Class: PeatioIrix::Crypto

Inherits:
Peatio::Upstream::Base
  • Object
show all
Defined in:
lib/peatio_irix/crypto.rb

Constant Summary collapse

MIN_INCREMENT_COUNT_TO_SNAPSHOT = 
100
MIN_PERIOD_TO_SNAPSHOT = 
5
MAX_PERIOD_TO_SNAPSHOT = 
60

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(config) ⇒ Crypto

Returns a new instance of Crypto.



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# File 'lib/peatio_irix/crypto.rb', line 15

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

Instance Attribute Details

#asks ⇒ Object

Returns the value of attribute asks.



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# File 'lib/peatio_irix/crypto.rb', line 12

def asks
  @asks
end

#bids ⇒ Object

Returns the value of attribute bids.



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# File 'lib/peatio_irix/crypto.rb', line 12

def bids
  @bids
end

#increment_count ⇒ Object

Returns the value of attribute increment_count.



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# File 'lib/peatio_irix/crypto.rb', line 12

def increment_count
  @increment_count
end

#sequence_number ⇒ Object

Returns the value of attribute sequence_number.



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# File 'lib/peatio_irix/crypto.rb', line 12

def sequence_number
  @sequence_number
end

#snap ⇒ Object

Returns the value of attribute snap.



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# File 'lib/peatio_irix/crypto.rb', line 12

def snap
  @snap
end

#snapshot_time ⇒ Object

Returns the value of attribute snapshot_time.



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# File 'lib/peatio_irix/crypto.rb', line 12

def snapshot_time
  @snapshot_time
end

Instance Method Details

#detect_kline(msg) ⇒ Object 



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# File 'lib/peatio_irix/crypto.rb', line 43

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

#detect_order(msg) ⇒ Object 



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# File 'lib/peatio_irix/crypto.rb', line 53

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

#detect_trade(msg) ⇒ Object 



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# File 'lib/peatio_irix/crypto.rb', line 112

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

#fill_increment(inc) ⇒ Object 



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# File 'lib/peatio_irix/crypto.rb', line 64

def fill_increment(inc)
  fill_side(inc[0], "bids")
  fill_side(inc[0], "asks")
  @increment_count += 1
end

#fill_side(inc, side) ⇒ Object 



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# File 'lib/peatio_irix/crypto.rb', line 70

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

#heart_beat(ws) ⇒ Object 



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# File 'lib/peatio_irix/crypto.rb', line 213

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

#publish_increment ⇒ Object 



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# File 'lib/peatio_irix/crypto.rb', line 90

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

#publish_snapshot ⇒ Object 



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# File 'lib/peatio_irix/crypto.rb', line 104

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

#subscribe_channels(market, ws) ⇒ Object 



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# File 'lib/peatio_irix/crypto.rb', line 169

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

#subscribe_klines(market, ws) ⇒ Object 



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# File 'lib/peatio_irix/crypto.rb', line 196

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

#subscribe_orderbook(market, ws) ⇒ Object 



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# File 'lib/peatio_irix/crypto.rb', line 226

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

#ws_connect ⇒ Object 



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# File 'lib/peatio_irix/crypto.rb', line 133

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

#ws_read_message(msg) ⇒ Object 



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# File 'lib/peatio_irix/crypto.rb', line 126

def ws_read_message(msg)
  logger.info { "received websocket message: #{msg.data}" }

  object = JSON.parse(msg.data)
  ws_read_public_message(object)
end

#ws_read_public_message(msg) ⇒ Object 



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# File 'lib/peatio_irix/crypto.rb', line 30

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