Class: RAPFLAG::Bitfinex

Inherits:
History show all
Defined in:
lib/rapflag/bitfinex.rb

Constant Summary collapse

Delay_in_seconds = 
30
@@btc_to_usd = 
{}
@@bfx_to_usd = 
{}

Constants inherited from History

History::DATE_FORMAT, History::DATE_TIME_FORMAT

Instance Attribute Summary

Attributes inherited from History

#bfx_to_usd, #btc_to_usd, #currency, #history, #wallet

Instance Method Summary collapse

Methods inherited from History

#create_csv_file, #create_summary, #initialize

Constructor Details

This class inherits a constructor from RAPFLAG::History

Instance Method Details

#fetch_csv_history ⇒ Object 



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# File 'lib/rapflag/bitfinex.rb', line 60

def fetch_csv_history
  @history = []
  check_config
  client = ::Bitfinex::Client.new
  timestamp = Time.now.to_i + 1
  while true
    begin
      partial = nil
      while true
        partial = client.history(@currency, { :limit => 1000, :until => timestamp, :wallet => @wallet})
        if partial.is_a?(Hash) && (partial.size > 0) && partial['error'].eql?('ERR_RATE_LIMIT')
          puts "Got #{partial['error']} while fetching #{@wallet} #{@currency} #{client.history} items"
          puts "  Will wait #{Delay_in_seconds} seconds before retrying"
          sleep(Delay_in_seconds)
        end
        break if partial && partial.is_a?(Array)
      end
      break if partial.size <= 1
      first_time = Time.at(partial.first['timestamp'].to_i).strftime(DATE_TIME_FORMAT)
      last_time = Time.at(partial.last['timestamp'].to_i).strftime(DATE_TIME_FORMAT)
      puts "Fetched #{partial.size} @history entries #{first_time} -> #{last_time}"  if $VERBOSE
      timestamp = (partial.last['timestamp'].to_i - 1)
      @history = @history | partial
    rescue => error
      puts "error #{error}"
      puts " backtrace: #{error.backtrace[0..10].join("\n")}"
    end
  end
  puts "Feched #{@history.size} history entries" if $VERBOSE
end

#get_usd_exchange(date_time = Time.now, from = 'BTC') ⇒ Object 



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# File 'lib/rapflag/bitfinex.rb', line 14

def get_usd_exchange(date_time = Time.now, from='BTC')
  return 1.0 if from == 'USD'
  key = date_time.strftime(DATE_FORMAT)
  return @@btc_to_usd[key] if from.eql?('BTC') && @@btc_to_usd.size > 0
  return @@bfx_to_usd[key] if from.eql?('BFX') && @@bfx_to_usd.size > 0

  ms =  (date_time.is_a?(Date) ? date_time.to_time : date_time).to_i*1000
  ms_next_date = ms + (3*24*3600)*1000
  # this does not work
  # url = "https://api.bitfinex.com/v2/candles/trade:1D:t#{from}USD/hist?start:#{ms}?end:#{ms_next_date}"
  # therefore we just return the most uptodate
  url = "https://api.bitfinex.com/v2/candles/trade:1D:t#{from}USD/hist?start:#{ms}"
  rates = {}
  while true
    puts "Fetching #{date_time}: #{url} #{@@btc_to_usd.size} BTC #{@@bfx_to_usd.size} BFX" if $VERBOSE
    response = Faraday.get(url)
    items = eval(response.body)
    if items && items.size > 0 && items.first.first.eql?(:error)
      puts "#{Time.now}: Fetching #{url} returned #{items.first}."
      puts "   Retrying in #{Delay_in_seconds} seconds"
      sleep(Delay_in_seconds)
    else
      break
    end
  end
  items.each do |item|
    # http://docs.bitfinex.com/v2/reference#rest-public-candles
    # field definitions for  [ MTS, OPEN, CLOSE, HIGH, LOW, VOLUME ],
    # MTS   int   millisecond time stamp
    # OPEN  float   First execution during the time frame
    # CLOSE   float   Last execution during the time frame
    # HIGH  integer   Highest execution during the time frame
    # LOW   float   Lowest execution during the timeframe
    # VOLUME  float   Quantity of symbol traded within the timeframe
    # [[1489363200000,1224.4,1211.2,1238,1206.7,6157.96283895],
    timestamp = Time.at(item.first/1000).strftime(DATE_FORMAT)
    rates[timestamp] = item[2]
  end;
  from.eql?('BTC') ? @@btc_to_usd = rates.clone : @@bfx_to_usd = rates.clone
  rates[key] ? rates[key] : nil
rescue => error
  puts "error #{error}"
  puts " backtrace: #{error.backtrace[0..10].join("\n")}"
  require 'pry'; binding.pry
end