Merge pull request #173 from weh/feature/binance

Add Binance ticker, and order book

README.md

@@ -26,8 +26,8 @@ Or install it yourself as:
 | ----------------- | ------- | ---------- | ------- | ------- | ----------- |
 | Allcoin           | Y       |  Y         |         |         | User-Defined|
 | ANX               | Y       |            |         |         | User-Defined|
-| Bit-Z             | Y       |            |         |         | Y
-| Binance           |         |            |         |         |             |
+| Bit-Z             | Y       |            |         |         | Y           |
+| Binance           | Y       | Y          |         |         | User-Defined|
 | Bitbay            | Y       |            |         |         | User-Defined|
 | Bitcoin Indonesia | Y       |            |         |         | User-Defined|
 | Bitfinex          | Y       |            |         |         | Y           |

lib/cryptoexchange/exchanges/binance/binance.yml

@@ -0,0 +1,147 @@
+:pairs:
+  - :base: ETH
+    :target: BTC
+  - :base: LTC
+    :target: BTC
+  - :base: BNB
+    :target: BTC
+  - :base: NEO
+    :target: BTC
+  - :base: QTUM
+    :target: ETH
+  - :base: EOS
+    :target: ETH
+  - :base: SNT
+    :target: ETH
+  - :base: BNT
+    :target: ETH
+  - :base: BCC
+    :target: BTC
+  - :base: GAS
+    :target: BTC
+  - :base: BNB
+    :target: ETH
+  - :base: BTM
+    :target: ETH
+  - :base: HCC
+    :target: BTC
+  - :base: BTC
+    :target: USDT
+  - :base: ETH
+    :target: USDT
+  - :base: HSR
+    :target: BTC
+  - :base: OAX
+    :target: ETH
+  - :base: DNT
+    :target: ETH
+  - :base: MCO
+    :target: ETH
+  - :base: ICN
+    :target: ETH
+  - :base: ELC
+    :target: BTC
+  - :base: MCO
+    :target: BTC
+  - :base: WTC
+    :target: BTC
+  - :base: WTC
+    :target: ETH
+  - :base: LLT
+    :target: BTC
+  - :base: LRC
+    :target: BTC
+  - :base: LRC
+    :target: ETH
+  - :base: QTUM
+    :target: BTC
+  - :base: YOYO
+    :target: BTC
+  - :base: OMG
+    :target: BTC
+  - :base: OMG
+    :target: ETH
+  - :base: ZRX
+    :target: BTC
+  - :base: ZRX
+    :target: ETH
+  - :base: STRAT
+    :target: BTC
+  - :base: STRAT
+    :target: ETH
+  - :base: SNGLS
+    :target: BTC
+  - :base: SNGLS
+    :target: ETH
+  - :base: BQX
+    :target: BTC
+  - :base: BQX
+    :target: ETH
+  - :base: KNC
+    :target: BTC
+  - :base: KNC
+    :target: ETH
+  - :base: FUN
+    :target: BTC
+  - :base: FUN
+    :target: ETH
+  - :base: SNM
+    :target: BTC
+  - :base: SNM
+    :target: ETH
+  - :base: NEO
+    :target: ETH
+  - :base: IOTA
+    :target: BTC
+  - :base: IOTA
+    :target: ETH
+  - :base: LINK
+    :target: BTC
+  - :base: LINK
+    :target: ETH
+  - :base: XVG
+    :target: BTC
+  - :base: XVG
+    :target: ETH
+  - :base: CTR
+    :target: BTC
+  - :base: CTR
+    :target: ETH
+  - :base: SALT
+    :target: BTC
+  - :base: SALT
+    :target: ETH
+  - :base: MDA
+    :target: BTC
+  - :base: MDA
+    :target: ETH
+  - :base: MTL
+    :target: BTC
+  - :base: MTL
+    :target: ETH
+  - :base: SUB
+    :target: BTC
+  - :base: SUB
+    :target: ETH
+  - :base: EOS
+    :target: BTC
+  - :base: SNT
+    :target: BTC
+  - :base: ETC
+    :target: ETH
+  - :base: ETC
+    :target: BTC
+  - :base: MTH
+    :target: BTC
+  - :base: MTH
+    :target: ETH
+  - :base: ENG
+    :target: BTC
+  - :base: ENG
+    :target: ETH
+  - :base: DNT
+    :target: BTC
+  - :base: ZEC
+    :target: BTC
+  - :base: ZEC
+    :target: ETH

