Merge pull request #4901 from bigscoop/coinex

[coinex] Add market orders

xchange-coinex/src/main/java/org/knowm/xchange/coinex/CoinexAdapters.java

@@ -1,5 +1,6 @@
 package org.knowm.xchange.coinex;
 
+import java.math.MathContext;
 import java.time.Instant;
 import java.util.Collection;
 import java.util.Date;
@@ -9,10 +10,13 @@
 import java.util.stream.Collectors;
 import lombok.experimental.UtilityClass;
 import org.knowm.xchange.coinex.dto.account.CoinexBalanceInfo;
+import org.knowm.xchange.coinex.dto.account.CoinexMarketType;
+import org.knowm.xchange.coinex.dto.account.CoinexOrder;
 import org.knowm.xchange.coinex.dto.marketdata.CoinexCurrencyPairInfo;
 import org.knowm.xchange.coinex.dto.marketdata.CoinexMarketDepth;
 import org.knowm.xchange.coinex.dto.marketdata.CoinexTickerV1;
 import org.knowm.xchange.currency.CurrencyPair;
+import org.knowm.xchange.dto.Order;
 import org.knowm.xchange.dto.Order.OrderType;
 import org.knowm.xchange.dto.account.Balance;
 import org.knowm.xchange.dto.account.Wallet;
@@ -21,6 +25,7 @@
 import org.knowm.xchange.dto.marketdata.Ticker.Builder;
 import org.knowm.xchange.dto.meta.InstrumentMetaData;
 import org.knowm.xchange.dto.trade.LimitOrder;
+import org.knowm.xchange.dto.trade.MarketOrder;
 import org.knowm.xchange.instrument.Instrument;
 
 @UtilityClass
@@ -52,6 +57,18 @@ public Balance toBalance(CoinexBalanceInfo balance) {
   }
 
 
+  public CoinexOrder toCoinexOrder(MarketOrder marketOrder) {
+    return CoinexOrder.builder()
+        .currencyPair((CurrencyPair) marketOrder.getInstrument())
+        .marketType(CoinexMarketType.SPOT)
+        .side(marketOrder.getType())
+        .type("market")
+        .clientId(marketOrder.getUserReference())
+        .amount(marketOrder.getOriginalAmount())
+        .build();
+  }
+
+
   public CurrencyPair toCurrencyPair(String symbol) {
     return SYMBOL_TO_CURRENCY_PAIR.get(symbol);
   }
@@ -67,6 +84,50 @@ public InstrumentMetaData toInstrumentMetaData(CoinexCurrencyPairInfo coinexCurr
   }
 
 
+  public Order toOrder(CoinexOrder coinexOrder) {
+    Order.Builder builder;
+    Instrument instrument = coinexOrder.getCurrencyPair();
+    OrderType orderType = coinexOrder.getSide();
+
+    switch (coinexOrder.getType()) {
+      case "market":
+        builder = new MarketOrder.Builder(orderType, instrument);
+        break;
+      case "limit":
+        builder = new LimitOrder.Builder(orderType, instrument)
+            .limitPrice(coinexOrder.getPrice());
+        break;
+      default:
+        throw new IllegalArgumentException("Can't map " + coinexOrder.getType());
+    }
+
+    if (orderType == OrderType.BID) {
+      // buy orders fill quote
+      builder.cumulativeAmount(coinexOrder.getFilledQuoteAmount());
+    }
+    else if (orderType == OrderType.ASK) {
+      // sell orders fill asset
+      builder.cumulativeAmount(coinexOrder.getFilledAssetAmount());
+    }
+    else {
+      throw new IllegalArgumentException("Can't map " + orderType);
+    }
+
+    // average price
+    if (coinexOrder.getFilledAssetAmount() != null && coinexOrder.getFilledQuoteAmount() != null && coinexOrder.getFilledAssetAmount().signum() > 0) {
+      builder.averagePrice(coinexOrder.getFilledQuoteAmount().divide(coinexOrder.getFilledAssetAmount(), MathContext.DECIMAL32));
+    }
+
+    return builder
+        .id(String.valueOf(coinexOrder.getOrderId()))
+        .originalAmount(coinexOrder.getAmount())
+        .userReference(coinexOrder.getClientId())
+        .timestamp(Date.from(coinexOrder.getCreatedAt()))
+        .orderStatus(coinexOrder.getStatus())
+        .build();
+  }
+
+
   public OrderBook toOrderBook(CoinexMarketDepth coinexMarketDepth) {
     List<LimitOrder> asks = coinexMarketDepth.getDepth().getAsks().stream()
         .map(priceSizeEntry ->
@@ -114,7 +175,7 @@ public Ticker toTicker(Instrument instrument, CoinexTickerV1 coinexTickerV1, Ins
 
     builder
         .open(coinexTickerV1.getOpen24h())
-        .last(coinexTickerV1.getVolume24h())
+        .last(coinexTickerV1.getLast())
         .bid(coinexTickerV1.getBestBidPrice())
         .ask(coinexTickerV1.getBestAskPrice())
         .high(coinexTickerV1.getHigh24h())

xchange-coinex/src/main/java/org/knowm/xchange/coinex/CoinexAuthenticated.java

@@ -1,15 +1,19 @@
 package org.knowm.xchange.coinex;
 
