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42 changes: 42 additions & 0 deletions
42
...-binance/src/main/kotlin/com/njkim/reactivecrypto/binance/http/BinanceAccountOperation.kt
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,42 @@ | ||
| /* | ||
| * Copyright 2019 namjug-kim | ||
| * | ||
| * LINE Corporation licenses this file to you under the Apache License, | ||
| * version 2.0 (the "License"); you may not use this file except in compliance | ||
| * with the License. You may obtain a copy of the License at: | ||
| * | ||
| * https://www.apache.org/licenses/LICENSE-2.0 | ||
| * | ||
| * Unless required by applicable law or agreed to in writing, software | ||
| * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT | ||
| * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the | ||
| * License for the specific language governing permissions and limitations | ||
| * under the License. | ||
| */ | ||
|
|
||
| package com.njkim.reactivecrypto.binance.http | ||
|
|
||
| import com.njkim.reactivecrypto.core.common.model.account.Balance | ||
| import com.njkim.reactivecrypto.core.http.AccountOperation | ||
| import com.quantinel.remarketer.strategy.sdk.binance.BinanceRawPrivateHttpClient | ||
| import reactor.core.publisher.Flux | ||
|
|
||
| class BinanceAccountOperation( | ||
| accessKey: String, | ||
| secretKey: String, | ||
| private val binanceRawPrivateHttpClient: BinanceRawPrivateHttpClient | ||
| ) : AccountOperation(accessKey, secretKey) { | ||
| override fun balance(): Flux<Balance> { | ||
| return binanceRawPrivateHttpClient | ||
| .userData() | ||
| .account() | ||
| .flatMapIterable { it.balances } | ||
| .map { | ||
| Balance( | ||
| it.asset, | ||
| it.free, | ||
| it.locked | ||
| ) | ||
| } | ||
| } | ||
| } |
34 changes: 34 additions & 0 deletions
34
...crypto-binance/src/main/kotlin/com/njkim/reactivecrypto/binance/http/BinanceHttpClient.kt
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,34 @@ | ||
| /* | ||
| * Copyright 2019 namjug-kim | ||
| * | ||
| * LINE Corporation licenses this file to you under the Apache License, | ||
| * version 2.0 (the "License"); you may not use this file except in compliance | ||
| * with the License. You may obtain a copy of the License at: | ||
| * | ||
| * https://www.apache.org/licenses/LICENSE-2.0 | ||
| * | ||
| * Unless required by applicable law or agreed to in writing, software | ||
| * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT | ||
| * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the | ||
| * License for the specific language governing permissions and limitations | ||
| * under the License. | ||
| */ | ||
|
|
||
| package com.njkim.reactivecrypto.binance.http | ||
|
|
||
| import com.njkim.reactivecrypto.core.http.ExchangeHttpClient | ||
| import com.njkim.reactivecrypto.core.http.PrivateHttpClient | ||
| import com.njkim.reactivecrypto.core.http.PublicHttpClient | ||
| import com.quantinel.remarketer.strategy.sdk.binance.BinanceRawHttpClient | ||
|
|
||
| class BinanceHttpClient : ExchangeHttpClient() { | ||
| override fun privateApi(accessKey: String, secretKey: String): PrivateHttpClient { | ||
| val binanceRawPrivateHttpClient = BinanceRawHttpClient() | ||
| .private(accessKey, secretKey) | ||
| return BinancePrivateHttpClient(accessKey, secretKey, binanceRawPrivateHttpClient) | ||
| } | ||
|
|
||
| override fun publicApi(): PublicHttpClient { | ||
| TODO("not implemented") | ||
| } | ||
| } |
151 changes: 151 additions & 0 deletions
151
...to-binance/src/main/kotlin/com/njkim/reactivecrypto/binance/http/BinanceOrderOperation.kt
