line |
stmt |
bran |
cond |
sub |
pod |
time |
code |
1
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package Finance::Bitcoin::Feed::Pusher; |
2
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3
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1
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1
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324
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use strict; |
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1
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1
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24
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4
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1
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1
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3
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use warnings; |
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1
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1
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77
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5
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our $VERSION = '0.01'; |
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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92
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7
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8
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1
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1
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451
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use AnyEvent::Socket; |
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1
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23614
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1
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106
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9
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1
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1
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674
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use AnyEvent::Handle; |
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1
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5083
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1
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39
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10
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1
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1
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483
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use Protocol::WebSocket::Handshake::Client; |
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1
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60329
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1
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36
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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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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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655
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use JSON; |
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1
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12773
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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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551
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use URI; |
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1
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3787
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1
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32
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15
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1
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1
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620
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use Data::Dumper; |
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1
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5928
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1
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71
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16
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17
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1
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51
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use constant CHANNELS => qw( |
18
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order_book |
19
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live_trades |
20
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1
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1
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7
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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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1
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1
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51
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23
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1
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1
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6
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use constant PROTOCOL => 6; |
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1
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1
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1
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59
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24
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1
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1
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6
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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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55
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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... |
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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2
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1
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35
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28
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29
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# cleartext... |
30
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1
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1
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4
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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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27
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31
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1
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1
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3
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use constant SCHEME => 'ws'; |
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1
