#185 use own OrderBook entity

add orderbook endpint to rest api add banner for rest api
cybercongress · Apr 28, 2018 · e6bd740 · e6bd740
1 parent 9700c0a
commit e6bd740
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Showing 9 changed files with 129 additions and 10 deletions.
diff --git a/common/src/main/kotlin/fund/cyber/markets/common/Env.kt b/common/src/main/kotlin/fund/cyber/markets/common/Env.kt
@@ -9,6 +9,9 @@ const val CASSANDRA_HOSTS_DEFAULT = "localhost"
 const val CASSANDRA_PORT = "CASSANDRA_PORT"
 const val CASSANDRA_PORT_DEFAULT = 9042
 
+const val EXCHANGES_CONNECTOR_SERVICE_URL = "EXCHANGES_CONNECTOR_SERVICE_URL"
+const val EXCHANGES_CONNECTOR_SERVICE_URL_DEFAULT = "http://localhost:8080"
+
 const val EXCHANGES = "EXCHANGES"
 const val EXCHANGES_DEFAULT = "bitfinex,bitflyer,binance,bitstamp,gdax,gemini,hitbtc,okcoin,okex,poloniex,etherdelta"
 

diff --git a/common/src/main/kotlin/fund/cyber/markets/common/model/Order.kt b/common/src/main/kotlin/fund/cyber/markets/common/model/Order.kt
@@ -8,9 +8,9 @@ data class Order (
         val exchange: String,
         val pair: TokensPair,
         val type: OrderType,
-        val timestamp: Date,
+        val timestamp: Long,
         val epochHour: Long,
-        val orderId: String,
+        val orderId: String?,
         val amount: BigDecimal,
         val price: BigDecimal
 )
@@ -22,7 +22,7 @@ data class OrdersBatch (
 )
 
 enum class OrderType {
-    SELL,
-    BUY,
+    BID,
+    ASK,
     UNKNOWN
 }
diff --git a/exchanges-connector/src/main/kotlin/fund/cyber/markets/connector/api/OrderbookEndpoint.kt b/exchanges-connector/src/main/kotlin/fund/cyber/markets/connector/api/OrderbookEndpoint.kt
@@ -1,7 +1,7 @@
 package fund.cyber.markets.connector.api
 
+import fund.cyber.markets.common.model.TokensPair
 import fund.cyber.markets.connector.ConnectorRunner
-import org.knowm.xchange.currency.CurrencyPair
 import org.springframework.http.HttpStatus
 import org.springframework.http.ResponseEntity
 import org.springframework.web.bind.annotation.GetMapping
@@ -21,8 +21,8 @@ class OrderbookEndpoint(
         @RequestParam(value = "pair", required = true) tokensPair: String
     ): ResponseEntity<Any> {
 
-        val pair = CurrencyPair(tokensPair.substringBefore("_"), tokensPair.substringAfter("_"))
-        val orderbook = connectors[exchange.toUpperCase()]?.orderbooks?.get(pair)
+        val pair = TokensPair(tokensPair.substringBefore("_"), tokensPair.substringAfter("_"))
+        val orderbook = connectors[exchange.toUpperCase()]?.getOrderBookSnapshot(pair)
 
         return if (orderbook == null) {
             ResponseEntity(HttpStatus.NOT_FOUND)

diff --git a/...es-connector/src/main/kotlin/fund/cyber/markets/connector/orderbook/OrderbookConnector.kt b/...es-connector/src/main/kotlin/fund/cyber/markets/connector/orderbook/OrderbookConnector.kt
@@ -7,5 +7,5 @@ import org.knowm.xchange.dto.marketdata.OrderBook
 
 interface OrderbookConnector : Connector {
     var orderbooks: MutableMap<CurrencyPair, OrderBook>
-    fun getOrderBookSnapshot(pair: TokensPair): fund.cyber.markets.common.model.OrderBook
+    fun getOrderBookSnapshot(pair: TokensPair): fund.cyber.markets.common.model.OrderBook?
 }
diff --git a/...ector/src/main/kotlin/fund/cyber/markets/connector/orderbook/XchangeOrderbookConnector.kt b/...ector/src/main/kotlin/fund/cyber/markets/connector/orderbook/XchangeOrderbookConnector.kt
@@ -1,13 +1,19 @@
 package fund.cyber.markets.connector.orderbook
 
