sb-alpaca 0.1.0

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+ /.bundle/
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+ /.yardoc
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+ /_yardoc/
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+ /coverage/
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+ /doc/
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+ /pkg/
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+ /spec/reports/
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+ /tmp/
data/Gemfile ADDED
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+ source "https://rubygems.org"
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+
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+ gem "sb-config", "~> 0.4.0"
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+ gem 'faye-websocket'
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+
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+ # Specify your gem's dependencies in sb-alpaca.gemspec
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+ gemspec
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+ # Sb::Alpaca
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+
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+ Welcome to your new gem! In this directory, you'll find the files you need to be able to package up your Ruby library into a gem. Put your Ruby code in the file `lib/sb/alpaca`. To experiment with that code, run `bin/console` for an interactive prompt.
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+
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+ TODO: Delete this and the text above, and describe your gem
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+
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+ ## Installation
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+
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+ Add this line to your application's Gemfile:
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+
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+ ```ruby
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+ gem 'sb-alpaca'
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+ ```
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+
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+ And then execute:
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+
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+ $ bundle
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+
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+ Or install it yourself as:
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+
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+ $ gem install sb-alpaca
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+
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+ ## Usage
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+
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+ TODO: Write usage instructions here
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+
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+ ## Development
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+
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+ After checking out the repo, run `bin/setup` to install dependencies. You can also run `bin/console` for an interactive prompt that will allow you to experiment.
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+
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+ To install this gem onto your local machine, run `bundle exec rake install`. To release a new version, update the version number in `version.rb`, and then run `bundle exec rake release`, which will create a git tag for the version, push git commits and tags, and push the `.gem` file to [rubygems.org](https://rubygems.org).
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+
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+ ## Contributing
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+
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+ Bug reports and pull requests are welcome on GitHub at https://github.com/[USERNAME]/sb-alpaca.
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+ require "bundler/gem_tasks"
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+ task :default => :spec
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+ #!/usr/bin/env ruby
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+
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+ require "bundler/setup"
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+ require "sb/alpaca"
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+
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+ # You can add fixtures and/or initialization code here to make experimenting
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+ # with your gem easier. You can also use a different console, if you like.
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+
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+ # (If you use this, don't forget to add pry to your Gemfile!)
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+ # require "pry"
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+ # Pry.start
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+
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+ require "irb"
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+ IRB.start(__FILE__)
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+ #!/usr/bin/env bash
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+ set -euo pipefail
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+ IFS=$'\n\t'
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+ set -vx
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+
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+ bundle install
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+
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+ # Do any other automated setup that you need to do here
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+ require 'sb/config'
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+ require 'faye/websocket'
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+ require 'eventmachine'
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+ require 'json'
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+ require "sb/alpaca/version"
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+
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+ module Sb
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+ module Alpaca
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+ ACTIONS = {
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+ auth: ->(key_id,secret_key) {
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+ {
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+ "action": "authenticate",
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+ "data": {
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+ "key_id": key_id,
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+ "secret_key": secret_key
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+ }
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+ }.to_json
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+ },
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+ listen: ->(listen_list) {
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+ {
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+ "action": "listen",
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+ "data": {
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+ "streams": listen_list
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+ }
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+ }.to_json
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+ },
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+ unlisten: ->(unlisten_list) {
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+ {
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+ "action": "unlisten",
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+ "data": {
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+ "streams": unlisten_list
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+ }
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+ }.to_json
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+ }
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+ }
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+
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+ class Error < StandardError; end
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+ # Your code goes here...
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+
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+ class Stream
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+ EP = {
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+ paper_api: 'wss://paper-api.alpaca.markets/stream',
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+ api: 'wss://api.alpaca.markets/stream',
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+ data: 'wss://data.alpaca.markets/stream'
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+ }
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+
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+ TYPES = [:api, :paper_api, :data]
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+ def initialize type=:data, paper=true
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+ if TYPES.include? type
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+ @ready = true
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+ @type = type
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+ @state = nil
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+
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+ @stream_url = EP[type]
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+ @subscriptions = {@type => []}
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+ end
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+ end
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+
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+ def subscribe &blk
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+ @subscriptions[@type] << blk
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+ end
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+
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+
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+ def listen list
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+ puts "listening to #{list}"
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+ @ws.send ACTIONS[:listen].call(list)
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+ end
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+
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+ def unlisten list
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+ puts "unlistening to #{list}"
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+ @ws.send ACTIONS[:unlisten].call(list)
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+ end
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+
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+ def open
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+ return unless @ready
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+
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+ start_listening
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+ end
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+
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+ private
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+ def start_listening
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+ @th = Thread.new do
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+ EM.run {
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+ @ws = Faye::WebSocket::Client.new(@stream_url)
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+
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+ @ws.on :open do |event|
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+ p [:open]
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+ auth_action = ACTIONS[:auth].call(Sb::Config['ALPACA']['KEY_ID'], Sb::Config['ALPACA']['SECRET_KEY'])
