Orderbook
A gem for creating a realtime order book for the Coinbase Exchange.
Version 4.0.0 switches to keyword arguments, supports other currencies.
Version 3.0.0 has a slightly different interface and properly queues messages for an accurate Orderbook.
Version 1.0.0 and greater now use the official Coinbase Exchange Ruby Gem's EventMachine-driven client. It should be more reliable than the previous socket code.
Also, the gem now uses BigDecimal in place of Float when dealing with sizes and prices.
Installation
Add this line to your application's Gemfile:
gem 'orderbook'
And then execute:
$ bundle
Or install it yourself as:
$ gem install orderbook
Usage
require 'orderbook'
Create a live updating Orderbook:
ob = Orderbook.new
Create an Orderbook object but don't fetch an orderbook or start live updating.
ob = Orderbook.new(start: false)
When you want it to go live:
ob.start!
When you want to stop it:
ob.stop!
Reset the orderbook by fetching a fresh orderbook snapshot. This just calls
stop!
and then start!
again:
ob.reset!
* Get the "BTC-GBP" orderbook instead of "BTC-USD":
```ruby
ob = Orderbook.new(product_id: "BTC-GBP")
Create a live Orderbook with a callback to fire on each message:
ob = Orderbook.new do || if .fetch 'type' == 'match' puts ob.spread.to_f('s') end end
Create or reset the message callback:
ob. do || puts ob.count end
List current bids:
ob.bids
List current asks:
ob.asks
Show sequence number for initial level 3 snapshot:
ob.snapshot_sequence
Show sequence number for the last message received
ob.last_sequence
Show the last Time a pong was received after a ping (ensures the connection is still alive):
ob.last_pong
Contributing
- Fork it ( https://github.com/mikerodrigues/orderbook/fork )
- Create your feature branch (
git checkout -b my-new-feature
) - Commit your changes (
git commit -am 'Add some feature'
) - Push to the branch (
git push origin my-new-feature
) - Create a new Pull Request