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feature: add new exchange 'Huobi Global'
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,33 @@ | ||
| /* | ||
| * 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. | ||
| */ | ||
|
|
||
| apply plugin: 'kotlin' | ||
| apply plugin: 'org.jetbrains.kotlin.jvm' | ||
|
|
||
| version '1.0-SNAPSHOT' | ||
|
|
||
| dependencies { | ||
| compile "org.jetbrains.kotlin:kotlin-stdlib-jdk8" | ||
|
|
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| compile project(':reactive-crypto-core') | ||
| } | ||
|
|
||
| compileKotlin { | ||
| kotlinOptions.jvmTarget = "1.8" | ||
| } | ||
| compileTestKotlin { | ||
| kotlinOptions.jvmTarget = "1.8" | ||
| } |
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173 changes: 173 additions & 0 deletions
173
...global/src/main/kotlin/com/njkim/reactivecrypto/huobiglobal/HuobiGlobalWebsocketClient.kt
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,173 @@ | ||
| /* | ||
| * 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.huobiglobal | ||
|
|
||
| import com.fasterxml.jackson.databind.ObjectMapper | ||
| import com.fasterxml.jackson.module.kotlin.readValue | ||
| import com.njkim.reactivecrypto.core.ExchangeJsonObjectMapper | ||
| 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.OrderBook | ||
| import com.njkim.reactivecrypto.core.common.model.order.TickData | ||
| import com.njkim.reactivecrypto.core.common.util.toEpochMilli | ||
| import com.njkim.reactivecrypto.core.netty.HeartBeatHandler | ||
| import com.njkim.reactivecrypto.core.websocket.AbstractExchangeWebsocketClient | ||
| import com.njkim.reactivecrypto.huobiglobal.model.HuobiTickDataWrapper | ||
| import com.njkim.reactivecrypto.huobiglobal.model.HuobiOrderBook | ||
| import com.njkim.reactivecrypto.huobiglobal.model.HuobiSubscribeResponse | ||
| import io.netty.buffer.ByteBuf | ||
| import io.netty.buffer.ByteBufInputStream | ||
| import io.netty.channel.ChannelHandlerContext | ||
| import io.netty.handler.codec.ByteToMessageDecoder | ||
| import io.netty.handler.codec.compression.JdkZlibDecoder | ||
| import io.netty.handler.codec.compression.ZlibWrapper | ||
| import io.netty.handler.codec.http.websocketx.TextWebSocketFrame | ||
| import mu.KotlinLogging | ||
| import org.apache.commons.codec.Charsets | ||
| import org.apache.commons.lang3.StringUtils | ||
| import org.springframework.util.StreamUtils | ||
| import reactor.core.publisher.Flux | ||
| import reactor.netty.http.client.HttpClient | ||
| import java.time.ZonedDateTime | ||
| import java.util.concurrent.TimeUnit | ||
| import kotlin.streams.toList | ||
|
|
||
| @Suppress("IMPLICIT_CAST_TO_ANY") | ||
| open class HuobiGlobalWebsocketClient( | ||
| private val baseUri: String = "wss://api.huobi.pro/ws" | ||
| ) : AbstractExchangeWebsocketClient() { | ||
| private val log = KotlinLogging.logger {} | ||
|
|
||
| private val objectMapper: ObjectMapper = createJsonObjectMapper().objectMapper() | ||
|
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| override fun createJsonObjectMapper(): ExchangeJsonObjectMapper { | ||
| return HuobiJsonObjectMapper() | ||
| } | ||
|
|
||
| override fun createDepthSnapshot(subscribeTargets: List<CurrencyPair>): Flux<OrderBook> { | ||
| val subscribeMessages = subscribeTargets.stream() | ||
| .map { "${it.targetCurrency.name.toLowerCase()}${it.baseCurrency.name.toLowerCase()}" } | ||
| .map { "{\"sub\": \"market.$it.depth.step0\",\"id\": \"$it\"}" } | ||
| .toList() | ||
|
|
||
| return HttpClient.create() | ||
| .wiretap(log.isDebugEnabled) | ||
| .tcpConfiguration { tcp -> | ||
| tcp.doOnConnected { connection -> | ||
| connection.addHandler(JdkZlibDecoder(ZlibWrapper.GZIP, true)) | ||
| connection.addHandler(PingPongHandler()) | ||
| connection.addHandler( | ||
