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TrackPositionChangeEvent.java | /FileExtraction/Java_unseen/finnyb_javampd/src/main/java/org/bff/javampd/player/TrackPositionChangeEvent.java | package org.bff.javampd.player;
/**
* Represents a change in the position of a playing song.
*
* @author Bill
* @version 1.0
*/
public class TrackPositionChangeEvent extends java.util.EventObject {
private final long newElapsedTime;
/**
* Creates a new instance of TrackPositionEvent.
*
* @param source the object on which the Event initially occurred
* @param newTime the new elapsed time of the song
*/
public TrackPositionChangeEvent(Object source, long newTime) {
super(source);
this.newElapsedTime = newTime;
}
/**
* Returns the elapsed time of the playing song.
*
* @return the new elapsed time
*/
public long getElapsedTime() {
return newElapsedTime;
}
}
| 723 | Java | .java | finnyb/javampd | 35 | 21 | 13 | 2013-11-21T15:24:25Z | 2024-04-27T11:03:48Z |
VolumeChangeListener.java | /FileExtraction/Java_unseen/finnyb_javampd/src/main/java/org/bff/javampd/player/VolumeChangeListener.java | package org.bff.javampd.player;
/**
* The listener interface for receiving volume change events. The class that is interested in
* processing a volume change event implements this interface, and the object created with that
* class is registered with a component using the component's <CODE>addVolumeChangeListener</CODE>
* method. When the position event occurs, that object's <CODE>volumeChanged</CODE> method is
* invoked.
*
* @author Bill
* @version 1.0
*/
@FunctionalInterface
public interface VolumeChangeListener {
/**
* Invoked when a mpd volume change event occurs.
*
* @param event the event received
*/
void volumeChanged(VolumeChangeEvent event);
}
| 687 | Java | .java | finnyb/javampd | 35 | 21 | 13 | 2013-11-21T15:24:25Z | 2024-04-27T11:03:48Z |
PlayerProperties.java | /FileExtraction/Java_unseen/finnyb_javampd/src/main/java/org/bff/javampd/player/PlayerProperties.java | package org.bff.javampd.player;
import lombok.Getter;
import org.bff.javampd.server.MPDProperties;
public class PlayerProperties extends MPDProperties {
@Getter
private enum Command {
XFADE("player.crossfade"),
CURRSONG("player.currentsong"),
NEXT("player.next"),
PAUSE("player.pause"),
PLAY("player.play"),
PLAYID("player.play.id"),
PREV("player.prev"),
REPEAT("player.repeat"),
RANDOM("player.random"),
SEEK("player.seek"),
SEEKID("player.seek.id"),
STOP("player.stop"),
CONSUME("player.consume"),
SINGLE("player.single"),
SETVOL("player.set.volume"),
MIX_RAMP_DB("player.mixrampdb"),
MIX_RAMP_DELAY("player.mixrampdelay");
private final String key;
Command(String key) {
this.key = key;
}
}
public String getXFade() {
return getPropertyString(Command.XFADE.getKey());
}
public String getCurrentSong() {
return getPropertyString(Command.CURRSONG.getKey());
}
public String getNext() {
return getPropertyString(Command.NEXT.getKey());
}
public String getPause() {
return getPropertyString(Command.PAUSE.getKey());
}
public String getPlay() {
return getPropertyString(Command.PLAY.getKey());
}
public String getPlayId() {
return getPropertyString(Command.PLAYID.getKey());
}
public String getPrevious() {
return getPropertyString(Command.PREV.getKey());
}
public String getRepeat() {
return getPropertyString(Command.REPEAT.getKey());
}
public String getRandom() {
return getPropertyString(Command.RANDOM.getKey());
}
public String getSeek() {
return getPropertyString(Command.SEEK.getKey());
}
public String getSeekId() {
return getPropertyString(Command.SEEKID.getKey());
}
public String getStop() {
return getPropertyString(Command.STOP.getKey());
}
public String getSetVolume() {
return getPropertyString(Command.SETVOL.getKey());
}
public String getConsume() {
return getPropertyString(Command.CONSUME.getKey());
}
public String getSingle() {
return getPropertyString(Command.SINGLE.getKey());
}
public String getMixRampDelay() {
return getPropertyString(Command.MIX_RAMP_DELAY.getKey());
}
public String getMixRampDb() {
return getPropertyString(Command.MIX_RAMP_DB.getKey());
}
}
| 2,337 | Java | .java | finnyb/javampd | 35 | 21 | 13 | 2013-11-21T15:24:25Z | 2024-04-27T11:03:48Z |
PlayerBasicChangeEvent.java | /FileExtraction/Java_unseen/finnyb_javampd/src/main/java/org/bff/javampd/player/PlayerBasicChangeEvent.java | package org.bff.javampd.player;
import lombok.Getter;
/**
* Represents a change in the status of a music player.
*
* @author Bill
*/
@Getter
public class PlayerBasicChangeEvent extends java.util.EventObject {
/**
* -- GETTER -- Returns the that occurred.
*
* @return the {@link Status}
*/
private final Status status;
public enum Status {
PLAYER_STOPPED,
PLAYER_STARTED,
PLAYER_PAUSED,
PLAYER_UNPAUSED
}
/**
* Creates a new instance of PlayerBasicChangeEvent
*
* @param source the object on which the Event initially occurred
* @param status the {@link Status}
*/
public PlayerBasicChangeEvent(Object source, Status status) {
super(source);
this.status = status;
}
}
| 740 | Java | .java | finnyb/javampd | 35 | 21 | 13 | 2013-11-21T15:24:25Z | 2024-04-27T11:03:48Z |
Player.java | /FileExtraction/Java_unseen/finnyb_javampd/src/main/java/org/bff/javampd/player/Player.java | package org.bff.javampd.player;
import java.util.Optional;
import lombok.Getter;
import org.bff.javampd.audioinfo.MPDAudioInfo;
import org.bff.javampd.playlist.MPDPlaylistSong;
/**
* @author bill
*/
public interface Player {
/** The status of the player. */
@Getter
enum Status {
STATUS_STOPPED("stop"),
STATUS_PLAYING("play"),
STATUS_PAUSED("pause");
private final String prefix;
Status(String prefix) {
this.prefix = prefix;
}
}
/**
* Returns the current song either playing or queued for playing.
*
* @return the current song
*/
Optional<MPDPlaylistSong> getCurrentSong();
/**
* Adds a {@link PlayerChangeListener} to this object to receive {@link PlayerChangeEvent}s.
*
* @param pcl the PlayerChangeListener to add
*/
void addPlayerChangeListener(PlayerChangeListener pcl);
/**
* Removes a {@link PlayerChangeListener} from this object.
*
* @param pcl the PlayerChangeListener to remove
*/
void removePlayerChangedListener(PlayerChangeListener pcl);
/**
* Adds a {@link VolumeChangeListener} to this object to receive {@link VolumeChangeEvent}s.
*
* @param vcl the VolumeChangeListener to add
*/
void addVolumeChangeListener(VolumeChangeListener vcl);
/**
* Removes a {@link VolumeChangeListener} from this object.
*
* @param vcl the VolumeChangeListener to remove
*/
void removeVolumeChangedListener(VolumeChangeListener vcl);
/** Starts the player. */
void play();
/**
* Starts the player with the specified {@link MPDPlaylistSong}.
*
* @param song the song to start the player with
*/
void playSong(MPDPlaylistSong song);
/**
* Seeks to the desired location in the current song. If the location is larger than the length of
* the song or is less than 0 then the parameter is ignored.
*
* @param secs the location to seek to
*/
void seek(long secs);
/**
* Seeks to the desired location in the specified song. If the location is larger than the length
* of the song or is less than 0 then the parameter is ignored.
*
* @param song the song to seek in
* @param secs the location to seek to
*/
void seekSong(MPDPlaylistSong song, long secs);
/** Stops the player. */
void stop();
/** Pauses the player. */
void pause();
/** Plays the next song in the playlist. */
void playNext();
/** Plays the previous song in the playlist. */
void playPrevious();
/** Mutes the volume of the player. */
void mute();
/** Unmutes the volume of the player. */
void unMute();
/**
* Returns the instantaneous bitrate of the currently playing song.
*
* @return the instantaneous bitrate in kbps
*/
int getBitrate();
/**
* Returns the current volume of the player.
*
* @return the volume of the player (0-100)
*/
int getVolume();
/**
* Sets the volume of the player. The volume is between 0 and 100, any volume less that 0 results
* in a volume of 0 while any volume greater than 100 results in a volume of 100.
*
* @param volume the volume level (0-100)
*/
void setVolume(int volume);
/**
* Returns if the player is repeating.
*
* @return is the player repeating
*/
boolean isRepeat();
/**
* Sets the repeating status of the player.
*
* @param shouldRepeat should the player repeat the current song
*/
void setRepeat(boolean shouldRepeat);
/**
* Returns if the player is in random play mode.
*
* @return true if the player is in random mode false otherwise
*/
boolean isRandom();
/**
* Sets the random status of the player. So the songs will be played in random order
*
* @param shouldRandom should the player play in random mode
*/
void setRandom(boolean shouldRandom);
/** Plays the playlist in a random order. */
void randomizePlay();
/** Plays the playlist in order. */
void unRandomizePlay();
/**
* Returns the cross fade of the player in seconds.
*
* @return the cross fade of the player in seconds
*/
int getXFade();
/**
* Sets the cross fade of the player in seconds.
*
* @param xFade the amount of cross fade to set in seconds
*/
void setXFade(int xFade);
/**
* Returns the elapsed time of the current song in seconds.
*
* @return the elapsed time of the song in seconds
*/
long getElapsedTime();
/**
* Returns the total time of the current song in seconds.
*
* @return the elapsed time of the song in seconds
*/
long getTotalTime();
/**
* Returns the {@link org.bff.javampd.audioinfo.MPDAudioInfo} about the current status of the
* player. If the status is unknown {@code null} will be returned. Any individual parameter that
* is not known will be a -1
*
* @return the sample rate
*/
MPDAudioInfo getAudioDetails();
/**
* Returns the current status of the player.
*
* @return the status of the player
*/
Status getStatus();
/**
* Set 'consume' state of the player.
*
* @param consume should consume be turned on
*/
void setConsume(boolean consume);
/**
* Set 'single' state of the player.
*
* @param single should the single mode be turned on
*/
void setSingle(boolean single);
/**
* The threshold at which songs will be overlapped. Like crossfading but doesn’t fade the track
* volume, just overlaps.
*
* @return the threshold at which songs will be overlapped
*/
Optional<Integer> getMixRampDb();
/**
* Sets the threshold at which songs will be overlapped. Like crossfading but doesn’t fade the
* track volume, just overlaps. The songs need to have MixRamp tags added by an external tool. 0dB
* is the normalized maximum volume so use negative values
*
* @param db the threshold at which songs will be overlapped
*/
void setMixRampDb(int db);
/**
* Additional time subtracted from the overlap calculated by mixrampdb.
*
* @return additional time subtracted from the overlap calculated by mixrampdb
*/
Optional<Integer> getMixRampDelay();
/**
* Additional time subtracted from the overlap calculated by mixrampdb. A value of <code>0
* </code> disables MixRamp overlapping and falls back to crossfading.
*
* @param delay additional time subtracted from the overlap calculated by mixrampdb
*/
void setMixRampDelay(int delay);
}
| 6,404 | Java | .java | finnyb/javampd | 35 | 21 | 13 | 2013-11-21T15:24:25Z | 2024-04-27T11:03:48Z |
VolumeChangeEvent.java | /FileExtraction/Java_unseen/finnyb_javampd/src/main/java/org/bff/javampd/player/VolumeChangeEvent.java | package org.bff.javampd.player;
import lombok.Getter;
/**
* Represents a change in the volume of a MPD player.
*
* @author Bill
* @version 1.0
*/
@Getter
public class VolumeChangeEvent extends java.util.EventObject {
/**
* -- GETTER -- Returns the new volume level.
*
* @return the new volume
*/
private final int volume;
/**
* Creates a new instance of MusicPlayerStatusChangedEvent
*
* @param source the object on which the Event initially occurred
* @param volume the new volume
*/
public VolumeChangeEvent(Object source, int volume) {
super(source);
this.volume = volume;
}
}
| 633 | Java | .java | finnyb/javampd | 35 | 21 | 13 | 2013-11-21T15:24:25Z | 2024-04-27T11:03:48Z |
TrackPositionChangeListener.java | /FileExtraction/Java_unseen/finnyb_javampd/src/main/java/org/bff/javampd/player/TrackPositionChangeListener.java | package org.bff.javampd.player;
/**
* The listener interface for receiving track position change events. The class that is interested
* in processing a position event implements this interface, and the object created with that class
* is registered with a component using the component's <CODE>addTrackPositionChangeListener</CODE>
* method. When the position event occurs, that object's <CODE>trackPositionChanged</CODE> method is
* invoked.
*
* @author Bill
* @version 1.0
*/
@FunctionalInterface
public interface TrackPositionChangeListener {
/**
* Invoked when a track position change occurs.
*
* @param event the event fired
*/
void trackPositionChanged(TrackPositionChangeEvent event);
}
| 720 | Java | .java | finnyb/javampd | 35 | 21 | 13 | 2013-11-21T15:24:25Z | 2024-04-27T11:03:48Z |
VolumeChangeDelegate.java | /FileExtraction/Java_unseen/finnyb_javampd/src/main/java/org/bff/javampd/player/VolumeChangeDelegate.java | package org.bff.javampd.player;
import java.util.ArrayList;
import java.util.List;
/**
* Handles volume change eventing.
*
* @author bill
*/
public class VolumeChangeDelegate {
private final List<VolumeChangeListener> volListeners;
public VolumeChangeDelegate() {
volListeners = new ArrayList<>();
}
public synchronized void addVolumeChangeListener(VolumeChangeListener vcl) {
volListeners.add(vcl);
}
public synchronized void removeVolumeChangedListener(VolumeChangeListener vcl) {
volListeners.remove(vcl);
}
/**
* Sends the appropriate {@link VolumeChangeEvent} to all registered {@link VolumeChangeListener}.
*
* @param source source of event
* @param volume the new volume
*/
public synchronized void fireVolumeChangeEvent(Object source, int volume) {
var vce = new VolumeChangeEvent(source, volume);
for (VolumeChangeListener vcl : volListeners) {
vcl.volumeChanged(vce);
}
}
}
| 960 | Java | .java | finnyb/javampd | 35 | 21 | 13 | 2013-11-21T15:24:25Z | 2024-04-27T11:03:48Z |
PlayerChangeEvent.java | /FileExtraction/Java_unseen/finnyb_javampd/src/main/java/org/bff/javampd/player/PlayerChangeEvent.java | package org.bff.javampd.player;
import lombok.Getter;
/**
* Represents a change in the status of a MPD music player.
*
* @author Bill
*/
@Getter
public class PlayerChangeEvent extends java.util.EventObject {
/**
* -- GETTER -- Returns the that occurred.
