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Merge pull request #4 from charvam/master
BitMEX API connector, bitFlyer support
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185 changes: 185 additions & 0 deletions
185
plugin-base/src/main/java/io/everytrade/server/plugin/impl/everytrade/BitmexConnector.java
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,185 @@ | ||
| package io.everytrade.server.plugin.impl.everytrade; | ||
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||
| import io.everytrade.server.model.SupportedExchange; | ||
| import io.everytrade.server.plugin.api.IPlugin; | ||
| import io.everytrade.server.plugin.api.connector.ConnectorDescriptor; | ||
| import io.everytrade.server.plugin.api.connector.ConnectorParameterDescriptor; | ||
| import io.everytrade.server.plugin.api.connector.ConnectorParameterType; | ||
| import io.everytrade.server.plugin.api.connector.DownloadResult; | ||
| import io.everytrade.server.plugin.api.connector.IConnector; | ||
| import io.everytrade.server.plugin.api.parser.ParseResult; | ||
| import org.knowm.xchange.Exchange; | ||
| import org.knowm.xchange.ExchangeFactory; | ||
| import org.knowm.xchange.ExchangeSpecification; | ||
| import org.knowm.xchange.bitmex.BitmexExchange; | ||
| import org.knowm.xchange.bitmex.service.BitmexTradeHistoryParams; | ||
| import org.knowm.xchange.dto.trade.UserTrade; | ||
| import org.knowm.xchange.service.trade.TradeService; | ||
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|
||
| import java.io.IOException; | ||
| import java.time.Duration; | ||
| import java.util.ArrayList; | ||
| import java.util.List; | ||
| import java.util.Map; | ||
| import java.util.Objects; | ||
| import java.util.regex.Matcher; | ||
| import java.util.regex.Pattern; | ||
|
|
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| import static io.everytrade.server.plugin.impl.everytrade.ConnectorUtils.findDuplicate; | ||
|
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| public class BitmexConnector implements IConnector { | ||
| private static final String ID = EveryTradePlugin.ID + IPlugin.PLUGIN_PATH_SEPARATOR + "bitmexApiConnector"; | ||
| //https://www.bitmex.com/app/restAPI#Limits - max 60 requests per minute | ||
| //30 --> 50% of user budget for one API connector instance | ||
| private static final int MAX_REQUESTS = 30; | ||
| private static final int MAX_TXS_PER_REQUEST = 500; | ||
| private static final String LAST_TX_ID_FORMAT = "%s:%s"; | ||
| private static final Pattern LAST_TX_ID_SPLITTER = Pattern.compile("^([^:]*):([^:]*)$"); | ||
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| private static final ConnectorParameterDescriptor PARAMETER_API_SECRET = | ||
| new ConnectorParameterDescriptor( | ||
| "apiSecret", | ||
| ConnectorParameterType.SECRET, | ||
| "API Secret", | ||
| "" | ||
| ); | ||
|
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| private static final ConnectorParameterDescriptor PARAMETER_API_KEY = | ||
| new ConnectorParameterDescriptor( | ||
| "apiKey", | ||
| ConnectorParameterType.STRING, | ||
| "API Key", | ||
| "" | ||
| ); | ||
|
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| public static final ConnectorDescriptor DESCRIPTOR = new ConnectorDescriptor( | ||
| ID, | ||
| "BitMEX Connector", | ||
| SupportedExchange.BITMEX.getInternalId(), | ||
| List.of(PARAMETER_API_KEY, PARAMETER_API_SECRET) | ||
| ); | ||
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|
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| private final String apiKey; | ||
| private final String apiSecret; | ||
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| public BitmexConnector(Map<String, String> parameters) { | ||
| Objects.requireNonNull(this.apiKey = parameters.get(PARAMETER_API_KEY.getId())); | ||
| Objects.requireNonNull(this.apiSecret = parameters.get(PARAMETER_API_SECRET.getId())); | ||
| } | ||
|
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| @Override | ||
| public String getId() { | ||
| return ID; | ||
| } | ||
|
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| @Override | ||
| public DownloadResult getTransactions(String lastTransactionId) { | ||
| final ExchangeSpecification exSpec = new BitmexExchange().getDefaultExchangeSpecification(); | ||
| exSpec.setApiKey(apiKey); | ||
| exSpec.setSecretKey(apiSecret); | ||
| final Exchange exchange = ExchangeFactory.INSTANCE.createExchange(exSpec); | ||
| final TradeService tradeService = exchange.getTradeService(); | ||
