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Merge pull request #75 from namjug-kim/add_bitstamp_exchange
feat: add bitstamp websocket client
2 parents 1c746a8 + fd6a38b commit 6e10e76

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‎README.md

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@@ -35,6 +35,7 @@ Support public market feature (tickData, orderBook)
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| ![idax](https://user-images.githubusercontent.com/16334718/58029691-128bc880-7b58-11e9-9aaa-a331f394c8bd.jpg) | Idax | IDAX | * | [ws](https://github.com/idax-exchange/idax-official-api-docs/blob/master/open-ws_en.md) |
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| ![coineal](https://user-images.githubusercontent.com/16334718/58037062-7d90cb80-7b67-11e9-9278-e8b03c5ddd86.jpg) | Coineal | COINEAL | ⚠️ | ⚠️ |
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| ![poloniex](https://user-images.githubusercontent.com/16334718/59551277-335a0900-8fb2-11e9-9d1e-4ab2a7574148.jpg) | Poloniex | POLONIEX | * | [ws](https://docs.poloniex.com/#websocket-api) |
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| ![bitstamp](https://user-images.githubusercontent.com/16334718/59565122-2c062e80-908a-11e9-8a38-6264c26aa3c2.jpg) | Bitstamp | BITSTAMP | v2 | [ws](https://www.bitstamp.net/websocket/v2/) |
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⚠️ : Uses endpoints that are used by the official web. This is not an official api and should be used with care.
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‎reactive-crypto-bitstamp/build.gradle

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/*
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* Copyright 2019 namjug-kim
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*
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* LINE Corporation licenses this file to you under the Apache License,
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* version 2.0 (the "License"); you may not use this file except in compliance
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* with the License. You may obtain a copy of the License at:
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*
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* https://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
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* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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* License for the specific language governing permissions and limitations
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* under the License.
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*/
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apply plugin: 'kotlin'
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apply plugin: 'org.jetbrains.kotlin.jvm'
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version '1.0-SNAPSHOT'
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dependencies {
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compile project(':reactive-crypto-core')
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compile "org.jetbrains.kotlin:kotlin-stdlib-jdk8"
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}
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compileKotlin {
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kotlinOptions.jvmTarget = "1.8"
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}
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compileTestKotlin {
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kotlinOptions.jvmTarget = "1.8"
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}

‎reactive-crypto-bitstamp/src/main/kotlin/com/njkim/reactivecrypto/bitstamp/BitstampJsonObjectMapper.kt

