Merge pull request knowm#4810 from rizer1980/core_getorderbookupdates…

…_to_PR [CORE] Give ability to get separate snapshots of orderbook updates.
duplessisc · May 28, 2024 · ca41224 · ca41224
2 parents 08abaf5 + 9402c59
commit ca41224
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Showing 4 changed files with 20 additions and 3 deletions.
diff --git a/...e/src/main/java/info/bitrich/xchangestream/binance/BinanceStreamingMarketDataService.java b/...e/src/main/java/info/bitrich/xchangestream/binance/BinanceStreamingMarketDataService.java
@@ -253,7 +253,9 @@ private Observable<BinanceKline> klinesStream(Instrument instrument, KlineInterv
    * This api provides the ability to start receiving updates immediately. It is allowed to
    * subscribe to this api and {@link #getOrderBook(Instrument, Object...)} at the same time.
    */
-  public Observable<List<OrderBookUpdate>> getOrderBookUpdates(Instrument instrument) {
+  @Override
+  public Observable<List<OrderBookUpdate>> getOrderBookUpdates(Instrument instrument,
+      Object... args) {
     if (!service.isLiveSubscriptionEnabled()
         && !service.getProductSubscription().getOrderBook().contains(instrument)) {
       throw new UpFrontSubscriptionRequiredException();

diff --git a/...stream-binance/src/test/java/info/bitrich/xchangestream/binance/BinanceManualExample.java b/...stream-binance/src/test/java/info/bitrich/xchangestream/binance/BinanceManualExample.java
@@ -143,7 +143,7 @@ private static Disposable orderbooks(StreamingExchange exchange, String identifi
   }
 
   private static Disposable orderbooksIncremental(
-      BinanceStreamingExchange exchange, String identifier) {
+      StreamingExchange exchange, String identifier) {
     return exchange
         .getStreamingMarketDataService()
         .getOrderBookUpdates(CurrencyPair.LTC_BTC)

diff --git a/...stream-core/src/main/java/info/bitrich/xchangestream/core/StreamingMarketDataService.java b/...stream-core/src/main/java/info/bitrich/xchangestream/core/StreamingMarketDataService.java
@@ -1,6 +1,7 @@
 package info.bitrich.xchangestream.core;
 
 import io.reactivex.Observable;
+import java.util.List;
 import org.knowm.xchange.currency.CurrencyPair;
 import org.knowm.xchange.dto.marketdata.*;
 import org.knowm.xchange.exceptions.NotYetImplementedForExchangeException;
@@ -92,4 +93,16 @@ default Observable<FundingRate> getFundingRate(Instrument instrument, Object...
   default Observable<FundingRates> getFundingRates() {
     throw new NotYetImplementedForExchangeException("getFundingRates");
   }
+
+  /**
+   * Get snapshots of orderBook update separately.
+   * Work only with {@link #getOrderBook(Instrument, Object...)} subscription.
+   *
+   * @return {@link Observable} that emits {@link OrderBookUpdate} when exchange sends the orderBook
+   * snapshot.
+   */
+  default Observable<List<OrderBookUpdate>> getOrderBookUpdates(Instrument instrument,
+      Object... args) {
+    throw new NotYetImplementedForExchangeException("getOrderBookUpdates");
+  }
 }
diff --git a/...am-okex/src/main/java/info/bitrich/xchangestream/okex/OkexStreamingMarketDataService.java b/...am-okex/src/main/java/info/bitrich/xchangestream/okex/OkexStreamingMarketDataService.java
@@ -150,7 +150,9 @@ public Observable<OrderBook> getOrderBook(Instrument instrument, Object... args)
             });
   }
 
-  public Observable<List<OrderBookUpdate>> getOrderBookUpdates(Instrument instrument) {
+  @Override
+  public Observable<List<OrderBookUpdate>> getOrderBookUpdates(Instrument instrument,
+      Object... args) {
     return orderBookUpdatesSubscriptions.computeIfAbsent(instrument, v -> PublishSubject.create());
   }