+import fund.cyber.markets.common.MILLIS_TO_HOURS
+import fund.cyber.markets.common.convert
+import fund.cyber.markets.common.model.Order
+import fund.cyber.markets.common.model.OrderType
 import fund.cyber.markets.common.model.TokensPair
 import fund.cyber.markets.connector.AbstarctXchangeConnector
 import info.bitrich.xchangestream.core.ProductSubscription
 import info.bitrich.xchangestream.core.StreamingExchangeFactory
 import io.micrometer.core.instrument.MeterRegistry
 import org.knowm.xchange.currency.CurrencyPair
 import org.knowm.xchange.dto.marketdata.OrderBook
+import org.knowm.xchange.dto.trade.LimitOrder
 import org.springframework.kafka.core.KafkaTemplate
+import java.util.*
 
 class XchangeOrderbookConnector : AbstarctXchangeConnector, OrderbookConnector {
     override var orderbooks: MutableMap<CurrencyPair, OrderBook> = mutableMapOf()
@@ -46,8 +52,35 @@ class XchangeOrderbookConnector : AbstarctXchangeConnector, OrderbookConnector {
         }
     }
 
-    override fun getOrderBookSnapshot(pair: TokensPair): fund.cyber.markets.common.model.OrderBook {
-        TODO("not implemented") //To change body of created functions use File | Settings | File Templates.
+    override fun getOrderBookSnapshot(pair: TokensPair): fund.cyber.markets.common.model.OrderBook? {
+        val orderBook = orderbooks[CurrencyPair(pair.base, pair.quote)] ?: return null
+        val timestamp: Long = orderBook.timeStamp?.time ?: Date().time
+
+        val asks = mutableListOf<Order>()
+        val bids = mutableListOf<Order>()
+
+        orderBook.asks.forEach { xchangeOrder ->
+            asks.add(convertOrder(xchangeOrder, pair, OrderType.ASK, timestamp))
+        }
+
+        orderBook.bids.forEach { xchangeOrder ->
+            asks.add(convertOrder(xchangeOrder, pair, OrderType.BID, timestamp))
+        }
+
+        return fund.cyber.markets.common.model.OrderBook(asks, bids, timestamp)
+    }
+
+    private fun convertOrder(xchangeOrder: LimitOrder, pair: TokensPair, type: OrderType, orderBookTimestamp: Long): Order {
+        val timestamp: Long = xchangeOrder.timestamp?.time ?: orderBookTimestamp
+
+        return Order(exchangeName,
+            pair,
+            type,
+            timestamp,
+            timestamp convert MILLIS_TO_HOURS,
+            xchangeOrder.id,
+            xchangeOrder.originalAmount,
+            xchangeOrder.limitPrice)
     }
 
