Class: Cryptomarket::Websocket::MarketDataClient

Inherits:
MarketDataClientCore show all
Defined in:
lib/cryptomarket/websocket/market_data_client.rb

Overview

MarketDataClient connects via websocket to cryptomarket to get market information of the exchange.

Instance Method Summary collapse

Methods inherited from MarketDataClientCore

#handle, #handle_ch_notification, #initialize, #intercept_result_callback, #send_channel_subscription

Methods inherited from ClientBase

#close, #connect, #connected?, #get_callback_for_response, #handle, #handle_good_response, #handle_notification, #handle_response, #initialize, #on_close, #on_close=, #on_connect, #on_connect=, #on_error, #on_error=, #on_open, #request, #send_subscription, #send_unsubscription, #store_callback_and_send

Constructor Details

This class inherits a constructor from Cryptomarket::Websocket::MarketDataClientCore

Instance Method Details

#subscribe_to_candles(callback:, period:, symbols:, limit: nil, result_callback: nil) ⇒ Object

subscribe to a feed of candles

subscription is for the specified symbols

normal subscriptions have one update message per symbol

Requires no API key Access Rights

api.exchange.cryptomkt.com/#subscribe-to-candles

Params

Proc callback

A Proc that recieves notifications as a hash of candles indexed by symbol, and the type of notification (either ‘snapshot’ or ‘update’)

String period

Optional. A valid tick interval. ‘M1’ (one minute), ‘M3’, ‘M5’, ‘M15’, ‘M30’, ‘H1’ (one hour), ‘H4’, ‘D1’ (one day), ‘D7’, ‘1M’ (one month).

Array[String] symbols

Optional. A list of symbol ids

Integer limit

Number of historical entries returned in the first feed. Min is 0. Max is 1_000. Default is 0

Proc result_callback

Optional. A Proc called with a list of subscribed symbols



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# File 'lib/cryptomarket/websocket/market_data_client.rb', line 54

def subscribe_to_candles(callback:, period:, symbols:, limit: nil, result_callback: nil)
  params = { 'symbols' => symbols, 'limit' => limit }
  send_channel_subscription("candles/#{period}", callback,
                            intercept_result_callback(result_callback), params)
end

#subscribe_to_converted_candles(callback:, target_currency:, symbols:, period:, limit: nil, result_callback: nil) ⇒ Object

subscribes to a feed of candles regarding the last price converted to the target currency for all symbols or for the specified symbols

Candles are used for the representation of a specific symbol as an OHLC chart

Conversion from the symbol quote currency to the target currency is the mean of "best" bid price and "best" ask price in the order book. If there is no "best" bid or ask price, the last price is returned.

Requires no API key Access Rights

api.exchange.cryptomkt.com/#subscribe-to-converted-candles

Proc callback

A Proc that recieves notifications as a hash of candles indexed by symbol, and the type of notification (either ‘snapshot’ or ‘update’)

String target_currency

Target currency for conversion

Array[String] symbols

A list of symbols

String period

A valid tick interval. ‘M1’ (one minute), ‘M3’, ‘M5’, ‘M15’, ‘M30’, ‘H1’ (one hour), ‘H4’, ‘D1’ (one day), ‘D7’, ‘1M’ (one month).

String from

Optional. Initial value of the queried interval. As DateTime

String till

Optional. Last value of the queried interval. As DateTime

Integer limit

Optional. Prices per currency pair. Defaul is 100. Min is 1. Max is 1_000

Proc result_callback

Optional. A Proc called with a list of subscribed symbols



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# File 'lib/cryptomarket/websocket/market_data_client.rb', line 79

def subscribe_to_converted_candles(callback:, target_currency:, symbols:, period:, limit: nil, result_callback: nil) # rubocop:disable Metrics/ParameterLists
  params = { 'target_currency' => target_currency, 'symbols' => symbols, 'limit' => limit }
  send_channel_subscription("converted/candles/#{period}", callback,
                            intercept_result_callback(result_callback), params)
end

#subscribe_to_full_order_book(callback:, symbols:, result_callback: nil) ⇒ Object

subscribe to a feed of a full orderbook

subscription is for the specified symbols

normal subscriptions have one update message per symbol

the first notification is a snapshot of the full orderbook, and next notifications are updates to this snapshot

