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stmt |
bran |
cond |
sub |
pod |
time |
code |
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1
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package Finance::Bitcoin::Feed::Pusher; |
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2
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3
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1
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1
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395
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use strict; |
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1
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1
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1
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28
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4
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1
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1
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4
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use warnings; |
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1
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1
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1
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32
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5
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our $VERSION = '0.01'; |
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6
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1
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1
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4
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use feature qw(say); |
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1
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1
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1
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45
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7
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8
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1
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1
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566
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use AnyEvent::Socket; |
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1
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22180
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1
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180
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9
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1
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1
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732
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use AnyEvent::Handle; |
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1
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5958
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1
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33
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10
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1
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1
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579
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use Protocol::WebSocket::Handshake::Client; |
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1
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26444
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1
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30
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11
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1
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1
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8
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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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13
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12
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13
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1
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1
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638
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use JSON; |
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1
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11046
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1
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4
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14
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1
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1
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613
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use URI; |
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1
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3321
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1
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25
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15
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1
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1
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611
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use Data::Dumper; |
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1
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4877
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1
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81
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16
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17
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1
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69
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use constant CHANNELS => qw( |
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18
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order_book |
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19
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live_trades |
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20
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1
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1
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10
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); |
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1
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1
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21
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22
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1
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1
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4
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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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45
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23
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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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0
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1
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36
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24
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1
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1
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4
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use constant APP_KEY => 'de504dc5763aeef9ff52'; |
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1
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1
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1
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34
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25
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26
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# TODO: test SSL. This didnt seem to work for me last time I set it... |
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27
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1
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1
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3
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use constant SSL => 0; |
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1
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1
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1
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33
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28
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29
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# cleartext... |
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30
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1
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1
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3
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use constant PORT => 80; |
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1
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1
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1
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45
