x public.ml

lib/public.ml

@@ -0,0 +1,101 @@
+open Lwt
+open Common
+
+(* HTTP Public APIs *)
+
+let getmarkets =
+  let path = "/v1/getmarkets" in
+  ApiCommon.get_public path []
+
+let markets =
+  let path = "/v1/markets" in
+  ApiCommon.get_public path []
+
+(*
+{
+  "mid_price": 33320,
+  "bids": [
+    {"price": 30000, "size": 0.1},
+    {"price": 25570, "size": 3}
+  ],
+  "asks": [
+    {"price": 36640, "size": 5},
+    {"price": 36700, "size": 1.2}
+  ]
+}*)
+let getboard product_code =
+  let path = "/v1/getboard" in
+  ApiCommon.get_public path [("product_code", product_code)]
+
+let board product_code =
+  let path = "/v1/board" in
+  ApiCommon.get_public path [("product_code", product_code)]
+
+type ticker = {
+    product_code: string;
+    (*TODO: "state": "RUNNING",*)
+    timestamp: string;
+    (*TODO: "tick_id": 3579,*)
+    best_bid: float;
+    best_ask: float;
+    (*TODO: "best_bid_size": 0.1,*)
+    (*TODO: "best_ask_size": 5,*)
+    (*TODO: "total_bid_depth": 15.13,*)
+    (*TODO: "total_ask_depth": 20,*)
+    (*TODO: "market_bid_size": 0,*)
+    (*TODO: "market_ask_size": 0,*)
+    (*TODO: "ltp": 31690,*)
+    (*TODO: "volume": 16819.26,*)
+    (*TODO: "volume_by_product": 6819.26*)
+}
+
+let ticker_of_json json =
+  let open Json.Util in
+  let product_code = member "product_code" json |> to_string in
+  let timestamp = member "timestamp" json |> to_string in
+  let best_bid = member "best_bid" json |> to_float in
+  let best_ask = member "best_ask" json |> to_float in
+  {
+    product_code;
+    timestamp;
+    best_bid;
+    best_ask;
+  }
+
+let getticker product_code =
+  let path = "/v1/getticker" in
+  let query = [("product_code", product_code)] in
+  ApiCommon.get_public path query >>= fun json ->
+  Lwt.return (ticker_of_json json)
+
+let ticker product_code =
+  let path = "/v1/ticker" in
+  let query = [("product_code", product_code)] in
+  ApiCommon.get_public path query >>= fun json ->
+  Lwt.return (ticker_of_json json)
+
+let getexecutions product_code =
+  let query = [("product_code", product_code)] in
+  let path = "/v1/getexecutions" in
+  ApiCommon.get_public path query
+
+let executions product_code =
+  let query = [("product_code", product_code)] in
+  let path = "/v1/executions" in
+  ApiCommon.get_public path query
+
+let getboardstate product_code =
+  let query = [("product_code", product_code)] in
+  let path = "/v1/getboardstate" in
+  ApiCommon.get_public path query
+
+let gethealth product_code =
+  let query = [("product_code", product_code)] in
+  let path = "/v1/gethealth" in
+  ApiCommon.get_public path query
+  |> Lwt.map (fun json -> Json.Util.(member "status" json |> to_string))
+
+let getchats product_code =
+  let query = [("from_date", product_code)] in
+  let path = "/v1/getchats" in
+  ApiCommon.get_public path query