Requires no API key Access Rights

api.exchange.cryptomkt.com/#subscribe-to-full-order-book

Params

Proc callback

A Proc that recieves notifications as a hash of full orderbooks indexed by symbol, and the type of notification (either ‘snapshot’ or ‘update’)

Array[String] symbols

Optional. A list of symbol ids

Proc result_callback

Optional. A Proc of two arguments, An exception and a result, called either with the exception or with the result, a list of subscribed symbols



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# File 'lib/cryptomarket/websocket/market_data_client.rb', line 189

def subscribe_to_full_order_book(callback:, symbols:, result_callback: nil)
  params = { 'symbols' => symbols }
  send_channel_subscription('orderbook/full', callback, intercept_result_callback(result_callback), params)
end

#subscribe_to_mini_ticker(callback:, speed:, symbols: ['*'], result_callback: nil) ⇒ Object

subscribe to a feed of mini tickers

subscription is for all symbols or for the specified symbols

normal subscriptions have one update message per symbol

Requires no API key Access Rights

api.exchange.cryptomkt.com/#subscribe-to-mini-ticker

Params

Proc callback

A Proc that recieves notifications as a hash of minitickers indexed by symbol, and the type of notification (only ‘data’)

String speed

The speed of the feed. ‘1s’ or ‘3s’

Array[String] symbols

Optional. A list of symbol ids

Proc result_callback

Optional. A Proc of two arguments, An exception and a result, called either with the exception or with the result, a list of subscribed symbols



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# File 'lib/cryptomarket/websocket/market_data_client.rb', line 101

def subscribe_to_mini_ticker(callback:, speed:, symbols: ['*'], result_callback: nil)
  params = { 'symbols' => symbols }
  send_channel_subscription("ticker/price/#{speed}", callback,
                            intercept_result_callback(result_callback), params)
end

#subscribe_to_mini_ticker_in_batches(callback:, speed:, symbols: ['*'], result_callback: nil) ⇒ Object

subscribe to a feed of mini tickers

subscription is for all symbols or for the specified symbols

batch subscriptions have a joined update for all symbols

Requires no API key Access Rights

api.exchange.cryptomkt.com/#subscribe-to-mini-ticker-in-batches

Params

Proc callback

A Proc that recieves notifications as a hash of minitickers indexed by symbol, and the type of notification (only ‘data’)

String speed

The speed of the feed. ‘1s’ or ‘3s’

Array[String] symbols

Optional. A list of symbol ids

Proc result_callback

Optional. A Proc of two arguments, An exception and a result, called either with the exception or with the result, a list of subscribed symbols



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# File 'lib/cryptomarket/websocket/market_data_client.rb', line 123

def subscribe_to_mini_ticker_in_batches(callback:, speed:, symbols: ['*'], result_callback: nil)
  params = { 'symbols' => symbols }
  send_channel_subscription("ticker/price/#{speed}/batch", callback,
                            intercept_result_callback(result_callback), params)
end

#subscribe_to_partial_order_book(callback:, depth:, speed:, symbols: ['*'], result_callback: nil) ⇒ Object

subscribe to a feed of a partial orderbook

subscription is for all symbols or for the specified symbols

normal subscriptions have one update message per symbol

Requires no API key Access Rights

api.exchange.cryptomkt.com/#subscribe-to-partial-order-book

Params

Proc callback

A Proc that recieves notifications as a hash of partial orderbooks indexed by symbol, and the type of notification (only ‘data’)

String speed

The speed of the feed. ‘100ms’, ‘500ms’ or ‘1000ms’

String depth

The depth of the partial orderbook

Array[String] symbols

Optional. A list of symbol ids

Proc result_callback

Optional. A Proc of two arguments, An exception and a result, called either with the exception or with the result, a list of subscribed symbols



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# File 'lib/cryptomarket/websocket/market_data_client.rb', line 211

def subscribe_to_partial_order_book(callback:, depth:, speed:, symbols: ['*'], result_callback: nil)
  params = { 'symbols' => symbols }
  send_channel_subscription("orderbook/#{depth}/#{speed}", callback,
                            intercept_result_callback(result_callback), params)
end

#subscribe_to_partial_order_book_in_batches(callback:, depth:, speed:, symbols: ['*'], result_callback: nil) ⇒ Object

subscribe to a feed of a partial orderbook in batches

subscription is for all symbols or for the specified symbols

batch subscriptions have a joined update for all symbols

api.exchange.cryptomkt.com/#subscribe-to-partial-order-book-in-batches

Params

Proc callback

A Proc that recieves notifications as a hash of partial orderbooks indexed by symbol, and the type of notification (only ‘data’)

