Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

[coinex] Add market orders #4901

Merged
merged 6 commits into from
Jun 11, 2024
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
Original file line number Diff line number Diff line change
@@ -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;
Expand All @@ -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;
Expand All @@ -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
Expand Down Expand Up @@ -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);
}
Expand All @@ -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 ->
Expand Down Expand Up @@ -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())
Expand Down
Original file line number Diff line number Diff line change
@@ -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;

Expand All @@ -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;


}
Original file line number Diff line number Diff line change
Expand Up @@ -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);

Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -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;
Expand All @@ -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
Expand Down
Original file line number Diff line number Diff line change
@@ -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;
Expand All @@ -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());
}
Expand Down
Original file line number Diff line number Diff line change
@@ -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);
}
}
Original file line number Diff line number Diff line change
@@ -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);
}
}
}
Original file line number Diff line number Diff line change
@@ -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);
}
}
}
Original file line number Diff line number Diff line change
@@ -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);
}
}
}
Original file line number Diff line number Diff line change
@@ -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;

}
Loading
Loading