Class: Cryptoexchange::Exchanges::Bitmex::Services::OrderBook

Inherits:
Services::Market
  • Object
show all
Defined in:
lib/cryptoexchange/exchanges/bitmex/services/order_book.rb

Class Method Summary collapse

Instance Method Summary collapse

Methods inherited from Services::Market

#fetch_using_post

Class Method Details

.supports_individual_ticker_query? ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/cryptoexchange/exchanges/bitmex/services/order_book.rb', line 6

def supports_individual_ticker_query?
  true
end

Instance Method Details

#adapt(output, market_pair) ⇒ Object 



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# File 'lib/cryptoexchange/exchanges/bitmex/services/order_book.rb', line 31

def adapt(output, market_pair)
  order_book = Cryptoexchange::Models::OrderBook.new
  timestamp = Time.now.to_i

  order_book.base      = market_pair.base
  order_book.target    = market_pair.target
  order_book.market    = Bitmex::Market::NAME
  order_book.asks      = adapt_orders(output[:asks])
  order_book.bids      = adapt_orders(output[:bids])
  order_book.timestamp = timestamp
  order_book.payload   = output
  order_book
end

#adapt_orders(orders) ⇒ Object 



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# File 'lib/cryptoexchange/exchanges/bitmex/services/order_book.rb', line 45

def adapt_orders(orders)
  orders.collect do |order_entry|
    Cryptoexchange::Models::Order.new(price: order_entry['price'],
                                      amount: order_entry['size'],
                                      timestamp: nil)
  end
end

#fetch(market_pair) ⇒ Object 



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# File 'lib/cryptoexchange/exchanges/bitmex/services/order_book.rb', line 11

def fetch(market_pair)
  output = super(orderbook_url(market_pair))
  split_orderbook = split(output)
  adapt(split_orderbook, market_pair)
end

#orderbook_url(market_pair) ⇒ Object 



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# File 'lib/cryptoexchange/exchanges/bitmex/services/order_book.rb', line 17

def orderbook_url(market_pair)
  symbol = (market_pair.target = "USD") ? market_pair.base : market_pair.target
  "#{Cryptoexchange::Exchanges::Bitmex::Market::API_URL}/orderBook/L2?symbol=#{symbol}&depth=0"
end

#split(output) ⇒ Object 



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# File 'lib/cryptoexchange/exchanges/bitmex/services/order_book.rb', line 22

def split(output)
  asks = []
  bids = []
    output.each do |order|
      order['side'].include?("Buy") ? bids<<order : asks<<order
    end
  {asks: asks, bids: bids}
end