class Cryptoexchange::Exchanges::Bitmex::Services::OrderBook
Public Class Methods
supports_individual_ticker_query?()
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# File lib/cryptoexchange/exchanges/bitmex/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/bitmex/services/order_book.rb, line 31 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 = Bitmex::Market::NAME order_book.asks = adapt_orders(output[:asks]) order_book.bids = adapt_orders(output[:bids]) order_book.timestamp = timestamp order_book.payload = output order_book end
adapt_orders(orders)
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# File lib/cryptoexchange/exchanges/bitmex/services/order_book.rb, line 45 def adapt_orders(orders) orders.collect do |order_entry| Cryptoexchange::Models::Order.new(price: order_entry['price'], amount: order_entry['size'], timestamp: nil) end end
fetch(market_pair)
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Calls superclass method
Cryptoexchange::Services::Market#fetch
# File lib/cryptoexchange/exchanges/bitmex/services/order_book.rb, line 11 def fetch(market_pair) output = super(orderbook_url(market_pair)) split_orderbook = split(output) adapt(split_orderbook, market_pair) end
orderbook_url(market_pair)
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# File lib/cryptoexchange/exchanges/bitmex/services/order_book.rb, line 17 def orderbook_url(market_pair) symbol = (market_pair.target = "USD") ? market_pair.base : market_pair.target "#{Cryptoexchange::Exchanges::Bitmex::Market::API_URL}/orderBook/L2?symbol=#{symbol}&depth=0" end
split(output)
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# File lib/cryptoexchange/exchanges/bitmex/services/order_book.rb, line 22 def split(output) asks = [] bids = [] output.each do |order| order['side'].include?("Buy") ? bids<<order : asks<<order end {asks: asks, bids: bids} end