Class: Cryptoexchange::Exchanges::Ethfinex::Services::OrderBook

Inherits:
Services::Market
  • Object
show all
Defined in:
lib/cryptoexchange/exchanges/ethfinex/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/ethfinex/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/ethfinex/services/order_book.rb', line 28

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    = Ethfinex::Market::NAME
  order_book.asks      = adapt_orders(output[1], timestamp)
  order_book.bids      = adapt_orders(output[0], timestamp)
  order_book.timestamp = timestamp
  order_book.payload   = output
  order_book
end

#adapt_orders(orders, timestamp) ⇒ Object



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# File 'lib/cryptoexchange/exchanges/ethfinex/services/order_book.rb', line 41

def adapt_orders(orders, timestamp)
  orders.collect do |order_entry|
    Cryptoexchange::Models::Order.new(price: NumericHelper.to_d(order_entry[0]),
                                      amount: NumericHelper.to_d(order_entry[-1].abs),
                                      timestamp: timestamp)
  end

end

#fetch(market_pair) ⇒ Object



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# File 'lib/cryptoexchange/exchanges/ethfinex/services/order_book.rb', line 10

def fetch(market_pair)
  pre_output = super(order_book_url(market_pair))
  output = split(pre_output)
  adapt(output, market_pair)
end

#order_book_url(market_pair) ⇒ Object



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# File 'lib/cryptoexchange/exchanges/ethfinex/services/order_book.rb', line 16

def order_book_url(market_pair)
  "#{Cryptoexchange::Exchanges::Ethfinex::Market::API_URL}/v2/book/t#{market_pair.base}#{market_pair.target}/P0"
end

#split(pre_output) ⇒ Object



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# File 'lib/cryptoexchange/exchanges/ethfinex/services/order_book.rb', line 20

def split(pre_output)
  output = [[], []] # output[0] = bids | output[1] = asks
  pre_output.map do |order|
    (order[-1].to_f > 0 ?  output[0].push(order) : output[1].push(order))
  end
  output
end