Class: Cryptomarket::Websocket::TradingClient

Inherits:
AuthClient show all
Defined in:
lib/cryptomarket/websocket/trading_client.rb

Overview

TradingClient connects via websocket to cryptomarket to enable the user to manage orders. uses SHA256 as auth method and authenticates automatically after ceonnection.

Instance Method Summary collapse

Methods inherited from AuthClient

#authenticate, #build_auth_payload, #connect, #connected?, #wait_authed

Methods inherited from ClientBase

#close, #connect, #connected?, #get_callback_for_response, #handle, #handle_good_response, #handle_notification, #handle_response, #on_close, #on_close=, #on_connect, #on_connect=, #on_error, #on_error=, #on_open, #request, #send_subscription, #send_unsubscription, #store_callback_and_send

Constructor Details

#initialize(api_key:, api_secret:, window: nil) ⇒ TradingClient

Creates a new client

Params

string api_key

the user api key

string api_secret

the user api secret

Integer window

Maximum difference between the creation of the request and the moment of request processing in milliseconds. Max is 60_000. Defaul is 10_000



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# File 'lib/cryptomarket/websocket/trading_client.rb', line 17

def initialize(api_key:, api_secret:, window: nil)
  super(
    url: 'wss://api.exchange.cryptomkt.com/api/3/ws/trading',
    api_key: api_key,
    api_secret: api_secret,
    window: window,
    subscription_keys: build_subscription_hash)
end

Instance Method Details

#build_subscription_hash ⇒ Object 



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# File 'lib/cryptomarket/websocket/trading_client.rb', line 26

def build_subscription_hash
  reports = 'reports'
  balances = 'balances'
  { 'spot_subscribe' => [reports, Args::NotificationType::COMMAND],
    'spot_unsubscribe' => [reports, Args::NotificationType::COMMAND],
    'spot_orders' => [reports, Args::NotificationType::SNAPSHOT],
    'spot_order' => [reports, Args::NotificationType::UPDATE],
    'spot_balance_subscribe' => [balances, Args::NotificationType::COMMAND],
    'spot_balance_unsubscribe' => [balances, Args::NotificationType::COMMAND],
    'spot_balance' => [balances, Args::NotificationType::SNAPSHOT] }
end

#cancel_spot_order(client_order_id:, callback: nil) ⇒ Object

cancels a spot order

api.exchange.cryptomkt.com/#cancel-spot-order-2

Params

String client_order_id

the client order id of the order to cancel

Proc callback

Optional. A Proc of two arguments, An exception and a result, called either with the exception or with the result, a list of reports of the canceled orders



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# File 'lib/cryptomarket/websocket/trading_client.rb', line 189

def cancel_spot_order(client_order_id:, callback: nil)
  request('spot_cancel_order', callback, { client_order_id: client_order_id })
end

#cancel_spot_orders(callback: nil) ⇒ Object

cancel all active spot orders and returns the ones that could not be canceled

api.exchange.cryptomkt.com/#cancel-spot-orders

Params

Proc callback

A Proc of two arguments, An exception and a result, called either with the exception or with the result, a report of the canceled order



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# File 'lib/cryptomarket/websocket/trading_client.rb', line 199

def cancel_spot_orders(callback: nil)
  request('spot_cancel_orders', callback)
end

#create_spot_order(symbol:, side:, quantity:, client_order_id: nil, type: nil, time_in_force: nil, price: nil, stop_price: nil, expire_time: nil, strict_validate: nil, post_only: nil, take_rate: nil, make_rate: nil, callback: nil) ⇒ Object

Creates a new spot order

For fee, for price accuracy and quantity, and for order status information see the api docs at api.exchange.cryptomkt.com/#create-new-spot-order

api.exchange.cryptomkt.com/#place-new-spot-order

Params

String symbol

Trading symbol

String side

Either ‘buy’ or ‘sell’

String quantity

Order quantity

String client_order_id

Optional. If given must be unique within the trading day, including all active orders. If not given, is generated by the server

String type

Optional. ‘limit’, ‘market’, ‘stopLimit’, ‘stopMarket’, ‘takeProfitLimit’ or ‘takeProfitMarket’. Default is ‘limit’

String time_in_force

Optional. ‘GTC’, ‘IOC’, ‘FOK’, ‘Day’, ‘GTD’. Default to ‘GTC’

String price

Optional. Required for ‘limit’ and ‘stopLimit’. limit price of the order

String stop_price

Optional. Required for ‘stopLimit’ and ‘stopMarket’ orders. stop price of the order

String expire_time

Optional. Required for orders with timeInForce = GDT

Bool strict_validate

Optional. If False, the server rounds half down for tickerSize and quantityIncrement. Example of ETHBTC: tickSize = ‘0.000001’, then price ‘0.046016’ is valid, ‘0.0460165’ is invalid

bool post_only

Optional. If True, your post_only order causes a match with a pre-existing order as a taker, then the order will be cancelled

String take_rate

Optional. Liquidity taker fee, a fraction of order volume, such as 0.001 (for 0.1% fee). Can only increase the fee. Used for fee markup.

