class Cryptoexchange::Exchanges::Bitfinex::Services::OrderBookStream

Public Instance Methods

parse_message(message, market_pair) click to toggle source
# File lib/cryptoexchange/exchanges/bitfinex/services/order_book_stream.rb, line 21
def parse_message(message, market_pair)
  # CHANNEL_ID integer  Channel ID
  # PRICE            float    Price level
  # COUNT      int      Number of orders at that price level
  # ±AMOUNT        float    Total amount available at that price level. Positive values mean bid, negative values mean ask.
  order_book        = Cryptoexchange::Models::OrderBook.new
  order_book.base   = market_pair.base
  order_book.target = market_pair.target
  order_book.market = Bitfinex::Market::NAME

  if message[3] > 0
    order_book.bids = adapt_orders(message)
  else
    order_book.asks = adapt_orders(message)
  end

  order_book.timestamp = Time.now.to_i
  order_book.payload   = message
  order_book
end
subscribe_event(market_pair) click to toggle source
# File lib/cryptoexchange/exchanges/bitfinex/services/order_book_stream.rb, line 9
def subscribe_event(market_pair)
  {
    event:   "subscribe",
    channel: "book",
    pair:    "#{market_pair.base}#{market_pair.target}"
  }.to_json
end
url() click to toggle source
# File lib/cryptoexchange/exchanges/bitfinex/services/order_book_stream.rb, line 5
def url
  Cryptoexchange::Exchanges::Bitfinex::Market::WS_URL
end
valid_message?(message) click to toggle source
# File lib/cryptoexchange/exchanges/bitfinex/services/order_book_stream.rb, line 17
def valid_message?(message)
  message.is_a?(Array) && message.length == 4
end

Private Instance Methods

adapt_orders(message) click to toggle source
# File lib/cryptoexchange/exchanges/bitfinex/services/order_book_stream.rb, line 44
def adapt_orders(message)
  [
    Cryptoexchange::Models::Order.new(
      price: message[1],
      amount: message[3].abs,
      timestamp: nil
    )
  ]
end