require_relative 'market.rb' require 'net/http' require 'openssl' require 'json' require 'date' require 'bigdecimal' module Kaesen # bitFlyer Wrapper Class # https://lightning.bitflyer.jp/docs?lang=ja ## API制限 ## . Private API は 1 分間に約 200 回を上限とします。 ## . IP アドレスごとに 1 分間に約 500 回を上限とします。 class Bitflyer < Market @@nonce = 0 def initialize(options = {}) super() @name = "bitFlyer" @api_key = ENV["BITFLYER_KEY"] @api_secret = ENV["BITFLYER_SECRET"] @url_public = "https://api.bitflyer.jp/v1" @url_private = @url_public @product_code = "BTC_JPY" options.each do |key, value| instance_variable_set("@#{key}", value) end yield(self) if block_given? end ############################################################# # API for public information ############################################################# # Get ticker information. # @return [hash] ticker # ask: [BigDecimal] 最良売気配値 # bid: [BigDecimal] 最良買気配値 # last: [BigDecimal] 最近値(?用語要チェック), last price # high: [BigDecimal] 高値 # low: [BigDecimal] 安値 # volume: [BigDecimal] 取引量 # ltimestamp: [int] ローカルタイムスタンプ # timestamp: [int] タイムスタンプ def ticker h = get_ssl(@url_public + "/getticker?product_code=#{@product_code}") { "ask" => BigDecimal.new(h["best_ask"].to_s), "bid" => BigDecimal.new(h["best_bid"].to_s), "last" => BigDecimal.new(h["ltp"].to_s), # "high" is not supplied. # "low" is not supplied. "volume" => BigDecimal.new(h["volume"].to_s), "ltimestamp" => Time.now.to_i, "timestamp" => DateTime.parse(h["timestamp"]).to_time.to_i, } end # Get order book. # @abstract # @return [hash] array of market depth # asks: [Array] 売りオーダー # price : [BigDecimal] # size : [BigDecimal] # bids: [Array] 買いオーダー # price : [BigDecimal] # size : [BigDecimal] # ltimestamp: [int] ローカルタイムスタンプ def depth h = get_ssl(@url_public + "/getboard?product_code=#{@product_code}") { "asks" => h["asks"].map{|x| [BigDecimal.new(x["price"].to_s), BigDecimal.new(x["size"].to_s)]}, "bids" => h["bids"].map{|x| [BigDecimal.new(x["price"].to_s), BigDecimal.new(x["size"].to_s)]}, "ltimestamp" => Time.now.to_i, } end ############################################################# # API for private user data and trading ############################################################# # Get account balance. # @abstract # @return [hash] account_balance_hash # jpy: [hash] # amount: [BigDecimal] 総日本円 # available: [BigDecimal] 取引可能な日本円 # btc [hash] # amount: [BigDecimal] 総BTC # available: [BigDecimal] 取引可能なBTC # ltimestamp: [int] ローカルタイムスタンプ def balance have_key? h = get_ssl_with_sign(@url_private + "/me/getbalance") { "jpy" => { "amount" => BigDecimal.new(h[0]["amount"].to_s), "available" => BigDecimal.new(h[0]["available"].to_s), }, "btc" => { "amount" => BigDecimal.new(h[1]["amount"].to_s), "available" => BigDecimal.new(h[1]["available"].to_s), }, "ltimestamp" => Time.now.to_i, } end # Get open orders. # @abstract # @return [Array] open_orders_array # @return [hash] history_order_hash # success: [bool] # id: [String] order id in the market # rate: [BigDecimal] # amount: [BigDecimal] # order_type: [String] "sell" or "buy" # order_status: [String] "active", "completed" or "canceled" # ltimestamp: [int] Local Timestamp def opens have_key? address = @url_private + "/me/getchildorders" query = { "child_order_state" => "ACTIVE", } address += "?" + query.to_a.map{|x|"#{x[0]}=#{x[1]}" }.join("&") body = { "product_code" => @product_code, } a = get_ssl_with_sign(address, body) a.map{|x| { "success" => "true", "id" => x["child_order_acceptance_id"], "rate" => BigDecimal.new(x["average_price"].to_s), "amount" => BigDecimal.new(x["size"].to_s), "order_type" => x["side"].downcase, } } end # Buy the amount of Bitcoin at the rate. # 指数注文 買い. # @abstract # @param [BigDecimal] rate # @param [BigDecimal] amount minimal amount is 0.001 BTC # @return [hash] history_order_hash # success: [String] "true" or "false" # id: [String] order id at the market # rate: [BigDecimal] # amount: [BigDecimal] # order_type: [String] "sell" or "buy" # ltimestamp: [int] ローカルタイムスタンプ def buy(rate, amount=BigDecimal.new(0)) have_key? address = @url_private + "/me/sendchildorder" body = { "product_code" => @product_code, "child_order_type" => "LIMIT", "side" => "BUY", "price" => rate.to_i, "size" => amount.to_f.round(4), "minute_to_expire" => 525600, "time_in_force" => "GTC", } h = post_ssl_with_sign(address, body) { "success" => "true", "id" => h["child_order_acceptance_id"].to_s, "rate" => BigDecimal.new(rate.to_s), "amount" => BigDecimal.new(amount.to_s), "order_type" => "buy", "ltimestamp" => Time.now.to_i, } end # Buy the amount of Bitcoin from the market. # 成行注文 買い. # @abstract # @param [BigDecimal] amount # @return [hash] history_order_hash # success: [bool] # id: [String] order id in the market # rate: [BigDecimal] # amount: [BigDecimal] # order_type: [String] "sell" or "buy" # ltimestamp: [int] Local Timestamp def market_buy(amount=BigDecimal.new("0.0")) have_key? address = @url_private + "/me/sendchildorder" body = { "product_code" => @product_code, "child_order_type" => "MARKET", "side" => "BUY", "size" => amount.to_f.round(4), "minute_to_expire" => 525600, "time_in_force" => "GTC", } h = post_ssl_with_sign(address, body) { "success" => "true", "id" => h["child_order_acceptance_id"].to_s, # "rate" is not supplied. "amount" => BigDecimal.new(amount.to_s), "order_type" => "buy", "ltimestamp" => Time.now.to_i, } end # Sell the amount of Bitcoin at the rate. # 指数注文 売り. # Abstract Method. # @param [BigDecimal] rate # @param [BigDecimal] amount # @return [hash] history_order_hash # success: [String] "true" or "false" # id: [String] order id at the market # rate: [BigDecimal] # amount: [BigDecimal] # order_type: [String] "sell" or "buy" # ltimestamp: [int] ローカルタイムスタンプ def sell(rate, amount=BigDecimal.new(0)) have_key? address = @url_private + "/me/sendchildorder" body = { "product_code" => @product_code, "child_order_type" => "LIMIT", "side" => "SELL", "price" => rate.to_i, "size" => amount.to_f.round(4), "minute_to_expire" => 525600, "time_in_force" => "GTC", } h = post_ssl_with_sign(address, body) { "success" => "true", "id" => h["child_order_acceptance_id"].to_s, "rate" => BigDecimal.new(rate.to_s), "amount" => BigDecimal.new(amount.to_s), "order_type" => "sell", "ltimestamp" => Time.now.to_i, } end # Sell the amount of Bitcoin to the market. # 成行注文 売り. # @abstract # @param [BigDecimal] amount # @return [hash] history_order_hash # success: [bool] # id: [String] order id in the market # rate: [BigDecimal] # amount: [BigDecimal] # order_type: [String] "sell" or "buy" # ltimestamp: [int] Local Timestamp def market_sell(amount=BigDecimal.new("0.0")) have_key? address = @url_private + "/me/sendchildorder" body = { "product_code" => @product_code, "child_order_type" => "MARKET", "side" => "SELL", "size" => amount.to_f.round(4), "minute_to_expire" => 525600, "time_in_force" => "GTC", } h = post_ssl_with_sign(address, body) { "success" => "true", "id" => h["child_order_acceptance_id"].to_s, # "rate" is not supplied. "amount" => BigDecimal.new(amount.to_s), "order_type" => "sell", "ltimestamp" => Time.now.to_i, } end # Cancel an open order # @abstract # @param [int or string] order id # @return [hash] # success: [bool] status def cancel(id) have_key? address = @url_private + "/me/cancelchildorder" body = { "product_code" => @product_code, "child_order_acceptance_id" => id } h = post_ssl_with_sign(address, body) { "success" => h } end # Cancel all open orders # @abstract # @return [array] # success: [bool] status def cancel_all have_key? opens.collect{|h| cancel(h["id"]) } end private def initialize_https(uri) https = Net::HTTP.new(uri.host, uri.port) https.use_ssl = true https.open_timeout = 5 https.read_timeout = 15 https.verify_mode = OpenSSL::SSL::VERIFY_PEER https.verify_depth = 5 https end # Connect to address via https, and return json response. def get_ssl(address) uri = URI.parse(address) begin https = initialize_https(uri) https.start {|w| response = w.get(uri.request_uri) case response when Net::HTTPSuccess json = JSON.parse(response.body) raise JSONException, response.body if json == nil return json else raise ConnectionFailedException, "Failed to connect to #{@name}." end } rescue raise end end def get_nonce pre_nonce = @@nonce next_nonce = (1000*Time.now.to_f).to_i if next_nonce <= pre_nonce @@nonce = pre_nonce + 1 else @@nonce = next_nonce end return @@nonce end def get_sign(uri, method, nonce, body) secret = @api_secret text = nonce.to_s + method + uri.request_uri text += body.to_json if body != "" OpenSSL::HMAC.hexdigest(OpenSSL::Digest.new("sha256"), secret, text) end def get_headers(uri, method, nonce, body="") { "ACCESS-KEY" => @api_key, "ACCESS-TIMESTAMP" => nonce.to_s, "ACCESS-SIGN" => get_sign(uri, method, nonce, body), "Content-Type" => "application/json", } end def get_ssl_with_sign(address, body="") uri = URI.parse(address) nonce = get_nonce headers = get_headers(uri, "GET", nonce, body) begin req = Net::HTTP::Get.new(uri, headers) req.body = body.to_json if body != "" https = https = initialize_https(uri) https.start {|w| response = w.request(req) case response when Net::HTTPSuccess json = JSON.parse(response.body) raise JSONException, response.body if json == nil return json else raise ConnectionFailedException, "Failed to connect to #{@name}: " + response.value end } rescue raise end end def post_ssl_with_sign(address, body="") uri = URI.parse(address) nonce = get_nonce headers = get_headers(uri, "POST", nonce, body) begin req = Net::HTTP::Post.new(uri, headers) req.body = body.to_json if body != "" https = initialize_https(uri) https.start {|w| response = w.request(req) case response when Net::HTTPSuccess return true if response.body == "" # cancel success json = JSON.parse(response.body) raise JSONException, response.body if json == nil return json else raise ConnectionFailedException, "Failed to connect to #{@name}: " + response.value end } rescue raise end end end end