| "heartBeat", | ||
| HeartBeatHandler( | ||
| false, | ||
| 2000, | ||
| TimeUnit.MILLISECONDS, | ||
| 1000 | ||
| ) { "{\"ping\": ${ZonedDateTime.now().toEpochMilli()}}" } | ||
| ) | ||
| } | ||
| } | ||
| .websocket() | ||
| .uri(baseUri) | ||
| .handle { inbound, outbound -> | ||
| outbound.sendString(Flux.fromIterable<String>(subscribeMessages)) | ||
| .then() | ||
| .thenMany(inbound.receive().asString()) | ||
| } | ||
| .doOnNext { log.debug { it } } | ||
| .filter { it.contains("\"ch\"") } | ||
| .map { objectMapper.readValue<HuobiSubscribeResponse<HuobiOrderBook>>(it) } | ||
| .map { | ||
| OrderBook( | ||
| "${it.currencyPair}${it.ts.toEpochMilli()}", | ||
| it.currencyPair, | ||
| ZonedDateTime.now(), | ||
| ExchangeVendor.HUOBI_GLOBAL, | ||
| it.tick.getBids(), | ||
| it.tick.getAsks() | ||
| ) | ||
| } | ||
| } | ||
|
|
||
| override fun createTradeWebsocket(subscribeTargets: List<CurrencyPair>): Flux<TickData> { | ||
| val subscribeMessages = subscribeTargets.stream() | ||
| .map { "${it.targetCurrency.name.toLowerCase()}${it.baseCurrency.name.toLowerCase()}" } | ||
| .map { "{\"sub\": \"market.$it.trade.detail\",\"id\": \"$it\"}" } | ||
| .toList() | ||
|
|
||
| return HttpClient.create() | ||
| .wiretap(log.isDebugEnabled) | ||
| .tcpConfiguration { tcp -> | ||
| tcp.doOnConnected { connection -> | ||
| connection.addHandler(JdkZlibDecoder(ZlibWrapper.GZIP, true)) | ||
| connection.addHandler(PingPongHandler()) | ||
| connection.addHandler( | ||
| "heartBeat", | ||
| HeartBeatHandler( | ||
| false, | ||
| 2000, | ||
| TimeUnit.MILLISECONDS, | ||
| 1000 | ||
| ) { "{\"ping\": ${ZonedDateTime.now().toEpochMilli()}}" } | ||
| ) | ||
| } | ||
| } | ||
| .websocket() | ||
| .uri(baseUri) | ||
| .handle { inbound, outbound -> | ||
| outbound.sendString(Flux.fromIterable<String>(subscribeMessages)) | ||
| .then() | ||
| .thenMany(inbound.receive().asString()) | ||
| } | ||
| .filter { it.contains("\"ch\"") } | ||
| .map { objectMapper.readValue<HuobiSubscribeResponse<HuobiTickDataWrapper>>(it) } | ||
| .flatMapIterable { | ||
| it.tick.data | ||
| .map { huobiKoreaTickData -> | ||
| TickData( | ||
| huobiKoreaTickData.id.toPlainString(), | ||
| huobiKoreaTickData.ts, | ||
| huobiKoreaTickData.price, | ||
| huobiKoreaTickData.amount, | ||
| it.currencyPair, | ||
| ExchangeVendor.HUOBI_GLOBAL, | ||
| huobiKoreaTickData.direction | ||
| ) | ||
| } | ||
| .toList() | ||
| } | ||
| } | ||
|
|
||
| /** | ||
| * server sent ping {"ping" : $epochMilli } | ||
| * client response pong {"pong" : $epochMilli } | ||
| */ | ||
| private inner class PingPongHandler : ByteToMessageDecoder() { | ||
| override fun decode(ctx: ChannelHandlerContext, msg: ByteBuf, out: MutableList<Any>) { | ||
| ByteBufInputStream(msg).use { | ||
| val response = StreamUtils.copyToString(it, Charsets.UTF_8) | ||
| if (StringUtils.contains(response, "ping")) { | ||
| val replace = response.replace("ping", "pong") | ||
| ctx.channel().writeAndFlush(TextWebSocketFrame(replace)) | ||
| } else { | ||
| val uncompressed = msg.alloc().buffer().writeBytes(response.toByteArray()) | ||
| out.add(uncompressed) | ||
| } | ||
| } | ||
| } | ||
| } | ||
| } |
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26 changes: 26 additions & 0 deletions
26
...global/src/main/kotlin/com/njkim/reactivecrypto/huobiglobal/model/HuobiTickDataWrapper.kt
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,26 @@ | ||
| /* | ||
| * 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.huobiglobal.model | ||
|
|
||
| import java.math.BigDecimal | ||
| import java.time.ZonedDateTime | ||
|
|
||
| data class HuobiTickDataWrapper( | ||
| val id: BigDecimal, | ||
| val ts: ZonedDateTime, | ||
| val data: List<HuobiTickData> | ||
| ) |
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