+import jakarta.ws.rs.Consumes;
 import jakarta.ws.rs.GET;
 import jakarta.ws.rs.HeaderParam;
+import jakarta.ws.rs.POST;
 import jakarta.ws.rs.Path;
 import jakarta.ws.rs.Produces;
+import jakarta.ws.rs.QueryParam;
 import jakarta.ws.rs.core.MediaType;
 import java.io.IOException;
 import java.util.List;
 import org.knowm.xchange.coinex.dto.CoinexException;
 import org.knowm.xchange.coinex.dto.CoinexResponse;
 import org.knowm.xchange.coinex.dto.account.CoinexBalanceInfo;
+import org.knowm.xchange.coinex.dto.account.CoinexOrder;
 import si.mazi.rescu.ParamsDigest;
 import si.mazi.rescu.SynchronizedValueFactory;
 
@@ -25,5 +29,25 @@ CoinexResponse<List<CoinexBalanceInfo>> balances(
       @HeaderParam("X-COINEX-SIGN") ParamsDigest signer)
       throws IOException, CoinexException;
 
+  @POST
+  @Path("v2/spot/order")
+  @Consumes(MediaType.APPLICATION_JSON)
+  CoinexResponse<CoinexOrder> createOrder(
+      @HeaderParam("X-COINEX-KEY") String apiKey,
+      @HeaderParam("X-COINEX-TIMESTAMP") SynchronizedValueFactory<Long> timestamp,
+      @HeaderParam("X-COINEX-SIGN") ParamsDigest signer,
+      CoinexOrder coinexOrder)
+      throws IOException, CoinexException;
+
+  @GET
+  @Path("v2/spot/order-status")
+  CoinexResponse<CoinexOrder> orderStatus(
+      @HeaderParam("X-COINEX-KEY") String apiKey,
+      @HeaderParam("X-COINEX-TIMESTAMP") SynchronizedValueFactory<Long> timestamp,
+      @HeaderParam("X-COINEX-SIGN") ParamsDigest signer,
+      @QueryParam("market") String market,
+      @QueryParam("order_id") String orderId)
+      throws IOException, CoinexException;
+
 
 }

xchange-coinex/src/main/java/org/knowm/xchange/coinex/CoinexErrorAdapter.java

@@ -4,15 +4,20 @@
 import org.knowm.xchange.coinex.dto.CoinexException;
 import org.knowm.xchange.exceptions.ExchangeException;
 import org.knowm.xchange.exceptions.InstrumentNotValidException;
+import org.knowm.xchange.exceptions.OrderNotValidException;
 
 @UtilityClass
 public class CoinexErrorAdapter {
 
+  public final int ORDER_NOT_FOUND = 3600;
   public final int INVALID_MARKET_CODE = 3639;
 
   public ExchangeException adapt(CoinexException e) {
 
     switch (e.getCode()) {
+      case ORDER_NOT_FOUND:
+        return new OrderNotValidException(e.getMessage(), e);
+
       case INVALID_MARKET_CODE:
         return new InstrumentNotValidException(e.getMessage(), e);
 

xchange-coinex/src/main/java/org/knowm/xchange/coinex/CoinexExchange.java

@@ -10,6 +10,7 @@
 import org.knowm.xchange.coinex.service.CoinexAccountService;
 import org.knowm.xchange.coinex.service.CoinexMarketDataService;
 import org.knowm.xchange.coinex.service.CoinexMarketDataServiceRaw;
+import org.knowm.xchange.coinex.service.CoinexTradeService;
 import org.knowm.xchange.currency.CurrencyPair;
 import org.knowm.xchange.dto.meta.ExchangeMetaData;
 import org.knowm.xchange.dto.meta.InstrumentMetaData;
@@ -21,6 +22,7 @@ public class CoinexExchange extends BaseExchange {
   protected void initServices() {
     accountService = new CoinexAccountService(this);
     marketDataService = new CoinexMarketDataService(this);
+    tradeService = new CoinexTradeService(this);
   }
 
   @Override

xchange-coinex/src/main/java/org/knowm/xchange/coinex/config/CoinexJacksonObjectMapperFactory.java

