class Kaesen::Kraken
Kraken
Wrapper Class www.kraken.com/help/api
Public Class Methods
new(options = {}) { |self| ... }
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Calls superclass method
# File lib/kaesen/kraken.rb, line 14 def initialize(options = {}) super() @name = "Kraken" @api_key = ENV["KRAKEN_KEY"] @api_secret = ENV["KRAKEN_SECRET"] @url_public = "https://api.kraken.com/0/public" @url_private = "https://api.kraken.com/0/private" options.each do |key, value| instance_variable_set("@#{key}", value) end yield(self) if block_given? end
Public Instance Methods
depth()
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Get order book. @abstract @return [hash] array of market depth
asks: [Array] 売りオーダー price : [BigDecimal] size : [BigDecimal] bids: [Array] 買いオーダー price : [BigDecimal] size : [BigDecimal] ltimestamp: [int] ローカルタイムスタンプ
# File lib/kaesen/kraken.rb, line 67 def depth h = get_ssl(@url_public + "/Depth?pair=XXBTZJPY") h = h["XXBTZJPY"] { "asks" => h["asks"].map{|a,b,t| [BigDecimal.new(a.to_s), BigDecimal.new(b.to_s)]}, # to_s でないと誤差が生じる "bids" => h["bids"].map{|a,b,t| [BigDecimal.new(a.to_s), BigDecimal.new(b.to_s)]}, # to_s でないと誤差が生じる "ltimestamp" => Time.now.to_i, } end
ticker()
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Get ticker information. @return [hash] ticker
ask: [BigDecimal] 最良売気配値 bid: [BigDecimal] 最良買気配値 last: [BigDecimal] 最近値(?用語要チェック), last price high: [BigDecimal] 高値 low: [BigDecimal] 安値 volume: [BigDecimal] 取引量 ltimestamp: [int] ローカルタイムスタンプ vwap: [BigDecimal] 過去24時間の加重平均
# File lib/kaesen/kraken.rb, line 42 def ticker h = get_ssl(@url_public + "/Ticker?pair=XXBTZJPY") # cf. XBTJPY is alias of XXBTZJPY h = h["XXBTZJPY"] { "ask" => BigDecimal.new(h["a"][0]), "bid" => BigDecimal.new(h["b"][0]), "last" => BigDecimal.new(h["c"][0]), "high" => BigDecimal.new(h["h"][1]), # of the previous 24 hours "low" => BigDecimal.new(h["l"][1]), # of the previous 24 hours "volume" => BigDecimal.new(h["v"][1]), # of the previous 24 hours "ltimestamp" => Time.now.to_i, "vwap" => BigDecimal.new(h["p"][1]), # of the previous 24 hours } end
Private Instance Methods
get_nonce()
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# File lib/kaesen/kraken.rb, line 112 def get_nonce pre_nonce = @@nonce next_nonce = (Time.now.to_i) * 100 if next_nonce <= pre_nonce @@nonce = pre_nonce + 1 else @@nonce = next_nonce end return @@nonce end
get_sign(req)
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# File lib/kaesen/kraken.rb, line 125 def get_sign(req) secret = @api_secret text = req.body OpenSSL::HMAC::hexdigest(OpenSSL::Digest.new('sha512'), secret, text) end
get_ssl(address)
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Connect to address via https, and return json response.
# File lib/kaesen/kraken.rb, line 90 def get_ssl(address) uri = URI.parse(address) begin https = initialize_https(uri) https.start {|w| response = w.get(uri.request_uri) case response when Net::HTTPSuccess json = JSON.parse(response.body) raise JSONException, response.body if json == nil raise APIErrorException, json["error"] unless json["error"].empty? return json["result"] else raise ConnectionFailedException, "Failed to connect to #{@name}." end } rescue raise end end
initialize_https(uri)
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# File lib/kaesen/kraken.rb, line 79 def initialize_https(uri) https = Net::HTTP.new(uri.host, uri.port) https.use_ssl = true https.open_timeout = 5 https.read_timeout = 15 https.verify_mode = OpenSSL::SSL::VERIFY_PEER https.verify_depth = 5 https end
post_ssl(address, data={})
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Connect to address via https, and return json response.
# File lib/kaesen/kraken.rb, line 133 def post_ssl(address, data={}) uri = URI.parse(address) data["nonce"] = get_nonce begin req = Net::HTTP::Post.new(uri) req.set_form_data(data) req["Key"] = @api_key req["Sign"] = get_sign(req) https = initialize_https(uri) https.start {|w| response = w.request(req) case response when Net::HTTPSuccess json = JSON.parse(response.body) raise JSONException, response.body if json == nil return json else raise ConnectionFailedException, "Failed to connect to #{@name}: " + response.value end } rescue raise end end