Initial commit

app/api/v2/coin_gecko/entities/orderbook.rb

@@ -0,0 +1,49 @@
+# frozen_string_literal: true
+
+module API
+  module V2
+    module CoinGecko
+      module Entities
+        class Orderbook < API::V2::Entities::Base
+          expose(
+            :ticker_id,
+            documentation: {
+              type: String,
+              desc: 'A pair such as "BTC_ETH", with delimiter between different cryptoassets.'
+            }
+          ) do |orderbook|
+            orderbook.market.underscore_name
+          end
+
+          expose(
+            :timestamp,
+            documentation: {
+              type: Integer,
+              desc: 'Unix timestamp in milliseconds for when the last updated time occurred'
+            }
+          ) do
+            DateTime.now.strftime('%Q').to_i
+          end
+
+          expose(
+            :asks,
+            documentation: {
+              type: BigDecimal,
+              is_array: true,
+              desc: 'An array containing 2 elements. The offer price and quantity for each bid order.'
+            }
+          )
+
+          expose(
+            :bids,
+            documentation: {
+              type: BigDecimal,
+              is_array: true,
+              desc: 'An array containing 2 elements. The ask price and quantity for each ask order.'
+            }
+          )
+        end
+      end
+    end
+  end
+end

app/api/v2/coin_gecko/entities/pair.rb

@@ -0,0 +1,41 @@
+# frozen_string_literal: true
+
+module API
+  module V2
+    module CoinGecko
+      module Entities
+        class Pair < API::V2::Entities::Base
+          expose(
+            :ticker_id,
+            documentation: {
+              type: String,
+              desc: 'Identifier of a ticker with delimiter to separate base/target, eg. BTC_ETH.'
+            }
+          ) do |market|
+            market.underscore_name
+          end
+
+          expose(
+            :base,
+            documentation: {
+              type: String,
+              desc: 'Symbol/currency code of a the base cryptoasset, eg. BTC.'
+            }
+          ) do |market|
+            market[:base_unit].upcase
+          end
+
+          expose(
+            :target,
+            documentation: {
+              type: String,
+              desc: 'Symbol/currency code of the target cryptoasset, eg. ETH.'
+            }
+          ) do |market|
+            market[:quote_unit].upcase
+          end
+        end
+      end
+    end
+  end
+end

app/api/v2/coin_gecko/entities/ticker.rb

@@ -0,0 +1,111 @@
+# frozen_string_literal: true
+
+module API
+  module V2
+    module CoinGecko
+      module Entities
+        class Ticker < API::V2::Entities::Base
+          expose(
+            :ticker_id,
+              documentation: {
+               type: String,
+               desc: 'Identifier of a ticker with delimiter to separate base/target, eg. BTC_ETH.'
+              }
+          ) do |ticker|
+            ticker[:market].underscore_name
+          end
+
+          expose(
+            :base_currency,
+            documentation: {
+              type: String,
+              desc: 'Symbol/currency code of base pair, eg. BTC.'
+            }
+          ) do |ticker|
+            ticker[:market][:base_unit].upcase
+          end
+
+          expose(
+            :target_currency,
+            documentation: {
+              type: String,
+              desc: 'Symbol/currency code of target pair, eg. ETH.'
+            }
+          ) do |ticker|
+            ticker[:market][:quote_unit].upcase
+          end
+
+          expose(
+            :last_price,
+            documentation: {
+              type: BigDecimal,
+              desc: 'Last transacted price of base currency based on given target currency.'
+            }
+          ) do |ticker|
+            ticker[:last]
+          end
+
+          expose(
+            :base_volume,
+            documentation: {
+              type: BigDecimal,
+              desc: '24 hour trading volume in base pair volume.'
+            }
+          ) do |ticker|
+            ticker[:amount]
+          end
+
+          expose(
+            :target_volume,
+            documentation: {
+              type: BigDecimal,
+              desc: '24 hour trading volume in base pair volume.'
+            }
+          ) do |ticker|
+            ticker[:volume]
+          end
+
+          expose(
+            :bid,
+            documentation: {
+              type: BigDecimal,
+              desc: 'Current highest bid price.'
+            }
+          ) do |ticker|
+            OrderBid.get_depth(ticker[:market].id).flatten.first.to_d
+          end
+
+          expose(
+            :ask,
+            documentation: {
+              type: BigDecimal,
+              desc: 'Current lowest ask price.'
+            }
+          ) do |ticker|
+            OrderAsk.get_depth(ticker[:market].id).flatten.first.to_d
+          end
+
+          expose(
+            :high,
+            documentation: {
+              type: BigDecimal,
+              desc: 'The highest trade price during last 24 hours (0.0 if no trades executed during last 24 hours).'
+            }
+          ) do |ticker|
+            ticker[:high]
+          end
+
+          expose(
+            :low,
+            documentation: {
+              type: BigDecimal,
+              desc: 'The lowest trade price during last 24 hours (0.0 if no trades executed during last 24 hours).'
+            }
+          ) do |ticker|
+            ticker[:low]
+          end
+        end
+      end
+    end
+  end
+end

