Merge pull request #4982 from bigscoop/kucoin-orderbook

[kucoin] Implement orderbook for Instrument
knowm · Dec 14, 2024 · 49f4f01 · 49f4f01
2 parents de9ac37 + 7855c04
commit 49f4f01
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Showing 3 changed files with 23 additions and 16 deletions.
diff --git a/xchange-kucoin/src/main/java/org/knowm/xchange/kucoin/KucoinAdapters.java b/xchange-kucoin/src/main/java/org/knowm/xchange/kucoin/KucoinAdapters.java
@@ -72,8 +72,8 @@ public class KucoinAdapters {
 
   private static final String TAKER_FEE_RATE = "takerFeeRate";
 
-  public static String adaptCurrencyPair(CurrencyPair pair) {
-    return pair == null ? null : pair.base.getCurrencyCode() + "-" + pair.counter.getCurrencyCode();
+  public static String adaptCurrencyPair(Instrument instrument) {
+    return instrument == null ? null : instrument.getBase().getCurrencyCode() + "-" + instrument.getCounter().getCurrencyCode();
   }
 
   public static CurrencyPair adaptCurrencyPair(String symbol) {
@@ -223,26 +223,26 @@ private static WalletHealth getWalletHealth(CurrenciesResponse currenciesRespons
     return walletHealth;
   }
 
-  public static OrderBook adaptOrderBook(CurrencyPair currencyPair, OrderBookResponse kc) {
+  public static OrderBook adaptOrderBook(Instrument instrument, OrderBookResponse kc) {
     Date timestamp = new Date(kc.getTime());
     List<LimitOrder> asks =
         kc.getAsks().stream()
             .map(PriceAndSize::new)
             .sorted(Ordering.natural().onResultOf(s -> s.price))
-            .map(s -> adaptLimitOrder(currencyPair, ASK, s, timestamp))
+            .map(s -> adaptLimitOrder(instrument, ASK, s, timestamp))
             .collect(toCollection(LinkedList::new));
     List<LimitOrder> bids =
         kc.getBids().stream()
             .map(PriceAndSize::new)
             .sorted(Ordering.natural().onResultOf((PriceAndSize s) -> s.price).reversed())
-            .map(s -> adaptLimitOrder(currencyPair, BID, s, timestamp))
+            .map(s -> adaptLimitOrder(instrument, BID, s, timestamp))
             .collect(toCollection(LinkedList::new));
     return new OrderBook(timestamp, asks, bids, true);
   }
 
   private static LimitOrder adaptLimitOrder(
-      CurrencyPair currencyPair, OrderType orderType, PriceAndSize priceAndSize, Date timestamp) {
-    return new LimitOrder.Builder(orderType, currencyPair)
+      Instrument instrument, OrderType orderType, PriceAndSize priceAndSize, Date timestamp) {
+    return new LimitOrder.Builder(orderType, instrument)
         .limitPrice(priceAndSize.price)
         .originalAmount(priceAndSize.size)
         .orderStatus(NEW)

diff --git a/xchange-kucoin/src/main/java/org/knowm/xchange/kucoin/KucoinMarketDataService.java b/xchange-kucoin/src/main/java/org/knowm/xchange/kucoin/KucoinMarketDataService.java
@@ -8,6 +8,7 @@
 import org.knowm.xchange.dto.marketdata.OrderBook;
 import org.knowm.xchange.dto.marketdata.Ticker;
 import org.knowm.xchange.dto.marketdata.Trades;
+import org.knowm.xchange.instrument.Instrument;
 import org.knowm.xchange.service.marketdata.MarketDataService;
 import org.knowm.xchange.service.marketdata.params.Params;
 
@@ -43,14 +44,19 @@ public List<Ticker> getTickers(Params params) throws IOException {
 