*
* @return the specific {@link Event}
*/
private final Event event;
public enum Event {
PLAYER_STOPPED,
PLAYER_STARTED,
PLAYER_PAUSED,
PLAYER_NEXT,
PLAYER_PREVIOUS,
PLAYER_MUTED,
PLAYER_UNMUTED,
PLAYER_SONG_SET,
PLAYER_SEEKING
}
/**
* Creates a new instance of PlayerChangeEvent
*
* @param source the object on which the Event initially occurred
* @param event the {@link Event}
*/
public PlayerChangeEvent(Object source, Event event) {
super(source);
this.event = event;
}
}
| 824 | Java | .java | finnyb/javampd | 35 | 21 | 13 | 2013-11-21T15:24:25Z | 2024-04-27T11:03:48Z |
PlayerBasicChangeListener.java | /FileExtraction/Java_unseen/finnyb_javampd/src/main/java/org/bff/javampd/player/PlayerBasicChangeListener.java | package org.bff.javampd.player;
/**
* The listener interface for receiving basic player events. The class that is interested in
* processing a player event implements this interface, and the object created with that class is
* registered with a component using the component's <CODE>addBasicPlayerChangeListener</CODE>
* method. When the player event occurs, that object's <CODE>playerBasicChange</CODE> method is
* invoked.
*
* @author Bill
* @version 1.0
*/
@FunctionalInterface
public interface PlayerBasicChangeListener {
/**
* Invoked when a player change event occurs.
*
* @param event the event fired
*/
void playerBasicChange(PlayerBasicChangeEvent event);
}
| 693 | Java | .java | finnyb/javampd | 35 | 21 | 13 | 2013-11-21T15:24:25Z | 2024-04-27T11:03:48Z |
RateLimitTest.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/test/java/test/RateLimitTest.java | package test;
import cqt.goai.exchange.util.RateLimit;
import org.junit.Assert;
import org.junit.Test;
/**
* @author GOAi
*/
public class RateLimitTest {
@Test
public void test() throws InterruptedException {
RateLimit NO = RateLimit.NO;
for (int i = 0; i < 10000; i++) {
// 次次需要更新
Assert.assertTrue(NO.timeout(false));
}
RateLimit limit = RateLimit.limit(300);
Assert.assertFalse(limit.timeout()); // 300毫秒之内，不需要推送
Thread.sleep(200);
Assert.assertFalse(limit.timeout()); // 300毫秒之内，不需要推送
Thread.sleep(200);
Assert.assertTrue(limit.timeout()); // 300毫秒之外，需要推送
Assert.assertFalse(limit.timeout()); // 300毫秒之内，不需要推送
}
}
| 832 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
ExchangeException.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/ExchangeException.java | package cqt.goai.exchange;
import dive.common.model.Message;
/**
* 交易所信息处理异常
* @author GOAi
*/
public class ExchangeException extends RuntimeException {
private static final long serialVersionUID = -8633608065854161508L;
private Integer code = Message.CODE_FAILED;
public ExchangeException(String message) {
super(message);
}
public ExchangeException(ExchangeError error, String message) {
super(message);
this.code = error.getCode();
}
public ExchangeException(String message, Throwable throwable) {
super(message, throwable);
}
public ExchangeException(ExchangeError error, String message, Throwable throwable) {
super(message, throwable);
this.code = error.getCode();
}
public Integer getCode() {
return code;
}
}
| 853 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
ExchangeError.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/ExchangeError.java | package cqt.goai.exchange;
/**
* 交易所相关错误码
*
* @author GOAi
*/
public enum ExchangeError {
// 交易所不支持
EXCHANGE(1001),
// 币对不支持
SYMBOL(1002),
// K线周期不支持
PERIOD(1003);
// public static final Integer ERROR_TOKEN = 1001; // 授权错误
private int code;
ExchangeError(int code) {
this.code = code;
}
public int getCode() {
return code;
}
}
| 461 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
ExchangeManager.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/ExchangeManager.java | package cqt.goai.exchange;
import cqt.goai.exchange.http.HttpExchange;
import cqt.goai.exchange.http.binance.BinanceExchange;
import cqt.goai.exchange.http.bitfinex.BitfinexExchange;
import cqt.goai.exchange.http.huobi.pro.HuobiProExchange;
import cqt.goai.exchange.http.okexv3.Okexv3Exchange;
import cqt.goai.exchange.web.socket.WebSocketExchange;
import cqt.goai.exchange.web.socket.okexv3.Okexv3WebSocketExchange;
import org.slf4j.Logger;
/**
* 统一获取Exchange对象
* @author GOAi
*/
public class ExchangeManager {
/**
* 获取HttpExchange
* Simple Factory Pattern 简单工厂模式
* 获取实例对象即可，没有太多的拓展性
* @param name 交易所名
* @param log 日志
*/
public static HttpExchange getHttpExchange(ExchangeName name, Logger log) {
if (null != name) {
switch (name) {
case OKEXV3: return new Okexv3Exchange(log);
case BITFINEX: return new BitfinexExchange(log);
case HUOBIPRO: return new HuobiProExchange(log);
case BINANCE: return new BinanceExchange(log);
default:
}
}
throw new ExchangeException(ExchangeError.EXCHANGE, "exchange name is not supported");
}
/**
* 获取WSExchange
* 简单工厂模式
* @param name 交易所名
* @param log 日志
*/
public static WebSocketExchange getWebSocketExchange(ExchangeName name, Logger log) {
if (null != name) {
switch (name) {
case OKEXV3: return new Okexv3WebSocketExchange(log);
default:
}
}
throw new ExchangeException(ExchangeError.EXCHANGE, "exchange name is not supported");
}
}
| 1,770 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
ExchangeName.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/ExchangeName.java | package cqt.goai.exchange;
import cqt.goai.exchange.util.CompleteList;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.List;
import static cqt.goai.exchange.Action.*;
import static cqt.goai.exchange.Action.ORDER;
import static cqt.goai.exchange.util.CompleteList.*;
/**
* 交易所名称
*
* @author GOAi
*/
public enum ExchangeName {
/**
* OKEX V3 版本, ALL
* https://www.okex.com/docs/zh/
* CompleteList.ALL
*/
OKEXV3("okexv3", CompleteList.ALL),
/**
* bitfinex
* https://docs.bitfinex.com/v1/docs/rest-general
* https://docs.bitfinex.com/v2/docs/rest-auth
* CompleteList.MARKET
* CompleteList.ACCOUNT
* CompleteList.TRADE
* CompleteList.ORDER
*/
BITFINEX("bitfinex", CompleteList.exclude(PUSH)),
/**
* huobipro
* https://github.com/huobiapi/API_Docs
*/
HUOBIPRO("huobipro", CompleteList.exclude(PUSH)),
/**
* binance
* https://github.com/binance-exchange/binance-official-api-docs/blob/master/rest-api.md
*/
BINANCE("binance", CompleteList.exclude(PUSH));
/**
* 交易所名称，唯一识别
*/
private String name;
/**
* 已完成的功能
*/
private List<Action> functions;
ExchangeName(String name, Action... actions) {
this.name = name;
this.functions = null == actions ? new ArrayList<>() : Arrays.asList(actions);
}
public String getName() {
return this.name;
}
public List<Action> getFunctions() {
return this.functions;
}
/**
* 根据名称获取
*/
public static ExchangeName getByName(String name) {
for (ExchangeName en : ExchangeName.values()) {
if (en.name.equals(name)) {
return en;
}
}
return null;
}
@Override
public String toString() {
return this.name;
}
}
| 1,947 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
BaseExchange.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/BaseExchange.java | package cqt.goai.exchange;
import org.slf4j.Logger;
/**
* 交易所基本信息
* @author GOAi
*/
public class BaseExchange {
/**
* 日志
*/
protected final Logger log;
/**
* 交易所名称
*/
protected final ExchangeName name;
public BaseExchange(ExchangeName name, Logger log) {
this.name = name;
this.log = log;
}
}
| 390 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
ExchangeUtil.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/ExchangeUtil.java | package cqt.goai.exchange;
import dive.http.okhttp.OkHttp;
/**
* 工具类
* @author GOAi
*/
public class ExchangeUtil {
/**
* okhttp util
*/
public static final OkHttp OKHTTP = new OkHttp();
}
| 219 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
ExchangeInfo.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/ExchangeInfo.java | package cqt.goai.exchange;
import cqt.goai.exchange.util.Seal;
import cqt.goai.model.enums.Period;
import cqt.goai.model.market.Row;
import lombok.Data;
import java.util.List;
/**
* 封装请求信息
* @author GOAi
*/
@Data
public class ExchangeInfo implements Cloneable {
/**
* 请求行为
*/
private Action action;
/**
* 请求币对
*/
private String symbol;
/**
* access
*/
private String access;
/**
* secret
*/
private String secret;
/**
* 获取Kline需要指定周期
*/
private Period period;
/**
* 限价单 价格
*/
private String price;
/**
* 限价单 数量
*/
private String amount;
/**
* 市价买单 总价
*/
private String quote;
/**
* 市价卖单数量
*/
private String base;
/**
* 多个市价买单或卖单的价格数量信息
*/
private List<Row> rows;
/**
* 取消订单id
*/
private String cancelId;
/**
* 取消订单的id信息
*/
private List<String> cancelIds;
/**
* 获取订单id
*/
private String orderId;
/**
* 推送id
*/
private String pushId;
/**
* 标识解析方式
*/
private String extra;
private ExchangeInfo(Action action, String symbol, String access, String secret) {
this.action = action;
this.symbol = symbol;
this.access = access;
this.secret = secret;
}
private ExchangeInfo(Action action, String symbol, String access, String secret, String pushId) {
this(action, symbol, access, secret);
this.pushId = pushId;
}
// 市场
public static ExchangeInfo ticker(String symbol, String access, String secret) {
return new ExchangeInfo(Action.TICKER, symbol, access, secret);
}
public static ExchangeInfo klines(String symbol, String access, String secret, Period period) {
ExchangeInfo info = new ExchangeInfo(Action.KLINES, symbol, access, secret);
info.period = period;
return info;
}
public static ExchangeInfo depth(String symbol, String access, String secret) {
return new ExchangeInfo(Action.DEPTH, symbol, access, secret);
}
public static ExchangeInfo trades(String symbol, String access, String secret) {
return new ExchangeInfo(Action.TRADES, symbol, access, secret);
}
// 账户
public static ExchangeInfo balances(String symbol, String access, String secret) {
return new ExchangeInfo(Action.BALANCES, symbol, access, secret);
}
public static ExchangeInfo account(String symbol, String access, String secret) {
return new ExchangeInfo(Action.ACCOUNT, symbol, access, secret);
}
// 交易
public static ExchangeInfo precisions(String symbol, String access, String secret) {
return new ExchangeInfo(Action.PRECISIONS, symbol, access, secret);
}
public static ExchangeInfo precision(String symbol, String access, String secret) {
return new ExchangeInfo(Action.PRECISION, symbol, access, secret);
}
public static ExchangeInfo buyLimit(String symbol, String access, String secret, String price, String amount) {
ExchangeInfo info = new ExchangeInfo(Action.BUY_LIMIT, symbol, access, secret);
info.price = price;
info.amount = amount;
return info;
}
public static ExchangeInfo sellLimit(String symbol, String access, String secret, String price, String amount) {
ExchangeInfo info = new ExchangeInfo(Action.SELL_LIMIT, symbol, access, secret);
info.price = price;
info.amount = amount;
return info;
}
public static ExchangeInfo buyMarket(String symbol, String access, String secret, String quote) {
ExchangeInfo info = new ExchangeInfo(Action.BUY_MARKET, symbol, access, secret);
info.quote = quote;
return info;
}
public static ExchangeInfo sellMarket(String symbol, String access, String secret, String base) {
ExchangeInfo info = new ExchangeInfo(Action.SELL_MARKET, symbol, access, secret);
info.base = base;
return info;
}
public static ExchangeInfo multiBuy(String symbol, String access, String secret, List<Row> rows) {
ExchangeInfo info = new ExchangeInfo(Action.MULTI_BUY, symbol, access, secret);
info.rows = rows;
return info;
}
public static ExchangeInfo multiSell(String symbol, String access, String secret, List<Row> rows) {
ExchangeInfo info = new ExchangeInfo(Action.MULTI_SELL, symbol, access, secret);
info.rows = rows;
return info;
}
public static ExchangeInfo cancelOrder(String symbol, String access, String secret, String cancelId) {
ExchangeInfo info = new ExchangeInfo(Action.CANCEL_ORDER, symbol, access, secret);
info.cancelId = cancelId;
return info;
}
public static ExchangeInfo cancelOrders(String symbol, String access, String secret, List<String> cancelIds) {
ExchangeInfo info = new ExchangeInfo(Action.CANCEL_ORDERS, symbol, access, secret);
info.cancelIds = cancelIds;
return info;
}
// 订单接口
public static ExchangeInfo orders(String symbol, String access, String secret) {
return new ExchangeInfo(Action.ORDERS, symbol, access, secret);
}
public static ExchangeInfo historyOrders(String symbol, String access, String secret) {
return new ExchangeInfo(Action.HISTORY_ORDERS, symbol, access, secret);
}
public static ExchangeInfo order(String symbol, String access, String secret, String orderId) {
ExchangeInfo info = new ExchangeInfo(Action.ORDER, symbol, access, secret);
info.orderId = orderId;
return info;
}
public static ExchangeInfo orderDetails(String symbol, String access, String secret, String orderId) {
ExchangeInfo info = new ExchangeInfo(Action.ORDER_DETAILS, symbol, access, secret);
info.orderId = orderId;
return info;
}
public static ExchangeInfo orderDetailAll(String symbol, String access, String secret) {
ExchangeInfo info = new ExchangeInfo(Action.ORDER_DETAILS, symbol, access, secret);
return info;
}
// 推送接口
public static ExchangeInfo onTicker(String symbol, String access, String secret, String pushId) {
return new ExchangeInfo(Action.ON_TICKER, symbol, access, secret, pushId);
}
public static ExchangeInfo onKlines(String symbol, String access, String secret, Period period,
String pushId) {
ExchangeInfo info = new ExchangeInfo(Action.ON_KLINES, symbol, access, secret, pushId);
info.period = period;
return info;
}
public static ExchangeInfo onDepth(String symbol, String access, String secret, String pushId) {
return new ExchangeInfo(Action.ON_DEPTH, symbol, access, secret, pushId);
}
public static ExchangeInfo onTrades(String symbol, String access, String secret, String pushId) {
return new ExchangeInfo(Action.ON_TRADES, symbol, access, secret, pushId);
}
public static ExchangeInfo onAccount(String symbol, String access, String secret, String pushId) {
return new ExchangeInfo(Action.ON_ACCOUNT, symbol, access, secret, pushId);
}
public static ExchangeInfo onOrders(String symbol, String access, String secret, String pushId) {
return new ExchangeInfo(Action.ON_ORDERS, symbol, access, secret, pushId);
}
/**
* 错误提示
*/
public String tip() {
switch (action) {
case TICKER : return action + " " + symbol + " " + Seal.seal(access);
case KLINES : return action + " " + symbol + " " + Seal.seal(access) + " " + period;
case DEPTH : return action + " " + symbol + " " + Seal.seal(access);
case TRADES : return action + " " + symbol + " " + Seal.seal(access);
