Merge pull request coingecko#2099 from coingecko/dydx-derivative-inte…

…gration

introduce contract stat for dydx derivatives.

README.md

@@ -528,6 +528,8 @@ Or install it yourself as:
 | Coinflex Futures  | N | N  | Y    |  Y  |  N      | Y*  |  N  |       |      | N  | N  |    |     |     |  coinflex_futures  |
 | Deribit           | Y | Y  | Y    |  Y  |  Y      | Y   |  Y  |       |      | Y  | Y  | Y  | Y   | Y   |  deribit |
 | Delta Futures     | Y | Y  | Y    |  Y  |  N      | Y   |  Y  |   Y   |   Y  | N  | N  | Y  | N   | N   |  delta_futures |
+| Dydx (Perpetual)  | Y | Y  | Y    |  Y  |  Y      | Y   |  N  |   N   |   N  | N  |
+N  | Y  | N   | N   | dydx_perpetual |
 | FTX               | Y | Y  | Y    |  Y  |  Y      | Y   |  Y  |   Y   |   Y  | N  | Y  | Y  | Y   | N   |  ftx |
 | Fmex              | Y | Y  | Y    |  Y  |  Y      | Y   |  Y  |       |      | N  | N  | Y  | Y   | Y   |  fmex |
 | Gate (Futures)    | Y | Y  | Y    |  Y  |  Y      | Y   |  Y  |       |      | N  | N  | Y  | Y   | Y   |  gate_futures  |

lib/cryptoexchange/exchanges/dydx/services/market.rb

@@ -19,20 +19,21 @@ def ticker_url
 
 
         def adapt_all(output)
-          output['markets'].map do |ticker|
-            base, target = ticker[0].split('-')
+          output['markets'].map do |ticker, value|
+            next if value["type"] == "PERPETUAL"
+
+            base, target = ticker.split('-')
             market_pair = Cryptoexchange::Models::MarketPair.new(
               base: base,
               target: target,
               market: Dydx::Market::NAME
             )
-            adapt(ticker, market_pair)
-          end
+            adapt(value, market_pair)
+          end.compact
         end
 
         def adapt(output, market_pair)
           ticker           = Cryptoexchange::Models::Ticker.new
-          output           = output[1]
           ticker.base      = market_pair.base
           ticker.target    = market_pair.target
           ticker.market    = Dydx::Market::NAME

lib/cryptoexchange/exchanges/dydx/services/pairs.rb

@@ -10,14 +10,16 @@ def fetch
         end
 
         def adapt(output)
-          output['markets'].map do |pair|
-            base, target = pair[0].split("-")
+          output['markets'].map do |pair, value|
+            next if value["type"] == "PERPETUAL"
+
+            base, target = pair.split("-")
             Cryptoexchange::Models::MarketPair.new(
               base:   base,
               target: target,
               market: Dydx::Market::NAME
             )
-          end
+          end.compact
         end
       end
     end

lib/cryptoexchange/exchanges/dydx_perpetual/market.rb

@@ -0,0 +1,18 @@
+module Cryptoexchange::Exchanges
+  module DydxPerpetual
+    class Market < Cryptoexchange::Models::Market
+      NAME = 'dydx_perpetual'
+      API_URL = 'https://api.dydx.exchange/v1'
+
+      def self.trade_page_url(args={})
+        base = if args[:base] == "PBTC"
+          "BTC"
+        else
+          args[:base]
+        end
+
+        "https://trade.dydx.exchange/perpetual/#{base}-#{args[:target]}"
+      end
+    end
+  end
+end

lib/cryptoexchange/exchanges/dydx_perpetual/services/contract_stat.rb

@@ -0,0 +1,40 @@
+module Cryptoexchange::Exchanges
+  module DydxPerpetual
+    module Services
+      class ContractStat < Cryptoexchange::Services::Market
+        class << self
+          def supports_individual_ticker_query?
+            true
+          end
+        end
+
+        def fetch(market_pair)
+          contract_info = super(contract_info_url(market_pair))
+          adapt(market_pair, contract_info['market'])
+        end
+
+        def contract_info_url(market_pair)
+          "#{Cryptoexchange::Exchanges::DydxPerpetual::Market::API_URL}/perpetual-markets/#{market_pair.base}-#{market_pair.target}"
+        end
+
+        def adapt(market_pair, contract_info)
+          contract_stat = Cryptoexchange::Models::ContractStat.new
+          contract_stat.base      = market_pair.base
+          contract_stat.target    = market_pair.target
+          contract_stat.market    = DydxPerpetual::Market::NAME
+          contract_stat.index_identifier = nil
+          contract_stat.index_name = nil
+          contract_stat.funding_rate_percentage = contract_info['fundingRate'] ? contract_info['fundingRate'] * 100 : nil
+          contract_stat.open_interest = contract_info['openInterest'] ? contract_info['openInterest'].to_f : nil
+          # contract_stat.index
+          # contract_stat.payload
+          # contract_stat.next_funding_rate_timestamp
+          # contract_stat.funding_rate_percentage_predicted
+          contract_stat.contract_type = "perpetual"
+
+          contract_stat
+        end
+      end
+    end
+  end
+end

lib/cryptoexchange/exchanges/dydx_perpetual/services/market.rb

@@ -0,0 +1,50 @@
+module Cryptoexchange::Exchanges
+  module DydxPerpetual
+    module Services
+      class Market < Cryptoexchange::Services::Market
+        class << self
+          def supports_individual_ticker_query?
+            false
+          end
+        end
+
+        def fetch
+          output = super ticker_url
+          adapt_all(output)
+        end
+
+        def ticker_url
+          "#{Cryptoexchange::Exchanges::DydxPerpetual::Market::API_URL}/stats/markets"
+        end
+
+        def adapt_all(output)
+          output["markets"].map do |ticker, value|
+            next if value["type"] != "PERPETUAL"
+
+            base, target = ticker.split('-')
+            market_pair = Cryptoexchange::Models::MarketPair.new(
+              base: base,
+              target: target,
+              market: DydxPerpetual::Market::NAME
+            )
+            adapt(value, market_pair)
+          end.compact
+        end
+
+        def adapt(output, market_pair)
+          ticker           = Cryptoexchange::Models::Ticker.new
+          ticker.base      = market_pair.base
+          ticker.target    = market_pair.target
+          ticker.market    = DydxPerpetual::Market::NAME
+          ticker.last      = NumericHelper.to_d(output['last'])
+          ticker.high      = NumericHelper.to_d(output['high'])
+          ticker.low       = NumericHelper.to_d(output['low'])
+          ticker.volume    = NumericHelper.to_d(output['baseVolume'])
+          ticker.timestamp = nil
+          ticker.payload   = output
+          ticker
+        end
+      end
+    end
+  end
+end

lib/cryptoexchange/exchanges/dydx_perpetual/services/order_book.rb

@@ -0,0 +1,48 @@
+module Cryptoexchange::Exchanges
+  module DydxPerpetual
+    module Services
+      class OrderBook < Cryptoexchange::Services::Market
+        class << self
+          def supports_individual_ticker_query?
+            true
+          end
+        end
+
+        def fetch(market_pair)
+          output = super(ticker_url(market_pair))
+          adapt(output, market_pair)
+        end
+
+        def ticker_url(market_pair)
+          "#{Cryptoexchange::Exchanges::Dydx::Market::API_URL}/orderbook/#{market_pair.base}-#{market_pair.target}"
+        end
+
+        def adapt(output, market_pair)
+          order_book = Cryptoexchange::Models::OrderBook.new
+
+          order_book.base      = market_pair.base
+          order_book.target    = market_pair.target
+          order_book.market    = DydxPerpetual::Market::NAME
+          order_book.asks      = adapt_orders(output['asks'], order_book.target)
+          order_book.bids      = adapt_orders(output['bids'], order_book.target)
+          order_book.timestamp = nil
+          order_book.payload   = output
+          order_book
+        end
+
+        def adapt_orders(orders, target)
+          orders.collect do |order_entry|
+            price = order_entry["price"].to_f
+            amount = order_entry["amount"].to_f / 1_000_000_000_000_000_000
+            if target == "USDC"
+              price = price * 1_000_000_000_000
+            end
+            Cryptoexchange::Models::Order.new(price: price,
+                                              amount: amount,
+                                              timestamp: nil)
+          end
+        end
+      end
+    end
+  end
+end

lib/cryptoexchange/exchanges/dydx_perpetual/services/pairs.rb

@@ -0,0 +1,27 @@
+module Cryptoexchange::Exchanges
+  module DydxPerpetual
+    module Services
+      class Pairs < Cryptoexchange::Services::Pairs
+        PAIRS_URL = "#{Cryptoexchange::Exchanges::DydxPerpetual::Market::API_URL}/stats/markets"
+
+        def fetch
+          output = super
+          adapt(output)
+        end
+
+        def adapt(output)
+          output['markets'].map do |pair, value|
+            next if value["type"] != "PERPETUAL"
+
+            base, target = pair.split("-")
+            Cryptoexchange::Models::MarketPair.new(
+              base:   base,
+              target: target,
+              market: DydxPerpetual::Market::NAME
+            )
+          end.compact
+        end
+      end
+    end
+  end
+end