String speed

The speed of the feed. ‘100ms’, ‘500ms’ or ‘1000ms’

String depth

The depth of the partial orderbook

Array[String] symbols

Optional. A list of symbol ids

Proc result_callback

Optional. A Proc of two arguments, An exception and a result, called either with the exception or with the result, a list of subscribed symbols



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# File 'lib/cryptomarket/websocket/market_data_client.rb', line 232

def subscribe_to_partial_order_book_in_batches(callback:, depth:, speed:, symbols: ['*'],
                                               result_callback: nil)
  params = { 'symbols' => symbols }
  send_channel_subscription("orderbook/#{depth}/#{speed}/batch", callback,
                            intercept_result_callback(result_callback), params)
end

#subscribe_to_price_rates(callback:, speed:, target_currency:, currencies: ['*'], result_callback: nil) ⇒ Object

subscribe to a feed of the top of the orderbook

subscription is for all currencies or for the specified currencies

api.exchange.cryptomkt.com/#subscribe-to-price-rates

Params

Proc callback

A Proc that recieves notifications as a hash of top of orderbooks indexed by symbol, and the type of notification (only ‘data’)

String speed

The speed of the feed. ‘1s’ or ‘3s’

String target_currency

Quote currency of the rate

Array[String] currencies

Optional. A list of currencies ids

Proc result_callback

Optional. A Proc of two arguments, An exception and a result, called either with the exception or with the result, a list of subscribed symbols



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# File 'lib/cryptomarket/websocket/market_data_client.rb', line 292

def subscribe_to_price_rates(callback:, speed:, target_currency:, currencies: ['*'], result_callback: nil)
  params = {
    speed: speed, target_currency: target_currency, currencies: currencies
  }
  send_channel_subscription("price/rate/#{speed}", callback, intercept_result_callback(result_callback), params)
end

#subscribe_to_price_rates_in_batches(callback:, speed:, target_currency:, currencies: ['*'], result_callback: nil) ⇒ Object

subscribe to a feed of the top of the orderbook

subscription is for all currencies or for the specified currencies

batch subscriptions have a joined update for all currencies

api.exchange.cryptomkt.com/#subscribe-to-price-rates-in-batches

Params

Proc callback

A Proc that recieves notifications as a hash of top of orderbooks indexed by symbol, and the type of notification (only ‘data’)

String speed

The speed of the feed. ‘1s’ or ‘3s’

String target_currency

Quote currency of the rate

Array[String] currencies

Optional. A list of currencies ids

Proc result_callback

Optional. A Proc of two arguments, An exception and a result, called either with the exception or with the result, a list of subscribed symbols



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# File 'lib/cryptomarket/websocket/market_data_client.rb', line 314

def subscribe_to_price_rates_in_batches(callback:, speed:, target_currency:, currencies: ['*'],
                                        result_callback: nil)
  params = {
    speed: speed, target_currency: target_currency, currencies: currencies
  }
  send_channel_subscription("price/rate/#{speed}/batch", callback,
                            intercept_result_callback(result_callback), params)
end

#subscribe_to_ticker(callback:, speed:, symbols: ['*'], result_callback: nil) ⇒ Object

subscribe to a feed of tickers

subscription is for all symbols or for the specified symbols

normal subscriptions have one update message per symbol

Requires no API key Access Rights

api.exchange.cryptomkt.com/#subscribe-to-ticker

Params

Proc callback

A Proc that recieves notifications as a hash of tickers indexed by symbol, and the type of notification (only ‘data’)

String speed

The speed of the feed. ‘1s’ or ‘3s’

Array[String] symbols

Optional. A list of symbol ids

Proc result_callback

Optional. A Proc of two arguments, An exception and a result, called either with the exception or with the result, a list of subscribed symbols



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# File 'lib/cryptomarket/websocket/market_data_client.rb', line 145

def subscribe_to_ticker(callback:, speed:, symbols: ['*'], result_callback: nil)
  params = { 'symbols' => symbols }
  send_channel_subscription("ticker/#{speed}", callback, intercept_result_callback(result_callback), params)
end

