Class: Melaya::StreamAPI

Inherits:
Object
  • Object
show all
Defined in:
lib/melaya/stream.rb

Overview

WebSocket streaming API.

Each method yields parsed JSON frame hashes to a block, or returns an Enumerator if no block is given. The connection is closed when the block returns or the Enumerator is exhausted.

Public stream example:

melaya.stream.ticker(exchange: "binance", symbol: "BTC/USDT", market: "spot") do |frame|
  puts frame["last"]
  break   # close after first frame
end

Private stream example (ticket minted automatically):

melaya.stream.strategies do |ev|
  puts ev["type"], ev["strategyId"]
  break
end

Constant Summary collapse

DEFAULT_WS_URL = 
"wss://wss.melaya.org"

Instance Method Summary collapse

Constructor Details

#initialize(api_key, ws_url, http, verify_ssl: true) ⇒ StreamAPI

Returns a new instance of StreamAPI.



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# File 'lib/melaya/stream.rb', line 261

def initialize(api_key, ws_url, http, verify_ssl: true)
  @api_key    = api_key
  @ws_url     = ws_url.to_s.chomp("/")
  @http       = http
  @verify_ssl = verify_ssl
end

Instance Method Details

#liquidations(exchange: nil, &block) ⇒ Object

Cross-exchange liquidation firehose. Omit exchange for all venues.



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# File 'lib/melaya/stream.rb', line 289

def liquidations(exchange: nil, &block)
  open_public("/ws/liquidations", compact(exchange: exchange), &block)
end

#ohlcv(exchange:, symbol:, timeframe:, market: nil, &block) ⇒ Object

Live OHLCV candle frames.



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# File 'lib/melaya/stream.rb', line 279

def ohlcv(exchange:, symbol:, timeframe:, market: nil, &block)
  open_public("/ws/ohlcv", compact(exchange: exchange, symbol: symbol, timeframe: timeframe, market: market), &block)
end

#orderbook(exchange:, symbol:, limit: nil, market: nil, &block) ⇒ Object

Live order-book frames.



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# File 'lib/melaya/stream.rb', line 274

def orderbook(exchange:, symbol:, limit: nil, market: nil, &block)
  open_public("/ws/orderbook", compact(exchange: exchange, symbol: symbol, limit: limit, market: market), &block)
end

#private(exchange:, market: nil, api_key_id: nil, key_id: nil, symbol: nil, &block) ⇒ Object

Live private account feed for one connected exchange key (balance, positions, your orders/fills). Pass api_key_id from account.keys().



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# File 'lib/melaya/stream.rb', line 301

def private(exchange:, market: nil, api_key_id: nil, key_id: nil, symbol: nil, &block)
  params = compact(
    exchange: exchange, market: market,
    apiKeyId: api_key_id, keyId: key_id, symbol: symbol
  )
  open_private("/ws/private", "private", params, &block)
end

#strategies(&block) ⇒ Object

Live strategy events for your account (cycle markers, agent messages, approval requests, executions, status). Mints a ticket, opens /ws/strategies.



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# File 'lib/melaya/stream.rb', line 295

def strategies(&block)
  open_private("/ws/strategies", "strategies", {}, &block)
end

#ticker(exchange:, symbol:, market: nil, &block) ⇒ Object

Live ticker frames.



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# File 'lib/melaya/stream.rb', line 269

def ticker(exchange:, symbol:, market: nil, &block)
  open_public("/ws/ticker", compact(exchange: exchange, symbol: symbol, market: market), &block)
end

#trades(exchange:, symbol:, market: nil, &block) ⇒ Object

Live public-trade frames.



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# File 'lib/melaya/stream.rb', line 284

def trades(exchange:, symbol:, market: nil, &block)
  open_public("/ws/public-trades", compact(exchange: exchange, symbol: symbol, market: market), &block)
end