@@ -1,5 +1,6 @@
 package org.knowm.xchange.coinex.config;
 
+import com.fasterxml.jackson.annotation.JsonInclude;
 import com.fasterxml.jackson.databind.DeserializationFeature;
 import com.fasterxml.jackson.databind.ObjectMapper;
 import com.fasterxml.jackson.datatype.jsr310.JavaTimeModule;
@@ -14,6 +15,9 @@ public void configureObjectMapper(ObjectMapper objectMapper) {
     // by default read timetamps as milliseconds
     objectMapper.configure(DeserializationFeature.READ_DATE_TIMESTAMPS_AS_NANOSECONDS, false);
 
+    // don't write nulls
+    objectMapper.setSerializationInclusion(JsonInclude.Include.NON_NULL);
+
     // enable parsing to Instant
     objectMapper.registerModule(new JavaTimeModule());
   }

xchange-coinex/src/main/java/org/knowm/xchange/coinex/config/converter/CurrencyPairToStringConverter.java

@@ -0,0 +1,16 @@
+package org.knowm.xchange.coinex.config.converter;
+
+import com.fasterxml.jackson.databind.util.StdConverter;
+import org.knowm.xchange.coinex.CoinexAdapters;
+import org.knowm.xchange.currency.CurrencyPair;
+
+/**
+ * Converts {@code CurrencyPair} to string
+ */
+public class CurrencyPairToStringConverter extends StdConverter<CurrencyPair, String> {
+
+  @Override
+  public String convert(CurrencyPair value) {
+    return CoinexAdapters.toString(value);
+  }
+}

xchange-coinex/src/main/java/org/knowm/xchange/coinex/config/converter/OrderTypeToStringConverter.java

@@ -0,0 +1,22 @@
+package org.knowm.xchange.coinex.config.converter;
+
+import com.fasterxml.jackson.databind.util.StdConverter;
+import org.knowm.xchange.dto.Order.OrderType;
+
+/**
+ * Converts {@code OrderType} to string
+ */
+public class OrderTypeToStringConverter extends StdConverter<OrderType, String> {
+
+  @Override
+  public String convert(OrderType value) {
+    switch (value) {
+      case BID:
+        return "buy";
+      case ASK:
+        return "sell";
+      default:
+        throw new IllegalArgumentException("Can't map " + value);
+    }
+  }
+}

xchange-coinex/src/main/java/org/knowm/xchange/coinex/config/converter/StringToOrderStatusConverter.java

@@ -0,0 +1,28 @@
+package org.knowm.xchange.coinex.config.converter;
+
+import com.fasterxml.jackson.databind.util.StdConverter;
+import org.knowm.xchange.dto.Order.OrderStatus;
+
+/**
+ * Converts string to {@code OrderStatus}
+ */
+public class StringToOrderStatusConverter extends StdConverter<String, OrderStatus> {
+
+  @Override
+  public OrderStatus convert(String value) {
+    switch (value) {
+      case "open":
+        return OrderStatus.OPEN;
+      case "part_filled":
+        return OrderStatus.PARTIALLY_FILLED;
+      case "filled":
+        return OrderStatus.FILLED;
+      case "part_canceled":
+        return OrderStatus.PARTIALLY_CANCELED;
+      case "canceled":
+        return OrderStatus.CANCELED;
+      default:
+        throw new IllegalArgumentException("Can't map " + value);
+    }
+  }
+}

xchange-coinex/src/main/java/org/knowm/xchange/coinex/config/converter/StringToOrderTypeConverter.java

@@ -0,0 +1,22 @@
+package org.knowm.xchange.coinex.config.converter;
+
+import com.fasterxml.jackson.databind.util.StdConverter;
+import org.knowm.xchange.dto.Order.OrderType;
+
+/**
+ * Converts string to {@code OrderType}
+ */
+public class StringToOrderTypeConverter extends StdConverter<String, OrderType> {
+
+  @Override
+  public OrderType convert(String value) {
+    switch (value) {
+      case "buy":
+        return OrderType.BID;
+      case "sell":
+        return OrderType.ASK;
+      default:
+        throw new IllegalArgumentException("Can't map " + value);
+    }
+  }
+}

xchange-coinex/src/main/java/org/knowm/xchange/coinex/dto/account/CoinexMarketType.java

@@ -0,0 +1,14 @@
+package org.knowm.xchange.coinex.dto.account;
+
+import lombok.AllArgsConstructor;
+import lombok.Getter;
+
+@Getter
+@AllArgsConstructor
+public enum CoinexMarketType {
+
+  SPOT,
+  MARGIN,
+  FUTURES;
+
+}