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31
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1
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1
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6
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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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57
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32
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1
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1
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7
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use constant TLS => undef; |
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1
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1
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1
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63
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33
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1
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1
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7
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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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55
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34
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35
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# ssl... |
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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 SSL_PORT => 443; |
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1
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2
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1
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61
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37
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1
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1
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30
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use constant SSL_SCHEME => 'wws'; |
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1
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3
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1
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71
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38
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1
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1
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7
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use constant SSL_TLS => 'connect'; |
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1
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2
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1
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57
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39
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1
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1
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7
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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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1953
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40
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41
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sub VERBOSE { |
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42
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0
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0
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0
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0
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0
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return $ENV{DEBUG} || 0; |
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43
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} |
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44
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45
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sub DEBUG { |
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46
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0
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0
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0
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0
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0
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return $ENV{DEBUG} || 0; |
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47
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} |
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48
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49
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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. |
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50
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# within these subroutines you will have access to the json response in a hash format. |
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51
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sub trade { |
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52
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0
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0
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0
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0
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my $self = shift; |
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53
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0
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0
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my $data = shift; |
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54
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0
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0
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warn Data::Dumper->Dump([$data]); |
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55
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0
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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"; |
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56
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} |
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57
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58
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sub order_book { |
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59
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0
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0
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0
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0
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my $self = shift; |
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60
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0
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0
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my $data = shift; |
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61
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0
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0
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warn Data::Dumper->Dump([$data]); |
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62
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0
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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"; |
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63
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} |
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64
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65
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# end the methods you should definately override. |
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66
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67
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# This module is meant to be used as a base for your own module. |
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68
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# Your own module will decide what to do with the incoming message through the |
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69
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# trade() and order_book() routines. |
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70
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# |
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71
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# You should look at "test.pl" to see a basic example. |
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72
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73
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1
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1
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0
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9
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sub new { (bless {} => shift)->init(@_) } |
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74
