Merge pull request #1301 from ww3456/develop

[Poloniex] order entry, amend and cancel improvements

xchange-poloniex/src/main/java/org/knowm/xchange/poloniex/PoloniexAuthenticated.java

@@ -3,6 +3,7 @@
 import org.knowm.xchange.poloniex.dto.account.PoloniexBalance;
 import org.knowm.xchange.poloniex.dto.account.PoloniexLoan;
 import org.knowm.xchange.poloniex.dto.account.WithdrawalResponse;
+import org.knowm.xchange.poloniex.dto.trade.PoloniexMoveResponse;
 import org.knowm.xchange.poloniex.dto.trade.PoloniexOpenOrder;
 import org.knowm.xchange.poloniex.dto.trade.PoloniexTradeResponse;
 import org.knowm.xchange.poloniex.dto.trade.PoloniexUserTrade;
@@ -60,19 +61,26 @@ HashMap<String, PoloniexUserTrade[]> returnTradeHistory(@HeaderParam("Key") Stri
   @FormParam("command")
   PoloniexTradeResponse buy(@HeaderParam("Key") String apiKey, @HeaderParam("Sign") ParamsDigest signature,
       @FormParam("nonce") SynchronizedValueFactory<Long> nonce, @FormParam("amount") String amount, @FormParam("rate") String rate,
-      @FormParam("currencyPair") String currencyPair) throws PoloniexException, IOException;
+      @FormParam("currencyPair") String currencyPair, @FormParam("fillOrKill") Integer fillOrKill,
+      @FormParam("immediateOrCancel") Integer immediateOrCancel, @FormParam("postOnly") Integer postOnly) throws PoloniexException, IOException;
 
   @POST
   @FormParam("command")
   PoloniexTradeResponse sell(@HeaderParam("Key") String apiKey, @HeaderParam("Sign") ParamsDigest signature,
       @FormParam("nonce") SynchronizedValueFactory<Long> nonce, @FormParam("amount") String amount, @FormParam("rate") String rate,
-      @FormParam("currencyPair") String currencyPair) throws PoloniexException, IOException;
+      @FormParam("currencyPair") String currencyPair, @FormParam("fillOrKill") Integer fillOrKill,
+      @FormParam("immediateOrCancel") Integer immediateOrCancel, @FormParam("postOnly") Integer postOnly) throws PoloniexException, IOException;
+
+  @POST
+  @FormParam("command")
+  PoloniexMoveResponse moveOrder(@HeaderParam("Key") String apiKey, @HeaderParam("Sign") ParamsDigest signature,
+      @FormParam("nonce") SynchronizedValueFactory<Long> nonce, @FormParam("orderNumber") String orderNumber, @FormParam("amount") String amount,
+      @FormParam("rate") String rate) throws PoloniexException, IOException;
 
   @POST
   @FormParam("command")
   HashMap<String, String> cancelOrder(@HeaderParam("Key") String apiKey, @HeaderParam("Sign") ParamsDigest signature,
-      @FormParam("nonce") SynchronizedValueFactory<Long> nonce, @FormParam("orderNumber") String orderNumber,
-      @FormParam("currencyPair") String currencyPair) throws PoloniexException, IOException;
+      @FormParam("nonce") SynchronizedValueFactory<Long> nonce, @FormParam("orderNumber") String orderNumber) throws PoloniexException, IOException;
 
   @POST
   @FormParam("command")

xchange-poloniex/src/main/java/org/knowm/xchange/poloniex/dto/trade/PoloniexLimitOrder.java

@@ -0,0 +1,41 @@
+package org.knowm.xchange.poloniex.dto.trade;
+
+import java.math.BigDecimal;
+import java.util.Date;
+
+import org.knowm.xchange.currency.CurrencyPair;
+import org.knowm.xchange.dto.trade.LimitOrder;
+
+/**
+ * Poloniex order response contains details of any trades that have just executed in the order entry return value. If a LimitOrder of this type is
+ * supplied to the trade service orderEntry method it will be populated with this information.
+ */
+public class PoloniexLimitOrder extends LimitOrder {
+
+  private PoloniexTradeResponse response = null;
+
+  public PoloniexLimitOrder(OrderType type, BigDecimal tradableAmount, CurrencyPair currencyPair, String id, Date timestamp, BigDecimal limitPrice) {
+    super(type, tradableAmount, currencyPair, id, timestamp, limitPrice);
+  }
+
+  public void setResponse(PoloniexTradeResponse value) {
+    response = value;
+  }
+
+  public PoloniexTradeResponse getResponse() {
+    return response;
+  }
+
+  public static class Builder extends LimitOrder.Builder {
+
+    public Builder(OrderType orderType, CurrencyPair currencyPair) {
+      super(orderType, currencyPair);
+    }
+
+    public PoloniexLimitOrder build() {
+      final PoloniexLimitOrder order = new PoloniexLimitOrder(orderType, tradableAmount, currencyPair, id, timestamp, limitPrice);
+      order.setOrderFlags(flags);
+      return order;
+    }
+  }
+}

xchange-poloniex/src/main/java/org/knowm/xchange/poloniex/dto/trade/PoloniexMoveResponse.java