String make_rate

Optional. Liquidity provider fee, a fraction of order volume, such as 0.001 (for 0.1% fee). Can only increase the fee. Used for fee markup.

Proc callback

Optional. A Proc of two arguments, An exception and a result, called either with the exception or with the result, the report of the created order



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# File 'lib/cryptomarket/websocket/trading_client.rb', line 127

def create_spot_order( # rubocop:disable Metrics/ParameterLists
  symbol:, side:, quantity:, client_order_id: nil, type: nil, time_in_force: nil, price: nil, stop_price: nil,
  expire_time: nil, strict_validate: nil, post_only: nil, take_rate: nil, make_rate: nil, callback: nil
)
  request('spot_new_order', callback,
          { client_order_id: client_order_id, symbol: symbol, side: side, quantity: quantity, type: type,
            time_in_force: time_in_force, price: price, stop_price: stop_price, expire_time: expire_time,
            strict_validate: strict_validate, post_only: post_only, take_rate: take_rate, make_rate: make_rate })
end

#create_spot_order_list(orders:, contingency_type:, order_list_id: nil, callback: nil) ⇒ Object

creates a list of spot orders

Types or contingency

  • ‘allOrNone’ (AON)

  • ‘oneCancelAnother’ (OCO)

  • ‘oneTriggerOther’ (OTO)

  • ‘oneTriggerOneCancelOther’ (OTOCO)

Restriction in the number of orders:

  • An AON list must have 2 or 3 orders

  • An OCO list must have 2 or 3 orders

  • An OTO list must have 2 or 3 orders

  • An OTOCO must have 3 or 4 orders

Symbol restrictions

  • For an AON order list, the symbol code of orders must be unique for each order in the list.

  • For an OCO order list, there are no symbol code restrictions.

  • For an OTO order list, there are no symbol code restrictions.

  • For an OTOCO order list, the symbol code of orders must be the same for all orders in the list (placing orders in different order books is not supported).

OrderType restrictions

  • For an AON order list, orders must be ‘limit’ or ‘market’

  • For an OCO order list, orders must be ‘limit’, ‘stopLimit’, ‘stopMarket’, takeProfitLimit or takeProfitMarket.

  • An OCO order list cannot include more than one limit order (the same

applies to secondary orders in an OTOCO order list).

  • For OTO order list, there are no order type restrictions.

  • For an OTOCO order list, the first order must be ‘limit’, ‘market’, ‘stopLimit’, ‘stopMarket’, takeProfitLimit or takeProfitMarket.

  • For an OTOCO order list, the secondary orders have the same restrictions as an OCO order

  • Default is ‘limit’

api.exchange.cryptomkt.com/#create-new-spot-order-list

Params

String order_list_id

order list identifier. If ommited, it will be generated by the system. Must be equal to the client order id of the first order in the request

String contingency_type

order list type. ‘allOrNone’, ‘oneCancelOther’ or ‘oneTriggerOneCancelOther’

Array[] orders

the list of orders. aech order in the list has the same parameters of a new spot order



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# File 'lib/cryptomarket/websocket/trading_client.rb', line 173

def create_spot_order_list(
  orders:, contingency_type:, order_list_id: nil, callback: nil
)
  request('spot_new_order_list', callback, {
            orders: orders, contingency_type: contingency_type, order_list_id: order_list_id
          },
          orders.count)
end

#get_active_spot_orders(callback:) ⇒ Object

Get the user’s active spot orders

api.exchange.cryptomkt.com/#get-active-spot-orders

Params

Proc callback

A Proc of two arguments, An exception and a result, called either with the exception or with the result, a list of reports for all active spot orders



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# File 'lib/cryptomarket/websocket/trading_client.rb', line 102

def get_active_spot_orders(callback:)
  request('spot_get_orders', callback)
end

#get_spot_commission(symbol:, callback:) ⇒ Object

Get the personal trading commission rate of a symbol

Requires the “Place/cancel orders” API key Access Right

api.exchange.cryptomkt.com/#get-trading-commission

Params

String symbol

The symbol of the commission rate

Proc callback

A Proc of two arguments, An exception and a result, called either with the exception or with the result, a commission for a symbol for the user



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# File 'lib/cryptomarket/websocket/trading_client.rb', line 269

def get_spot_commission(symbol:, callback:)
  request('spot_fee', callback, { symbol: symbol })
end

#get_spot_commissions(callback:) ⇒ Object

Get the personal trading commission rates for all symbols

Requires the “Place/cancel orders” API key Access Right

api.exchange.cryptomkt.com/#get-all-trading-commission

Params

Proc callback

A Proc of two arguments, An exception and a result, called either with the exception or with the result, a list of commissions for the user