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/*
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* Copyright 2019 namjug-kim
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*
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* LINE Corporation licenses this file to you under the Apache License,
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* version 2.0 (the "License"); you may not use this file except in compliance
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* with the License. You may obtain a copy of the License at:
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*
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* https://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
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* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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* License for the specific language governing permissions and limitations
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* under the License.
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*/
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package com.njkim.reactivecrypto.bitstamp
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import com.fasterxml.jackson.core.JsonParser
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import com.fasterxml.jackson.databind.DeserializationContext
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import com.fasterxml.jackson.databind.JsonDeserializer
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import com.fasterxml.jackson.databind.JsonNode
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import com.fasterxml.jackson.databind.ObjectMapper
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import com.fasterxml.jackson.databind.module.SimpleModule
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import com.njkim.reactivecrypto.bitstamp.model.BitstampDetailOrderBook
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import com.njkim.reactivecrypto.bitstamp.model.BitstampDetailOrderBookUnit
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import com.njkim.reactivecrypto.bitstamp.model.BitstampOrderBook
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import com.njkim.reactivecrypto.bitstamp.model.BitstampOrderBookUnit
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import com.njkim.reactivecrypto.core.ExchangeJsonObjectMapper
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import com.njkim.reactivecrypto.core.common.model.order.TradeSideType
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import java.math.BigDecimal
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import java.time.Instant
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import java.time.ZoneId
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import java.time.ZonedDateTime
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import java.util.concurrent.TimeUnit
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class BitstampJsonObjectMapper : ExchangeJsonObjectMapper {
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companion object {
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val instance: ObjectMapper = BitstampJsonObjectMapper().objectMapper()
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}
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override fun bigDecimalDeserializer(): JsonDeserializer<BigDecimal> {
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return object : JsonDeserializer<BigDecimal>() {
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override fun deserialize(p: JsonParser, ctxt: DeserializationContext): BigDecimal {
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return BigDecimal(p.valueAsString)
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}
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}
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}
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// "1560675931555480"
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// "1560675931"
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override fun zonedDateTimeDeserializer(): JsonDeserializer<ZonedDateTime> {
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return object : JsonDeserializer<ZonedDateTime>() {
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override fun deserialize(p: JsonParser, ctxt: DeserializationContext): ZonedDateTime {
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return if (p.valueAsLong > 1000000000000000) {
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Instant.ofEpochSecond(TimeUnit.MICROSECONDS.toSeconds(p.valueAsLong), p.valueAsLong % 1000000)
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.atZone(ZoneId.systemDefault())
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} else {
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Instant.ofEpochSecond(p.valueAsLong)
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.atZone(ZoneId.systemDefault())
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}
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}
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}
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}
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override fun tradeSideTypeDeserializer(): JsonDeserializer<TradeSideType>? {
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// Trade type (0 - buy; 1 - sell).
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return object : JsonDeserializer<TradeSideType>() {
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override fun deserialize(p: JsonParser, ctxt: DeserializationContext): TradeSideType {
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return when (p.valueAsInt) {
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0 -> TradeSideType.BUY
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1 -> TradeSideType.SELL
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else -> throw IllegalArgumentException()
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}
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}
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}
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}
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override fun customConfiguration(simpleModule: SimpleModule) {
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val orderBookUnitDeserializer = object : JsonDeserializer<BitstampOrderBookUnit>() {
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override fun deserialize(p: JsonParser, ctxt: DeserializationContext): BitstampOrderBookUnit {
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val jsonNode: JsonNode = p.codec.readTree(p)
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return BitstampOrderBookUnit(
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instance.convertValue(jsonNode[0], BigDecimal::class.java),
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instance.convertValue(jsonNode[1], BigDecimal::class.java)
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)
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}
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}
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val orderBookDeserializer = object : JsonDeserializer<BitstampOrderBook>() {
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override fun deserialize(p: JsonParser, ctxt: DeserializationContext): BitstampOrderBook {
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val jsonNode: JsonNode = p.codec.readTree(p)
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val timestampNode = jsonNode.get("timestamp")
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val microtimestampNode = jsonNode.get("microtimestamp")
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val bidsNode = jsonNode.get("bids")
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val asksNode = jsonNode.get("asks")
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return BitstampOrderBook(
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instance.convertValue(microtimestampNode, ZonedDateTime::class.java),
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instance.convertValue(timestampNode, ZonedDateTime::class.java),
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bidsNode.map { instance.convertValue(it, BitstampOrderBookUnit::class.java) },
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asksNode.map { instance.convertValue(it, BitstampOrderBookUnit::class.java) }
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)
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}
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}
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val detailOrderBookUnitDeserializer = object : JsonDeserializer<BitstampDetailOrderBookUnit>() {
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override fun deserialize(p: JsonParser, ctxt: DeserializationContext): BitstampDetailOrderBookUnit {
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val jsonNode: JsonNode = p.codec.readTree(p)
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return BitstampDetailOrderBookUnit(
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instance.convertValue(jsonNode[0], BigDecimal::class.java),
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instance.convertValue(jsonNode[1], BigDecimal::class.java),
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jsonNode[2].asText()
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)
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}
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}
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val detailOrderBookDeserializer = object : JsonDeserializer<BitstampDetailOrderBook>() {
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override fun deserialize(p: JsonParser, ctxt: DeserializationContext): BitstampDetailOrderBook {
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val jsonNode: JsonNode = p.codec.readTree(p)
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val timestampNode = jsonNode.get("timestamp")
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val microtimestampNode = jsonNode.get("microtimestamp")
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val bidsNode = jsonNode.get("bids")
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val asksNode = jsonNode.get("asks")
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return BitstampDetailOrderBook(
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instance.convertValue(microtimestampNode, ZonedDateTime::class.java),
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instance.convertValue(timestampNode, ZonedDateTime::class.java),
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bidsNode.map { instance.convertValue(it, BitstampDetailOrderBookUnit::class.java) },
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asksNode.map { instance.convertValue(it, BitstampDetailOrderBookUnit::class.java) }
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)
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}
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}
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simpleModule.addDeserializer(BitstampOrderBookUnit::class.java, orderBookUnitDeserializer)
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simpleModule.addDeserializer(BitstampOrderBook::class.java, orderBookDeserializer)
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simpleModule.addDeserializer(BitstampDetailOrderBookUnit::class.java, detailOrderBookUnitDeserializer)
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simpleModule.addDeserializer(BitstampDetailOrderBook::class.java, detailOrderBookDeserializer)
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}
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}

