line |
stmt |
bran |
cond |
sub |
pod |
time |
code |
1
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package Finance::BitStamp::Socket; |
2
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3
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1
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1
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25222
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use 5.014002; |
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1
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4
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1
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39
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4
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1
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1
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6
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use strict; |
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1
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2
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1
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35
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5
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1
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1
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5
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use warnings; |
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1
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15
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1
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51
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6
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our $VERSION = '0.01'; |
7
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8
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1
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1
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987
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use AnyEvent::Socket; |
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1
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47952
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1
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156
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9
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1
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1
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1313
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use AnyEvent::Handle; |
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1
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18191
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1
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43
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10
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1
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1
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1026
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use Protocol::WebSocket::Handshake::Client; |
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1
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50422
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1
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37
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11
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1
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1
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10
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use Protocol::WebSocket::Frame; |
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1
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2
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1
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19
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12
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13
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1
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1
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1119
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use JSON; |
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1
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18435
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1
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7
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14
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1
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1
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1126
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use URI; |
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1
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7578
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1
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36
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15
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1
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1
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1135
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use Data::Dumper; |
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1
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7831
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1
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78
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16
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17
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1
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1
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11
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use constant VERBOSE => 1; |
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1
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2
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1
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54
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18
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1
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1
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6
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use constant DEBUG => 0; |
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1
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2
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1
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44
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19
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20
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1
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60
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use constant CHANNELS => qw( |
21
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order_book |
22
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live_trades |
23
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1
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1
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5
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); |
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1
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1
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24
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25
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1
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1
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48
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use constant ATTRIBUTES => qw(protocol app_key channels ssl); |
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1
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2
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1
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49
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26
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1
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1
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5
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use constant PROTOCOL => 6; |
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1
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2
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1
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171
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27
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1
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1
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5
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use constant APP_KEY => 'de504dc5763aeef9ff52'; |
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1
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3