case BALANCES : return action + " " + symbol + " " + Seal.seal(access);
case ACCOUNT : return action + " " + symbol + " " + Seal.seal(access);
case PRECISIONS : return action + " " + symbol + " " + Seal.seal(access);
case PRECISION : return action + " " + symbol + " " + Seal.seal(access);
case BUY_LIMIT : return action + " " + symbol + " " + Seal.seal(access) + " " + price + " " + amount;
case SELL_LIMIT : return action + " " + symbol + " " + Seal.seal(access) + " " + price + " " + amount;
case BUY_MARKET : return action + " " + symbol + " " + Seal.seal(access) + " " + quote;
case SELL_MARKET : return action + " " + symbol + " " + Seal.seal(access) + " " + base;
case MULTI_BUY : return action + " " + symbol + " " + Seal.seal(access) + " " + rows;
case MULTI_SELL : return action + " " + symbol + " " + Seal.seal(access) + " " + rows;
case CANCEL_ORDER : return action + " " + symbol + " " + Seal.seal(access) + " " + cancelId;
case CANCEL_ORDERS : return action + " " + symbol + " " + Seal.seal(access) + " " + cancelIds;
case ORDERS : return action + " " + symbol + " " + Seal.seal(access);
case HISTORY_ORDERS : return action + " " + symbol + " " + Seal.seal(access);
case ORDER : return action + " " + symbol + " " + Seal.seal(access) + " " + orderId;
case ORDER_DETAILS : return action + " " + symbol + " " + Seal.seal(access) + " " + orderId;
case ON_TICKER : return action + " " + symbol + " " + Seal.seal(access) + " " + pushId;
case ON_KLINES : return action + " " + symbol + " " + Seal.seal(access) + " " + period + " " + pushId;
case ON_DEPTH : return action + " " + symbol + " " + Seal.seal(access) + " " + pushId;
case ON_TRADES : return action + " " + symbol + " " + Seal.seal(access) + " " + pushId;
case ON_ACCOUNT : return action + " " + symbol + " " + Seal.seal(access) + " " + pushId;
case ON_ORDERS : return action + " " + symbol + " " + Seal.seal(access) + " " + pushId;
default:
}
return null;
}
public ExchangeInfo setPrice(String price) {
this.price = price;
return this;
}
public ExchangeInfo setAmount(String amount) {
this.amount = amount;
return this;
}
public ExchangeInfo setCancelId(String cancelId) {
this.cancelId = cancelId;
return this;
}
@Override
public final ExchangeInfo clone() {
try {
return (ExchangeInfo) super.clone();
} catch (CloneNotSupportedException e) {
e.printStackTrace();
}
return new ExchangeInfo(this.action, this.symbol, this.access, this.secret);
}
}
| 11,070 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Action.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/Action.java | package cqt.goai.exchange;
/**
* 请求行为动作
* @author GOAi
*/
public enum Action {
// 市场接口
TICKER,
KLINES,
DEPTH,
TRADES,
// 账户接口
BALANCES,
ACCOUNT,
// 交易接口
PRECISIONS,
PRECISION,
BUY_LIMIT,
SELL_LIMIT,
BUY_MARKET,
SELL_MARKET,
MULTI_BUY,
MULTI_SELL,
CANCEL_ORDER,
CANCEL_ORDERS,
// 订单接口
ORDERS,
HISTORY_ORDERS,
ORDER,
ORDER_DETAILS,
// 推送接口
ON_TICKER,
ON_KLINES,
ON_DEPTH,
ON_TRADES,
ON_ACCOUNT,
ON_ORDERS
}
| 590 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
HistoryOrdersDetailsByTimestamp.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/http/HistoryOrdersDetailsByTimestamp.java | package cqt.goai.exchange.http;
import cqt.goai.exchange.ExchangeInfo;
import cqt.goai.exchange.ExchangeName;
import cqt.goai.model.trade.OrderDetails;
import dive.http.common.MimeHttp;
import dive.http.common.MimeRequest;
import org.slf4j.Logger;
import java.util.List;
/**
* 获取历史订单明细
*
* @author GOAi
*/
public interface HistoryOrdersDetailsByTimestamp {
/**
* 获取请求工具
* @return 请求工具
*/
MimeHttp getHttp();
/**
* 获取日志输出
* @return 日志
*/
Logger getLog();
/**
* 获取交易所名称
* @return 交易所名称
*/
ExchangeName getExchangeName();
/**
* 获取历史订单明细
* @param symbol 币对
* @param access access
* @param secret secret
* @param start 开始时间
* @param end 结束时间
* @return 订单明细
*/
default OrderDetails getHistoryOrdersDetails(String symbol, String access, String secret, Long start, Long end) {
List<MimeRequest> mimeRequests = this.historyOrdersDetailsRequests(symbol, access, secret, start, end, 0);
List<String> results = HttpExchange.results(mimeRequests, this.getHttp(), this.getLog());
return this.parseHistoryOrdersDetails(results, symbol, access, secret);
}
/**
* 获取历史订单明细请求
* @param symbol 币对
* @param access access
* @param secret secret
* @param start 开始时间戳
* @param end 截止时间戳
* @param delay 延时
* @return 请求
*/
List<MimeRequest> historyOrdersDetailsRequests(String symbol, String access, String secret,
Long start, Long end, long delay);
/**
* 解析历史订单明细
* @param results 请求结果
* @param symbol 币对
* @param access access
* @param secret secret
* @return 订单明细
*/
default OrderDetails parseHistoryOrdersDetails(List<String> results, String symbol, String access, String secret) {
return HttpExchange.analyze(results, ExchangeInfo.historyOrders(symbol, access, secret), this::transformHistoryOrdersDetails, this.getExchangeName(), this.getLog());
}
/**
* 解析历史订单明细
* @param results 请求结果
* @param info 请求信息
* @return 结果
*/
OrderDetails transformHistoryOrdersDetails(List<String> results, ExchangeInfo info);
}
| 2,476 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
TradeByFillOrKill.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/http/TradeByFillOrKill.java | package cqt.goai.exchange.http;
import cqt.goai.exchange.ExchangeInfo;
import cqt.goai.exchange.ExchangeName;
import dive.http.common.MimeHttp;
import dive.http.common.MimeRequest;
import org.slf4j.Logger;
import java.util.List;
/**
* fok交易
*
* @author GOAi
*/
public interface TradeByFillOrKill {
/**
* 获取请求工具
* @return 请求工具
*/
MimeHttp getHttp();
/**
* 获取日志输出
* @return 日志
*/
Logger getLog();
/**
* 获取交易所名称
* @return 交易所名称
*/
ExchangeName getExchangeName();
/**
* 下fok买单
* @param access access
* @param secret secret
* @param symbol 币对
* @param price 价格
* @param amount 数量
* @return 订单id
*/
default String buyFillOrKill(String symbol, String access, String secret, String price, String amount) {
List<MimeRequest> mimeRequests = this.buyFillOrKillRequests(symbol, access, secret, price, amount, 0);
List<String> results = HttpExchange.results(mimeRequests, this.getHttp(), this.getLog());
return this.parseBuyFillOrKill(results, symbol, access, secret, price, amount);
}
/**
* 获取fok买单请求
* @param symbol 币对
* @param access access
* @param secret secret
* @param price 价格
* @param amount 数量
* @param delay 延时
* @return 请求
*/
List<MimeRequest> buyFillOrKillRequests(String symbol, String access, String secret, String price, String amount, long delay);
/**
* 解析fok订单
* @param results 请结果
* @param symbol 币对
* @param access access
* @param secret secret
* @param price 价格
* @param amount 数量
* @return 订单id
*/
default String parseBuyFillOrKill(List<String> results, String symbol, String access, String secret, String price, String amount) {
return HttpExchange.analyze(results, ExchangeInfo.buyLimit(symbol, access, secret, price, amount), this::transformBuyFillOrKill, this.getExchangeName(), this.getLog());
}
/**
* 解析订单id
* @param results 请结果
* @param info 请求信息
* @return 订单id
*/
String transformBuyFillOrKill(List<String> results, ExchangeInfo info);
/**
* 下fok卖单
* @param access access
* @param secret secret
* @param symbol 币对
* @param price 价格
* @param amount 数量
* @return 订单id
*/
default String sellFillOrKill(String symbol, String access, String secret, String price, String amount) {
List<MimeRequest> mimeRequests = this.sellFillOrKillRequests(symbol, access, secret, price, amount, 0);
List<String> results = HttpExchange.results(mimeRequests, this.getHttp(), this.getLog());
return this.parseSellFillOrKill(results, symbol, access, secret, price, amount);
}
/**
* 获取fok卖单请求
* @param symbol 币对
* @param access access
* @param secret secret
* @param price 价格
* @param amount 数量
* @param delay 延时
* @return 请求
*/
List<MimeRequest> sellFillOrKillRequests(String symbol, String access, String secret, String price, String amount, long delay);
/**
* 解析订单id
* @param results 请结果
* @param symbol 币对
* @param access access
* @param secret secret
* @param price 价格
* @param amount 数量
* @return 订单id
*/
default String parseSellFillOrKill(List<String> results, String symbol, String access, String secret, String price, String amount) {
return HttpExchange.analyze(results, ExchangeInfo.buyLimit(symbol, access, secret, price, amount), this::transformSellFillOrKill, this.getExchangeName(), this.getLog());
}
/**
* 解析订单id
* @param results 请结果
* @param info 请求信息
* @return 订单id
*/
String transformSellFillOrKill(List<String> results, ExchangeInfo info);
}
| 4,080 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
HistoryOrdersByTimestamp.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/http/HistoryOrdersByTimestamp.java | package cqt.goai.exchange.http;
import cqt.goai.exchange.ExchangeInfo;
import cqt.goai.exchange.ExchangeName;
import cqt.goai.model.trade.Orders;
import dive.http.common.MimeHttp;
import dive.http.common.MimeRequest;
import org.slf4j.Logger;
import java.util.List;
/**
* 根据时间戳获取历史订单
*
* @author GOAi
*/
public interface HistoryOrdersByTimestamp {
/**
* 获取请求工具
* @return 请求工具
*/
MimeHttp getHttp();
/**
* 获取日志输出
* @return 日志
*/
Logger getLog();
/**
* 获取交易所名称
* @return 交易所名称
*/
ExchangeName getExchangeName();
/**
* 获取历史订单
* @param access access
* @param secret secret
* @param symbol 币对
* @param start 开始时间
* @param end 结束时间
* @return Orders
*/
default Orders getHistoryOrders(String symbol, String access, String secret, Long start, Long end) {
List<MimeRequest> mimeRequests = this.historyOrdersRequests(symbol, access, secret, start, end, 0);
List<String> results = HttpExchange.results(mimeRequests, this.getHttp(), this.getLog());
return this.parseHistoryOrders(results, symbol, access, secret);
}
/**
* 获取历史订单请求
* @param symbol 币对
* @param access access
* @param secret secret
* @param start 开始时间戳
* @param end 截止时间戳
* @param delay 延时
* @return 请求
*/
List<MimeRequest> historyOrdersRequests(String symbol, String access, String secret,
Long start, Long end, long delay);
/**
* 解析历史订单
* @param results 请结果
* @param symbol 币对
* @param access access
* @param secret secret
* @return 订单列表
*/
default Orders parseHistoryOrders(List<String> results, String symbol, String access, String secret) {
return HttpExchange.analyze(results, ExchangeInfo.historyOrders(symbol, access, secret), this::transformHistoryOrders, this.getExchangeName(), this.getLog());
}
/**
* 解析历史订单明细
* @param results 请结果
* @param info 请求信息
* @return 结果
*/
Orders transformHistoryOrders(List<String> results, ExchangeInfo info);
}
| 2,374 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
HttpExchange.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/http/HttpExchange.java | package cqt.goai.exchange.http;
import cqt.goai.exchange.*;
import cqt.goai.exchange.util.CommonUtil;
import cqt.goai.model.enums.Period;
import cqt.goai.model.market.Klines;
import cqt.goai.model.market.Depth;
import cqt.goai.model.market.Ticker;
import cqt.goai.model.market.Trades;
import cqt.goai.model.trade.*;
import dive.http.common.MimeHttp;
import dive.http.common.MimeRequest;
import org.slf4j.Logger;
import javax.crypto.Mac;
import javax.crypto.spec.SecretKeySpec;
import java.math.BigDecimal;
import java.util.Collection;
import java.util.Collections;
import java.util.List;
import java.util.function.BiFunction;
import java.util.function.Function;
import java.util.stream.Collectors;
import java.util.stream.Stream;
import static dive.common.util.Util.exist;
/**
* Http请求，每个交易所的Http请求方式都要继承该类
* Abstract Factory Pattern 抽象工厂模式
* 任何一个交易所必须有这些接口，实现这些功能，提供这些Model，每个交易所实现方式不一样
*
* @author GOAi
*/
public class HttpExchange extends BaseExchange {
/**
* http请求工具
*/
protected final MimeHttp http;
private HttpExchange(ExchangeName name, MimeHttp http, Logger log) {
super(name, log);
this.http = http;
}
public HttpExchange(ExchangeName name, Logger log) {
this(name, ExchangeUtil.OKHTTP, log);
}
// =============== post request ================
protected void postRequest(ExchangeInfo info) { }
// =============== change symbol ===============
/**
* 每个交易所使用的币对不一致，该方法针对需要的不同币对方式进行转换
*
* @param info 请求信息
* @return 转换后的币对形式
*/
public String symbol(ExchangeInfo info) {
return info.getSymbol();
}
// =============== tick ===============
/**
* 获取Ticker
*
* @param info 请求信息
* @return Ticker
*/
public final Ticker getTicker(ExchangeInfo info) {
return this.get(info, this::tickerRequests, this::parseTicker);
}
/**
* 获取Ticker的Http请求信息，每个交易所不一样
*
* @param info 请求信息
* @param delay 延迟，毫秒，若通过其他节点请求则延时一段时间，封装的加密信息不至于过期失效
* @return Http请求信息
*/
public List<MimeRequest> tickerRequests(ExchangeInfo info, long delay) {
return Collections.emptyList();
}
/**
* 获取Ticker
*
* @param results 交易所返回的Ticker信息
* @param info 请求信息
* @return 处理后的Ticker
*/
public final Ticker parseTicker(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformTicker, this.name, this.log);
}
/**
* 解析交易所返回的Ticker信息，每个交易所不一样
*
* @param results 交易所返回的Ticker信息
* @param info 请求信息
* @return 处理后的Ticker
*/
protected Ticker transformTicker(List<String> results, ExchangeInfo info) {
throw new ExchangeException("transformTicker is not supported");
}
// =============== klines ===============
public final Klines getKlines(ExchangeInfo info) {
return this.get(info, this::klinesRequests, this::parseKlines);
}
public List<MimeRequest> klinesRequests(ExchangeInfo info, long delay) {
return Collections.emptyList();
}
public final Klines parseKlines(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformKlines, this.name, this.log);
}
protected Klines transformKlines(List<String> results, ExchangeInfo info) {
throw new ExchangeException("transformKlines is not supported");
}
// =============== depth ===============
public final Depth getDepth(ExchangeInfo info) {
return this.get(info, this::depthRequests, this::parseDepth);
}
public List<MimeRequest> depthRequests(ExchangeInfo info, long delay) {
return Collections.emptyList();
}
public final Depth parseDepth(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformDepth, this.name, this.log);
}
protected Depth transformDepth(List<String> results, ExchangeInfo info) {
throw new ExchangeException("transformKlines is not supported");
}
// =============== trades ===============
public final Trades getTrades(ExchangeInfo info) {
return this.get(info, this::tradesRequests, this::parseTrades);
}
public List<MimeRequest> tradesRequests(ExchangeInfo info, long delay) {
return Collections.emptyList();
}
public final Trades parseTrades(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformTrades, this.name, this.log);
}