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+ @ws.send(auth_action)
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+ end
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+
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+ @ws.on :message do |event|
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+ #p [:message, event.data]
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+
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+ if event.data.is_a? Array
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+ p_data = event.data.inject('') {|l,e| l+ e.chr}
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+ else
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+ p_data = event.data
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+ end
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+
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+ e_data = JSON.parse p_data
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+ data = e_data['data']
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+
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+ if data['status'] == 'authorized'
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+ @state = 'authorized'
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+ elsif e_data['stream'] == 'trade_updates' || e_data['stream'] == 'account_updates'
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+ @subscriptions[@type].each {|s| s.call(data) }
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+ elsif data['ev']
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+ @subscriptions[@type].each {|s| s.call(data) }
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+ end
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+
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+ #p [:message, p_data]
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+ end
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+
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+ @ws.on :close do |event|
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+ p [:close, event.data]
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+ @ws = nil
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+ end
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+ }
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+ end
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+
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+
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+ until @state == 'authorized'
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+ puts 'alpaca websocket: waiting for authorization'
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+ sleep 1
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+ end
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+
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+ end
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+
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+ end
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+ end
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+ end
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+ module Sb
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+ module Alpaca
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+ VERSION = "0.1.0"
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+ end
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+ end
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+ lib = File.expand_path("lib", __dir__)
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+ $LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
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+ require "sb/alpaca/version"
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+
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+ Gem::Specification.new do |spec|
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+ spec.name = "sb-alpaca"
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+ spec.version = Sb::Alpaca::VERSION
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+ spec.authors = ["iodevel"]
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+ spec.email = ["cbrandt92@gmail.com"]
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+
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+ spec.summary = '...'
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+ # spec.description = %q{TODO: Write a longer description or delete this line.}
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+ # spec.homepage = "TODO: Put your gem's website or public repo URL here."
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+
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+ # spec.metadata["allowed_push_host"] = "TODO: Set to 'http://mygemserver.com'"
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+
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+ # spec.metadata["homepage_uri"] = spec.homepage
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+ # spec.metadata["source_code_uri"] = "TODO: Put your gem's public repo URL here."
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+ # spec.metadata["changelog_uri"] = "TODO: Put your gem's CHANGELOG.md URL here."
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+
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+ # Specify which files should be added to the gem when it is released.
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+ # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
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+ spec.files = Dir.chdir(File.expand_path('..', __FILE__)) do
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+ `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
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+ end
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+ spec.bindir = "exe"
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+ spec.executables = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
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+ spec.require_paths = ["lib"]
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+
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+ spec.add_development_dependency "bundler", "~> 2.0"
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+ spec.add_development_dependency "rake", "~> 10.0"
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+ spec.add_runtime_dependency "sb-config", "~> 0.4.0"
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+ spec.add_runtime_dependency "faye-websocket"
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+ end
metadata ADDED
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+ --- !ruby/object:Gem::Specification
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+ name: sb-alpaca
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+ version: !ruby/object:Gem::Version
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+ version: 0.1.0
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+ platform: ruby
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+ authors:
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+ - iodevel
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+ autorequire:
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+ bindir: exe
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+ cert_chain: []
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+ date: 2020-06-25 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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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - "~>"
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+ - !ruby/object:Gem::Version
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+ version: '2.0'
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+ type: :development
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - "~>"
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+ - !ruby/object:Gem::Version
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+ version: '2.0'
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+ - !ruby/object:Gem::Dependency
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+ name: rake
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - "~>"
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+ - !ruby/object:Gem::Version
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+ version: '10.0'
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+ type: :development
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - "~>"
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+ - !ruby/object:Gem::Version
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+ version: '10.0'
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+ - !ruby/object:Gem::Dependency
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+ name: sb-config
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - "~>"
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+ - !ruby/object:Gem::Version
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+ version: 0.4.0
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+ type: :runtime
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - "~>"
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+ - !ruby/object:Gem::Version
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+ version: 0.4.0
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+ - !ruby/object:Gem::Dependency
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+ name: faye-websocket
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+ requirement: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ type: :runtime
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+ prerelease: false
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+ version_requirements: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ description:
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+ email:
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+ - cbrandt92@gmail.com
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+ executables: []
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+ extensions: []
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+ extra_rdoc_files: []
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+ files:
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+ - ".gitignore"
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+ - Gemfile
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+ - README.md
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+ - Rakefile
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+ - bin/console
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+ - bin/setup
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+ - lib/sb/alpaca.rb
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+ - lib/sb/alpaca/version.rb
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+ - sb-alpaca.gemspec
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+ homepage:
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+ licenses: []
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+ metadata: {}
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+ post_install_message:
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+ rdoc_options: []
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+ require_paths:
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+ - lib
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+ required_ruby_version: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ required_rubygems_version: !ruby/object:Gem::Requirement
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+ requirements:
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+ - - ">="
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+ - !ruby/object:Gem::Version
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+ version: '0'
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+ requirements: []
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+ rubygems_version: 3.0.3
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+ signing_key:
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+ specification_version: 4
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+ summary: "..."
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+ test_files: []