‎reactive-crypto-bitstamp/src/main/kotlin/com/njkim/reactivecrypto/bitstamp/BitstampRawWebsocketClient.kt

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/*
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* Copyright 2019 namjug-kim
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*
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* LINE Corporation licenses this file to you under the Apache License,
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* version 2.0 (the "License"); you may not use this file except in compliance
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* with the License. You may obtain a copy of the License at:
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*
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* https://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
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* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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* License for the specific language governing permissions and limitations
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* under the License.
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*/
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package com.njkim.reactivecrypto.bitstamp
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import com.fasterxml.jackson.module.kotlin.readValue
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import com.njkim.reactivecrypto.bitstamp.model.*
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import com.njkim.reactivecrypto.core.common.model.currency.CurrencyPair
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import reactor.core.publisher.Flux
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import reactor.core.publisher.toFlux
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import reactor.netty.http.client.HttpClient
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/**
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* Bitstamp Websocket API v2
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* document : https://www.bitstamp.net/websocket/v2/
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*/
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class BitstampRawWebsocketClient {
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private val baseUrl: String = "wss://ws.bitstamp.net"
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fun liveTicker(currencyPairs: List<CurrencyPair>): Flux<BitstampMessageFrame<BitstampTradeEvent>> {
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val subscribeMessages = currencyPairs.map { createSubscribeMessage(it, BitstampEventType.TRADE) }
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.toFlux()
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return HttpClient.create()
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.websocket()
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.uri(baseUrl)
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.handle { inbound, outbound ->
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outbound.sendString(subscribeMessages)
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.then()
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.thenMany(inbound.receive().asString())
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}
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.filter { !it.contains("bts:subscription_succeeded") }
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.map { BitstampJsonObjectMapper.instance.readValue<BitstampMessageFrame<BitstampTradeEvent>>(it) }
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}
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fun liveOrderBook(currencyPairs: List<CurrencyPair>): Flux<BitstampMessageFrame<BitstampOrderBook>> {
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val subscribeMessages = currencyPairs
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.map { createSubscribeMessage(it, BitstampEventType.ORDER_BOOK) }
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.toFlux()
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return HttpClient.create()
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.websocket()
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.uri(baseUrl)
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.handle { inbound, outbound ->
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outbound.sendString(subscribeMessages)
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.then()
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.thenMany(inbound.aggregateFrames().receive().asString())
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}
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.filter { !it.contains("bts:subscription_succeeded") }
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.map { BitstampJsonObjectMapper.instance.readValue<BitstampMessageFrame<BitstampOrderBook>>(it) }
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}
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fun liveDetailOrderBook(currencyPairs: List<CurrencyPair>): Flux<BitstampMessageFrame<BitstampDetailOrderBook>> {
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val subscribeMessages = currencyPairs
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.map { createSubscribeMessage(it, BitstampEventType.DETAIL_ORDER_BOOK) }
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.toFlux()
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return HttpClient.create()
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.websocket()
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.uri(baseUrl)
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.handle { inbound, outbound ->
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outbound.sendString(subscribeMessages)
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.then()
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.thenMany(inbound.aggregateFrames().receive().asString())
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}
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.filter { !it.contains("bts:subscription_succeeded") }
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.map { BitstampJsonObjectMapper.instance.readValue<BitstampMessageFrame<BitstampDetailOrderBook>>(it) }
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}
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private fun createSubscribeMessage(currencyPair: CurrencyPair, event: BitstampEventType): String {
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val channel =
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"${event.subscribeMessage}_${currencyPair.targetCurrency}${currencyPair.baseCurrency}".toLowerCase()
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return "{" +
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"\"event\": \"bts:subscribe\"," +
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"\"data\": {" +
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"\"channel\": \"$channel\"" +
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"}" +
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"}"
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}
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}