protected Trades transformTrades(List<String> results, ExchangeInfo info) {
throw new ExchangeException("transformTrades is not supported");
}
// =============== balances ===============
public final Balances getBalances(ExchangeInfo info) {
return this.get(info, this::balancesRequests, this::parseBalances);
}
public List<MimeRequest> balancesRequests(ExchangeInfo info, long delay) {
return Collections.emptyList();
}
public final Balances parseBalances(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformBalances, this.name, this.log);
}
protected Balances transformBalances(List<String> results, ExchangeInfo info) {
throw new ExchangeException("transformBalances is not supported");
}
// =============== account ===============
public final Account getAccount(ExchangeInfo info) {
return this.get(info, this::accountRequests, this::parseAccount);
}
public List<MimeRequest> accountRequests(ExchangeInfo info, long delay) {
return this.balancesRequests(info, delay);
}
public final Account parseAccount(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformAccount, this.name, this.log);
}
protected Account transformAccount(List<String> results, ExchangeInfo info) {
Balances balances = this.transformBalances(results, info);
String[] symbols = CommonUtil.split(info.getSymbol());
Balance base = new Balance(null, symbols[0], BigDecimal.ZERO, BigDecimal.ZERO);
Balance count = new Balance(null, symbols[1], BigDecimal.ZERO, BigDecimal.ZERO);
for (Balance b : balances) {
if (b.getCurrency().equals(symbols[0])) {
base = b;
} else if (b.getCurrency().equals(symbols[1])) {
count = b;
}
}
return new Account(System.currentTimeMillis(), base, count);
}
// =============== precisions ===============
public final Precisions getPrecisions(ExchangeInfo info) {
return this.get(info, this::precisionsRequests, this::parsePrecisions);
}
public List<MimeRequest> precisionsRequests(ExchangeInfo info, long delay) {
return Collections.emptyList();
}
public final Precisions parsePrecisions(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformPrecisions, this.name, this.log);
}
protected Precisions transformPrecisions(List<String> results, ExchangeInfo info) {
throw new ExchangeException("transformPrecisions is not supported");
}
// =============== precision ===============
public final Precision getPrecision(ExchangeInfo info) {
return this.get(info, this::precisionRequests, this::parsePrecision);
}
public List<MimeRequest> precisionRequests(ExchangeInfo info, long delay) {
List<MimeRequest> requests = this.precisionsRequests(info, delay);
if (requests.isEmpty()) {
return this.depthRequests(info, delay);
}
return requests;
}
public final Precision parsePrecision(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformPrecision, this.name, this.log);
}
protected Precision transformPrecision(List<String> results, ExchangeInfo info) {
List<MimeRequest> requests = this.precisionsRequests(info, 0);
if (requests.isEmpty()) {
// 走转换深度路线
Depth depth = this.transformDepth(results, info);
return CommonUtil.parsePrecisionByDepth(depth, info.getSymbol());
}
Precisions precisions = this.transformPrecisions(results, info);
return precisions.stream()
.filter(p -> info.getSymbol().equals(p.getSymbol()))
.findAny()
.orElse(null);
}
// =============== buy limit ===============
public final String buyLimit(ExchangeInfo info) {
return this.get(info, this::buyLimitRequests, this::parseBuyLimit);
}
public List<MimeRequest> buyLimitRequests(ExchangeInfo info, long delay) {
return Collections.emptyList();
}
public final String parseBuyLimit(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformBuyLimit, this.name, this.log);
}
public String transformBuyLimit(List<String> results, ExchangeInfo info) {
throw new ExchangeException("transformBuyLimit is not supported");
}
// =============== sell limit ===============
public final String sellLimit(ExchangeInfo info) {
return this.get(info, this::sellLimitRequests, this::parseSellLimit);
}
public List<MimeRequest> sellLimitRequests(ExchangeInfo info, long delay) {
return Collections.emptyList();
}
public final String parseSellLimit(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformSellLimit, this.name, this.log);
}
public String transformSellLimit(List<String> results, ExchangeInfo info) {
throw new ExchangeException("transformSellLimit is not supported");
}
// =============== buy market ===============
public final String buyMarket(ExchangeInfo info) {
return this.get(info, this::buyMarketRequests, this::parseBuyMarket);
}
public List<MimeRequest> buyMarketRequests(ExchangeInfo info, long delay) {
return Collections.emptyList();
}
public final String parseBuyMarket(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformBuyMarket, this.name, this.log);
}
public String transformBuyMarket(List<String> results, ExchangeInfo info) {
throw new ExchangeException("transformBuyMarket is not supported");
}
// =============== sell market ===============
public final String sellMarket(ExchangeInfo info) {
return this.get(info, this::sellMarketRequests, this::parseSellMarket);
}
public List<MimeRequest> sellMarketRequests(ExchangeInfo info, long delay) {
return Collections.emptyList();
}
public final String parseSellMarket(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformSellMarket, this.name, this.log);
}
public String transformSellMarket(List<String> results, ExchangeInfo info) {
throw new ExchangeException("transformSellMarket is not supported");
}
// =============== multi buy market ===============
public final List<String> multiBuy(ExchangeInfo info) {
return this.get(info, this::multiBuyRequests, this::parseMultiBuy);
}
public List<MimeRequest> multiBuyRequests(ExchangeInfo info, long delay) {
return Stream.iterate(0, i -> i + 1)
.limit(info.getRows().size())
.map(i -> this.buyLimitRequests(info.clone()
.setPrice(info.getRows().get(i).getPrice().toPlainString())
.setAmount(info.getRows().get(i).getAmount().toPlainString()), delay + i))
.flatMap(Collection::stream)
.collect(Collectors.toList());
}
public final List<String> parseMultiBuy(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformMultiBuy, this.name, this.log);
}
public List<String> transformMultiBuy(List<String> results, ExchangeInfo info) {
return Stream.iterate(0, i -> i + 1)
.limit(results.size())
.map(i -> this.transformBuyLimit(results.subList(i, i + 1),
info.clone().setPrice(info.getRows().get(i).getPrice().toPlainString())
.setAmount(info.getRows().get(i).getAmount().toPlainString())))
.collect(Collectors.toList());
}
// =============== multi sell market ===============
public final List<String> multiSell(ExchangeInfo info) {
return this.get(info, this::multiSellRequests, this::parseMultiSell);
}
public List<MimeRequest> multiSellRequests(ExchangeInfo info, long delay) {
return Stream.iterate(0, i -> i + 1)
.limit(info.getRows().size())
.map(i -> this.sellLimitRequests(info.clone()
.setPrice(info.getRows().get(i).getPrice().toPlainString())
.setAmount(info.getRows().get(i).getAmount().toPlainString()), delay + i))
.flatMap(Collection::stream)
.collect(Collectors.toList());
}
public final List<String> parseMultiSell(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformMultiSell, this.name, this.log);
}
public List<String> transformMultiSell(List<String> results, ExchangeInfo info) {
return Stream.iterate(0, i -> i + 1)
.limit(results.size())
.map(i -> this.transformSellLimit(results.subList(i, i + 1), info.clone()
.setPrice(info.getRows().get(i).getPrice().toPlainString())
.setAmount(info.getRows().get(i).getAmount().toPlainString())))
.collect(Collectors.toList());
}
// =============== cancel order ===============
public final Boolean cancelOrder(ExchangeInfo info) {
return this.get(info, this::cancelOrderRequests, this::parseCancelOrder);
}
public List<MimeRequest> cancelOrderRequests(ExchangeInfo info, long delay) {
return Collections.emptyList();
}
public final Boolean parseCancelOrder(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformCancelOrder, this.name, this.log);
}
protected Boolean transformCancelOrder(List<String> results, ExchangeInfo info) {
throw new ExchangeException("transformCancelOrder is not supported");
}
// =============== cancel orders ===============
public final List<String> cancelOrders(ExchangeInfo info) {
return this.get(info, this::cancelOrdersRequests, this::parseCancelOrders);
}
public List<MimeRequest> cancelOrdersRequests(ExchangeInfo info, long delay) {
return Stream.iterate(0, i -> i + 1)
.limit(info.getCancelIds().size())
.map(i -> this.cancelOrderRequests(info.clone().setCancelId(info.getCancelIds().get(i)),
delay + i))
.flatMap(Collection::stream)
.collect(Collectors.toList());
}
public final List<String> parseCancelOrders(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformCancelOrders, this.name, this.log);
}
public List<String> transformCancelOrders(List<String> results, ExchangeInfo info) {
return Stream.iterate(0, i -> i + 1)
.limit(results.size())
.filter(i -> {
Boolean result = this.transformCancelOrder(results.subList(i, i + 1), info.clone()
.setCancelId(info.getCancelIds().get(i)));
return null != result && result;
})
.map(i -> info.getCancelIds().get(i))
.collect(Collectors.toList());
}
// =============== orders ===============
public final Orders getOrders(ExchangeInfo info) {
return this.get(info, this::ordersRequests, this::parseOrders);
}
public List<MimeRequest> ordersRequests(ExchangeInfo info, long delay) {
return Collections.emptyList();
}
public final Orders parseOrders(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformOrders, this.name, this.log);
}
protected Orders transformOrders(List<String> results, ExchangeInfo info) {
throw new ExchangeException("transformOrders is not supported");
}
// =============== historyOrders ===============
public final Orders getHistoryOrders(ExchangeInfo info) {
return this.get(info, this::historyOrdersRequests, this::parseHistoryOrders);
}
public List<MimeRequest> historyOrdersRequests(ExchangeInfo info, long delay) {
return Collections.emptyList();
}
public final Orders parseHistoryOrders(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformHistoryOrders, this.name, this.log);
}
protected Orders transformHistoryOrders(List<String> results, ExchangeInfo info) {
throw new ExchangeException("transformHistoryOrders is not supported");
}
// =============== order ===============
public final Order getOrder(ExchangeInfo info) throws ExchangeException {
return this.get(info, this::orderRequests, this::parseOrder);
}
public List<MimeRequest> orderRequests(ExchangeInfo info, long delay) {
return Collections.emptyList();
}
public final Order parseOrder(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformOrder, this.name, this.log);
}
protected Order transformOrder(List<String> results, ExchangeInfo info) {
throw new ExchangeException("transformOrder is not supported");
}
// =============== details ===============
public final OrderDetails getOrderDetails(ExchangeInfo info) {
return this.get(info, this::orderDetailsRequests, this::parseOrderDetails);
}
public List<MimeRequest> orderDetailsRequests(ExchangeInfo info, long delay) {
return Collections.emptyList();
}
public final OrderDetails parseOrderDetails(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformOrderDetails, this.name, this.log);
}
protected OrderDetails transformOrderDetails(List<String> results, ExchangeInfo info) {
throw new ExchangeException("transformOrderDetails is not supported");
}
public final OrderDetails getOrderDetailAll(ExchangeInfo info) {
return this.get(info, this::orderDetailAllRequests, this::parseOrderDetailAll);
}
public List<MimeRequest> orderDetailAllRequests(ExchangeInfo info, long delay) {
return Collections.emptyList();
}
public final OrderDetails parseOrderDetailAll(List<String> results, ExchangeInfo info) {
return HttpExchange.analyze(results, info, this::transformOrderDetailAll, this.name, this.log);
}
public OrderDetails transformOrderDetailAll(List<String> results, ExchangeInfo info) {
throw new ExchangeException("transformOrderDetailAll is not supported");
}
// =============== tools ===============
/**
* 统一转换币对方式，主要是报错
*
* @param info 请求信息
* @param change 转换函数
* @return 转换结果
*/
protected String symbol(ExchangeInfo info, Function<String, String> change) {
String symbol = info.getSymbol();
Exception exception;
try {
return change.apply(symbol);
} catch (Exception e) {
this.log.error("{} {} exception is {}", super.name, info.tip(), e.getMessage());
exception = e;
}
String message = String.format("%s %s can not identify symbol: %s",
super.name, info.tip(), symbol);
this.log.error(message);
if (exist(exception)) {
throw new ExchangeException(ExchangeError.SYMBOL, message, exception);
}
throw new ExchangeException(ExchangeError.SYMBOL, message);
}
/**
* 执行Http请求信息
*
* @param requests Http请求信息
* @return 执行结果
*/
protected static List<String> results(List<MimeRequest> requests, MimeHttp http, Logger log) {
if (null == requests) {
return null;
}
return requests.stream()
// .map(r -> r.execute(http))
.map(r -> r.execute(http, (url, method, request, body, code, response, result) -> {
if (null != result) {
return;
}
log.info("url: " + url);
log.info("method: " + method);
log.info("requestHeader: " + request);
log.info("body: " + body);
log.info("code: " + code);
log.info("responseHeader: " + response);
//noinspection ConstantConditions
log.info("result: " + result);
}))
.collect(Collectors.toList());
}
/**
* 统一请求
*
* @param info 请求信息
* @param requests 生成Http请求信息
* @param analyze 解析请求结果
* @param <R> 请求类型
* @return 请求结果
*/
private <R> R get(ExchangeInfo info,
BiFunction<ExchangeInfo, Long, List<MimeRequest>> requests,
BiFunction<List<String>, ExchangeInfo, R> analyze) {
List<MimeRequest> mimeRequests = requests.apply(info, 0L);
List<String> results;
try {
results = HttpExchange.results(mimeRequests, this.http, this.log);
} catch (Exception e){
this.postRequest(info);
throw e;
}
return analyze.apply(results, info);
}
/**
* 解析请求结果
*
* @param results 请求结果
* @param info 请求信息
* @param analyze 解析函数
* @param <R> 结果类型
* @return 结果
*/
static <R> R analyze(List<String> results, ExchangeInfo info,
BiFunction<List<String>, ExchangeInfo, R> analyze, ExchangeName name, Logger log) {
Exception exception = null;
try {
R r = analyze.apply(results, info);
if (exist(r)) {
return r;
}
} catch (Exception e) {
log.error("{} {} exception is {}", name.getName(), info.tip(), e);
exception = e;
}