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1
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1
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28
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32
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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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33
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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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58
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34
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35
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# ssl... |
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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1
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1
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45
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37
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1
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1
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4
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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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40
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38
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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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1
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1
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131
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39
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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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2125
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40
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41
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sub VERBOSE { |
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; |
43
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} |
44
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45
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sub DEBUG { |
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; |
47
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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. |
50
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# within these subroutines you will have access to the json response in a hash format. |
51
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sub trade { |
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; |
53
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0
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|
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0
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my $data = shift; |
54
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0
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0
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warn Data::Dumper->Dump([$data]); |
55
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0
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|
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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"; |
56
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0
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0
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return; |
57
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} |
58
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59
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sub order_book { |
60
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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; |
61
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0
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0
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my $data = shift; |
62
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0
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0
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warn Data::Dumper->Dump([$data]); |
63
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0
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|
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|
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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"; |
64
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0
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0
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return; |
65
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} |
66
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67
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# end the methods you should definately override. |
68
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69
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# This module is meant to be used as a base for your own module. |
70
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# Your own module will decide what to do with the incoming message through the |
71
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# trade() and order_book() routines. |
72
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# |
73
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# You should look at "test.pl" to see a basic example. |
74
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|
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75
|
1
|
|
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1
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0
|
11
|
sub new { return (bless {} => shift)->init(@_) } |
76
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|
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77
|
|
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|
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|
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sub init { |
78
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1
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1
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0
|
3
|
my ($self, %args) = @_; |
79
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1
|
|
|
|
|
7
|
foreach my $attribute ($self->attributes) { |
80
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4
|
100
|
|
|
|
16
|
$self->$attribute($args{$attribute}) if exists $args{$attribute}; |
81
|
|
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|
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|
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} |
82
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1
|
|
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|
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3
|
return $self; |
83
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|
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|
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} |
84
|
|
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|
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|
|
85
|
|
|
|
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|