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75
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sub init { |
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76
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1
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1
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0
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1
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my $self = shift; |
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77
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1
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3
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my %args = @_; |
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78
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1
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9
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foreach my $attribute ($self->attributes) { |
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79
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4
|
100
|
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14
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$self->$attribute($args{$attribute}) if exists $args{$attribute}; |
|
80
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} |
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81
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1
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3
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return $self; |
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82
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} |
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83
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84
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sub setup { |
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85
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0
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0
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0
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0
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my $self = shift; |
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86
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0
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0
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0
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$self->channels([CHANNELS]) unless $self->channels; |
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87
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0
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0
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0
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$self->protocol(PROTOCOL) unless $self->protocol; |
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88
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0
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0
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0
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$self->app_key(APP_KEY) unless $self->app_key; |
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89
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0
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0
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0
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$self->ssl(SSL) unless $self->ssl; |
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90
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} |
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91
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92
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sub go { |
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93
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0
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0
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0
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0
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my $self = shift; |
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94
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0
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0
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$self->setup; |
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95
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0
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0
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$self->handle; |
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96
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0
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0
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$self->wait; |
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97
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} |
|
98
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99
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sub handle { |
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100
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0
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|
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0
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0
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0
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my $self = shift; |
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101
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0
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0
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$self->client(Protocol::WebSocket::Handshake::Client->new(url => $self->uri->as_string)); |
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102
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0
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0
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$self->frame(Protocol::WebSocket::Frame->new); |
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103
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0
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0
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$self->{handle} = AnyEvent::Handle->new( |
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104
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connect => [$self->host, $self->port], |
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105
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tls => $self->tls, |
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106
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tls_ctx => {verify => 0}, |
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107
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keepalive => 1, |
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108
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wtimeout => 50, |
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109
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on_connect => $self->on_connect, |
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110
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on_read => $self->on_read, |
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111
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on_wtimeout => $self->on_wtimeout, |
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112
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on_error => $self->on_error, |
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113
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on_eof => $self->on_eof, |
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114
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); |
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115
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} |
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116
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|
117
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sub on_read { |
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118
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0
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0
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0
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0
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my $self = shift; |
|
119
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return sub { |
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120
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0
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|
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0
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0
|
my $handle = shift; |
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121
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0
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0
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my $chunk = $handle->{rbuf}; |
|
122
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0
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0
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$handle->{rbuf} = undef; |
|
123
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0
