class Cryptoexchange::Exchanges::Ethfinex::Services::OrderBook
Public Class Methods
supports_individual_ticker_query?()
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# File lib/cryptoexchange/exchanges/ethfinex/services/order_book.rb, line 6 def supports_individual_ticker_query? true end
Public Instance Methods
adapt(output, market_pair)
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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)
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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)
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Calls superclass method
Cryptoexchange::Services::Market#fetch
# 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)
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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)
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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