@@ -0,0 +1,47 @@
+package org.knowm.xchange.poloniex.dto.trade;
+
+import com.fasterxml.jackson.annotation.JsonCreator;
+import com.fasterxml.jackson.annotation.JsonProperty;
+
+import si.mazi.rescu.ExceptionalReturnContentException;
+
+import java.util.List;
+import java.util.Map;
+
+import org.knowm.xchange.poloniex.dto.marketdata.PoloniexPublicTrade;
+
+public class PoloniexMoveResponse {
+
+  private boolean success;
+
+  private Long orderNumber;
+
+  private Map<String, List<PoloniexPublicTrade>> resultingTrades;
+
+  @JsonCreator
+  public PoloniexMoveResponse(@JsonProperty("success") Boolean success, @JsonProperty("orderNumber") Long orderNumber,
+      @JsonProperty("resultingTrades") Map<String, List<PoloniexPublicTrade>> resultingTrades) {
+
+    if (orderNumber == null) {
+      throw new ExceptionalReturnContentException("No trade data in response");
+    }
+    this.success = success;
+    this.orderNumber = orderNumber;
+    this.resultingTrades = resultingTrades;
+  }
+
+  public boolean success() {
+
+    return success;
+  }
+
+  public Long getOrderNumber() {
+
+    return orderNumber;
+  }
+
+  public Map<String, List<PoloniexPublicTrade>> getPoloniexPublicTrades() {
+
+    return resultingTrades;
+  }
+}

xchange-poloniex/src/main/java/org/knowm/xchange/poloniex/dto/trade/PoloniexOrderFlags.java

@@ -0,0 +1,23 @@
+package org.knowm.xchange.poloniex.dto.trade;
+
+import org.knowm.xchange.dto.Order.IOrderFlags;
+
+public enum PoloniexOrderFlags implements IOrderFlags {
+
+  /**
+   * A fill-or-kill order will either fill in its entirety or be completely aborted.
+   */
+  FILL_OR_KILL,
+
+  /**
+   * An immediate-or-cancel order can be partially or completely filled, but any portion of the order that cannot be filled immediately will be
+   * cancelled rather than left on the order book.
+   */
+  IMMEDIATE_OR_CANCEL,
+
+  /**
+   * A post-only order will only be placed if no portion of it fills immediately; this guarantees you will never pay the taker fee on any part of the
+   * order that fills.
+   */
+  POST_ONLY;
+}

xchange-poloniex/src/main/java/org/knowm/xchange/poloniex/dto/trade/PoloniexTradeResponse.java

@@ -1,6 +1,6 @@
 package org.knowm.xchange.poloniex.dto.trade;
 
-import java.util.ArrayList;
+import java.math.BigDecimal;
 import java.util.List;
 
 import com.fasterxml.jackson.annotation.JsonCreator;
@@ -12,29 +12,34 @@
 public class PoloniexTradeResponse {
 
   private final Long orderNumber;
-  private final List<PoloniexPublicTrade> resultingTrades = new ArrayList<PoloniexPublicTrade>();
+  private final List<PoloniexPublicTrade> resultingTrades;
+
+  /**
+   * Returned on FOK and IOC orders to indicate how much has been executed.
+   */
+  private final BigDecimal amountUnfilled;
 
   @JsonCreator
   public PoloniexTradeResponse(@JsonProperty("orderNumber") Long orderNumber,
-      @JsonProperty("resultingTrades") List<PoloniexPublicTrade> resultingTrades) {
+      @JsonProperty("resultingTrades") List<PoloniexPublicTrade> resultingTrades, @JsonProperty("amountUnfilled") BigDecimal amountUnfilled) {
 
     if (orderNumber == null) {
       throw new ExceptionalReturnContentException("No trade data in response");
     }
     this.orderNumber = orderNumber;
-    if (resultingTrades != null) {
-      this.resultingTrades.addAll(resultingTrades);
-    }
+    this.resultingTrades = resultingTrades;
+    this.amountUnfilled = amountUnfilled;
   }
 
   public Long getOrderNumber() {
-
     return orderNumber;
   }
 
   public List<PoloniexPublicTrade> getPoloniexPublicTrades() {
-
     return resultingTrades;
   }
 