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1
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41
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28
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29
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# TODO: test SSL. This didnt seem to work for me last time I set it... |
30
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1
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1
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5
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use constant SSL => 0; |
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1
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2
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1
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38
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31
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32
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# cleartext... |
33
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1
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1
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5
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use constant PORT => 80; |
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1
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2
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1
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44
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34
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1
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1
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5
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use constant SCHEME => 'ws'; |
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1
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2
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1
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38
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35
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1
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1
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4
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use constant TLS => undef; |
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1
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2
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1
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53
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36
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1
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1
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6
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use constant HOST => 'ws.pusherapp.com'; |
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1
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1
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1
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40
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37
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38
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# ssl... |
39
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1
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1
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5
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use constant SSL_PORT => 443; |
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1
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2
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1
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57
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40
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1
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1
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6
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use constant SSL_SCHEME => 'wws'; |
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1
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1
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1
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38
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41
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1
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1
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5
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use constant SSL_TLS => 'connect'; |
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1
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3
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1
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56
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42
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1
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1
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6
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use constant SSL_HOST => 'wws.pusherapp.com'; |
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1
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2
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1
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2264
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43
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44
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# THESE two methods: trade() and order_book() are the main methods you will want to move and rewrite into your own module. |
45
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# within these subroutines you will have access to the json response in a hash format. |
46
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sub trade { |
47
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0
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0
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0
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my $self = shift; |
48
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0
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my $data = shift; |
49
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0
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warn Data::Dumper->Dump([$data]); |
50
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0
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warn "*** I am the default trade()... you should overwride this method in your own package\n"; |
51
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} |
52
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53
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sub order_book { |
54
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0
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0
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0
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my $self = shift; |
55
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0
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my $data = shift; |
56
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0
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warn Data::Dumper->Dump([$data]); |
57
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0
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warn "** I am the default order_book()... you should overwride this method in your own package\n"; |
58
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} |
59
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# end the methods you should definately override. |
60
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61
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62
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# This module is meant to be used as a base for your own module. |
63
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# Your own module will decide what to do with the incoming message through the |
64
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# trade() and order_book() routines. |
65
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# |
66
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# You should look at "test.pl" to see a basic example. |
67
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68
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0
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0
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0
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sub new { (bless {} => shift)->init(@_) } |
69
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70
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sub init { |
71
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0
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0
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0
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my $self = shift; |
72
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0