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| final TransactionIdentifier lastTransactionIdentifier = parseFrom(lastTransactionId); | ||
| final List<UserTrade> userTrades = download(lastTransactionIdentifier, tradeService); | ||
|
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| final String actualLastTransactionId; | ||
| if (!userTrades.isEmpty()) { | ||
| final String lastUserTradeId = userTrades.get(userTrades.size() - 1).getId(); | ||
| final long lastUserTradeOffset = lastTransactionIdentifier.offset + userTrades.size(); | ||
| actualLastTransactionId = String.format(LAST_TX_ID_FORMAT, lastUserTradeOffset, lastUserTradeId); | ||
| } else { | ||
| actualLastTransactionId = lastTransactionId; | ||
| } | ||
|
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| final ParseResult parseResult = XChangeConnectorParser.getParseResult(userTrades, SupportedExchange.BITMEX); | ||
|
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| return new DownloadResult(parseResult, actualLastTransactionId); | ||
| } | ||
|
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| private List<UserTrade> download(TransactionIdentifier lastTransactionId, TradeService tradeService) { | ||
| final BitmexTradeHistoryParams tradeHistoryParams | ||
| = (BitmexTradeHistoryParams) tradeService.createTradeHistoryParams(); | ||
| tradeHistoryParams.setLimit(MAX_TXS_PER_REQUEST); | ||
| final List<UserTrade> userTrades = new ArrayList<>(); | ||
| TransactionIdentifier lastDownloadedTx | ||
| = new TransactionIdentifier(lastTransactionId.offset, lastTransactionId.id); | ||
| int sentRequests = 0; | ||
|
|
||
| while (sentRequests < MAX_REQUESTS) { | ||
| tradeHistoryParams.setOffset(lastDownloadedTx.offset); | ||
| final List<UserTrade> userTradesBlock; | ||
| try { | ||
| userTradesBlock = tradeService.getTradeHistory(tradeHistoryParams).getUserTrades(); | ||
| } catch (IOException e) { | ||
| throw new IllegalStateException("User trade history download failed. ", e); | ||
| } | ||
| final List<UserTrade> userTradesToAdd; | ||
| final int duplicateTxIndex = findDuplicate(lastDownloadedTx.id, userTradesBlock); | ||
| if (duplicateTxIndex > -1) { | ||
| if (duplicateTxIndex < userTradesBlock.size() - 1) { | ||
| userTradesToAdd = userTradesBlock.subList(duplicateTxIndex + 1, userTradesBlock.size()); | ||
| } else { | ||
| userTradesToAdd = List.of(); | ||
| } | ||
| } else { | ||
| userTradesToAdd = userTradesBlock; | ||
| } | ||
|
|
||
| if (userTradesToAdd.isEmpty()) { | ||
| break; | ||
| } | ||
|
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| final UserTrade userTradeLast = userTradesToAdd.get(userTradesToAdd.size() - 1); | ||
| final long actualOffset = lastTransactionId.offset + userTradesBlock.size(); | ||
| lastDownloadedTx = new TransactionIdentifier(actualOffset, userTradeLast.getId()); | ||
|
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| userTrades.addAll(userTradesToAdd); | ||
| ++sentRequests; | ||
| } | ||
|
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| return userTrades; | ||
| } | ||
|
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| private TransactionIdentifier parseFrom(String lastTransactionUid) { | ||
| if (lastTransactionUid == null) { | ||
| return new TransactionIdentifier(0L, null); | ||
| } | ||
| Matcher matcher = LAST_TX_ID_SPLITTER.matcher(lastTransactionUid); | ||
| if (!matcher.find()) { | ||
| throw new IllegalArgumentException( | ||
| String.format("Illegal value of lastTransactionUid '%s'.", lastTransactionUid) | ||
| ); | ||
| } | ||
| final String offset = matcher.group(1); | ||
| try { | ||
| return new TransactionIdentifier(Long.parseLong(offset), matcher.group(2)); | ||
| } catch (NumberFormatException e) { | ||
| throw new IllegalArgumentException( | ||
| String.format( | ||
| "Illegal value of offset part '%s' of lastTransactionUid '%s'.", | ||
| offset, | ||
| lastTransactionUid | ||
| ), | ||
| e | ||
| ); | ||
| } | ||
| } | ||
|
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| @Override | ||
| public void close() { | ||
| //AutoCloseable | ||
| } | ||
|
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| private static class TransactionIdentifier { | ||
| private final long offset; | ||
| private final String id; | ||
|
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| public TransactionIdentifier(long offset, String id) { | ||
| this.offset = offset; | ||
| this.id = id; | ||
| } | ||
| } | ||
|
|
||
| } |
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