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,151 @@ | ||
| /* | ||
| * Copyright 2019 namjug-kim | ||
| * | ||
| * LINE Corporation licenses this file to you under the Apache License, | ||
| * version 2.0 (the "License"); you may not use this file except in compliance | ||
| * with the License. You may obtain a copy of the License at: | ||
| * | ||
| * https://www.apache.org/licenses/LICENSE-2.0 | ||
| * | ||
| * Unless required by applicable law or agreed to in writing, software | ||
| * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT | ||
| * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the | ||
| * License for the specific language governing permissions and limitations | ||
| * under the License. | ||
| */ | ||
|
|
||
| package com.njkim.reactivecrypto.binance.http | ||
|
|
||
| import com.njkim.reactivecrypto.core.common.model.ExchangeVendor | ||
| import com.njkim.reactivecrypto.core.common.model.currency.CurrencyPair | ||
| import com.njkim.reactivecrypto.core.common.model.order.* | ||
| import com.njkim.reactivecrypto.core.common.model.paging.CursorPageable | ||
| import com.njkim.reactivecrypto.core.common.model.paging.FirstPageRequest | ||
| import com.njkim.reactivecrypto.core.common.model.paging.Page | ||
| import com.njkim.reactivecrypto.core.common.model.paging.Pageable | ||
| import com.njkim.reactivecrypto.core.http.OrderOperation | ||
| import com.quantinel.remarketer.strategy.sdk.binance.BinanceRawPrivateHttpClient | ||
| import reactor.core.publisher.Mono | ||
| import java.math.BigDecimal | ||
|
|
||
| class BinanceOrderOperation( | ||
| accessKey: String, | ||
| secretKey: String, | ||
| private val binanceRawPrivateHttpClient: BinanceRawPrivateHttpClient | ||
| ) : OrderOperation(accessKey, secretKey) { | ||
| override fun orderStatus(orderId: String): Mono<OrderStatus> { | ||
| val splits = orderId.split("-") | ||
| val pair = CurrencyPair.parse(splits[0]) | ||
| val binanceOrderId = splits[1].toLong() | ||
|
|
||
| return binanceRawPrivateHttpClient.userData() | ||
| .order(pair, binanceOrderId) | ||
| .map { | ||
| OrderStatus( | ||
| createOrderId(it.symbol, it.orderId), | ||
| it.status.toOrderStatusType(), | ||
| if (it.side == TradeSideType.BUY) OrderSideType.BID else OrderSideType.ASK, | ||
| it.symbol, | ||
| it.price, | ||
| it.origQty, | ||
| it.executedQty, | ||
| createDateTime = it.time | ||
| ) | ||
| } | ||
| } | ||
|
|
||
| override fun limitOrder( | ||
| pair: CurrencyPair, | ||
| tradeSideType: TradeSideType, | ||
| price: BigDecimal, | ||
| quantity: BigDecimal | ||
| ): Mono<OrderPlaceResult> { | ||
| return binanceRawPrivateHttpClient.trade() | ||
| .limitOrder(pair, tradeSideType, quantity, TimeInForceType.GTC, price) | ||
| .map { OrderPlaceResult("${it.orderId}") } | ||
| } | ||
|
|
||
| override fun marketOrder( | ||
| pair: CurrencyPair, | ||
| tradeSideType: TradeSideType, | ||
| quantity: BigDecimal | ||
| ): Mono<OrderPlaceResult> { | ||
| return binanceRawPrivateHttpClient.trade() | ||
| .marketOrder(pair, tradeSideType, quantity) | ||
| .map { OrderPlaceResult(createOrderId(it.symbol, it.orderId)) } | ||
| } | ||
|
|
||
| /** | ||
| * @param orderId $currencyPair-$originOrderId | ||
| */ | ||
| override fun cancelOrder(orderId: String): Mono<OrderCancelResult> { | ||
| val splits = orderId.split("-") | ||
| val pair = CurrencyPair.parse(splits[0]) | ||
| val binanceOrderId = splits[1].toLong() | ||
|
|
||
| return binanceRawPrivateHttpClient.trade() | ||
| .cancelOrder(pair, binanceOrderId) | ||
