
 end

data/rtcbx.gemspec

@@ -1,5 +1,6 @@
-# coding: utf-8
-lib = File.expand_path('../lib', __FILE__)
+# frozen_string_literal: true
+
+lib = File.expand_path('lib', __dir__)
 $LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
 require 'rtcbx/version'
 
@@ -8,10 +9,11 @@ Gem::Specification.new do |spec|
   spec.version       = RTCBX::VERSION
   spec.authors       = ['Michael Rodrigues']
   spec.email         = ['mikebrodrigues@gmail.com']
-  spec.summary       = %q(Maintains an real-time copy of the GDAX (Coinbase) Exchange order book.)
-  spec.description   = %q(Uses the GDAX (Coinbase) Exchange Websocket stream
+  spec.summary       = 'Maintains an real-time copy of the Coinbase Pro (formerly GDAX,
+                          formerly Coinbase Exchange) Exchange order book.'
+  spec.description   = 'Uses the Coinbase Pro (formerly GDAX, formerly Coinbase Exchange) Exchange Websocket stream
                           to maintain a real-time copy of the order book, place and track orders,
-                          and calculate historic rates by the minute in real-time.)
+                          and calculate historic rates by the minute in real-time.'
   spec.homepage      = 'https://github.com/mikerodrigues/rtcbx'
   spec.license       = 'MIT'
 
@@ -23,7 +25,7 @@ Gem::Specification.new do |spec|
   spec.add_runtime_dependency 'coinbase-exchange', '~> 0.2', '>= 0.2.0'
   spec.add_runtime_dependency 'eventmachine', '~> 1.0'
   spec.add_runtime_dependency 'json', '~> 2.0'
-  
+
   spec.add_development_dependency 'bundler', '~> 1.7'
-  spec.add_development_dependency 'rake', '~> 10.0'
+  spec.add_development_dependency 'rake', '~> 12.3'
 end

metadata

@@ -1,35 +1,35 @@
 --- !ruby/object:Gem::Specification
 name: rtcbx
 version: !ruby/object:Gem::Version
-  version: 0.0.5
+  version: 0.0.6
 platform: ruby
 authors:
 - Michael Rodrigues
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2017-12-10 00:00:00.000000000 Z
+date: 2020-07-26 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: coinbase-exchange
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
-      - !ruby/object:Gem::Version
-        version: '0.2'
     - - ">="
       - !ruby/object:Gem::Version
         version: 0.2.0
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.2'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
-      - !ruby/object:Gem::Version
-        version: '0.2'
     - - ">="
       - !ruby/object:Gem::Version
         version: 0.2.0
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.2'
 - !ruby/object:Gem::Dependency
   name: eventmachine
   requirement: !ruby/object:Gem::Requirement
@@ -78,16 +78,16 @@ dependencies:
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '10.0'
+        version: '12.3'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '10.0'
+        version: '12.3'
 description: |-
-  Uses the GDAX (Coinbase) Exchange Websocket stream
+  Uses the Coinbase Pro (formerly GDAX, formerly Coinbase Exchange) Exchange Websocket stream
                             to maintain a real-time copy of the order book, place and track orders,
                             and calculate historic rates by the minute in real-time.
 email:
@@ -128,10 +128,9 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubyforge_project: 
-rubygems_version: 2.4.6
+rubygems_version: 3.0.3
 signing_key: 
 specification_version: 4
-summary: Maintains an real-time copy of the GDAX (Coinbase) Exchange order book.
+summary: Maintains an real-time copy of the Coinbase Pro (formerly GDAX, formerly
+  Coinbase Exchange) Exchange order book.
 test_files: []
-has_rdoc: