File: MtGox.pm

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libfinance-quote-perl 1.35-1
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# Copyright (C) 2013, Sam Morris <sam@robots.org.uk>
#
# This program is free software; you can redistribute it and/or modify it under
# the terms of the GNU General Public License as published by the Free Software
# Foundation; either version 2 of the License, or (at your option) any later
# version.
#
# This program is distributed in the hope that it will be useful, but WITHOUT
# ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
# FOR A PARTICULAR PURPOSE.  See the GNU General Public License for more
# details.
#
# You should have received a copy of the GNU General Public License along with
# this program.  If not, see <http://www.gnu.org/licenses/>.

package Finance::Quote::MtGox;

use strict;
use warnings;
use HTTP::Request::Common;
use JSON;
use LWP::UserAgent;
use POSIX;
use URI::Escape;

require 5.010;

our $VERSION = '1.35'; # VERSION

my @markets =
    qw/USD EUR JPY CAD GBP CHF RUB AUD SEK DKK HKD PLN CNY SGD THB NZD NOK/;
my @labels =
    qw/ask bid currency date exchange last method source success symbol time
       timezone/;

sub methods {
    my %result;
    foreach my $market (@markets) {
        my $lmarket = lc $market;
        $result{"mtgox_$lmarket"} =
            sub { unshift( @_, $market ); goto &mtgox; };
        $result{"bitcoin_$lmarket"} =
            sub { unshift( @_, $market ); goto &mtgox; };
    }
    return %result;
}

sub labels {
    my %result;
    foreach my $market (@markets) {
        my $lmarket = lc $market;
        $result{"mtgox_$lmarket"}   = \@labels;
        $result{"bitcoin_$lmarket"} = \@labels;
    }
    return %result;
}

sub mtgox {
    @_ = (@_);
    my $market = shift // die "Missing market";
    my $quoter = shift // die "Missing quoter";
    my @symbols = (@_);

    my %info;
    foreach my $symbol (@symbols) {
        if ( exists $info{ $symbol, "symbol" } ) {
            next;
        }

        $info{ $symbol, "success" } = 0;
        $info{ $symbol, "source" }  = "MtGox";
        $info{ $symbol, "symbol" }  = $symbol;

        if ( length $symbol > 10 ) {
            $info{ $symbol, "errormsg" } = "Symbol too long";
            next;
        }

        my $r =
            $quoter->user_agent->request(
               GET sprintf
                   "https://data.mtgox.com/api/2/%s${market}/money/ticker_fast",
               uri_escape $symbol);
        if ( !$r->is_success ) {
            $info{ $symbol, "errormsg" } = "HTTP failure";
            next;
        }
        elsif ( $r->headers->content_type ne 'application/json' ) {
            $info{ $symbol, 'errormsg' } = 'API failure: unparseable data';
        }
        my $ticker;
        eval { $ticker = decode_json( $r->decoded_content ); };
        if ($@) {
            $info{ $symbol, 'errormsg' } = "API failure: parse error: $@";
            next;
        }

        if ( $ticker->{"result"} ne "success" ) {
            $info{ $symbol, "errormsg" } = "API failure";
            next;
        }

        # last_all gives us the last trade in any currency, converted
        # to the local currency
        if ( $ticker->{"data"}{"last_all"}{"currency"} eq $market ) {
            $info{ $symbol, "last" } = $ticker->{"data"}{"last_all"}{"value"};
        }
        if ( $ticker->{"data"}{"buy"}{"currency"} eq $market ) {
            $info{ $symbol, "bid" } = $ticker->{"data"}{"buy"}{"value"};
        }
        if ( $ticker->{"data"}{"sell"}{"currency"} eq $market ) {
            $info{ $symbol, "ask" } = $ticker->{"data"}{"sell"}{"value"};
        }

        # The ticker data not supply a timestamp. Fetch the latest
        # trade data and use the date from that instead. To avoid a
        # time-consuming transfer, only request trades from the last
        # minute, falling back to requesting more and more, up to 24
        # hours' worth.
        foreach my $cutoff ( 60, 60 * 60, 6 * 60 * 60, 24 * 60 * 60 ) {
            my $url = sprintf(
                "https://data.mtgox.com/api/2/%s${market}/money/trades/fetch?since=%s",
                uri_escape($symbol), 1000_000 * ( time - $cutoff ) );
            my $r2 = $quoter->user_agent->request( GET $url);
            if (   !$r2->is_success
                 || $r2->headers->content_type ne 'application/json' )
            {
                last;
            }

            my $trades;
            eval { $trades = decode_json( $r2->decoded_content ); };
            last if $@;

            if ( $trades->{"result"} ne "success" ) {
                last;
            }

            # If there are no trades, try again. This is the only
            # time we use next, as opposed to last.
            my $last = $trades->{"data"}[-1];
            if ( !$last ) {
                next;
            }

            if (    $last->{"item"} ne $symbol
                 || $last->{"price_currency"} ne $market )
            {
                last;
            }

            $info{ $symbol, "last" } = $last->{"price"};
            my @ts = gmtime $last->{"date"};
            $info{ $symbol, "date" } = strftime( "%m/%d/%y", @ts );
            $info{ $symbol, "time" } = strftime( "%H:%M:%S", @ts );
            $info{ $symbol, "timezone" } = "UTC";
            last;
        }

        if (    $info{ $symbol, "last" }
             || $info{ $symbol, "buy" }
             || $info{ $symbol, "sell" } )
        {
            $info{ $symbol, "success" }  = 1;
            $info{ $symbol, "currency" } = $market;
            $info{ $symbol, "exchange" } = "Mt.Gox";
            $info{ $symbol, "method" }   = sprintf( "mtgox_%s", lc $market );
        }
    }
    return wantarray() ? %info : \%info;
}

1;

=head1 NAME

Finance::Quote::MtGox - Obtain information from Mt.Gox

=head1 SYNOPSIS

    use Finance::Quote;
    $q = Finance::Quote->new;

    %info = Finance::Quote->fetch("mtgox_usd", "BTC");
    %info = Finance::Quote->fetch("mtgox_eur", "LTC");

=head1 DESCRIPTION

This module fetches information from Mt.Gox. The following symbols are
currently known:

=over

=item BTC: Bitcoin

=item LTC: Litecoin (market not yet operational)

=item NMC: Namecoin (market not yet operational)

=back

The following methods provide prices directly from Mt.Gox, in each of the
currency markets that they operate.

=over

=item mtgox_aud: Australian Dollar

=item mtgox_cad: Canadian Dollar

=item mtgox_chf: Swiss Franc

=item mtgox_cny: Yuan Renminbi

=item mtgox_dkk: Danish Krone

=item mtgox_eur: Euro

=item mtgox_gbp: Pound Sterling

=item mtgox_hkd: Hong Kong Dollar

=item mtgox_jpy: Yen

=item mtgox_nok: Norweigan Krone

=item mtgox_nzd: New Zealand Dollar

=item mtgox_pln: Zloty

=item mtgox_rub: Russian Ruble

=item mtgox_sek: Swedish Kronor

=item mtgox_sgd: Singapore Dollar

=item mtgox_thb: Baht

=item mtgox_usd: US Dollar

=back

In addition, "bitcoin_$market" methods are provided in case failover to other
exchanges is desirable. These methods will return data for other digital
currencies than Bitcoin; the currency for which data is retrieved is determined
by the symbol name passed to the method.

Mt.Gox operates a multi-currency market, where all offers across all markets
are amalgamated into a common pool. Trades between markets are matched using
the European Central Bank's daily exchange rate, plus a 2.5% fee included in
the price.

=head1 LABELS RETURNED

=over

=item ask: lowest asking price

=item bid: highest offer price

=item currency: currency of retrieved quote

=item date, time: time of last trade

=item exchange: always 'Mt.Gox'

=item last: last trade price

=item method: fetching method used

=item timezone: always UTC

=back