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0
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0
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if (!$self->client->is_done) { |
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124
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0
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0
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$self->client->parse($chunk); |
|
125
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} |
|
126
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|
127
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0
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0
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$self->frame->append($chunk); |
|
128
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0
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0
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0
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if ($self->frame->is_ping()) { |
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129
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0
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0
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$handle->push_write( |
|
130
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|
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$self->frame->new( |
|
131
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buffer => '', |
|
132
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type => 'pong' |
|
133
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)->to_bytes |
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134
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); |
|
135
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} |
|
136
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0
|
|
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|
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0
|
while (my $msg = $self->frame->next) { |
|
137
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0
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|
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|
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0
|
my $d; |
|
138
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0
|
0
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|
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0
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eval { $d = $self->json->decode($msg); } or do { |
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0
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0
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|
139
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0
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0
|
my $e = $@; |
|
140
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0
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|
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0
|
warn $self->now . ' - error: ' . $e; |
|
141
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0
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0
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next; |
|
142
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}; |
|
143
|
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144
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0
|
0
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0
|
if ($d->{event} eq 'pusher:connection_established') { |
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0
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0
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0
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145
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0
|
0
|
|
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0
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say $self->now . ' - subscribing to events' if VERBOSE; |
|
146
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0
|
|
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|
|
0
|
foreach my $channel (@{$self->channels}) { |
|
|
0
|
|
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|
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0
|
|
|
147
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0
|
0
|
|
|
|
0
|
say $self->now . ' - requesting channel: ' . $channel |
|
148
|
|
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|
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if VERBOSE; |
|
149
|
0
|
|
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|
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0
|
$handle->push_write( |
|
150
|
|
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|
|
$self->frame->new( |
|
151
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|
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|
|
$self->json->encode({ |
|
152
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|
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|
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event => 'pusher:subscribe', |
|
153
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|
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|
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data => { |
|
154
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|
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|
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channel => $channel, |
|
155
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|
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|
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}, |
|
156
|
|
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|
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}) |
|
157
|
|
|
|
|
|
|
)->to_bytes |
|
158
|
|
|
|
|
|
|
); |
|
159
|
|
|
|
|
|
|
} |
|
160
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} elsif ($d->{event} eq 'pusher_internal:subscription_succeeded') { |
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161
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0
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0
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0
|
printf("%s - subscribed to channel: %s\n", $self->now, $d->{channel}) |
|
162
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|
if VERBOSE; |
|
163
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} |
|
164
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165
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|
elsif ($d->{event} eq 'trade') { |
|
166
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0
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0
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0
|
printf("%s - got %s request on channel: %s\n", $self->now, @{$d}{qw(event channel)}) |
|
|
0
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0
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167
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|
if VERBOSE; |
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168
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0
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0
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0
|
if ($d->{channel} eq 'live_trades') { |
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0
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0
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my $data = $self->json->decode($d->{data}); |
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170
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0
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0
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$self->trade($data); |
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} else { |
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0
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0
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|
printf "%s - got event: %s", $self->now, Dumper $d |
|
173
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|
if VERBOSE; |
|
174
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} |
|
175
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|
} elsif ($d->{event} eq 'data') { |
|
176
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0
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0
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|
0
|
printf("%s - got %s request on channel: %s\n", $self->now, @{$d}{qw(event channel)}) |
|
|
0
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0
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177
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|
if VERBOSE; |
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178
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0
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0
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|
0
|
if ($d->{channel} eq 'order_book') { |
|
179
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0
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0
|
my $data = $self->json->decode($d->{data}); |
|
180
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0
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0
|
$self->order_book($data); |
|
181