String message = String.format("%s %s failed. results is %s",
name.getName(), info.tip(), "[" + String.join(",", results) + "]");
log.error(message);
if (exist(exception)) {
throw new ExchangeException(message, exception);
}
throw new ExchangeException(message);
}
/**
* K线周期转换
*
* @param info 请求信息
* @param function 转换函数
* @param <R> 结果类型
* @return 结果
*/
protected <R> R period(ExchangeInfo info, Function<Period, R> function) {
R r = function.apply(info.getPeriod());
if (exist(r)) {
return r;
}
String message = String.format("%s %s period is nonsupport: %s",
name, info.tip(), info.getPeriod());
log.error(message);
throw new ExchangeException(ExchangeError.PERIOD, message);
}
protected static String hmacSha256(String message, String secret) {
try {
final String hmacSHA256 = "HmacSHA256";
Mac sha256hMac = Mac.getInstance(hmacSHA256);
SecretKeySpec secretKeySpec = new SecretKeySpec(secret.getBytes(), hmacSHA256);
sha256hMac.init(secretKeySpec);
return new String(encodeHex(sha256hMac.doFinal(message.getBytes())));
} catch (Exception e) {
throw new RuntimeException("Unable to sign message.", e);
}
}
private static char[] encodeHex(byte[] data) {
int l = data.length;
char[] out = new char[l << 1];
int i = 0;
for (int var5 = 0; i < l; ++i) {
out[var5++] = DIGITS_LOWER[(240 & data[i]) >>> 4];
out[var5++] = DIGITS_LOWER[15 & data[i]];
}
return out;
}
private static final char[] DIGITS_LOWER =
new char[]{'0', '1', '2', '3', '4', '5', '6', '7', '8', '9', 'a', 'b', 'c', 'd', 'e', 'f'};
}
| 25,429 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
BitfinexExchange.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/http/bitfinex/BitfinexExchange.java | package cqt.goai.exchange.http.bitfinex;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.exchange.ExchangeException;
import cqt.goai.exchange.ExchangeInfo;
import cqt.goai.exchange.ExchangeName;
import cqt.goai.exchange.http.HistoryOrdersByTimestamp;
import cqt.goai.exchange.http.HistoryOrdersDetailsByTimestamp;
import cqt.goai.exchange.http.HttpExchange;
import cqt.goai.exchange.http.TradeByFillOrKill;
import cqt.goai.exchange.util.CommonUtil;
import cqt.goai.exchange.util.bitfinex.BitfinexUtil;
import cqt.goai.model.enums.State;
import cqt.goai.model.market.*;
import cqt.goai.model.trade.*;
import dive.http.common.MimeHttp;
import dive.http.common.MimeRequest;
import dive.http.common.model.Parameter;
import org.slf4j.Logger;
import java.math.BigDecimal;
import java.util.*;
import java.util.concurrent.ConcurrentHashMap;
import java.util.concurrent.TimeUnit;
import java.util.concurrent.locks.Lock;
import java.util.concurrent.locks.ReentrantLock;
import java.util.stream.Collectors;
import static dive.common.util.Util.useful;
/**
* @author
*/
public class BitfinexExchange extends HttpExchange
implements HistoryOrdersByTimestamp, HistoryOrdersDetailsByTimestamp,
TradeByFillOrKill {
private static final String SITE = "api.bitfinex.com";
private static final String ADDRESS = "https://" + SITE;
private static final String TICKER = "/v1/pubticker/";
private static final String KLINES = "/v2/candles/trade";
private static final String DEPTH = "/v1/book/";
private static final String TRADES = "/v1/trades/";
private static final String ACCOUNT = "/v1/balances";
private static final String ORDERS = "/v1/orders";
private static final String HISTORY_ORDERS = "/v2/auth/r/orders/{Symbol}/hist";
private static final String ORDER = "/v1/order/status";
private static final String ORDER_DETAILS = "/v2/auth/r/order/{Symbol}:{OrderId}/trades";
private static final String PRECISIONS = "/v1/symbols_details";
private static final String ORDER_NEW = "/v1/order/new";
private static final String MULTI_ORDERS = "/v1/order/new/multi";
private static final String ORDER_CANCEL = "/v1/order/cancel";
private static final String CANCEL_MULTI_ORDERS = "/v1/order/cancel/multi";
private static final String HISTORY_ORDERS_DETAILS = "/v2/auth/r/trades/{Symbol}/hist";
public BitfinexExchange(Logger log) {
super(ExchangeName.BITFINEX, log);
}
@Override
protected void postRequest(ExchangeInfo info) {
switch (info.getAction()) {
case TICKER:
case KLINES:
case DEPTH:
case TRADES:
case PRECISION:
case PRECISIONS:
return;
default: this.unlock(info);
}
}
@Override
public String symbol(ExchangeInfo info) {
return symbol(info, s -> s.replace("_", ""));
}
@Override
public List<MimeRequest> tickerRequests(ExchangeInfo info, long delay) {
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + TICKER + this.symbol(info))
.build();
return Collections.singletonList(request);
}
@Override
protected Ticker transformTicker(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONObject d = JSON.parseObject(result);
/*{
"mid":"3953.05",
"bid":"3953.0",
"ask":"3953.1",
"last_price":"3953.1",
"low":"3902.0",
"high":"4227.0",
"volume":"37560.79069276",
"timestamp":"1545458269.236464"
}*/
BigDecimal timestamp = d.getBigDecimal("timestamp");
Long time = timestamp.multiply(CommonUtil.THOUSAND).longValue();
// BigDecimal open = null;
BigDecimal high = d.getBigDecimal("high");
BigDecimal low = d.getBigDecimal("low");
BigDecimal close = d.getBigDecimal("last_price");
BigDecimal volume = d.getBigDecimal("volume");
return new Ticker(result, time, null, high, low, close, volume);
}
return null;
}
@Override
public List<MimeRequest> klinesRequests(ExchangeInfo info, long delay) {
String timeFrame = period(info, BitfinexUtil::getPeriod);
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + KLINES + ":{TimeFrame}:t{Symbol}/{Section}")
//":" + timeFrame + ":t" + this.symbol(info) + "/hist?limit=" + 200 + "&sortOrder=" + 1)
.replace("TimeFrame", timeFrame)
.replace("Symbol", this.symbol(info))
.replace("Section", "hist")
.body("limit", 200)
.body("sortOrder", -1)
.build();
return Collections.singletonList(request);
}
@Override
protected Klines transformKlines(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONArray array = JSON.parseArray(result);
List<Kline> klines = new ArrayList<>(array.size());
long step = info.getPeriod().getValue();
Long lastTime = null;
BigDecimal lastClose = null;
// new ... old
for (int i = array.size() - 1; 0 <= i; i--) {
JSONArray t = array.getJSONArray(i);
/*
[
MTS 1364824380000,
OPEN 99.01,
CLOSE 99.01,
HIGH 99.01,
LOW 99.01,
VOLUME 6
]
*/
Long time = t.getLong(0) / 1000;
if (null != lastTime) {
while (lastTime + step < time) {
//
lastTime = lastTime + step;
klines.add(new Kline(String.format("[%s,%s,%s,%s,%s,%s]",
lastTime * 1000, lastClose, lastClose, lastClose, lastClose, 0),
lastTime, lastClose, lastClose, lastClose, lastClose, BigDecimal.ZERO));
}
}
Kline kline = CommonUtil.parseKlineByIndex(result, t, time, 1);
klines.add(kline);
lastTime = time;
lastClose = kline.getClose();
}
Collections.reverse(klines);
return new Klines(klines);
}
return null;
}
@Override
public List<MimeRequest> depthRequests(ExchangeInfo info, long delay) {
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + DEPTH + this.symbol(info) + "?limit_bids=200&limit_asks=200")
.build();
return Collections.singletonList(request);
}
@Override
protected Depth transformDepth(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONObject r = JSONObject.parseObject(result);
return BitfinexUtil.parseDepth(r);
}
return null;
}
@Override
public List<MimeRequest> tradesRequests(ExchangeInfo info, long delay) {
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + TRADES + this.symbol(info) + "?limit_trades=200")
.build();
return Collections.singletonList(request);
}
@Override
protected Trades transformTrades(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONArray r = JSON.parseArray(result);
return BitfinexUtil.parseTrades(r);
}
return null;
}
@Override
public List<MimeRequest> balancesRequests(ExchangeInfo info, long delay) {
String nonce = this.lock(info);
return this.post(info, ACCOUNT, "request", ACCOUNT,
"nonce", nonce);
}
@Override
protected Balances transformBalances(List<String> results, ExchangeInfo info) {
this.unlock(info);
String result = results.get(0);
if (useful(result)) {
JSONArray r = JSON.parseArray(result);
List<Balance> balances = BitfinexUtil.parseBalances(r);
return new Balances(balances);
}
return null;
}
@Override
public List<MimeRequest> accountRequests(ExchangeInfo info, long delay) {
return this.balancesRequests(info, delay);
}
@Override
protected Account transformAccount(List<String> results, ExchangeInfo info) {
this.unlock(info);
Account account = super.transformAccount(results, info);
Balance base = account.getBase();
Balance count = account.getQuote();
String[] symbols = CommonUtil.split(info.getSymbol());
if (null == base) {
base = new Balance(String.format("{\"type\":\"exchange\"," +
"\"currency\":\"%s\"," +
"\"amount\":\"%s\"," +
"\"available\":\"%s\"}",
symbols[0].toLowerCase(), 0, 0), symbols[0], BigDecimal.ZERO, BigDecimal.ZERO);
}
if (null == count) {
count = new Balance(String.format("{\"type\":\"exchange\"," +
"\"currency\":\"%s\"," +
"\"amount\":\"%s\"," +
"\"available\":\"%s\"}",
symbols[1].toLowerCase(), 0, 0), symbols[1], BigDecimal.ZERO, BigDecimal.ZERO);
}
return new Account(System.currentTimeMillis(), base, count);
}
@Override
public List<MimeRequest> precisionsRequests(ExchangeInfo info, long delay) {
if (System.currentTimeMillis() < lastRequest + MIN_GAP) {
return Collections.emptyList();
}
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + PRECISIONS)
.build();
return Collections.singletonList(request);
}
@Override
protected Precisions transformPrecisions(List<String> results, ExchangeInfo info) {
String result;
if (System.currentTimeMillis() < lastRequest + MIN_GAP) {
result = precisionsResult;
} else {
result = results.get(0);
precisionsResult = result;
lastRequest = System.currentTimeMillis();
}
return new Precisions(BitfinexUtil.parsePrecisions(result));
}
@Override
public List<MimeRequest> precisionRequests(ExchangeInfo info, long delay) {
List<MimeRequest> requests = new LinkedList<>(this.depthRequests(info, delay));
requests.addAll(this.precisionsRequests(info, delay));
return requests;
}
@Override
protected Precision transformPrecision(List<String> results, ExchangeInfo info) {
Precisions precisions;
if (1 < results.size()) {
// 有请求币对信息
precisions = this.transformPrecisions(results.subList(1, 2), info);
} else {
precisions = new Precisions(BitfinexUtil.parsePrecisions(precisionsResult));
}
Precision precision = null;
for (Precision p : precisions) {
if (info.getSymbol().equals(p.getSymbol())) {
precision = p;
break;
}
}
if (null == precision) {
return null;
}
// 解析深度信息获取 数量最小精度
Depth depth = this.transformDepth(results, info);
Precision p = CommonUtil.parsePrecisionByDepth(depth, info.getSymbol());
return new Precision(precision.getData(), precision.getSymbol(),
p.getBase(), p.getQuote(),
precision.getBaseStep(), precision.getQuoteStep(),
precision.getMinBase(), precision.getMinQuote(),
precision.getMaxBase(), precision.getMaxQuote());
}
@Override
public List<MimeRequest> buyLimitRequests(ExchangeInfo info, long delay) {
String nonce = this.lock(info);
return this.post(info, ORDER_NEW, "request", ORDER_NEW,
"nonce", nonce,
"symbol", this.symbol(info),
"amount", info.getAmount(),
"price", info.getPrice(),
"side", "buy",
"type", "exchange limit",
"ocoorder ", "false");
}
@Override
public String transformBuyLimit(List<String> results, ExchangeInfo info) {
this.unlock(info);
return this.parseId(results.get(0));
}
@Override
public List<MimeRequest> sellLimitRequests(ExchangeInfo info, long delay) {
String nonce = this.lock(info);
return this.post(info, ORDER_NEW, "request", ORDER_NEW,
"nonce", nonce,
"symbol", this.symbol(info),
"amount", info.getAmount(),
"price", info.getPrice(),
"side", "sell",
"type", "exchange limit",
"ocoorder ", "false");
}
@Override
public String transformSellLimit(List<String> results, ExchangeInfo info) {
this.unlock(info);
return this.parseId(results.get(0));
}
@Override
public List<MimeRequest> buyMarketRequests(ExchangeInfo info, long delay) {
String nonce = this.lock(info);
return this.post(info, ORDER_NEW, "request", ORDER_NEW,
"nonce", nonce,
"symbol", this.symbol(info),
"amount", info.getQuote(),
"price", info.getQuote(),
"side", "buy",
"type", "exchange market",
"ocoorder ", "false");
}
@Override
public String transformBuyMarket(List<String> results, ExchangeInfo info) {
this.unlock(info);
return this.parseId(results.get(0));
}
@Override
public List<MimeRequest> sellMarketRequests(ExchangeInfo info, long delay) {
String nonce = this.lock(info);
return this.post(info, ORDER_NEW, "request", ORDER_NEW,
"nonce", nonce,
"symbol", this.symbol(info),
"amount", info.getBase(),
"price", info.getBase(),
"side", "sell",
"type", "exchange market",
"ocoorder ", "false");
}
@Override
public String transformSellMarket(List<String> results, ExchangeInfo info) {
this.unlock(info);
return this.parseId(results.get(0));
}
@Override
public List<MimeRequest> multiBuyRequests(ExchangeInfo info, long delay) {
String nonce = this.lock(info);
List<Map<String, Object>> orders = this.getMultiOrders(info, "buy");
return this.post(info, MULTI_ORDERS, "request", MULTI_ORDERS,
"nonce", nonce,
"orders", orders);
}
@Override
public List<String> transformMultiBuy(List<String> results, ExchangeInfo info) {
this.unlock(info);
return this.parseOrderIds(results.get(0));
}
@Override
public List<MimeRequest> multiSellRequests(ExchangeInfo info, long delay) {
String nonce = this.lock(info);
List<Map<String, Object>> orders = this.getMultiOrders(info, "sell");
return this.post(info, MULTI_ORDERS, "request", MULTI_ORDERS,
"nonce", nonce,
"orders", orders);
}
@Override
public List<String> transformMultiSell(List<String> results, ExchangeInfo info) {
this.unlock(info);
return this.parseOrderIds(results.get(0));
}
@Override
public List<MimeRequest> cancelOrderRequests(ExchangeInfo info, long delay) {
String nonce = this.lock(info);
return this.post(info, ORDER_CANCEL, "request", ORDER_CANCEL,
"nonce", nonce,
"symbol", this.symbol(info),
"order_id", Long.parseLong(info.getCancelId()));
}
@Override
protected Boolean transformCancelOrder(List<String> results, ExchangeInfo info) {
this.unlock(info);
String result = results.get(0);
if (useful(result)) {
BitfinexUtil.parseOrder(result, JSON.parseObject(result));
return true;
}
return null;
}
@Override
public List<MimeRequest> cancelOrdersRequests(ExchangeInfo info, long delay) {
String nonce = this.lock(info);
return this.post(info, CANCEL_MULTI_ORDERS, "request", CANCEL_MULTI_ORDERS,
"nonce", nonce,