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sub setup { |
86
|
0
|
|
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0
|
0
|
0
|
my $self = shift; |
87
|
0
|
0
|
|
|
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0
|
$self->channels([CHANNELS]) unless $self->channels; |
88
|
0
|
0
|
|
|
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0
|
$self->protocol(PROTOCOL) unless $self->protocol; |
89
|
0
|
0
|
|
|
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0
|
$self->app_key(APP_KEY) unless $self->app_key; |
90
|
0
|
0
|
|
|
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0
|
$self->ssl(SSL) unless $self->ssl; |
91
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0
|
|
|
|
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0
|
return; |
92
|
|
|
|
|
|
|
} |
93
|
|
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|
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|
|
|
94
|
|
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|
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sub go { |
95
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0
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|
|
0
|
0
|
0
|
my $self = shift; |
96
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0
|
|
|
|
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0
|
$self->setup; |
97
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0
|
|
|
|
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0
|
$self->handle; |
98
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0
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|
|
|
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0
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$self->just_wait; |
99
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0
|
|
|
|
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0
|
return; |
100
|
|
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|
|
} |
101
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|
102
|
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|
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sub handle { |
103
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0
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|
|
0
|
0
|
0
|
my $self = shift; |
104
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0
|
|
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|
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0
|
$self->client(Protocol::WebSocket::Handshake::Client->new(url => $self->uri->as_string)); |
105
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0
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|
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|
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0
|
$self->frame(Protocol::WebSocket::Frame->new); |
106
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0
|
|
|
|
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0
|
$self->{handle} = AnyEvent::Handle->new( |
107
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|
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connect => [$self->host, $self->port], |
108
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|
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|
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tls => $self->tls, |
109
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|
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|
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tls_ctx => {verify => 0}, |
110
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|
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keepalive => 1, |
111
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|
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wtimeout => 50, |
112
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|
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on_connect => $self->on_connect, |
113
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on_read => $self->on_read, |
114
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on_wtimeout => $self->on_wtimeout, |
115
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|
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on_error => $self->on_error, |
116
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|
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|
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on_eof => $self->on_eof, |
117
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|
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); |
118
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0
|
|
|
|
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0
|
return; |
119
|
|
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} |
120
|
|
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|
121
|
|
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|
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|
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sub on_read { |
122
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0
|
|
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0
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0
|
0
|
my $self = shift; |
123
|
|
|
|
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|
|
return sub { |
124
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0
|
|
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0
|
|
0
|
my $handle = shift; |
125
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0
|
|
|
|
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0
|
my $chunk = $handle->{rbuf}; |
126
|
0
|
|
|
|
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0
|
$handle->{rbuf} = undef; |
127
|
0
|
0
|
|
|
|
0
|
if (!$self->client->is_done) { |
128
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0
|
|
|
|
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0
|
$self->client->parse($chunk); |
129
|
|
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|
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|
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} |
130
|
|
|
|
|
|
|
|
131
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0
|
|
|
|
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0
|
$self->frame->append($chunk); |
132
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0
|
0
|
|
|
|
0
|
if ($self->frame->is_ping()) { |
133
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0
|
|
|
|
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0
|
$handle->push_write( |
134
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|
|
|
|
|
|
$self->frame->new( |
135
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|
|
|
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|
|
buffer => '', |
136
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|
|
|
|
|
|
type => 'pong' |
137
|
|
|
|
|
|
|
)->to_bytes |
138
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|
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|
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); |
139
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|
|
|
|
|
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} |
140
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0
|
|
|
|
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0
|
while (my $msg = $self->frame->next) { |
141
|
0
|
|
|
|
|
0
|
my $d; |
142
|
0
|
0
|
|
|