app/api/v2/coin_gecko/helpers.rb

@@ -0,0 +1,22 @@
+# frozen_string_literal: true
+
+module API
+  module V2
+    module CoinGecko
+      module Helpers
+        MILLISECONDS_IN_SECOND = 1000
+
+        def format_trade(trade)
+          {
+              trade_id: trade[:id],
+              price: trade[:price],
+              base_volume: trade[:amount],
+              target_volume: trade[:total],
+              trade_timestamp: trade[:created_at] * MILLISECONDS_IN_SECOND,
+              type: trade[:taker_type]
+          }
+        end
+      end
+    end
+  end
+end

app/api/v2/coin_gecko/historical_trades.rb

@@ -0,0 +1,43 @@
+# frozen_string_literal: true
+
+module API
+  module V2
+    module CoinGecko
+      class HistoricalTrades < Grape::API
+        desc 'Get recent trades on market'
+        params do
+          requires :ticker_id,
+                   type: String,
+                   desc: 'A pair such as "LTC_BTC"',
+                   coerce_with: ->(name) { name.strip.split('_').join.downcase }
+          optional :type,
+                   type: String,
+                   values: { value: %w(buy sell), message: 'coingecko.historical_trades.invalid_type' },
+                   desc: 'To indicate nature of trade - buy/sell'
+          optional :limit,
+                   type: Integer,
+                   values: { value: 0..1000, message: 'coingecko.historical_trades.invalid_limit' },
+                   desc: 'Number of historical trades to retrieve from time of query. [0, 200, 500...]. 0 returns full history'
+          optional :start_time,
+                   type: Integer,
+                   desc: '',
+                   coerce_with: ->(start_time) { Time.parse(start_time).to_i }
+          optional :end_time,
+                   type: Integer,
+                   desc: '',
+                   coerce_with: ->(end_time) { Time.parse(end_time).to_i }
+        end
+        get '/historical_trades' do
+          market = ::Market.find(params[:ticker_id])
+
+          filters = declared(params, include_missing: false)
+                    .except(:ticker_id, :limit)
+
+          Trade.public_from_influx(market.id, params[:limit], filters).each_with_object({'buy' => [], 'sell' => []}) do |trade, hash|
+            hash[trade[:taker_type]] << format_trade(trade)
+          end
+        end
+      end
+    end
+  end
+end

app/api/v2/coin_gecko/mount.rb

@@ -0,0 +1,20 @@
+# frozen_string_literal: true
+
+module API
+  module V2
+    module CoinGecko
+      class Mount < Grape::API
+        PREFIX = '/coingecko'
+
+        before { set_ets_context! }
+
+        helpers CoinGecko::Helpers
+
+        mount CoinGecko::Pairs
+        mount CoinGecko::Tickers
+        mount CoinGecko::Orderbook
+        mount CoinGecko::HistoricalTrades
+      end
+    end
+  end
+end

app/api/v2/coin_gecko/orderbook.rb

@@ -0,0 +1,39 @@
+# frozen_string_literal: true
+
+module API
+  module V2
+    module CoinGecko
+      class Orderbook < Grape::API
+        class OrderBook < Struct.new(:market, :asks, :bids); end
+
+        desc 'Get depth or specified market'
+        params do
+          requires :ticker_id,
+                   type: String,
+                   desc: 'A pair such as "LTC_BTC"',
+                   coerce_with: ->(name) { name.strip.split('_').join.downcase }
+          optional :depth,
+                   type: { value: Integer, message: 'coingecko.market_depth.non_integer_depth' },
+                   values: { value: 0..1000, message: 'coingecko.market_depth.invalid_depth' },
+                   desc: 'Orders depth quantity: [0, 100, 200, 500...]'
+        end
+
+        get '/orderbook' do
+          market = ::Market.find(params[:ticker_id])
+          asks = OrderAsk.get_depth(market.id)
+          bids = OrderBid.get_depth(market.id)
+
+          # Depth = 100 means 50 for each bid/ask side
+          # Not defined or 0 = full order book
+          unless params[:depth].to_d.zero?
+            asks = asks[0, params[:depth]/2]
+            bids = bids[0, params[:depth]/2]
+          end
+
+          orderbook = OrderBook.new market, asks, bids
+          present orderbook, with: API::V2::CoinGecko::Entities::Orderbook
+        end
+      end
+    end
+  end
+end

app/api/v2/coin_gecko/pairs.rb

@@ -0,0 +1,16 @@
+# encoding: UTF-8
+# frozen_string_literal: true
+
+module API
+  module V2
+    module CoinGecko
+      class Pairs < Grape::API
+        desc 'Get list of all available trading pairs'
+        get "/pairs" do
+          present ::Rails.cache.fetch(:markets_coingecko, expires_in: 60) { ::Market.enabled.ordered },
+                  with: API::V2::CoinGecko::Entities::Pair
+        end
+      end
+    end
+  end
+end

app/api/v2/coin_gecko/tickers.rb

@@ -0,0 +1,21 @@
+# encoding: UTF-8
+# frozen_string_literal: true
+
+module API
+  module V2
+    module CoinGecko
+      class Tickers < Grape::API
+        desc 'Get list of all available trading pairs'
+        get "/tickers" do
+          tickers = ::Rails.cache.fetch(:markets_tickers_coingecko, expires_in: 60) do
+            ::Market.enabled.ordered.inject([]) do |hash, market|
+              hash << TickersService[market].ticker.merge(market: market)
+            end
+          end
+
+          present tickers, with: API::V2::CoinGecko::Entities::Ticker
+        end
+      end
+    end
+  end
+end