 }
diff --git a/rest-api/src/main/kotlin/fund/cyber/markets/api/rest/configuration/RestApiConfiguration.kt b/rest-api/src/main/kotlin/fund/cyber/markets/api/rest/configuration/RestApiConfiguration.kt
@@ -0,0 +1,12 @@
+package fund.cyber.markets.api.rest.configuration
+
+import fund.cyber.markets.common.EXCHANGES_CONNECTOR_SERVICE_URL
+import fund.cyber.markets.common.EXCHANGES_CONNECTOR_SERVICE_URL_DEFAULT
+import org.springframework.beans.factory.annotation.Value
+import org.springframework.context.annotation.Configuration
+
+@Configuration
+class RestApiConfiguration(
+    @Value("\${$EXCHANGES_CONNECTOR_SERVICE_URL:$EXCHANGES_CONNECTOR_SERVICE_URL_DEFAULT}")
+    val exchangesConnectorServiceUrl: String
+)
diff --git a/rest-api/src/main/kotlin/fund/cyber/markets/api/rest/controller/RawDataController.kt b/rest-api/src/main/kotlin/fund/cyber/markets/api/rest/controller/RawDataController.kt
@@ -0,0 +1,48 @@
+package fund.cyber.markets.api.rest.controller
+
+import fund.cyber.markets.api.rest.configuration.RestApiConfiguration
+import fund.cyber.markets.common.model.OrderBook
+import org.springframework.beans.factory.annotation.Autowired
+import org.springframework.web.bind.annotation.GetMapping
+import org.springframework.web.bind.annotation.RequestParam
+import org.springframework.web.bind.annotation.RestController
+import org.springframework.web.client.HttpClientErrorException
+import org.springframework.web.client.RestTemplate
+import org.springframework.web.util.UriComponentsBuilder
+import reactor.core.publisher.Mono
+
+
+const val ORDERBOOK_PATH = "/orderbook"
+
+@RestController
+class RawDataController {
+
+    @Autowired
+    private lateinit var configuration: RestApiConfiguration
+
+    private val restTemplate = RestTemplate()
+
+    @GetMapping("/orderbook")
+    fun getOrderBook(
+            @RequestParam exchange: String,
+            @RequestParam pair: String,
+            @RequestParam(required = false) ts: Long?
+            ): Mono<OrderBook> {
+
+        val requestUri = configuration.exchangesConnectorServiceUrl + ORDERBOOK_PATH
+
+        val builder = UriComponentsBuilder.fromUriString(requestUri)
+            .queryParam("exchange", exchange)
+            .queryParam("pair", pair)
+
+        var response: OrderBook? = null
+        try {
+            response = restTemplate.getForObject<OrderBook>(builder.toUriString(), OrderBook::class.java)
+        } catch (e: HttpClientErrorException) {
+
+        }
+
+        return Mono.just(response!!)
+    }
+
+}
diff --git a/rest-api/src/main/resources/application.yml b/rest-api/src/main/resources/application.yml
@@ -0,0 +1,2 @@
+server:
+  port: 8085
diff --git a/rest-api/src/main/resources/banner.txt b/rest-api/src/main/resources/banner.txt
@@ -0,0 +1,21 @@
+          _____                    _____                    _____                _____                            _____                    _____                    _____
+         /\    \                  /\    \                  /\    \              /\    \                          /\    \                  /\    \                  /\    \
+        /::\    \                /::\    \                /::\    \            /::\    \                        /::\    \                /::\    \                /::\    \
+       /::::\    \              /::::\    \              /::::\    \           \:::\    \                      /::::\    \              /::::\    \               \:::\    \
+      /::::::\    \            /::::::\    \            /::::::\    \           \:::\    \                    /::::::\    \            /::::::\    \               \:::\    \
+     /:::/\:::\    \          /:::/\:::\    \          /:::/\:::\    \           \:::\    \                  /:::/\:::\    \          /:::/\:::\    \               \:::\    \
+    /:::/__\:::\    \        /:::/__\:::\    \        /:::/__\:::\    \           \:::\    \                /:::/__\:::\    \        /:::/__\:::\    \               \:::\    \
+   /::::\   \:::\    \      /::::\   \:::\    \       \:::\   \:::\    \          /::::\    \              /::::\   \:::\    \      /::::\   \:::\    \              /::::\    \
+  /::::::\   \:::\    \    /::::::\   \:::\    \    ___\:::\   \:::\    \        /::::::\    \            /::::::\   \:::\    \    /::::::\   \:::\    \    ____    /::::::\    \
+ /:::/\:::\   \:::\____\  /:::/\:::\   \:::\    \  /\   \:::\   \:::\    \      /:::/\:::\    \          /:::/\:::\   \:::\    \  /:::/\:::\   \:::\____\  /\   \  /:::/\:::\    \
+/:::/  \:::\   \:::|    |/:::/__\:::\   \:::\____\/::\   \:::\   \:::\____\    /:::/  \:::\____\        /:::/  \:::\   \:::\____\/:::/  \:::\   \:::|    |/::\   \/:::/  \:::\____\
+\::/   |::::\  /:::|____|\:::\   \:::\   \::/    /\:::\   \:::\   \::/    /   /:::/    \::/    /        \::/    \:::\  /:::/    /\::/    \:::\  /:::|____|\:::\  /:::/    \::/    /
+ \/____|:::::\/:::/    /  \:::\   \:::\   \/____/  \:::\   \:::\   \/____/   /:::/    / \/____/          \/____/ \:::\/:::/    /  \/_____/\:::\/:::/    /  \:::\/:::/    / \/____/
+       |:::::::::/    /    \:::\   \:::\    \       \:::\   \:::\    \      /:::/    /                            \::::::/    /            \::::::/    /    \::::::/    /
+       |::|\::::/    /      \:::\   \:::\____\       \:::\   \:::\____\    /:::/    /                              \::::/    /              \::::/    /      \::::/____/
+       |::| \::/____/        \:::\   \::/    /        \:::\  /:::/    /    \::/    /                               /:::/    /                \::/____/        \:::\    \
+       |::|  ~|               \:::\   \/____/          \:::\/:::/    /      \/____/                               /:::/    /                  ~~               \:::\    \
+       |::|   |                \:::\    \               \::::::/    /                                            /:::/    /                                     \:::\    \
+       \::|   |                 \:::\____\               \::::/    /                                            /:::/    /                                       \:::\____\
+        \:|   |                  \::/    /                \::/    /                                             \::/    /                                         \::/    /
+         \|___|                   \/____/                  \/____/                                               \/____/                                           \/____/