   @Override
   public OrderBook getOrderBook(CurrencyPair currencyPair, Object... args) throws IOException {
+    return getOrderBook((Instrument) currencyPair, args);
+  }
+
+  @Override
+  public OrderBook getOrderBook(Instrument instrument, Object... args) throws IOException {
     if (Arrays.asList(args).contains(PARAM_FULL_ORDERBOOK)) {
-      return KucoinAdapters.adaptOrderBook(currencyPair, getKucoinOrderBookFull(currencyPair));
+      return KucoinAdapters.adaptOrderBook(instrument, getKucoinOrderBookFull(instrument));
     } else {
       if (Arrays.asList(args).contains(PARAM_PARTIAL_SHALLOW_ORDERBOOK)) {
         return KucoinAdapters.adaptOrderBook(
-            currencyPair, getKucoinOrderBookPartialShallow(currencyPair));
+            instrument, getKucoinOrderBookPartialShallow(instrument));
       }
-      return KucoinAdapters.adaptOrderBook(currencyPair, getKucoinOrderBookPartial(currencyPair));
+      return KucoinAdapters.adaptOrderBook(instrument, getKucoinOrderBookPartial(instrument));
     }
   }
 

diff --git a/xchange-kucoin/src/main/java/org/knowm/xchange/kucoin/KucoinMarketDataServiceRaw.java b/xchange-kucoin/src/main/java/org/knowm/xchange/kucoin/KucoinMarketDataServiceRaw.java
@@ -12,6 +12,7 @@
 import org.knowm.xchange.client.ResilienceRegistries;
 import org.knowm.xchange.currency.Currency;
 import org.knowm.xchange.currency.CurrencyPair;
+import org.knowm.xchange.instrument.Instrument;
 import org.knowm.xchange.kucoin.dto.KlineIntervalType;
 import org.knowm.xchange.kucoin.dto.response.AllTickersResponse;
 import org.knowm.xchange.kucoin.dto.response.CurrenciesResponse;
@@ -131,37 +132,37 @@ public CurrencyResponseV2 getKucoinCurrencies(Currency currency) throws IOExcept
                 .call());
   }
 
-  public OrderBookResponse getKucoinOrderBookPartial(CurrencyPair pair) throws IOException {
+  public OrderBookResponse getKucoinOrderBookPartial(Instrument instrument) throws IOException {
     return classifyingExceptions(
         () ->
             decorateApiCall(
                     () ->
                         orderBookApi.getPartOrderBookAggregated(
-                            KucoinAdapters.adaptCurrencyPair(pair)))
+                            KucoinAdapters.adaptCurrencyPair(instrument)))
                 .withRetry(retry("partialOrderBook"))
                 .withRateLimiter(rateLimiter(PUBLIC_REST_ENDPOINT_RATE_LIMITER))
                 .call());
   }
 
-  public OrderBookResponse getKucoinOrderBookPartialShallow(CurrencyPair pair) throws IOException {
+  public OrderBookResponse getKucoinOrderBookPartialShallow(Instrument instrument) throws IOException {
     return classifyingExceptions(
         () ->
             decorateApiCall(
                     () ->
                         orderBookApi.getPartOrderBookShallowAggregated(
-                            KucoinAdapters.adaptCurrencyPair(pair)))
+                            KucoinAdapters.adaptCurrencyPair(instrument)))
                 .withRetry(retry("partialShallowOrderBook"))
                 .withRateLimiter(rateLimiter(PUBLIC_REST_ENDPOINT_RATE_LIMITER))
                 .call());
   }
 
-  public OrderBookResponse getKucoinOrderBookFull(CurrencyPair pair) throws IOException {
+  public OrderBookResponse getKucoinOrderBookFull(Instrument instrument) throws IOException {
     return classifyingExceptions(
         () ->
             decorateApiCall(
                     () ->
                         orderBookApi.getFullOrderBookAggregated(
-                            KucoinAdapters.adaptCurrencyPair(pair),
+                            KucoinAdapters.adaptCurrencyPair(instrument),
                             apiKey,
                             digest,
                             nonceFactory,