"symbol", this.symbol(info),
"order_ids", info.getCancelIds().stream()
.map(Long::parseLong)
.collect(Collectors.toList()));
}
/**
* 一个都没取消
*/
private static final String NONE = "None to cancel";
@Override
public List<String> transformCancelOrders(List<String> results, ExchangeInfo info) {
this.unlock(info);
log.info("results -> {}", results);
String result = results.get(0);
if (useful(result)) {
JSONObject r = JSON.parseArray(result).getJSONObject(0);
result = r.getString("result");
if (null == result) {
return null;
}
if (NONE.equals(result)) {
return Collections.emptyList();
}
if (result.contains(String.valueOf(info.getCancelIds().size()))) {
return info.getCancelIds();
}
}
return null;
}
@Override
public List<MimeRequest> ordersRequests(ExchangeInfo info, long delay) {
String nonce = this.lock(info);
return this.post(info, ORDERS, "request", ORDERS,
"nonce", nonce);
}
@Override
protected Orders transformOrders(List<String> results, ExchangeInfo info) {
this.unlock(info);
String result = results.get(0);
if (useful(result)) {
List<Order> orders = this.parseOrders(result, this.symbol(info).toLowerCase());
orders = orders.stream()
.filter(o -> o.getState() == State.SUBMIT || o.getState() == State.PARTIAL)
.sorted((o1, o2) -> o2.getTime().compareTo(o1.getTime()))
.collect(Collectors.toList());
return new Orders(orders);
}
return null;
}
@Override
public List<MimeRequest> historyOrdersRequests(ExchangeInfo info, long delay) {
return this.historyOrdersRequests(info.getSymbol(), info.getAccess(), info.getSecret(),
null, System.currentTimeMillis(), delay);
}
@Override
public Orders transformHistoryOrders(List<String> results, ExchangeInfo info) {
this.unlock(info);
String result = results.get(0);
if (useful(result)) {
List<Order> orders = BitfinexUtil.parseOrders(result);
orders = orders.stream()
.sorted((o1, o2) -> o2.getTime().compareTo(o1.getTime()))
.collect(Collectors.toList());
return new Orders(orders);
}
return null;
}
@Override
public List<MimeRequest> orderRequests(ExchangeInfo info, long delay) {
String nonce = this.lock(info);
return this.post(info, ORDER, "request", ORDER,
"nonce", nonce,
"symbol", this.symbol(info),
"order_id", Long.parseLong(info.getOrderId()));
}
@Override
protected Order transformOrder(List<String> results, ExchangeInfo info) {
this.unlock(info);
String result = results.get(0);
if (useful(result)) {
return BitfinexUtil.parseOrder(result, JSON.parseObject(result));
}
return null;
}
@Override
public List<MimeRequest> orderDetailsRequests(ExchangeInfo info, long delay) {
String nonce = this.lock(info);
String symbol = this.symbol(info);
String path = ORDER_DETAILS.replace("{Symbol}", "t" + symbol)
.replace("{OrderId}", info.getOrderId());
Parameter para = Parameter.build();
String parameter = para.sort().json(JSON::toJSONString);
// signature = `/api/${apiPath}${nonce}${JSON.stringify(body)}`
String signature = CommonUtil.hmacSha384("/api" + path + nonce + parameter, info.getSecret());
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + path)
.post()
.header("bfx-nonce", nonce)
.header("bfx-apikey", info.getAccess())
.header("bfx-signature", signature)
.body(parameter)
.build();
return Collections.singletonList(request);
}
@Override
public OrderDetails transformOrderDetails(List<String> results, ExchangeInfo info) {
this.unlock(info);
String result = results.get(0);
if (useful(result)) {
List<OrderDetail> details = BitfinexUtil.parseOrderDetails(result);
details = details.stream()
.sorted((d1, d2) -> d2.getTime().compareTo(d1.getTime()))
.collect(Collectors.toList());
return new OrderDetails(details);
}
return null;
}
// ======================== tools =====================
/**
* 上次币对请求结果
*/
private static String precisionsResult;
/**
* 上次币对请求时间
*/
private static long lastRequest;
/**
* 最小间隔12s
*/
private static final long MIN_GAP = 1000 * 12;
/**
* 签名算法需要用nonce，必须要求递增，所以在高并发下，不能能够使用当前时间戳
* 用map存储每次使用过的nonce
* key --> symbol:access
*/
private static final ConcurrentHashMap<String, Long> NONCE = new ConcurrentHashMap<>();
/**
* 高并发下，两次请求无法确定请求的先后，只好对所有的要求签名方法进行加锁，等一个请求结果回来了，再请求下一个
* key --> symbol:access
*/
private static final ConcurrentHashMap<String, ReentrantLock> LOCKS = new ConcurrentHashMap<>();
/**
* 尝试等待获取锁的时间，毫秒
*/
private static final int WAIT = 3000;
/**
* 最大锁时间，超过该时间，强制解锁
*/
private static final int MAX_LOCK_TIME = 1000 * 20;
private String getKey(ExchangeInfo info) {
// 不清楚用什么做key合适，symbol:access 还是会报nonce异常，搞不好是根据ip来的，那就连map也不用了
return info.getSymbol() + ":" + info.getAccess();
}
/**
* 获取nonce
* @param info 请求信息
* @return nonce
*/
private String getNonce(ExchangeInfo info) {
String key = this.getKey(info);
Long nonce = NONCE.get(key);
long now = System.currentTimeMillis();
if (null == nonce) {
nonce = now;
} else if (nonce == now) {
nonce++;
} else if (nonce < now) {
nonce = now;
}
NONCE.put(key, nonce);
return String.valueOf(nonce);
}
/**
* 进行加锁
* @param info 请求信息
*/
private String lock(ExchangeInfo info) {
String key = this.getKey(info);
Lock lock = LOCKS.computeIfAbsent(key, k -> new ReentrantLock());
try {
if (lock.tryLock(WAIT, TimeUnit.MILLISECONDS)) {
return this.getNonce(info);
} else {
Long nonce = NONCE.get(key);
if (nonce + MAX_LOCK_TIME < System.currentTimeMillis()) {
this.unlock(info);
}
throw new ExchangeException("there are too many request. locks already!!");
}
} catch (Exception e) {
throw new RuntimeException(e);
}
}
/**
* 解锁
* @param info 请求信息
*/
private void unlock(ExchangeInfo info) {
String key = this.getKey(info);
ReentrantLock lock = LOCKS.get(key);
if (null != lock && lock.isLocked()) {
lock.unlock();
}
}
/**
* post请求
* @param info 请求信息
* @param path 请求路径
* @param others 其他参数
* @return 封装请求信息
*/
private List<MimeRequest> post(ExchangeInfo info, String path, Object... others) {
String access = info.getAccess();
String secret = info.getSecret();
String parameter = CommonUtil.addOtherParameterToJson(Parameter.build(), others);
String payload = Base64.getEncoder().encodeToString(parameter.getBytes());
String signature = CommonUtil.hmacSha384(payload, secret);
return Collections.singletonList(new MimeRequest.Builder()
.url(ADDRESS + path)
.post()
.header("X-BFX-APIKEY", access)
.header("X-BFX-PAYLOAD", payload)
.header("X-BFX-SIGNATURE", signature)
.build());
}
/**
* 解析orders
* @param result 请求结果
* @return orders
*/
private List<Order> parseOrders(String result, String symbol) {
JSONArray r = JSON.parseArray(result);
List<Order> orders = new LinkedList<>();
for (int i = 0; i < r.size(); i++) {
JSONObject o = r.getJSONObject(i);
if (symbol.equalsIgnoreCase(o.getString("symbol"))) {
orders.add(BitfinexUtil.parseOrder(r.getString(i), o));
}
}
return orders;
}
/**
* 解析订单id
* @param result 原始数据
* @return 订单id
*/
private String parseId(String result) {
if (useful(result)) {
JSONObject r = JSON.parseObject(result);
return r.getString("id");
}
return null;
}
/**
* 统一定制多笔订单的请求信息
* @param info 请信息
* @param side 买卖方向
* @return 请求信息
*/
private List<Map<String, Object>> getMultiOrders(ExchangeInfo info, String side) {
String symbol = this.symbol(info);
return info.getRows().stream().map(r -> {
/*
* symbol: 'BTCUSD',
* amount: '0.011',
* price: '1000',
* exchange: 'bitfinex',
* side: 'buy',
* type: 'exchange market'
*/
Map<String, Object> map = new HashMap<>(6);
map.put("symbol", symbol);
map.put("amount", r.getAmount());
map.put("price", r.getPrice());
map.put("exchange", "bitfinex");
map.put("side", side);
map.put("type", "exchange limit");
return map;
}).collect(Collectors.toList());
}
private static final String SUCCESS = "success";
private static final String STATUS = "status";
/**
* 取出多个下单结果的id
* @param result 请求结果
* @return 订单id
*/
private List<String> parseOrderIds(String result) {
JSONObject r = JSON.parseObject(result);
if (!SUCCESS.equals(r.getString(STATUS))) {
return null;
}
JSONArray array = r.getJSONArray("order_ids");
List<String> ids = new ArrayList<>(array.size());
for (int i = 0; i < array.size(); i++) {
ids.add(array.getJSONObject(i).getString("id"));
}
return ids;
}
// ======================== special api ==========================
/**
* v2版本的post请求封装
* @param info 请求信息 access secret symbol
* @param nonce nonce
* @param path 路径
* @param others 其他参数
* @return 请求信息
*/
private static List<MimeRequest> postV2(ExchangeInfo info, String nonce, String path, Object... others) {
String access = info.getAccess();
String secret = info.getSecret();
String parameter = CommonUtil.addOtherParameterToJson(Parameter.build(), others);
// signature = `/api/${apiPath}${nonce}${JSON.stringify(body)}`
String signature = CommonUtil.hmacSha384("/api" + path + nonce + parameter, secret);
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + path)
.post()
.header("bfx-nonce", nonce)
.header("bfx-apikey", access)
.header("bfx-signature", signature)
.body(parameter)
.build();
return Collections.singletonList(request);
}
/**
* 获取参数列表 获取历史订单和历史订单明细都需要这些
* @param start 开始时间
* @param end 结束时间
* @param limit 限制个数
* @return 参数列表
*/
private static List<Object> getParameterList(Long start, Long end, Integer limit) {
List<Object> list = new LinkedList<>();
if (null != start) {
list.add("start");
list.add(start);
}
if (null != end) {
list.add("end");
list.add(end);
}
list.add("limit");
list.add(limit);
return list;
}
@Override
public MimeHttp getHttp() {
return super.http;
}
@Override
public ExchangeName getExchangeName() {
return this.name;
}
@Override
public Logger getLog() {
return this.log;
}
@Override
public List<MimeRequest> historyOrdersRequests(String symbol, String access, String secret,
Long start, Long end, long delay) {
ExchangeInfo info = ExchangeInfo.historyOrders(symbol, access, secret);
String nonce = this.lock(info);
symbol = this.symbol(info);
String path = HISTORY_ORDERS.replace("{Symbol}", "t" + symbol);
List<Object> list = BitfinexExchange.getParameterList(start, end, 500);
list.add("sortOrder");
list.add(-1);
return BitfinexExchange.postV2(info, nonce, path, list.toArray(new Object[]{}));
}
@Override
public List<MimeRequest> historyOrdersDetailsRequests(String symbol, String access, String secret,
Long start, Long end, long delay) {
ExchangeInfo info = ExchangeInfo.historyOrders(symbol, access, secret);
String nonce = this.lock(info);
symbol = this.symbol(info);
String path = HISTORY_ORDERS_DETAILS.replace("{Symbol}", "t" + symbol);
List<Object> list = BitfinexExchange.getParameterList(start, end, 1000);
return BitfinexExchange.postV2(info, nonce, path, list.toArray(new Object[]{}));
}
/**
* 解析历史订单明细
* [
* 334330310, ID integer Trade database id
* "tVSYBTC", PAIR string Pair (BTCUSD, …)
* 1548318500000, MTS_CREATE integer Execution timestamp
* 21775101099, ORDER_ID integer Order id
* 109.5576846, EXEC_AMOUNT float Positive means buy, negative means sell
* 0.0000081, EXEC_PRICE float Execution price
* null, ORDER_TYPE string Order type
* null, ORDER_PRICE float Order price
* -1, MAKER int 1 if true, 0 if false
* -0.21911537, FEE float Fee
* "VSY" FEE_CURRENCY string Fee currency
* ]
*
*
* @param results 请求结果
* @return 历史订单明细
*/
@Override
public OrderDetails transformHistoryOrdersDetails(List<String> results, ExchangeInfo info) {
return this.transformOrderDetails(results, info);
}
@Override
public List<MimeRequest> buyFillOrKillRequests(String symbol, String access, String secret, String price, String amount, long delay) {
ExchangeInfo info = ExchangeInfo.buyLimit(symbol, access, secret, price, amount);
String nonce = this.lock(info);
return this.post(info, ORDER_NEW, "request", ORDER_NEW,
"nonce", nonce,
"symbol", this.symbol(info),
"amount", info.getAmount(),
"price", info.getPrice(),
"side", "buy",
"type", "exchange fill-or-kill",
"ocoorder ", "false");
}
@Override
public String transformBuyFillOrKill(List<String> results, ExchangeInfo info) {
this.unlock(info);
return this.parseId(results.get(0));
}
@Override
public List<MimeRequest> sellFillOrKillRequests(String symbol, String access, String secret, String price, String amount, long delay) {
ExchangeInfo info = ExchangeInfo.sellLimit(symbol, access, secret, price, amount);
String nonce = this.lock(info);
return this.post(info, ORDER_NEW, "request", ORDER_NEW,
"nonce", nonce,
"symbol", this.symbol(info),
"amount", info.getAmount(),
"price", info.getPrice(),
"side", "sell",
"type", "exchange fill-or-kill",
"ocoorder ", "false");
}
@Override
public String transformSellFillOrKill(List<String> results, ExchangeInfo info) {
this.unlock(info);
return this.parseId(results.get(0));
}
}
| 33,978 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Okexv3Exchange.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/http/okexv3/Okexv3Exchange.java | package cqt.goai.exchange.http.okexv3;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.exchange.ExchangeInfo;
import cqt.goai.exchange.ExchangeName;
import cqt.goai.exchange.http.HttpExchange;
import cqt.goai.exchange.util.CommonUtil;
import cqt.goai.exchange.util.okexv3.Okexv3Util;
import cqt.goai.model.market.*;
import cqt.goai.model.trade.*;
import dive.common.crypto.Base64Util;
import dive.common.crypto.HmacUtil;
import dive.common.math.RandomUtil;
import dive.http.common.MimeRequest;
import dive.http.common.model.Header;
import dive.http.common.model.Parameter;
import org.slf4j.Logger;
import java.math.BigDecimal;
import java.security.InvalidKeyException;
import java.security.NoSuchAlgorithmException;
import java.util.*;
import java.util.stream.Collectors;
import static dive.common.util.DateUtil.SECOND;
import static dive.common.util.DateUtil.formatISO8601;
import static dive.common.util.UrlUtil.urlEncode;
import static dive.common.util.Util.exist;
import static dive.common.util.Util.useful;
/**
* OKExV3Exchange
*
* @author GOAi
*/
public class Okexv3Exchange extends HttpExchange {
private static final String SITE = "www.okex.com";
private static final String ADDRESS = "https://" + SITE;
private static final String TICKER = "/api/spot/v3/instruments/{instrumentId}/ticker";
private static final String KLINES = "/api/spot/v3/instruments/{instrumentId}/candles";
private static final String DEPTH = "/api/spot/v3/instruments/{instrumentId}/book?size=200";
private static final String TRADES = "/api/spot/v3/instruments/{instrumentId}/trades";
private static final String ACCOUNT = "/api/spot/v3/accounts/";
private static final String BALANCES = "/api/spot/v3/accounts";
private static final String ORDERS = "/api/spot/v3/orders_pending";
private static final String HISTORY_ORDERS = "/api/spot/v3/orders";