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|
} else { |
|
182
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0
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0
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|
0
|
printf '%s - got event: %s', $self->now, Dumper $d |
|
183
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|
if VERBOSE; |
|
184
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} |
|
185
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} |
|
186
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187
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else { |
|
188
|
0
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0
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|
0
|
printf '%s - got event: %s', $self->now, Dumper $d if VERBOSE; |
|
189
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|
} |
|
190
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191
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} |
|
192
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} |
|
193
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0
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0
|
} |
|
194
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|
195
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|
sub on_connect { |
|
196
|
0
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|
0
|
0
|
0
|
my $self = shift; |
|
197
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|
return sub { |
|
198
|
0
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|
0
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|
0
|
my $handle = shift; |
|
199
|
0
|
0
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|
|
|
0
|
say $self->now . ' - connected to pusher' if VERBOSE; |
|
200
|
0
|
|
|
|
|
0
|
$handle->push_write($self->client->to_string); |
|
201
|
|
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|
|
} |
|
202
|
0
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|
0
|
} |
|
203
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|
204
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|
|
sub on_wtimeout { |
|
205
|
0
|
|
|
0
|
0
|
0
|
my $self = shift; |
|
206
|
|
|
|
|
|
|
return sub { |
|
207
|
0
|
|
|
0
|
|
0
|
my $handle = shift; |
|
208
|
0
|
|
|
|
|
0
|
$handle->push_write( |
|
209
|
|
|
|
|
|
|
$self->frame->new( |
|
210
|
|
|
|
|
|
|
buffer => '', |
|
211
|
|
|
|
|
|
|
type => 'ping' |
|
212
|
|
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|
|
|
|
)->to_bytes |
|
213
|
|
|
|
|
|
|
); |
|
214
|
|
|
|
|
|
|
} |
|
215
|
0
|
|
|
|
|
0
|
} |
|
216
|
|
|
|
|
|
|
|
|
217
|
|
|
|
|
|
|
sub on_error { |
|
218
|
0
|
|
|
0
|
0
|
0
|
my $self = shift; |
|
219
|
|
|
|
|
|
|
return sub { |
|
220
|
0
|
|
|
0
|
|
0
|
my ($handle, $fatal, $msg) = @_; |
|
221
|
0
|
0
|
0
|
|
|
0
|
warn $self->now . " - fatal($fatal): $msg" if VERBOSE or DEBUG; |
|
222
|
0
|
|
|
|
|
0
|
$handle->destroy; |
|
223
|
0
|
|
|
|
|
0
|
$self->setup; |
|
224
|
|
|
|
|
|
|
} |
|
225
|
0
|
|
|
|
|
0
|
} |
|
226
|
|
|
|
|
|
|
|
|
227
|
|
|
|
|
|
|
sub on_eof { |
|
228
|
0
|
|
|
0
|
0
|
0
|
my $self = shift; |
|
229
|
|
|
|
|
|
|
return sub { |
|
230
|
0
|
|
|
0
|
|
0
|
my $handle = shift; |
|
231
|
0
|
0
|
0
|
|
|
0
|
warn $self->now . " - lost connection, reconnecting" |
|
232
|
|
|
|
|
|
|
if VERBOSE or DEBUG; |
|
233
|
0
|
|
|
|
|
0
|
$self->setup; |
|
234
|
|
|
|
|
|
|
} |
|
235
|
0
|
|
|
|
|
0
|
} |
|
236
|
|
|
|
|
|
|
|
|
237
|
1
|
|
|
1
|
0
|
3
|
sub attributes { ATTRIBUTES } |
|
238
|
0
|
|
|
0
|
0
|
0
|
sub wait { AnyEvent->condvar->wait } |
|
239
|
0
|
|
0
|
0
|
0
|
0
|
sub json { shift->{json} ||= JSON->new } |
|
240
|
0
|
0
|
|
0
|
0
|
0
|
sub host { shift->ssl ? SSL_HOST : HOST } |
|
241
|
0
|
0
|
|
0
|
0
|
0
|
sub port { shift->ssl ? SSL_PORT : PORT } |
|
242
|
0
|
0
|
|
0
|
0
|
0
|
sub tls { shift->ssl ? SSL_TLS : TLS } |
|
243
|
0
|
0
|
|
0
|
0
|
0
|
sub scheme { shift->ssl ? SSL_SCHEME : SCHEME } |
|
244
|
0
|
|
|
0
|
0
|
0
|
sub client { my $self = shift; $self->get_set(@_) } |
|
|
0
|
|
|
|
|
0
|
|
|
245
|
0
|
|
|
0
|
0
|
0
|
sub frame { my $self = shift; $self->get_set(@_) } |
|
|
0
|
|
|
|
|
0
|
|
|
246
|
1
|
|
|
1
|
0
|
2
|
sub channels { my $self = shift; $self->get_set(@_) } |
|
|
1
|
|
|
|
|
5
|
|
|
247
|
0
|
|
|
0
|
0
|
0
|
sub protocol { my $self = shift; $self->get_set(@_) } |
|
|
0
|
|
|
|
|
0
|
|
|
248
|
0
|
|
|
0
|
0
|
0
|
sub app_key { my $self = shift; $self->get_set(@_) } |
|
|
0
|
|
|
|
|
0
|
|
|
249
|
0
|
|
|
0
|
0
|
0
|
sub ssl { my $self = shift; $self->get_set(@_) } |
|
|
0
|
|
|
|
|
0
|
|
|
250
|
|
|
|
|
|
|
|
|
251
|
|
|
|
|
|
|
sub now { |
|
252
|
0
|
|
|
0
|
0
|
0
|
sprintf '%4d-%02d-%02d %02d:%02d:%02d', (localtime(time))[5] + 1900, (localtime(time))[4, 3, 2, 1, 0]; |
|
253
|
|
|
|
|
|
|
} |
|
254
|
|
|
|
|
|
|
|
|
255
|
|
|
|
|
|
|
sub get_set { |
|
256
|
1
|
|
|
1
|
0
|
2
|
my $self = shift; |
|
257
|
1
|
|
|
|
|
6
|
my $attribute = ((caller(1))[3] =~ /::(\w+)$/)[0]; |
|
258
|
1
|
50
|
|
|
|
34
|
$self->{$attribute} = shift if scalar @_; |
|
259
|
1
|
|
|
|
|
3
|
return $self->{$attribute}; |
|
260
|
|
|
|
|
|
|
} |
|
261
|
|
|
|
|
|
|
|
|
262
|
|
|
|
|
|
|
sub uri { |
|
263
|
0
|
|
|
0
|
0
|
|
my $self = shift; |
|
264
|
0
|
0
|
|
|
|
|
unless ($self->{uri}) { |
|
265
|
0
|
|
|
|
|
|
my $uri = URI->new; |
|
266
|
0
|
|
|
|
|
|
$uri->scheme('http'); |
|
267
|
0
|
|
|
|
|
|
$uri->host($self->host); |
|
268
|
0
|
|
|
|
|
|
$uri->path(sprintf '/app/%s' => $self->app_key); |
|
269
|
0
|
|
|
|
|
|
$uri->query_form(protocol => $self->protocol); |
|
270
|
0
|
|
|
|
|
|
$uri->scheme($self->scheme); |
|
271
|
0
|
|
|
|
|
|
$self->{uri} = $uri; |
|
272
|
|
|
|
|
|
|
} |
|
273
|
0
|
|
|
|
|
|
return $self->{uri}; |
|
274
|
|
|
|
|
|
|
} |
|
275
|
|
|
|
|
|
|
|
|
276
|
|
|
|
|
|
|
1; |
|
277
|
|
|
|
|
|
|
|
|
278
|
|
|
|
|
|
|
__END__ |
|
279
|
|
|
|
|
|
|
|
|
280
|
|
|
|
|
|
|
# Below is stub documentation for your module. You'd better edit it! |
|
281
|
|
|
|
|
|
|
|
|
282
|
|
|
|
|
|
|
=head1 NAME |
|
283
|
|
|
|
|
|
|
|
|
284
|
|
|
|
|
|
|
This module is extracted from Finance::BitStamp::Socket v0.01. |
|
285
|
|
|
|
|
|
|
BitStamp::Socket - Perl extension for connecting to the BitStamp exchange |
|
286
|
|
|
|
|
|
|
socket through the Pusher service. |
|
287
|
|
|
|
|
|
|
|
|
288
|
|
|
|
|
|
|
=head1 SYNOPSIS |
|
289
|
|
|
|
|
|
|
|
|
290
|
|
|
|
|
|
|
# this will dump the socket messages to the terminal... |
|
291
|
|
|
|
|
|
|
|
|
292
|
|
|
|
|
|
|
use BitStamp::Socket; |
|
293
|
|
|
|
|
|
|
BitStamp::Socket->new->go; |
|
294
|
|
|
|
|
|
|
|
|
295
|
|
|
|
|
|
|
... or just type this at the command prompt: |
|
296
|
|
|
|
|
|
|
|
|
297
|
|
|
|
|
|
|
$ perl -e 'use base qw(BitStamp::Socket); main->new->go' |
|
298
|
|
|
|
|
|
|
|
|
299
|
|
|
|
|
|
|
======================= |
|
300
|
|
|
|
|
|
|
But instead do this: |
|
301
|
|
|
|
|
|
|
======================= |
|
302
|
|
|
|
|
|
|
|
|
303
|
|
|
|
|
|
|
use base qw(BitStamp::Socket); |
|
304
|
|
|
|
|
|
|
main->new->go; |
|
305
|
|
|
|
|
|
|
|
|
306
|
|
|
|
|
|
|
sub order_book { |
|
307
|
|
|
|
|
|
|
my $self = shift; |
|
308
|
|
|
|
|
|
|
my $data = shift; |
|
309
|
|
|
|
|
|
|
# I just got new order book socket data |
|
310
|
|
|
|
|
|
|
# ... your code goes here ... # |
|
311
|
|
|
|
|
|
|
} |
|
312
|
|
|
|
|
|
|
|
|
313
|
|
|
|
|
|
|
sub trade { |
|
314
|
|
|
|
|
|
|
my $self = shift; |
|
315
|
|
|
|
|
|
|
my $data = shift; |
|
316
|
|
|
|
|
|
|
# I just got new trade socket data |
|
317
|
|
|
|
|
|
|
# ... your code goes here ... # |
|
318
|
|
|
|
|
|
|
} |
|
319
|
|
|
|
|
|
|
|
|
320
|
|
|
|
|
|
|
|
|
321
|
|
|
|
|
|
|
=head1 DESCRIPTION |
|
322
|
|
|
|
|
|
|
|
|
323
|
|
|
|
|
|
|
This module is extracted from Finance::BitStamp::Socket v0.01. Please refer to |
|
324
|
|
|
|
|
|
|
L<Finance::BitStamp::Socket> |
|
325
|
|
|
|
|
|
|
|
|
326
|
|
|
|
|
|
|
I cannot close its constant VERBOSE, so I copied it to my package directly. |
|
327
|
|
|
|
|
|
|
|
|
328
|
|
|
|
|
|
|
The BitStamp socket is the fastest any most bandwidth efficient way |
|
329
|
|
|
|
|
|
|
to maintain your own up to date tracking of all trades and market |
|
330
|
|
|
|
|
|
|
changes. |
|
331
|
|
|
|
|
|
|
|
|
332
|
|
|
|
|
|
|
This module will save you some time since the connection and |
|
333
|
|
|
|
|
|
|
communication negotiations are done for you. All you need to do |
|
334
|
|
|
|
|
|
|
is write the code to handle the messages. For example: to store |
|
335
|
|
|
|
|
|
|
into a database. |
|
336
|
|
|
|
|
|
|
|
|
337
|
|
|
|
|
|
|
|
|
338
|
|
|
|
|
|
|
=head1 SEE ALSO |
|
339
|
|
|
|
|
|
|
|
|
340
|
|
|
|
|
|
|
AnyEvent::Socket, AnyEvent::Handle |
|
341
|
|
|
|
|
|
|
|
|
342
|
|
|
|
|
|
|
=head1 AUTHOR |
|
343
|
|
|
|
|
|
|
|
|
344
|
|
|
|
|
|
|
Jeff Anderson, E<lt>peawormsworth@gmail.comE<gt> |
|
345
|
|
|
|
|
|
|
|
|
346
|
|
|
|
|
|
|
=head1 COPYRIGHT AND LICENSE |
|
347
|
|
|
|
|
|
|
|
|
348
|
|
|
|
|
|
|
Copyright (C) 2014 by Jeff Anderson |
|
349
|
|
|
|
|
|
|
|
|
350
|
|
|
|
|
|
|
This library is free software; you can redistribute it and/or modify |
|
351
|
|
|
|
|
|
|
it under the same terms as Perl itself, either Perl version 5.14.2 or, |
|
352
|
|
|
|
|
|
|
at your option, any later version of Perl 5 you may have available. |
|
353
|
|
|
|
|
|
|
|
|
354
|
|
|
|
|
|
|
|
|
355
|
|
|
|
|
|
|
=cut |
|
356
|
|
|
|
|
|
|
|