+  public BigDecimal getAmountUnfilled() {
+    return amountUnfilled;
+  }
 }

xchange-poloniex/src/main/java/org/knowm/xchange/poloniex/service/polling/PoloniexTradeService.java

@@ -28,7 +28,9 @@
 import org.knowm.xchange.exceptions.NotYetImplementedForExchangeException;
 import org.knowm.xchange.poloniex.PoloniexAdapters;
 import org.knowm.xchange.poloniex.PoloniexUtils;
+import org.knowm.xchange.poloniex.dto.trade.PoloniexLimitOrder;
 import org.knowm.xchange.poloniex.dto.trade.PoloniexOpenOrder;
+import org.knowm.xchange.poloniex.dto.trade.PoloniexTradeResponse;
 import org.knowm.xchange.poloniex.dto.trade.PoloniexUserTrade;
 import org.knowm.xchange.service.polling.trade.PollingTradeService;
 import org.knowm.xchange.service.polling.trade.params.TradeHistoryParamCurrencyPair;
@@ -39,11 +41,6 @@
 
 public class PoloniexTradeService extends PoloniexTradeServiceRaw implements PollingTradeService {
 
-  /**
-   * Constructor
-   *
-   * @param exchange
-   */
   public PoloniexTradeService(Exchange exchange) {
 
     super(exchange);
@@ -65,11 +62,21 @@ public String placeMarketOrder(MarketOrder marketOrder) throws IOException {
   @Override
   public String placeLimitOrder(LimitOrder limitOrder) throws IOException {
 
+    PoloniexTradeResponse response;
     if (limitOrder.getType() == OrderType.BID) {
-      return buy(limitOrder).getOrderNumber().toString();
+      response = buy(limitOrder);
     } else {
-      return sell(limitOrder).getOrderNumber().toString();
+      response = sell(limitOrder);
     }
+
+    // The return value contains details of any trades that have been immediately executed as a result  
+    // of this order. Make these available to the application if it has provided a PoloniexLimitOrder. 
+    if (limitOrder instanceof PoloniexLimitOrder) {
+      PoloniexLimitOrder raw = (PoloniexLimitOrder) limitOrder;
+      raw.setResponse(response);
+    }
+
+    return response.getOrderNumber().toString();
   }
 
   @Override

xchange-poloniex/src/main/java/org/knowm/xchange/poloniex/service/polling/PoloniexTradeServiceRaw.java

@@ -7,25 +7,27 @@
 import org.knowm.xchange.Exchange;
 import org.knowm.xchange.currency.CurrencyPair;
 import org.knowm.xchange.dto.trade.LimitOrder;
-import org.knowm.xchange.dto.trade.OpenOrders;
 import org.knowm.xchange.exceptions.ExchangeException;
-import org.knowm.xchange.poloniex.PoloniexAdapters;
+import org.knowm.xchange.poloniex.PoloniexAuthenticated;
 import org.knowm.xchange.poloniex.PoloniexException;
 import org.knowm.xchange.poloniex.PoloniexUtils;
+import org.knowm.xchange.poloniex.dto.trade.PoloniexMoveResponse;
 import org.knowm.xchange.poloniex.dto.trade.PoloniexOpenOrder;
+import org.knowm.xchange.poloniex.dto.trade.PoloniexOrderFlags;
 import org.knowm.xchange.poloniex.dto.trade.PoloniexTradeResponse;
 import org.knowm.xchange.poloniex.dto.trade.PoloniexUserTrade;
 
+import si.mazi.rescu.ParamsDigest;
+import si.mazi.rescu.SynchronizedValueFactory;
+
 import java.io.IOException;
+import java.lang.reflect.InvocationTargetException;
+import java.lang.reflect.Method;
+import java.math.BigDecimal;
 import java.util.HashMap;
 
 public class PoloniexTradeServiceRaw extends PoloniexBasePollingService {
 
-  /**
-   * Constructor
-   *
-   * @param exchange
-   */
   public PoloniexTradeServiceRaw(Exchange exchange) {
 
     super(exchange);
@@ -49,62 +51,66 @@ public HashMap<String, PoloniexUserTrade[]> returnTradeHistory(Long startTime, L
   }
 