‎reactive-crypto-bitstamp/src/main/kotlin/com/njkim/reactivecrypto/bitstamp/BitstampWebsocketClient.kt

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/*
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* Copyright 2019 namjug-kim
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*
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* LINE Corporation licenses this file to you under the Apache License,
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* version 2.0 (the "License"); you may not use this file except in compliance
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* with the License. You may obtain a copy of the License at:
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*
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* https://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
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* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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* License for the specific language governing permissions and limitations
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* under the License.
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*/
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package com.njkim.reactivecrypto.bitstamp
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import com.njkim.reactivecrypto.core.common.model.ExchangeVendor
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import com.njkim.reactivecrypto.core.common.model.currency.CurrencyPair
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import com.njkim.reactivecrypto.core.common.model.order.OrderBook
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import com.njkim.reactivecrypto.core.common.model.order.OrderBookUnit
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import com.njkim.reactivecrypto.core.common.model.order.OrderSideType
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import com.njkim.reactivecrypto.core.common.model.order.TickData
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import com.njkim.reactivecrypto.core.common.util.toEpochMilli
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import com.njkim.reactivecrypto.core.websocket.ExchangeWebsocketClient
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import reactor.core.publisher.Flux
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/**
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* Bitstamp Websocket API v2
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* document : https://www.bitstamp.net/websocket/v2/
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*/
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class BitstampWebsocketClient : ExchangeWebsocketClient {
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private val bitstampRawWebsocketClient: BitstampRawWebsocketClient = BitstampRawWebsocketClient()
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override fun createTradeWebsocket(subscribeTargets: List<CurrencyPair>): Flux<TickData> {
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return bitstampRawWebsocketClient
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.liveTicker(subscribeTargets)
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.map { bitstampMessageFrame ->
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TickData(
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"${bitstampMessageFrame.data.id}",
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bitstampMessageFrame.data.microTimestamp,
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bitstampMessageFrame.data.price,
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bitstampMessageFrame.data.amount,
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bitstampMessageFrame.currencyPair,
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ExchangeVendor.BITSTAMP,
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bitstampMessageFrame.data.type
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)
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}
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}
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override fun createDepthSnapshot(subscribeTargets: List<CurrencyPair>): Flux<OrderBook> {
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return bitstampRawWebsocketClient
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.liveOrderBook(subscribeTargets)
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.map { bitstampMessageFrame ->
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val microTimestamp = bitstampMessageFrame.data.microTimestamp
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OrderBook(
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"${microTimestamp.toEpochMilli()}",
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bitstampMessageFrame.currencyPair,
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microTimestamp,
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ExchangeVendor.BITSTAMP,
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bitstampMessageFrame.data.bids.map { OrderBookUnit(it.price, it.quantity, OrderSideType.BID) },
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bitstampMessageFrame.data.asks.map { OrderBookUnit(it.price, it.quantity, OrderSideType.ASK) }
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)
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}
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}
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}

‎reactive-crypto-bitstamp/src/main/kotlin/com/njkim/reactivecrypto/bitstamp/model/BitstampDetailOrderBook.kt

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/*
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* Copyright 2019 namjug-kim
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*
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* LINE Corporation licenses this file to you under the Apache License,
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* version 2.0 (the "License"); you may not use this file except in compliance
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* with the License. You may obtain a copy of the License at:
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*
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* https://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
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* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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* License for the specific language governing permissions and limitations
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* under the License.
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*/
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package com.njkim.reactivecrypto.bitstamp.model
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import com.fasterxml.jackson.annotation.JsonProperty
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import java.time.ZonedDateTime
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data class BitstampDetailOrderBook(
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@JsonProperty("microtimestamp")
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val microTimestamp: ZonedDateTime,
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@JsonProperty("timestamp")
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val timestamp: ZonedDateTime,
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@JsonProperty("bids")
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val bids: List<BitstampDetailOrderBookUnit>,
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@JsonProperty("asks")
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val asks: List<BitstampDetailOrderBookUnit>
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)

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