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0
|
eval { $d = $self->json->decode($msg); } or do { |
|
0
|
|
|
|
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0
|
|
143
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0
|
|
|
|
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0
|
my $e = $@; |
144
|
0
|
|
|
|
|
0
|
warn $self->now . ' - error: ' . $e; |
145
|
0
|
|
|
|
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0
|
next; |
146
|
|
|
|
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|
|
}; |
147
|
|
|
|
|
|
|
|
148
|
0
|
0
|
|
|
|
0
|
if ($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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|
|
|
149
|
0
|
0
|
|
|
|
0
|
say $self->now . ' - subscribing to events' if VERBOSE; |
150
|
0
|
|
|
|
|
0
|
foreach my $channel (@{$self->channels}) { |
|
0
|
|
|
|
|
0
|
|
151
|
0
|
0
|
|
|
|
0
|
say $self->now . ' - requesting channel: ' . $channel |
152
|
|
|
|
|
|
|
if VERBOSE; |
153
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0
|
|
|
|
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0
|
$handle->push_write( |
154
|
|
|
|
|
|
|
$self->frame->new( |
155
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|
|
|
|
|
|
$self->json->encode({ |
156
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|
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|
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|
|
event => 'pusher:subscribe', |
157
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|
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|
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data => { |
158
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|
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|
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|
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channel => $channel, |
159
|
|
|
|
|
|
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}, |
160
|
|
|
|
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|
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}) |
161
|
|
|
|
|
|
|
)->to_bytes |
162
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|
|
|
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|
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); |
163
|
|
|
|
|
|
|
} |
164
|
|
|
|
|
|
|
} elsif ($d->{event} eq 'pusher_internal:subscription_succeeded') { |
165
|
0
|
0
|
|
|
|
0
|
printf("%s - subscribed to channel: %s\n", $self->now, $d->{channel}) |
166
|
|
|
|
|
|
|
if VERBOSE; |
167
|
|
|
|
|
|
|
} |
168
|
|
|
|
|
|
|
|
169
|
|
|
|
|
|
|
elsif ($d->{event} eq 'trade') { |
170
|
0
|
0
|
|
|
|
0
|
printf("%s - got %s request on channel: %s\n", $self->now, @{$d}{qw(event channel)}) |
|
0
|
|
|
|
|
0
|
|
171
|
|
|
|
|
|
|
if VERBOSE; |
172
|
0
|
0
|
|
|
|
0
|
if ($d->{channel} eq 'live_trades') { |
173
|
0
|
|
|
|
|
0
|
my $data = $self->json->decode($d->{data}); |
174
|
0
|
|
|
|
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0
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$self->trade($data); |
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} else { |
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printf "%s - got event: %s", $self->now, Dumper $d |
177
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if VERBOSE; |
178
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} |
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} elsif ($d->{event} eq 'data') { |
180
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printf("%s - got %s request on channel: %s\n", $self->now, @{$d}{qw(event channel)}) |
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if VERBOSE; |
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if ($d->{channel} eq 'order_book') { |
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my $data = $self->json->decode($d->{data}); |
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$self->order_book($data); |
185
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} else { |
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printf '%s - got event: %s', $self->now, Dumper $d |
187
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if VERBOSE; |
188
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} |
189
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} |
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191
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else { |
192
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0
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printf '%s - got event: %s', $self->now, Dumper $d if VERBOSE; |
193
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} |
194
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195
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} |
196
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} |
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0
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} |
198
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199
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sub on_connect { |
200
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my $self = shift; |
201
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return sub { |
202
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my $handle = shift; |
203
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say $self->now . ' - connected to pusher' if VERBOSE; |
204
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$handle->push_write($self->client->to_string); |
205
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} |
206
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0
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} |
207
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208
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sub on_wtimeout { |
209
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0
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my $self = shift; |
210
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return sub { |
211
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0
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0
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0
|
my $handle = shift; |
212
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0
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0
|
$handle->push_write( |
213
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$self->frame->new( |
214
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|
buffer => '', |
215
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|
type => 'ping' |
216
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|
)->to_bytes |
217
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); |
218
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} |
219
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0
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0
|
} |
220
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221
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|
sub on_error { |
222
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0
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0
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0
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0
|
my $self = shift; |
223
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|