| .map { OrderCancelResult() } | ||
| } | ||
|
|
||
| override fun openOrders(pair: CurrencyPair, pageable: Pageable): Mono<Page<OrderStatus>> { | ||
| return binanceRawPrivateHttpClient | ||
| .userData() | ||
| .openOrders(pair) | ||
| .map { | ||
| OrderStatus( | ||
| createOrderId(it.symbol, it.orderId), | ||
| it.status.toOrderStatusType(), | ||
| if (it.side == TradeSideType.BUY) OrderSideType.BID else OrderSideType.ASK, | ||
| it.symbol, | ||
| it.price, | ||
| it.origQty, | ||
| it.executedQty, | ||
| createDateTime = it.time | ||
| ) | ||
| } | ||
| .buffer() | ||
| .next() | ||
| .map { | ||
| Page( | ||
| it, | ||
| FirstPageRequest(0) | ||
| ) | ||
| } | ||
| } | ||
|
|
||
| override fun tradeHistory(pair: CurrencyPair, pageable: Pageable): Mono<Page<TickData>> { | ||
| val cursorPageable = when (pageable) { | ||
| is FirstPageRequest -> pageable.toCursorPageable() | ||
| is CursorPageable -> pageable.next() as CursorPageable | ||
| else -> throw UnsupportedOperationException("not allow ${pageable.javaClass.simpleName}") | ||
| } | ||
|
|
||
| return binanceRawPrivateHttpClient | ||
| .userData() | ||
| .myTrades(pair, fromId = cursorPageable.cursor?.toLong()) | ||
| .map { | ||
| TickData( | ||
| "${it.id}", | ||
| it.time, | ||
| it.price, | ||
| it.qty, | ||
| it.symbol, | ||
| ExchangeVendor.BINANCE, | ||
| if (it.isBuyer) TradeSideType.BUY else TradeSideType.SELL | ||
| ) | ||
| } | ||
| .buffer() | ||
| .next() | ||
| .map { | ||
| Page( | ||
| it, | ||
| CursorPageable(cursorPageable.cursor, it.lastOrNull()?.uniqueId, 500) | ||
| ) | ||
| } | ||
| } | ||
|
|
||
| private fun createOrderId(pair: CurrencyPair, orderId: Long): String { | ||
| return "$pair-$orderId" | ||
| } | ||
| } |
36 changes: 36 additions & 0 deletions
36
...binance/src/main/kotlin/com/njkim/reactivecrypto/binance/http/BinancePrivateHttpClient.kt
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,36 @@ | ||
| /* | ||
| * Copyright 2019 namjug-kim | ||
| * | ||
| * LINE Corporation licenses this file to you under the Apache License, | ||
| * version 2.0 (the "License"); you may not use this file except in compliance | ||
| * with the License. You may obtain a copy of the License at: | ||
| * | ||
| * https://www.apache.org/licenses/LICENSE-2.0 | ||
| * | ||
| * Unless required by applicable law or agreed to in writing, software | ||
| * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT | ||
| * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the | ||
| * License for the specific language governing permissions and limitations | ||
| * under the License. | ||
| */ | ||
|
|
||
| package com.njkim.reactivecrypto.binance.http | ||
|
|
||
| import com.njkim.reactivecrypto.core.http.AccountOperation | ||
| import com.njkim.reactivecrypto.core.http.OrderOperation | ||
| import com.njkim.reactivecrypto.core.http.PrivateHttpClient | ||
| import com.quantinel.remarketer.strategy.sdk.binance.BinanceRawPrivateHttpClient | ||
|
|
||
| class BinancePrivateHttpClient( | ||
| accessKey: String, | ||
| secretKey: String, | ||
| private val binanceRawPrivateHttpClient: BinanceRawPrivateHttpClient | ||
| ) : PrivateHttpClient(accessKey, secretKey) { | ||
| override fun account(): AccountOperation { | ||
| return BinanceAccountOperation(accessKey, secretKey, binanceRawPrivateHttpClient) | ||
| } | ||
|
|
||
| override fun order(): OrderOperation { | ||
| return BinanceOrderOperation(accessKey, secretKey, binanceRawPrivateHttpClient) | ||
| } | ||
| } |
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