lib/cryptoexchange/exchanges/binance/market.rb

@@ -0,0 +1,8 @@
+module Cryptoexchange::Exchanges
+  module Binance
+    class Market
+      NAME = 'binance'
+      API_URL = 'https://www.binance.com/api/v1'
+    end
+  end
+end

lib/cryptoexchange/exchanges/binance/services/market.rb

@@ -0,0 +1,40 @@
+module Cryptoexchange::Exchanges
+  module Binance
+    module Services
+      class Market < Cryptoexchange::Services::Market
+        class << self
+          def supports_individual_ticker_query?
+            true
+          end
+        end
+
+        def fetch(market_pair)
+          output = super(ticker_url(market_pair))
+          adapt(output, market_pair)
+        end
+
+        def ticker_url(market_pair)
+          base = market_pair.base
+          target = market_pair.target
+          "#{Cryptoexchange::Exchanges::Binance::Market::API_URL}/ticker/24hr?symbol=#{base}#{target}"
+        end
+
+        def adapt(output, market_pair)
+          ticker           = Cryptoexchange::Models::Ticker.new
+          ticker.base      = market_pair.base
+          ticker.target    = market_pair.target
+          ticker.market    = Binance::Market::NAME
+          ticker.bid       = NumericHelper.to_d(output['bidPrice'])
+          ticker.ask       = NumericHelper.to_d(output['askPrice'])
+          ticker.last      = NumericHelper.to_d(output['lastPrice'])
+          ticker.high      = NumericHelper.to_d(output['highPrice'])
+          ticker.low       = NumericHelper.to_d(output['lowPrice'])
+          ticker.volume    = NumericHelper.to_d(output['volume'])
+          ticker.timestamp = output['closeTime'].to_i / 1000
+          ticker.payload   = output
+          ticker
+        end
+      end
+    end
+  end
+end

lib/cryptoexchange/exchanges/binance/services/order_book.rb

@@ -0,0 +1,46 @@
+module Cryptoexchange::Exchanges
+  module Binance
+    module Services
+      class OrderBook < Cryptoexchange::Services::Market
+        class << self
+          def supports_individual_ticker_query?
+            true
+          end
+        end
+
+        def fetch(market_pair)
+          output = super(order_book_url(market_pair))
+          adapt(output, market_pair)
+        end
+
+        def order_book_url(market_pair)
+          base = market_pair.base
+          target = market_pair.target
+          "#{Cryptoexchange::Exchanges::Binance::Market::API_URL}/depth?symbol=#{base}#{target}"
+        end
+
+        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    = Binance::Market::NAME
+          order_book.asks      = adapt_orders(output['asks'], timestamp)
+          order_book.bids      = adapt_orders(output['bids'], timestamp)
+          order_book.timestamp = timestamp
+          order_book.payload   = output
+          order_book
+        end
+
+        def adapt_orders(orders, timestamp)
+          orders.collect do |order_entry|
+            Cryptoexchange::Models::Order.new(price: NumericHelper.to_d(order_entry[0]),
+                                              amount: NumericHelper.to_d(order_entry[1]),
+                                              timestamp: timestamp)
+          end  
+        end
+      end
+    end
+  end
+end

lib/cryptoexchange/exchanges/binance/services/pairs.rb

@@ -0,0 +1,25 @@
+module Cryptoexchange::Exchanges
+  module Binance
+    module Services
+      class Pairs < Cryptoexchange::Services::Pairs
+
+        def fetch
+          output = super
+          adapt(output)
+        end
+
+        def adapt(output)
+          market_pairs = []
+          output.each do |pair|
+            market_pairs << Cryptoexchange::Models::MarketPair.new(
+                              base: pair[:base],
+                              target: pair[:target],
+                              market: Binance::Market::NAME
+                            )
+          end
+          market_pairs
+        end
+      end
+    end
+  end
+end