   public PoloniexTradeResponse buy(LimitOrder limitOrder) throws IOException {
+    return orderEntry(limitOrder, "buy");
+  }
+
+  public PoloniexTradeResponse sell(LimitOrder limitOrder) throws IOException {
+    return orderEntry(limitOrder, "sell");
+  }
+
+  private PoloniexTradeResponse orderEntry(LimitOrder limitOrder, String name) throws IOException {
+    Integer fillOrKill;
+    if (limitOrder.getOrderFlags().contains(PoloniexOrderFlags.FILL_OR_KILL)) {
+      fillOrKill = 1;
+    } else {
+      fillOrKill = null;
+    }
+
+    Integer immediateOrCancel;
+    if (limitOrder.getOrderFlags().contains(PoloniexOrderFlags.IMMEDIATE_OR_CANCEL)) {
+      immediateOrCancel = 1;
+    } else {
+      immediateOrCancel = null;
+    }
+
+    Integer postOnly;
+    if (limitOrder.getOrderFlags().contains(PoloniexOrderFlags.POST_ONLY)) {
+      postOnly = 1;
+    } else {
+      postOnly = null;
+    }
 
     try {
-      PoloniexTradeResponse response = poloniexAuthenticated.buy(apiKey, signatureCreator, exchange.getNonceFactory(),
-          limitOrder.getTradableAmount().toPlainString(), limitOrder.getLimitPrice().toPlainString(),
-          PoloniexUtils.toPairString(limitOrder.getCurrencyPair()));
+      Method method = PoloniexAuthenticated.class.getDeclaredMethod(name, String.class, ParamsDigest.class, SynchronizedValueFactory.class,
+          String.class, String.class, String.class, Integer.class, Integer.class, Integer.class);
+      PoloniexTradeResponse response = (PoloniexTradeResponse) method.invoke(poloniexAuthenticated, apiKey, signatureCreator,
+          exchange.getNonceFactory(), limitOrder.getTradableAmount().toPlainString(), limitOrder.getLimitPrice().toPlainString(),
+          PoloniexUtils.toPairString(limitOrder.getCurrencyPair()), fillOrKill, immediateOrCancel, postOnly);
       return response;
     } catch (PoloniexException e) {
       throw new ExchangeException(e.getError(), e);
+    } catch (NoSuchMethodException | SecurityException | IllegalAccessException | IllegalArgumentException | InvocationTargetException e) {
+      throw new ExchangeException(e.getMessage(), e);
     }
   }
 
-  public PoloniexTradeResponse sell(LimitOrder limitOrder) throws IOException {
+  public PoloniexMoveResponse move(String orderId, BigDecimal tradableAmount, BigDecimal limitPrice) throws IOException {
 
     try {
-      PoloniexTradeResponse response = poloniexAuthenticated.sell(apiKey, signatureCreator, exchange.getNonceFactory(),
-          limitOrder.getTradableAmount().toPlainString(), limitOrder.getLimitPrice().toPlainString(),
-          PoloniexUtils.toPairString(limitOrder.getCurrencyPair()));
-      return response;
+      return poloniexAuthenticated.moveOrder(apiKey, signatureCreator, exchange.getNonceFactory(), orderId, tradableAmount.toPlainString(),
+          limitPrice.toPlainString());
     } catch (PoloniexException e) {
       throw new ExchangeException(e.getError(), e);
     }
   }
 
   public boolean cancel(String orderId) throws IOException {
-
-    /*
-     * Need to look up CurrencyPair associated with orderId Poloniex is working on fixing this
-     */
-    OpenOrders openOrders = PoloniexAdapters.adaptPoloniexOpenOrders(returnOpenOrders());
-    for (LimitOrder order : openOrders.getOpenOrders()) {
-      if (order.getId().equals(orderId)) {
-        HashMap<String, String> response = poloniexAuthenticated.cancelOrder(apiKey, signatureCreator, exchange.getNonceFactory(), orderId,
-            PoloniexUtils.toPairString(order.getCurrencyPair()));
-        if (response.containsKey("error")) {
-          throw new ExchangeException(response.get("error"));
-        } else {
-          return response.get("success").toString().equals(new Integer(1).toString()) ? true : false;
-        }
-      }
-    }
-
-    throw new ExchangeException("Unable to find order #" + orderId);
-
-  }
-
-  public boolean cancel(String orderId, CurrencyPair currencyPair) throws IOException {
-
-    /*
-     * No need to look up CurrencyPair associated with orderId, as the caller will provide it.
-     */
-    HashMap<String, String> response = poloniexAuthenticated.cancelOrder(apiKey, signatureCreator, exchange.getNonceFactory(), orderId,
-        PoloniexUtils.toPairString(currencyPair));
+    HashMap<String, String> response = poloniexAuthenticated.cancelOrder(apiKey, signatureCreator, exchange.getNonceFactory(), orderId);
     if (response.containsKey("error")) {
       throw new ExchangeException(response.get("error"));
+    } else {
+      return response.get("success").toString().equals(new Integer(1).toString()) ? true : false;
     }
-    return response.get("success").toString().equals(new Integer(1).toString()) ? true : false;
   }
 
   public HashMap<String, String> getFeeInfo() throws IOException {