private static final String ORDER = "/api/spot/v3/orders/";
private static final String ORDER_DETAILS = "/api/spot/v3/fills";
private static final String PRECISIONS = "/api/spot/v3/instruments";
private static final String CREATE_ORDER = "/api/spot/v3/orders";
private static final String CREATE_ORDERS = "/api/spot/v3/batch_orders";
private static final String CANCEL_ORDER = "/api/spot/v3/cancel_orders/";
private static final String CANCEL_ORDERS = "/api/spot/v3/cancel_batch_orders";
public Okexv3Exchange(Logger log) {
super(ExchangeName.OKEXV3, log);
}
@Override
public String symbol(ExchangeInfo info) {
return symbol(info, s -> s.replace("_", "-").toLowerCase());
}
@Override
public final List<MimeRequest> tickerRequests(ExchangeInfo info, long delay) {
String url = TICKER.replace("{instrumentId}", this.symbol(info));
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + url)
.build();
return Collections.singletonList(request);
}
@Override
protected final Ticker transformTicker(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONObject r = JSON.parseObject(result);
return Okexv3Util.parseTicker(result, r);
}
return null;
}
@Override
public final List<MimeRequest> klinesRequests(ExchangeInfo info, long delay) {
int size = 200;
//granularity必须是[60 180 300 900 1800 3600 7200 14400 21600 43200 86400 604800]
Integer granularity = period(info, Okexv3Util::getPeriod);
Long now = System.currentTimeMillis();
Long past = now - SECOND * granularity * size;
String start = urlEncode(formatISO8601(past));
String end = urlEncode(formatISO8601(now));
String url = KLINES.replace("{instrumentId}", this.symbol(info))
+ "?end=" + end + "&granularity=" + granularity + "&start=" + start;
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + url)
.build();
return Collections.singletonList(request);
}
@Override
protected final Klines transformKlines(List<String> results, ExchangeInfo info) {
// 默认200根
int size = 200;
String result = results.get(0);
if (useful(result)) {
JSONArray r = JSON.parseArray(result);
List<Kline> list = new ArrayList<>(r.size());
if (0 < r.size()) {
for (int i = 0; i < r.size(); i++) {
Kline kline = Okexv3Util.parseKline(r.getString(i), r.getJSONArray(i));
list.add(kline);
if (size <= list.size()) {
break;
}
}
}
return new Klines(list);
}
return null;
}
@Override
public List<MimeRequest> depthRequests(ExchangeInfo info, long delay) {
String url = DEPTH.replace("{instrumentId}", this.symbol(info));
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + url)
.build();
return Collections.singletonList(request);
}
@Override
protected Depth transformDepth(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONObject r = JSONObject.parseObject(result) ;
return Okexv3Util.parseDepth(r);
}
return null;
}
@Override
public List<MimeRequest> tradesRequests(ExchangeInfo info, long delay) {
Integer size = 100;
String url = TRADES.replace("{instrumentId}", this.symbol(info)) + "?limit=" + size;
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + url)
.build();
return Collections.singletonList(request);
}
@Override
protected Trades transformTrades(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONArray r = JSON.parseArray(result);
return Okexv3Util.parseTrades(r);
}
return null;
}
@Override
public List<MimeRequest> balancesRequests(ExchangeInfo info, long delay) {
return Okexv3Exchange.get(delay, BALANCES, info);
}
@Override
protected Balances transformBalances(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONArray r = JSON.parseArray(result);
List<Balance> balances = new ArrayList<>(r.size());
for (int i = 0, l = r.size(); i < l; i++) {
balances.add(Okexv3Util.parseBalance(r.getString(i), r.getJSONObject(i)));
}
return new Balances(balances);
}
return null;
}
@Override
public List<MimeRequest> accountRequests(ExchangeInfo info, long delay) {
List<MimeRequest> requests = new ArrayList<>(2);
String[] ss = CommonUtil.split(info.getSymbol().toLowerCase());
for (String s : ss) {
String url = ACCOUNT + s;
Header header = sign(delay, "GET", url, null, info);
// Builder Pattern 建造者模式
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + url)
.header(header)
.build();
requests.add(request);
}
return requests;
}
@Override
protected Account transformAccount(List<String> results, ExchangeInfo info) {
String baseResult = results.get(0);
String countResult = results.get(1);
if (useful(baseResult) && useful(countResult)) {
JSONObject br = JSON.parseObject(baseResult);
JSONObject cr = JSON.parseObject(countResult);
Balance base = Okexv3Util.parseBalance(baseResult, br);
Balance count = Okexv3Util.parseBalance(countResult, cr);
return new Account(System.currentTimeMillis(), base, count);
}
return null;
}
@Override
public List<MimeRequest> precisionsRequests(ExchangeInfo info, long delay) {
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + PRECISIONS)
.build();
return Collections.singletonList(request);
}
@Override
protected Precisions transformPrecisions(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONArray r = JSON.parseArray(result);
List<Precision> precisions = new ArrayList<>(r.size());
for (int i = 0; i < r.size(); i++) {
JSONObject t = r.getJSONObject(i);
/*
* {
* "base_currency":"DASH", // 目标币
* "product_id":"DASH-BTC", // 币对
* "base_increment":"0.000001", // 目标币精度
* "min_size":"0.001", // 目标币最小数量
* "base_min_size":"0.001", // 目标币最小数量
* "quote_increment":"0.00000001", // 计价币精度
* "size_increment":"0.000001", // 目标币精度
* "instrument_id":"DASH-BTC", // 币对
* "quote_currency":"BTC", // 计价币
* "tick_size":"0.00000001" // 计价币精度
* }
*/
String symbol = t.getString("instrument_id").replace("-", "_");
// 最小币步长
BigDecimal stepBase = t.getBigDecimal("base_increment").stripTrailingZeros();
// 最小价格步长
BigDecimal stepCount = t.getBigDecimal("quote_increment").stripTrailingZeros();
// 交易时币精度，amount
Integer base = stepBase.scale();
// 计价货币精度，price
Integer count = stepCount.scale();
// 最小买卖数量
BigDecimal minBase = t.getBigDecimal("base_min_size");
// 最小买价格
// BigDecimal minCount = null;
// 最大买卖数量
// BigDecimal maxBase = null;
// 最大买价格
// BigDecimal maxCount = null;
precisions.add(new Precision(r.getString(i), symbol, base, count, stepBase, stepCount,
minBase, null, null, null));
}
return new Precisions(precisions);
}
return null;
}
@Override
public List<MimeRequest> precisionRequests(ExchangeInfo info, long delay) {
return this.precisionsRequests(info, delay);
}
@Override
protected Precision transformPrecision(List<String> results, ExchangeInfo info) {
Precisions precisions = this.transformPrecisions(results, info);
return precisions.stream()
.filter(p -> info.getSymbol().equals(p.getSymbol()))
.findAny()
.orElse(null);
}
@Override
public List<MimeRequest> buyLimitRequests(ExchangeInfo info, long delay) {
return this.createOrder(info, delay, "limit", "buy",
"price", info.getPrice(), "size", info.getAmount());
}
@Override
public String transformBuyLimit(List<String> results, ExchangeInfo info) {
return Okexv3Exchange.parseOrderId(results.get(0));
}
@Override
public List<MimeRequest> sellLimitRequests(ExchangeInfo info, long delay) {
return this.createOrder(info, delay, "limit", "sell",
"price", info.getPrice(), "size", info.getAmount());
}
@Override
public String transformSellLimit(List<String> results, ExchangeInfo info) {
return Okexv3Exchange.parseOrderId(results.get(0));
}
@Override
public List<MimeRequest> buyMarketRequests(ExchangeInfo info, long delay) {
return this.createOrder(info, delay, "market", "buy",
"notional", info.getQuote());
}
@Override
public String transformBuyMarket(List<String> results, ExchangeInfo info) {
return Okexv3Exchange.parseOrderId(results.get(0));
}
@Override
public List<MimeRequest> sellMarketRequests(ExchangeInfo info, long delay) {
return this.createOrder(info, delay, "market", "sell",
"size", info.getBase());
}
@Override
public String transformSellMarket(List<String> results, ExchangeInfo info) {
return Okexv3Exchange.parseOrderId(results.get(0));
}
@Override
public List<MimeRequest> multiBuyRequests(ExchangeInfo info, long delay) {
return this.createOrders(info, delay, "buy");
}
@Override
public List<String> transformMultiBuy(List<String> results, ExchangeInfo info) {
List<String> rs = this.parseMultiOrderIds(results, info.getSymbol().toLowerCase());
if (null != rs && !rs.isEmpty()) {
return rs;
}
return null;
}
@Override
public List<MimeRequest> multiSellRequests(ExchangeInfo info, long delay) {
return this.createOrders(info, delay, "sell");
}
@Override
public List<String> transformMultiSell(List<String> results, ExchangeInfo info) {
return this.transformMultiBuy(results, info);
}
@Override
public List<MimeRequest> cancelOrderRequests(ExchangeInfo info, long delay) {
String symbol = this.symbol(info);
String url = CANCEL_ORDER + info.getCancelId();
Parameter parameter = Parameter.build("instrument_id", symbol);
String body = parameter.json(JSON::toJSONString);
return this.post(delay, body, info, url);
}
@Override
protected Boolean transformCancelOrder(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONObject r = JSON.parseObject(result);
if (r.containsKey(RESULT)) {
return r.getBoolean(RESULT);
}
}
return null;
}
@Override
public List<MimeRequest> cancelOrdersRequests(ExchangeInfo info, long delay) {
String symbol = this.symbol(info);
List<String> ids = info.getCancelIds();
if (null == ids || ids.isEmpty()) {
return Collections.emptyList();
}
int max = 4;
List<List<Long>> lists = new LinkedList<>();
for (int i = 0, l = ids.size() / max + 1; i < l; i++) {
List<Long> list = ids.stream()
.skip(i * max)
.limit(max)
.map(Long::valueOf)
.collect(Collectors.toList());
if (!list.isEmpty()) {
lists.add(list);
}
}
return lists.stream()
.map(s -> Parameter.build("instrument_id", symbol).add("order_ids", s))
.map(p -> "[" + p.sort().json(JSON::toJSONString) + "]")
.map(body -> MimeRequest.builder()
.url(ADDRESS + CANCEL_ORDERS)
.post()
.header(sign(delay, "POST", CANCEL_ORDERS, body, info))
.body(body)
.build())
.collect(Collectors.toList());
}
@Override
public List<String> transformCancelOrders(List<String> results, ExchangeInfo info) {
String symbol = this.symbol(info);
return results.stream()
.map(JSON::parseObject)
.filter(o -> o.containsKey(symbol))
.map(o -> o.getJSONObject(symbol))
.filter(o -> o.containsKey(RESULT) && o.getBoolean(RESULT))
.map(o -> o.getJSONArray("order_id"))
.map(a -> a.toJavaList(String.class))
.flatMap(Collection::stream)
.collect(Collectors.toList());
}
@Override
public List<MimeRequest> ordersRequests(ExchangeInfo info, long delay) {
String url = ORDERS + "?instrument_id=" + this.symbol(info);
return Okexv3Exchange.get(delay, url, info);
}
@Override
protected Orders transformOrders(List<String> results, ExchangeInfo info) {
List<Order> orders = parseOrders(results.get(0));
return exist(orders) ? new Orders(orders) : null;
}
@Override
public List<MimeRequest> historyOrdersRequests(ExchangeInfo info, long delay) {
String symbol = this.symbol(info);
Parameter parameter = Parameter.build();
parameter.add("instrument_id", symbol);
parameter.add("status", "all");
parameter.add("limit", "100");
String url = HISTORY_ORDERS + "?" + parameter.sort().concat();
return Okexv3Exchange.get(delay, url, info);
}
@Override
protected Orders transformHistoryOrders(List<String> results, ExchangeInfo info) {
List<Order> orders = Okexv3Exchange.parseOrders(results.get(0));
if (null == orders) {
return null;
}
orders = orders.stream()
.sorted((o1, o2) -> o2.getTime().compareTo(o1.getTime()))
.collect(Collectors.toList());
return new Orders(orders);
}
@Override
public List<MimeRequest> orderRequests(ExchangeInfo info, long delay) {
String url = ORDER + info.getOrderId() + "?instrument_id=" + this.symbol(info);
return Okexv3Exchange.get(delay, url, info);
}
@Override
protected Order transformOrder(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONObject r = JSON.parseObject(result);
return Okexv3Util.parseOrder(result, r);
}
return null;
}
@Override
public List<MimeRequest> orderDetailsRequests(ExchangeInfo info, long delay) {
List<MimeRequest> requests = new ArrayList<>(2);
requests.addAll(this.orderRequests(info, delay));
String url = ORDER_DETAILS + "?instrument_id=" + this.symbol(info) + "&order_id=" + info.getOrderId();
requests.addAll(Okexv3Exchange.get(delay, url, info));
return requests;
}
@Override
public OrderDetails transformOrderDetails(List<String> results, ExchangeInfo info) {
Order order = this.transformOrder(results, info);
String side = order.getSide().name().toLowerCase();
String result = results.get(1);
if (useful(result)) {
List<OrderDetail> details = Okexv3Exchange.parseOrderDetails(result, side);
if (null != details) {
return new OrderDetails(details);
}
}
return null;
}
// ========== tools ==========
/**
* 统一签名
*
* @param delay 时间戳延时
* @param method 请求类型
* @param action url
* @param body 请求参数
* @param info 参数
* @return 加密Header
*/
private static Header sign(long delay, String method, String action, String body, ExchangeInfo info) {
String access = info.getAccess();
String secret = info.getSecret();
String epoch = formatEpoch(System.currentTimeMillis() + delay);
String[] ss = CommonUtil.split(secret);
String sign = epoch + method + action + (useful(body) ? body : "");
try {
sign = Base64Util.base64EncodeToString(HmacUtil.hmac(sign.getBytes(), ss[0], HmacUtil.HMAC_SHA256));
} catch (NoSuchAlgorithmException | InvalidKeyException e) {
e.printStackTrace();
}
Header header = Header.build();
header.add("OK-ACCESS-KEY", access);
header.add("OK-ACCESS-SIGN", sign);
header.add("OK-ACCESS-TIMESTAMP", epoch);
header.add("OK-ACCESS-PASSPHRASE", ss[1]);
return header;
}
public static String formatEpoch(Long time) {
if (null == time) {
return "";
}
return String.format("%s.%03d", time / 1000, time % 1000);
}
/**
* get请求
*/
private static List<MimeRequest> get(long delay, String url, ExchangeInfo info) {
Header header = sign(delay, "GET", url, null, info);
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + url)
.header(header)
.build();
return Collections.singletonList(request);
}
private static final String P = "{";
private static final String CODE = "code";
private static final int ERROR_CODE = 33007;
private static final String RESULT = "result";
private static final String TRUE = "true";
/**
* 解析多个订单
* @param result 原始文件
* @return 多个订单
*/
private static List<Order> parseOrders(String result) {
if (useful(result)) {
if (result.trim().startsWith(P)) {
JSONObject r = JSON.parseObject(result);
