class Cryptoexchange::Exchanges::Bitmex::Services::OrderBook

Public Class Methods

supports_individual_ticker_query?() click to toggle source
# 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) click to toggle source
# 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) click to toggle source
# 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) click to toggle source
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) click to toggle source
# 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) click to toggle source
# 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