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# File 'lib/cryptomarket/websocket/trading_client.rb', line 256

def get_spot_commissions(callback:)
  request('spot_fees', callback)
end

#get_spot_trading_balance(currency:, callback:) ⇒ Object

Get the user spot trading balance of a currency

Requires the “Orderbook, History, Trading balance” API key Access Right

api.exchange.cryptomkt.com/#get-spot-trading-balance

Params

String currency

The currency code to query the balance

Proc callback

A Proc of two arguments, An exception and a result, called either with the exception or with the result, a trading balance



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# File 'lib/cryptomarket/websocket/trading_client.rb', line 224

def get_spot_trading_balance(currency:, callback:)
  request('spot_balance', callback, { currency: currency })
end

#get_spot_trading_balances(callback:) ⇒ Object

Get the user’s spot trading balance for all currencies with balance

Requires the “Orderbook, History, Trading balance” API key Access Right

api.exchange.cryptomkt.com/#get-spot-trading-balance

Params

Proc callback

A Proc of two arguments, An exception and a result, called either with the exception or with the result, a list of the trading balances



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# File 'lib/cryptomarket/websocket/trading_client.rb', line 211

def get_spot_trading_balances(callback:)
  request('spot_balances', callback)
end

#replace_spot_order(client_order_id:, new_client_order_id:, quantity:, price:, strict_validate: nil, callback: nil) ⇒ Object

changes the parameters of an existing order, quantity or price

api.exchange.cryptomkt.com/#cancel-replace-spot-order

Params

String client_order_id

the client order id of the order to change

String new_client_order_id

the new client order id for the modified order. must be unique within the trading day

String quantity

new order quantity

String price

new order price

Bool strict_validate

price and quantity will be checked for the incrementation with tick size and quantity step. See symbol’s tick_size and quantity_increment

Proc callback

Optional. A Proc of two arguments, An exception and a result, called either with the exception or with the result, the new version of the order



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# File 'lib/cryptomarket/websocket/trading_client.rb', line 239

def replace_spot_order( # rubocop:disable Metrics/ParameterLists
  client_order_id:, new_client_order_id:, quantity:, price:, strict_validate: nil, callback: nil
)
  request('spot_replace_order', callback, {
            client_order_id: client_order_id, new_client_order_id: new_client_order_id, quantity: quantity,
            price: price, strict_validate: strict_validate
          })
end

#subscribe_to_reports(callback:, result_callback: nil) ⇒ Object

subscribe to a feed of execution reports of the user’s orders

api.exchange.cryptomkt.com/#socket-spot-trading

Params

Proc callback

A Proc that recieves notifications as a list of reports, and the type of notification (either ‘snapshot’ or ‘update’)

Proc result_callback

Optional. A Proc called with a boolean value, indicating the success of the subscription



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# File 'lib/cryptomarket/websocket/trading_client.rb', line 45

def subscribe_to_reports(callback:, result_callback: nil)
  interceptor = proc { |notification, type|
    if type == Args::NotificationType::SNAPSHOT
      callback.call(notification, type)
    else
      callback.call([notification], type)
    end
  }
  send_subscription('spot_subscribe', interceptor, {}, result_callback)
end

#subscribe_to_spot_balance(callback:, mode: nil, result_callback: nil) ⇒ Object

subscribe to a feed of the user’s spot balances

only non-zero values are present

api.exchange.cryptomkt.com/#subscribe-to-spot-balances

Proc callback

A Proc that recieves notifications as a list of balances, the notification type is always data

Proc result_callback

Optional. A Proc called with a boolean value, indicating the success of the subscription

Proc String mode

Optional. The type of subscription, Either ‘updates’ or ‘batches’. Update messages arrive after an update. Batch messages arrive at equal intervals after a first update



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# File 'lib/cryptomarket/websocket/trading_client.rb', line 75

def subscribe_to_spot_balance(callback:, mode: nil, result_callback: nil)
  interceptor = lambda { |notification, _type|
    callback.call(notification)
  }
  send_subscription('spot_balance_subscribe', interceptor, { mode: mode }, result_callback)
end

#unsubscribe_to_reports(callback: nil) ⇒ Object

stop recieveing the report feed subscription

api.exchange.cryptomkt.com/#socket-spot-trading

Params

Proc callback

Optional. A Proc called with a boolean value, indicating the success of the unsubscription



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# File 'lib/cryptomarket/websocket/trading_client.rb', line 62

def unsubscribe_to_reports(callback: nil)
  send_unsubscription('spot_unsubscribe', callback, nil)
end

#unsubscribe_to_spot_balance(result_callback: nil) ⇒ Object

stop recieving the feed of balances changes

api.exchange.cryptomkt.com/#subscribe-to-wallet-balance

Params

Proc callback

Optional. A Proc of two arguments, An exception and a result, called either with the exception or with the result, a boolean value indicating the success of the unsubscription



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# File 'lib/cryptomarket/websocket/trading_client.rb', line 88

def unsubscribe_to_spot_balance(result_callback: nil)
  send_unsubscription(
    'spot_balance_unsubscribe',
    result_callback,
    { mode: Args::SubscriptionMode::UPDATES }
  )
end