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my %args = @_; |
73
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0
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foreach my $attribute ($self->attributes) { |
74
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0
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0
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$self->$attribute($args{$attribute}) if exists $args{$attribute}; |
75
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} |
76
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0
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return $self; |
77
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} |
78
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79
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sub setup { |
80
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0
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0
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0
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my $self = shift; |
81
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0
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0
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$self->channels([CHANNELS]) unless $self->channels; |
82
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0
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0
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$self->protocol( PROTOCOL ) unless $self->protocol; |
83
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0
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0
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|
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$self->app_key ( APP_KEY ) unless $self->app_key; |
84
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0
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0
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$self->ssl ( SSL ) unless $self->ssl; |
85
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} |
86
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87
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sub go { |
88
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0
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0
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0
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my $self = shift; |
89
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0
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$self->setup; |
90
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0
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|
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$self->handle; |
91
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0
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$self->wait; |
92
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} |
93
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94
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sub handle { |
95
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0
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0
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0
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my $self = shift; |
96
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0
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$self->client(Protocol::WebSocket::Handshake::Client->new(url => $self->uri->as_string)); |
97
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0
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$self->frame(Protocol::WebSocket::Frame->new); |
98
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0
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$self->{handle} = AnyEvent::Handle->new( |
99
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connect => [$self->host, $self->port], |
100
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tls => $self->tls, |
101
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tls_ctx => {verify => 0}, |
102
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keepalive => 1, |
103
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wtimeout => 50, |
104
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on_connect => $self->on_connect, |
105
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on_read => $self->on_read, |
106
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on_wtimeout => $self->on_wtimeout, |
107
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on_error => $self->on_error, |
108
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on_eof => $self->on_eof, |
109
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); |
110
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} |
111
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112
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sub on_read { |
113
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0
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0
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0
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my $self = shift; |
114
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return sub { |
115
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0
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0
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|
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my $handle = shift; |
116
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0
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my $chunk = $handle->{rbuf}; |
117
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0
|
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$handle->{rbuf} = undef; |
118
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0
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0
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|
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if (!$self->client->is_done) { |
119
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0
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$self->client->parse($chunk); |
120
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|
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} |
121
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|
122
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0
|
|
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$self->frame->append($chunk); |
123
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0
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0
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|
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|
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if ($self->frame->is_ping()) { |
124
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0
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$handle->push_write( |
125
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$self->frame->new(buffer => '', type => 'pong')->to_bytes |
126
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|
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); |
127
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} |
128
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0
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while (my $msg = $self->frame->next) { |
129
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0
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my $d; |
130
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eval { |
131
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0
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|
|
$d = $self->json->decode($msg); |
132
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0
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0
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|
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|
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} or do { |
133
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0
|
|
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|
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my $e = $@; |
134
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0
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|
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warn $self->now . ' - error: ' . $e; |
135
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0
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|
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|
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next; |
136
|
|
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}; |
137
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0
|
|
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|
|
|
given ($d->{event}) { |
138
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|
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139
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0
|
|
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|