#subscribe_to_ticker_in_batches(callback:, speed:, symbols: ['*'], result_callback: nil) ⇒ Object

subscribe to a feed of tickers

subscription is for all symbols or for the specified symbols

batch subscriptions have a joined update for all symbols

Requires no API key Access Rights

api.exchange.cryptomkt.com/#subscribe-to-ticker-in-batches

Params

Proc callback

A Proc that recieves notifications as a hash of tickers indexed by symbol, and the type of notification (only ‘data’)

String speed

The speed of the feed. ‘1s’ or ‘3s’

Array[String] symbols

Optional. A list of symbol ids

Proc result_callback

Optional. A Proc of two arguments, An exception and a result, called either with the exception or with the result, a list of subscribed symbols



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# File 'lib/cryptomarket/websocket/market_data_client.rb', line 166

def subscribe_to_ticker_in_batches(callback:, speed:, symbols: ['*'], result_callback: nil)
  params = { 'symbols' => symbols }
  send_channel_subscription("ticker/#{speed}/batch", callback, intercept_result_callback(result_callback), params)
end

#subscribe_to_top_of_book(callback:, speed:, symbols: ['*'], result_callback: nil) ⇒ Object

subscribe to a feed of the top of the orderbook

subscription is for all symbols or for the specified symbols

normal subscriptions have one update message per symbol

api.exchange.cryptomkt.com/#subscribe-to-top-of-book

Params

Proc callback

A Proc that recieves notifications as a hash of top of orderbooks indexed by symbol, and the type of notification (only ‘data’)

String speed

The speed of the feed. ‘100ms’, ‘500ms’ or ‘1000ms’

Array[String] symbols

Optional. A list of symbol ids

Proc result_callback

Optional. A Proc of two arguments, An exception and a result, called either with the exception or with the result, a list of subscribed symbols



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# File 'lib/cryptomarket/websocket/market_data_client.rb', line 253

def subscribe_to_top_of_book(callback:, speed:, symbols: ['*'], result_callback: nil)
  params = { 'symbols' => symbols }
  send_channel_subscription("orderbook/top/#{speed}", callback,
                            intercept_result_callback(result_callback), params)
end

#subscribe_to_top_of_book_in_batches(callback:, speed:, symbols: ['*'], result_callback: nil) ⇒ Object

subscribe to a feed of the top of the orderbook

subscription is for all symbols or for the specified symbols

batch subscriptions have a joined update for all symbols

api.exchange.cryptomkt.com/#subscribe-to-top-of-book-in-batches

Params

Proc callback

A Proc that recieves notifications as a hash of top of orderbooks indexed by symbol, and the type of notification (only ‘data’)

String speed

The speed of the feed. ‘100ms’, ‘500ms’ or ‘1000ms’

Array[String] symbols

Optional. A list of symbol ids

Proc result_callback

Optional. A Proc of two arguments, An exception and a result, called either with the exception or with the result, a list of subscribed symbols



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# File 'lib/cryptomarket/websocket/market_data_client.rb', line 273

def subscribe_to_top_of_book_in_batches(callback:, speed:, symbols: ['*'], result_callback: nil)
  params = { 'symbols' => symbols }
  send_channel_subscription("orderbook/top/#{speed}/batch", callback,
                            intercept_result_callback(result_callback), params)
end

#subscribe_to_trades(callback:, symbols:, limit: nil, result_callback: nil) ⇒ Object

subscribe to a feed of trades

subscription is for the specified symbols

normal subscriptions have one update message per symbol

the first notification contains the last n trades, with n defined by the limit argument, the next notifications are updates and correspond to new trades

Requires no API key Access Rights

api.exchange.cryptomkt.com/#subscribe-to-trades

Params

Proc callback

A Proc that recieves notifications as a hash of trades indexed by symbol, and the type of notification (either ‘snapshot’ or ‘update’)

Array[String] symbols

A list of symbol ids

Integer limit

Number of historical entries returned in the first feed. Min is 0. Max is 1_000. Default is 0

Proc result_callback

Optional. A Proc of two arguments, An exception and a result, called either with the exception or with the result, a list of subscribed symbols



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# File 'lib/cryptomarket/websocket/market_data_client.rb', line 32

def subscribe_to_trades(callback:, symbols:, limit: nil, result_callback: nil)
  params = { 'symbols' => symbols, 'limit' => limit }
  send_channel_subscription('trades', callback, intercept_result_callback(result_callback), params)
end