return sub { |
224
|
0
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0
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|
0
|
my ($handle, $fatal, $msg) = @_; |
225
|
0
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0
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0
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0
|
warn $self->now . " - fatal($fatal): $msg" if VERBOSE or DEBUG; |
226
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0
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0
|
$handle->destroy; |
227
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0
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|
|
0
|
$self->setup; |
228
|
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|
|
} |
229
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0
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0
|
} |
230
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231
|
|
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|
|
sub on_eof { |
232
|
0
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|
|
0
|
0
|
0
|
my $self = shift; |
233
|
|
|
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|
|
return sub { |
234
|
0
|
|
|
0
|
|
0
|
my $handle = shift; |
235
|
0
|
0
|
0
|
|
|
0
|
warn $self->now . " - lost connection, reconnecting" |
236
|
|
|
|
|
|
|
if VERBOSE or DEBUG; |
237
|
0
|
|
|
|
|
0
|
$self->setup; |
238
|
|
|
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|
|
|
} |
239
|
0
|
|
|
|
|
0
|
} |
240
|
|
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|
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|
|
241
|
1
|
|
|
1
|
0
|
5
|
sub attributes { return ATTRIBUTES } |
242
|
0
|
|
|
0
|
0
|
0
|
sub just_wait { return AnyEvent->condvar->wait } |
243
|
0
|
|
0
|
0
|
0
|
0
|
sub json { return shift->{json} ||= JSON->new } |
244
|
0
|
0
|
|
0
|
0
|
0
|
sub host { return shift->ssl ? SSL_HOST : HOST } |
245
|
0
|
0
|
|
0
|
0
|
0
|
sub port { return shift->ssl ? SSL_PORT : PORT } |
246
|
0
|
0
|
|
0
|
0
|
0
|
sub tls { return shift->ssl ? SSL_TLS : TLS } |
247
|
0
|
0
|
|
0
|
0
|
0
|
sub scheme { return shift->ssl ? SSL_SCHEME : SCHEME } |
248
|
0
|
|
|
0
|
0
|
0
|
sub client { my $self = shift; return $self->get_set(@_) } |
|
0
|
|
|
|
|
0
|
|
249
|
0
|
|
|
0
|
0
|
0
|
sub frame { my $self = shift; return $self->get_set(@_) } |
|
0
|
|
|
|
|
0
|
|
250
|
1
|
|
|
1
|
0
|
2
|
sub channels { my $self = shift; return $self->get_set(@_) } |
|
1
|
|
|
|
|
7
|
|
251
|
0
|
|
|
0
|
0
|
0
|
sub protocol { my $self = shift; return $self->get_set(@_) } |
|
0
|
|
|
|
|
0
|
|
252
|
0
|
|
|
0
|
0
|
0
|
sub app_key { my $self = shift; return $self->get_set(@_) } |
|
0
|
|
|
|
|
0
|
|
253
|
0
|
|
|
0
|
0
|
0
|
sub ssl { my $self = shift; return $self->get_set(@_) } |
|
0
|
|
|
|
|
0
|
|
254
|
|
|
|
|
|
|
|
255
|
|
|
|
|
|
|
sub now { |
256
|
0
|
|
|
0
|
0
|
0
|
return sprintf '%4d-%02d-%02d %02d:%02d:%02d', (localtime(time))[5] + 1900, (localtime(time))[4, 3, 2, 1, 0]; |
257
|
|
|
|
|
|
|
} |
258
|
|
|
|
|
|
|
|
259
|
|
|
|
|
|
|
sub get_set { |
260
|
1
|
|
|
1
|
0
|
2
|
my ($self, $v) = @_; |
261
|
1
|
|
|
|
|
18
|
my $attribute = ((caller(1))[3] =~ /::(\w+)$/)[0]; |
262
|
1
|
50
|
|
|
|
40
|
$self->{$attribute} = $v if $v; |
263
|
1
|
|
|
|
|
3
|
return $self->{$attribute}; |
264
|
|
|
|
|
|
|
} |
265
|
|
|
|
|
|
|
|
266
|
|
|
|
|
|
|
sub uri { |
267
|
0
|
|
|
0
|
0
|
|
my $self = shift; |
268
|
0
|
0
|
|
|
|
|
unless ($self->{uri}) { |
269
|
0
|
|
|
|
|
|
my $uri = URI->new; |
270
|
0
|
|
|
|
|
|
$uri->scheme('http'); |
271
|
0
|
|
|
|
|
|
$uri->host($self->host); |
272
|
0
|
|
|
|
|
|
$uri->path(sprintf '/app/%s' => $self->app_key); |
273
|
0
|
|
|
|
|
|
$uri->query_form(protocol => $self->protocol); |
274
|
0
|
|
|
|
|
|
$uri->scheme($self->scheme); |
275
|
0
|
|
|
|
|
|
$self->{uri} = $uri; |
276
|
|
|
|
|
|
|
} |
277
|
0
|
|
|
|
|
|
return $self->{uri}; |
278
|
|
|
|
|
|
|
} |
279
|
|
|
|
|
|
|
|
280
|
|
|
|
|
|
|
1; |
281
|
|
|
|
|
|
|
|
282
|
|
|
|
|
|
|
__END__ |
283
|
|
|
|
|
|
|
|
284
|
|
|
|
|
|
|
# Below is stub documentation for your module. You'd better edit it! |
285
|
|
|
|
|
|
|
|
286
|
|
|
|
|
|
|
=head1 NAME |
287
|
|
|
|
|
|
|
|
288
|
|
|
|
|
|
|
This module is extracted from Finance::BitStamp::Socket v0.01. |
289
|
|
|
|
|
|
|
BitStamp::Socket - Perl extension for connecting to the BitStamp exchange |
290
|
|
|
|
|
|
|
socket through the Pusher service. |
291
|
|
|
|
|
|
|
|
292
|
|
|
|
|
|
|
=head1 SYNOPSIS |
293
|
|
|
|
|
|
|
|
294
|
|
|
|
|
|
|
# this will dump the socket messages to the terminal... |
295
|
|
|
|
|
|
|
|
296
|
|
|
|
|
|
|
use BitStamp::Socket; |
297
|
|
|
|
|
|
|
BitStamp::Socket->new->go; |
298
|
|
|
|
|
|
|
|
299
|
|
|
|
|
|
|
... or just type this at the command prompt: |
300
|
|
|
|
|
|
|
|
301
|
|
|
|
|
|
|
$ perl -e 'use base qw(BitStamp::Socket); main->new->go' |
302
|
|
|
|
|
|
|
|
303
|
|
|
|
|
|
|
======================= |
304
|
|
|
|
|
|
|
But instead do this: |
305
|
|
|
|
|
|
|
======================= |
306
|
|
|
|
|
|
|
|
307
|
|
|
|
|
|
|
use base qw(BitStamp::Socket); |
308
|
|
|
|
|
|
|
main->new->go; |
309
|
|
|
|
|
|
|
|
310
|
|
|
|
|
|
|
sub order_book { |
311
|
|
|
|
|
|
|
my $self = shift; |
312
|
|
|
|
|
|
|
my $data = shift; |
313
|
|
|
|
|
|
|
# I just got new order book socket data |
314
|
|
|
|
|
|
|
# ... your code goes here ... # |
315
|
|
|
|
|
|
|
} |
316
|
|
|
|
|
|
|
|
317
|
|
|
|
|
|
|
sub trade { |
318
|
|
|
|
|
|
|
my $self = shift; |
319
|
|
|
|
|
|
|
my $data = shift; |
320
|
|
|
|
|
|
|
# I just got new trade socket data |
321
|
|
|
|
|
|
|
# ... your code goes here ... # |
322
|
|
|
|
|
|
|
} |
323
|
|
|
|
|
|
|
|
324
|
|
|
|
|
|
|
|
325
|
|
|
|
|
|
|
=head1 DESCRIPTION |
326
|
|
|
|
|
|
|
|
327
|
|
|
|
|
|
|
This module is extracted from Finance::BitStamp::Socket v0.01. Please refer to |
328
|
|
|
|
|
|
|
L<Finance::BitStamp::Socket> |
329
|
|
|
|
|
|
|
|
330
|
|
|
|
|
|
|
I cannot close its constant VERBOSE, so I copied it to my package directly. |
331
|
|
|
|
|
|
|
|
332
|
|
|
|
|
|
|
The BitStamp socket is the fastest any most bandwidth efficient way |
333
|
|
|
|
|
|
|
to maintain your own up to date tracking of all trades and market |
334
|
|
|
|
|
|
|
changes. |
335
|
|
|
|
|
|
|
|
336
|
|
|
|
|
|
|
This module will save you some time since the connection and |
337
|
|
|
|
|
|
|
communication negotiations are done for you. All you need to do |
338
|
|
|
|
|
|
|
is write the code to handle the messages. For example: to store |
339
|
|
|
|
|
|
|
into a database. |
340
|
|
|
|
|
|
|
|
341
|
|
|
|
|
|
|
|
342
|
|
|
|
|
|
|
=head1 SEE ALSO |
343
|
|
|
|
|
|
|
|
344
|
|
|
|
|
|
|
AnyEvent::Socket, AnyEvent::Handle |
345
|
|
|
|
|
|
|
|
346
|
|
|
|
|
|
|
=head1 AUTHOR |
347
|
|
|
|
|
|
|
|
348
|
|
|
|
|
|
|
Jeff Anderson, E<lt>peawormsworth@gmail.comE<gt> |
349
|
|
|
|
|
|
|
|
350
|
|
|
|
|
|
|
=head1 COPYRIGHT AND LICENSE |
351
|
|
|
|
|
|
|
|
352
|
|
|
|
|
|
|
Copyright (C) 2014 by Jeff Anderson |
353
|
|
|
|
|
|
|
|
354
|
|
|
|
|
|
|
This library is free software; you can redistribute it and/or modify |
355
|
|
|
|
|
|
|
it under the same terms as Perl itself, either Perl version 5.14.2 or, |
356
|
|
|
|
|
|
|
at your option, any later version of Perl 5 you may have available. |
357
|
|
|
|
|
|
|
|
358
|
|
|
|
|
|
|
|
359
|
|
|
|
|
|
|
=cut |
360
|
|
|
|
|
|
|
|