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when ('pusher:connection_established') { |
140
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0
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|
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|
|
|
say $self->now . ' - subscribing to events' if VERBOSE; |
141
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0
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|
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foreach my $channel (@{$self->channels}) { |
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0
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142
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0
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|
|
say $self->now . ' - requesting channel: ' . $channel if VERBOSE; |
143
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0
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|
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|
|
$handle->push_write( |
144
|
|
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|
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|
$self->frame->new($self->json->encode({ |
145
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event => 'pusher:subscribe', |
146
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data => { |
147
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channel => $channel, |
148
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}, |
149
|
|
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|
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|
|
}))->to_bytes |
150
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|
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|
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|
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); |
151
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|
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|
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} |
152
|
|
|
|
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|
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} |
153
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0
|
|
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|
|
when ('pusher_internal:subscription_succeeded') { |
154
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0
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|
|
|
|
|
printf("%s - subscribed to channel: %s\n", $self->now, $d->{channel}) if VERBOSE; |
155
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|
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|
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|
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} |
156
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|
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157
|
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158
|
0
|
|
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|
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when ('trade') { |
159
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0
|
|
|
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|
|
printf("%s - got %s request on channel: %s\n", $self->now, @{$d}{qw(event channel)}) if VERBOSE; |
|
0
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|
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|
|
160
|
0
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0
|
|
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|
|
if ($d->{channel} eq 'live_trades') { |
161
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0
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|
|
|
|
|
my $data = $self->json->decode($d->{data}); |
162
|
0
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|
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|
|
|
$self->trade($data); |
163
|
|
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|
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} |
164
|
|
|
|
|
|
|
else { |
165
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0
|
|
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|
|
|
printf "%s - got event: %s", $self->now, Dumper $d if VERBOSE; |
166
|
|
|
|
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|
|
} |
167
|
|
|
|
|
|
|
} |
168
|
0
|
|
|
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|
|
when ('data') { |
169
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0
|
|
|
|
|
|
printf("%s - got %s request on channel: %s\n", $self->now, @{$d}{qw(event channel)}) if VERBOSE; |
|
0
|
|
|
|
|
|
|
170
|
0
|
0
|
|
|
|
|
if ($d->{channel} eq 'order_book') { |
171
|
0
|
|
|
|
|
|
my $data = $self->json->decode($d->{data}); |
172
|
0
|
|
|
|
|
|
$self->order_book($data); |
173
|
|
|
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|
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} |
174
|
|
|
|
|
|
|
else { |
175
|
0
|
|
|
|
|
|
printf '%s - got event: %s', $self->now, Dumper $d if VERBOSE; |
176
|
|
|
|
|
|
|
} |
177
|
|
|
|
|
|
|
} |
178
|
|
|
|
|
|
|
|
179
|
0
|
|
|
|
|
|
default { |
180
|
0
|
|
|
|
|
|
printf '%s - got event: %s', $self->now, Dumper $d if VERBOSE; |
181
|
|
|
|
|
|
|
} |
182
|
|
|
|
|
|
|
} |
183
|
|
|
|
|
|
|
} |
184
|
|
|
|
|
|
|
} |
185
|
0
|
|
|
|
|
|
} |
186
|
|
|
|
|
|
|
|
187
|
|
|
|
|
|
|
sub on_connect { |
188
|
0
|
|
|
0
|
0
|
|
my $self = shift; |
189
|
|
|
|
|
|
|
return sub { |
190
|
0
|
|
|
0
|
|
|
my $handle = shift; |
191
|
0
|
|
|
|
|
|
say $self->now . ' - connected to pusher' if VERBOSE; |
192
|
0
|
|
|
|
|
|
$handle->push_write($self->client->to_string); |
193
|
|
|
|
|
|
|
} |
194
|
0
|
|
|
|
|
|
} |
195
|
|
|
|
|
|
|
|
196
|
|
|
|
|
|
|
sub on_wtimeout { |
197
|
0
|
|
|
0
|
0
|
|
my $self = shift; |
198
|
|
|
|
|
|
|
return sub { |
199
|
0
|
|
|
0
|
|
|
my $handle = shift; |
200
|
0
|
|
|
|
|
|
$handle->push_write( |
201
|
|
|
|
|
|
|
$self->frame->new(buffer => '', type => 'ping')->to_bytes |
202
|
|
|
|
|
|
|
); |
203
|
|
|
|
|
|
|
} |
204
|
0
|
|
|
|
|
|
} |
205
|
|
|
|
|
|
|
|
206
|
|
|
|
|
|
|
sub on_error { |
207
|
0
|
|
|
0
|
0
|
|
my $self = shift; |
208
|
|
|
|
|
|
|
return sub { |
209
|
0
|
|
|
0
|
|
|
my ($handle, $fatal, $msg) = @_; |
210
|
0
|
|
|
|
|
|
warn $self->now . " - fatal($fatal): $msg" if VERBOSE or DEBUG; |
211
|
0
|
|
|
|
|
|
$handle->destroy; |
212
|
0
|
|
|
|
|
|
$self->setup; |
213
|
|
|
|
|
|
|
} |
214
|
0
|
|
|
|
|
|
} |
215
|
|
|
|
|
|
|
|
216
|
|
|
|
|
|
|
sub on_eof { |
217
|
0
|
|
|
0
|
0
|
|
my $self = shift; |
218
|
|
|
|
|
|
|
return sub { |
219
|
0
|
|
|
0
|
|
|
my $handle = shift; |
220
|
0
|
|
|
|
|
|
warn $self->now . " - lost connection, reconnecting" if VERBOSE or DEBUG; |
221
|
0
|
|
|
|
|
|
$self->setup; |
222
|
|
|
|
|
|
|
} |
223
|
0
|
|
|
|
|
|
} |
224
|
|
|
|
|
|
|
|
225
|
0
|
|
|
0
|
0
|
|
sub attributes { ATTRIBUTES } |
226
|
0
|
|
|
0
|
0
|
|
sub wait { AnyEvent->condvar->wait } |
227
|
0
|
|
0
|
0
|
0
|
|
sub json { shift->{json} ||= JSON->new } |
228
|
0
|
0
|
|
0
|
0
|
|
sub host { shift->ssl ? SSL_HOST : HOST } |
229
|
0
|
0
|
|
0
|
0
|
|
sub port { shift->ssl ? SSL_PORT : PORT } |
230
|
0
|
0
|
|
0
|
0
|
|
sub tls { shift->ssl ? SSL_TLS : TLS } |
231
|
0
|
0
|
|
0
|
0
|
|
sub scheme { shift->ssl ? SSL_SCHEME : SCHEME } |
232
|
0
|
|
|
0
|
0
|
|
sub client { my $self = shift; $self->get_set(@_) } |
|
0
|
|
|
|
|
|
|
233
|
0
|
|
|
0
|
0
|
|
sub frame { my $self = shift; $self->get_set(@_) } |
|
0
|
|
|
|
|
|
|
234
|
0
|
|
|
0
|
0
|
|
sub channels { my $self = shift; $self->get_set(@_) } |
|
0
|
|
|
|
|
|
|
235
|
0
|
|
|
0
|
0
|
|
sub protocol { my $self = shift; $self->get_set(@_) } |
|
0
|
|
|
|
|
|
|
236
|
0
|
|
|
0
|
0
|
|
sub app_key { my $self = shift; $self->get_set(@_) } |
|
0
|
|
|
|
|
|
|
237
|
0
|
|
|
0
|
0
|
|
sub ssl { my $self = shift; $self->get_set(@_) } |
|
0
|
|
|
|
|
|
|
238
|
0
|
|
|
0
|
0
|
|
sub now { sprintf '%4d-%02d-%02d %02d:%02d:%02d', (localtime(time))[5] + 1900, (localtime(time))[4,3,2,1,0] } |
239
|
|
|
|
|
|
|
|
240
|
|
|
|
|
|
|
sub get_set { |
241
|
0
|
|
|
0
|
0
|
|
my $self = shift; |
242
|
0
|
|
|
|
|
|
my $attribute = ((caller(1))[3] =~ /::(\w+)$/)[0]; |
243
|
0
|
0
|
|
|
|
|
$self->{$attribute} = shift if scalar @_; |
244
|
0
|
|
|
|
|
|
return $self->{$attribute}; |
245
|
|
|
|
|
|
|
} |
246
|
|
|
|
|
|
|
|
247
|
|
|
|
|
|
|
sub uri { |
248
|
0
|
|
|
0
|
0
|
|
my $self = shift; |
249
|
0
|
0
|
|
|
|
|
unless ($self->{uri}) { |
250
|
0
|
|
|
|
|
|
my $uri = URI->new; |
251
|
0
|
|
|
|
|
|
$uri->scheme('http'); |
252
|
0
|
|
|
|
|
|
$uri->host($self->host); |
253
|
0
|
|
|
|
|
|
$uri->path(sprintf '/app/%s' => $self->app_key); |
254
|
0
|
|
|
|
|
|
$uri->query_form(protocol => $self->protocol); |
255
|
0
|
|
|
|
|
|
$uri->scheme($self->scheme); |
256
|
0
|
|
|
|
|
|
$self->{uri} = $uri; |
257
|
|
|
|
|
|
|
} |
258
|
0
|
|
|
|
|
|
return $self->{uri}; |
259
|
|
|
|
|
|
|
} |
260
|
|
|
|
|
|
|
|
261
|
|
|
|
|
|
|
|
262
|
|
|
|
|
|
|
|
263
|
|
|
|
|
|
|
1; |
264
|
|
|
|
|
|
|
|
265
|
|
|
|
|
|
|
__END__ |