if (r.containsKey(CODE) && ERROR_CODE == r.getInteger(CODE)) {
return Collections.emptyList();
}
}
JSONArray r = JSON.parseArray(result);
List<Order> orders = new ArrayList<>(r.size());
for (int i = 0; i < r.size(); i++) {
Order order = Okexv3Util.parseOrder(r.getString(i), r.getJSONObject(i));
if (exist(order)) {
orders.add(order);
} else {
return null;
}
}
return orders;
}
return null;
}
/**
* 解析订单明细
*
* @param result 原始数据
* @param side 买卖方向
* @return 订单明细
*/
private static List<OrderDetail> parseOrderDetails(String result, String side) {
if (useful(result)) {
JSONArray r = JSON.parseArray(result);
List<OrderDetail> details = new LinkedList<>();
for (int i = 0; i < r.size(); i++) {
JSONObject t = r.getJSONObject(i);
/*
* [{
*
* "exec_type": "T",
* "fee": "0.018",
* "instrument_id": "ETH-USDT",
* "ledger_id": "1706",
* "order_id": "1798782957193216",
* "price": "90",
* "side": "points_fee",
* "size": "0",
* "timestamp": "2018-11-14T08:14.09000Z"
* },
* {
* "created_at":"2019-01-23T04:44:54.000Z",
* "exec_type":"T",
* "fee":"0",
* "instrument_id":"LTC-USDT",
* "ledger_id":"3463324607",
* "liquidity":"T",
* "order_id":"2194321788247040",
* "price":"31.4824",
* "product_id":"LTC-USDT",
* "side":"sell",
* "size":"0.03198611",
* "timestamp":"2019-01-23T04:44:54.000Z"
* }
*/
if (!side.equals(t.getString("side"))) {
continue;
}
Long time = t.getDate("timestamp").getTime();
String orderId = t.getString("order_id");
String detailId = t.getString("ledger_id");
BigDecimal price = t.getBigDecimal("price");
BigDecimal amount = t.getBigDecimal("size");
BigDecimal fee = t.getBigDecimal("fee");
details.add(new OrderDetail(r.getString(i), time, orderId, detailId, price, amount, fee, null));
}
return details;
}
return null;
}
/**
* 创建订单
*
* @param info 请求信息
* @param delay 延迟
* @param type 订单类型 limit market
* @param side 买卖方向 buy sell
* @param others 其他参数
* @return 订单请求
*/
private List<MimeRequest> createOrder(ExchangeInfo info, long delay, String type, String side,
String... others) {
String symbol = this.symbol(info);
Parameter parameter = Parameter.build();
parameter.add("type", type);
parameter.add("side", side);
parameter.add("instrument_id", symbol);
String body = CommonUtil.addOtherParameterToJson(parameter, others);
return this.post(delay, body, info, CREATE_ORDER);
}
/**
* post请求
*/
private List<MimeRequest> post(long delay, String body, ExchangeInfo info, String url) {
Header header = sign(delay, "POST", url, body, info);
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + url)
.post()
.header(header)
.body(body)
.build();
return Collections.singletonList(request);
}
/**
* 解析订单id
*/
private static String parseOrderId(String result) {
if (useful(result)) {
JSONObject r = JSON.parseObject(result);
if (r.containsKey(RESULT) && TRUE.equals(r.getString(RESULT))) {
return r.getString("order_id");
}
}
return null;
}
/**
* 批量下单
*/
private MimeRequest createOrders(ExchangeInfo info, long delay, String side, long startId,
String... others) {
String symbol = this.symbol(info);
Parameter parameter = Parameter.build();
parameter.add("type", "limit");
parameter.add("side", side);
parameter.add("instrument_id", symbol);
List<String> multiBody = new LinkedList<>();
for (int i = 0; i < others.length; i++) {
parameter.put("client_oid", startId++);
parameter.put("price", others[i]);
parameter.put("size", others[++i]);
multiBody.add(parameter.sort().json(JSON::toJSONString));
}
String body = "[" + String.join(",", multiBody) + "]";
Header header = sign(delay, "POST", CREATE_ORDERS, body, info);
return new MimeRequest.Builder()
.url(ADDRESS + CREATE_ORDERS)
.post()
.header(header)
.body(body)
.build();
}
/**
* 批量下单
*/
private List<MimeRequest> createOrders(ExchangeInfo info, long delay, String side) {
List<Row> rows = info.getRows();
List<List<Row>> split = CommonUtil.split(rows, 4);
return split.stream()
.map(rs -> this.createOrders(info, delay, side, RandomUtil.uid(),
rs.stream()
.map(r -> Arrays.asList(r.getPrice().toPlainString(),
r.getAmount().toPlainString()))
.flatMap(Collection::stream)
.collect(Collectors.toList())
.toArray(new String[]{})))
.collect(Collectors.toList());
}
/**
* 批量下单的结果
*
* @param results 下单结果
* @param symbol 币对，转换好的
* @return ids
*/
private List<String> parseMultiOrderIds(List<String> results, String symbol) {
return results.stream()
.map(JSON::parseObject)
.filter(r -> r.containsKey(symbol))
.map(r -> r.getJSONArray(symbol))
.map(a -> a.toJavaList(JSONObject.class))
.flatMap(Collection::stream)
.filter(o -> o.containsKey(RESULT) && o.getBoolean(RESULT))
.map(o -> o.getString("order_id"))
.collect(Collectors.toList());
}
}
| 28,237 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
BinanceExchange.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/http/binance/BinanceExchange.java | package cqt.goai.exchange.http.binance;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.exchange.ExchangeInfo;
import cqt.goai.exchange.ExchangeName;
import cqt.goai.exchange.http.HttpExchange;
import cqt.goai.exchange.util.CommonUtil;
import cqt.goai.model.enums.Side;
import cqt.goai.model.enums.State;
import cqt.goai.model.enums.Type;
import cqt.goai.model.market.*;
import cqt.goai.model.trade.*;
import dive.common.crypto.HmacUtil;
import dive.http.common.MimeRequest;
import dive.http.common.model.Method;
import dive.http.common.model.Parameter;
import org.slf4j.Logger;
import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.Collections;
import java.util.LinkedList;
import java.util.List;
import java.util.stream.Collectors;
import static dive.common.math.BigDecimalUtil.div;
import static dive.common.math.BigDecimalUtil.greater;
import static dive.common.util.Util.useful;
import static java.math.BigDecimal.ZERO;
/**
* @author xxx
*/
public class BinanceExchange extends HttpExchange {
private static final String SITE = "api.binance.com";
private static final String ADDRESS = "https://" + SITE;
private static final String TICKER = "/api/v1/ticker/24hr";
private static final String KLINES = "/api/v1/klines";
private static final String DEPTH = "/api/v1/depth";
private static final String TRADES = "/api/v1/aggTrades";
private static final String BALANCES = "/api/v3/account";
private static final String PRECISIONS = "/api/v1/exchangeInfo";
private static final String ORDER = "/api/v3/order";
private static final String ORDERS = "/api/v3/openOrders";
private static final String ORDERS_HISTORY = "/api/v3/allOrders";
public BinanceExchange(Logger log) {
super(ExchangeName.BINANCE, log);
}
@Override
public String symbol(ExchangeInfo info) {
return symbol(info, s -> s.replace("_", ""));
}
@Override
public List<MimeRequest> tickerRequests(ExchangeInfo info, long delay) {
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + TICKER + "?symbol=" + this.symbol(info))
.build();
return Collections.singletonList(request);
}
@Override
protected Ticker transformTicker(List<String> results, ExchangeInfo info) {
String result = results.get(0).trim();
if (useful(result)) {
JSONObject r;
if (result.startsWith(LEFT_SQUARE_BRACKETS)) {
r = JSON.parseArray(result).getJSONObject(0);
} else {
r = JSON.parseObject(result);
}
Long time = r.getLong("closeTime");
return CommonUtil.parseTicker(r.toJSONString(), r, time,
"openPrice", "highPrice", "lowPrice",
"lastPrice", "volume");
}
return null;
}
@Override
public List<MimeRequest> klinesRequests(ExchangeInfo info, long delay) {
Integer size = 400;
String type = period(info, period -> {
switch (period) {
case MIN1: return "1m";
case MIN3: return "3m";
case MIN5: return "5m";
case MIN15: return "15m";
case MIN30: return "30m";
case HOUR1: return "1h";
case HOUR2: return "2h";
// case HOUR3: return "3h";
case HOUR4: return "4h";
case HOUR6: return "6h";
case HOUR12: return "12h";
case DAY1: return "1d";
case DAY3: return "3d";
case WEEK1: return "1w";
// case WEEK2: return "2w";
case MONTH1: return "1M";
default: return null;
}
});
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + KLINES + "?symbol=" + this.symbol(info)
+ "&limit=" + size + "&interval=" + type)
.build();
return Collections.singletonList(request);
}
@Override
protected Klines transformKlines(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONArray array = JSON.parseArray(result);
List<Kline> klines = new ArrayList<>(array.size());
for (int i = array.size() - 1; 0 <= i; i--) {
JSONArray t = array.getJSONArray(i);
/*
* 1499040000000, // Open time
* "0.01634790", // Open
* "0.80000000", // High
* "0.01575800", // Low
* "0.01577100", // Close
* "148976.11427815", // Volume
* 1499644799999, // Close time
* "2434.19055334", // Quote asset volume
* 308, // Number of trades
* "1756.87402397", // Taker buy base asset volume
* "28.46694368", // Taker buy quote asset volume
* "17928899.62484339" // Ignore.
*/
Long time = t.getLong(0) / 1000;
Kline kline = CommonUtil.parseKlineByIndex(array.getString(i), t, time, 1);
klines.add(kline);
// if (size <= records.size()) break;
}
return new Klines(klines);
}
return null;
}
@Override
public List<MimeRequest> depthRequests(ExchangeInfo info, long delay) {
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + DEPTH + "?symbol=" + this.symbol(info))
.build();
return Collections.singletonList(request);
}
@Override
protected Depth transformDepth(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONObject r = JSONObject.parseObject(result);
JSONArray asks = r.getJSONArray("asks");
JSONArray bids = r.getJSONArray("bids");
Long time = System.currentTimeMillis();
return CommonUtil.parseDepthByIndex(time, asks, bids);
}
return null;
}
@Override
public List<MimeRequest> tradesRequests(ExchangeInfo info, long delay) {
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + TRADES + "?symbol=" + this.symbol(info) + "&limit=100")
.build();
return Collections.singletonList(request);
}
@Override
protected Trades transformTrades(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
try {
JSONArray r = JSON.parseArray(result);
List<Trade> trades = new ArrayList<>(r.size());
for (int i = r.size() - 1; 0 <= i; i--) {
JSONObject t = r.getJSONObject(i);
/*
* "a": 26129, // Aggregate tradeId
* "p": "0.01633102", // Price
* "q": "4.70443515", // Quantity
* "f": 27781, // First tradeId
* "l": 27781, // Last tradeId
* "T": 1498793709153, // Timestamp
* "m": true, // Was the buyer the maker?
* "M": true // Was the trade the best price match?
*/
Long time = t.getLong("T");
String id = t.getString("f") + "_" + t.getString("l");
Side side = t.getBoolean("m") ? Side.SELL : Side.BUY;
BigDecimal price = t.getBigDecimal("p");
BigDecimal amount = t.getBigDecimal("q");
Trade trade = new Trade(r.getString(i), time, id, side, price, amount);
trades.add(trade);
}
return new Trades(trades);
} catch (Exception e) {
e.printStackTrace();
}
}
return null;
}
@Override
public List<MimeRequest> balancesRequests(ExchangeInfo info, long delay) {
return this.get(info, delay, BALANCES);
}
@Override
protected Balances transformBalances(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONArray r = JSON.parseObject(result).getJSONArray("balances");
List<Balance> balances = new ArrayList<>(r.size());
for (int i = 0; i < r.size(); i++) {
JSONObject t = r.getJSONObject(i);
String currency = t.getString("asset");
BigDecimal free = t.getBigDecimal("free");
BigDecimal used = t.getBigDecimal("locked");
balances.add(new Balance(r.getString(i), currency, free, used));
}
return new Balances(balances);
}
return null;
}
@Override
public List<MimeRequest> precisionsRequests(ExchangeInfo info, long delay) {
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + PRECISIONS)
.build();
return Collections.singletonList(request);
}
/**
* {
* "symbol":"ETHBTC",
* "status":"TRADING",
* "baseAsset":"ETH",
* "baseAssetPrecision":8,
* "quoteAsset":"BTC",
* "quotePrecision":8,
* "orderTypes":Array[5],
* "icebergAllowed":true,
* "filters":[
* {
* "filterType":"PRICE_FILTER",
* "minPrice":"0.00000000",
* "maxPrice":"0.00000000",
* "tickSize":"0.00000100"
* },
* {
* "filterType":"PERCENT_PRICE",
* "multiplierUp":"10",
* "multiplierDown":"0.1",
* "avgPriceMins":5
* },
* {
* "filterType":"LOT_SIZE",
* "minQty":"0.00100000",
* "maxQty":"100000.00000000",
* "stepSize":"0.00100000"
* },
* {
* "filterType":"MIN_NOTIONAL",
* "minNotional":"0.00100000",
* "applyToMarket":true,
* "avgPriceMins":5
* },
* {
* "filterType":"ICEBERG_PARTS",
* "limit":10
* },
* {
* "filterType":"MAX_NUM_ALGO_ORDERS",
* "maxNumAlgoOrders":5
* }
* ]
* }
*/
@Override
protected Precisions transformPrecisions(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONObject r = JSON.parseObject(result);
JSONArray symbols = r.getJSONArray("symbols");
List<Precision> precisions = new ArrayList<>(symbols.size());
for (int i = 0; i < symbols.size(); i++) {
JSONObject t = symbols.getJSONObject(i);
if (!"TRADING".equals(t.getString("status"))) {
continue;
}
String data = symbols.getString(i);
String symbol = t.getString("baseAsset") + "_" + t.getString("quoteAsset");
Integer base = t.getInteger("baseAssetPrecision");
Integer quote = t.getInteger("quotePrecision");
JSONArray filters = t.getJSONArray("filters");
JSONObject baseFilter = null;
JSONObject priceFilter = null;
for (int j = 0; j < filters.size(); j++) {
JSONObject temp = filters.getJSONObject(j);
if ("PRICE_FILTER".equals(temp.getString("filterType"))) {
priceFilter = temp;
} else if ("LOT_SIZE".equals(temp.getString("filterType"))){
baseFilter = temp;
}
}
BigDecimal baseStep = this.getBigDecimal(baseFilter, "stepSize");
BigDecimal quoteStep = this.getBigDecimal(priceFilter, "tickSize");
BigDecimal minBase = this.getBigDecimal(baseFilter, "minQty");
BigDecimal minQuote = this.getBigDecimal(priceFilter, "minPrice");
BigDecimal maxBase = this.getBigDecimal(baseFilter, "maxQty");
BigDecimal maxQuote = this.getBigDecimal(priceFilter, "maxPrice");
Precision precision = new Precision(data, symbol, base, quote,
baseStep, quoteStep, minBase, minQuote, maxBase, maxQuote);
precisions.add(precision);
}
return new Precisions(precisions);
}
return null;
}
@Override
public List<MimeRequest> buyLimitRequests(ExchangeInfo info, long delay) {
return this.postOrder(info, delay,
"symbol", this.symbol(info),
"side", "BUY",
"type", "LIMIT",
"timeInForce", "GTC",
"quantity", info.getAmount(),
"price", info.getPrice());
}
@Override
public String transformBuyLimit(List<String> results, ExchangeInfo info) {
return this.getId(results);
}
@Override
public List<MimeRequest> sellLimitRequests(ExchangeInfo info, long delay) {
return this.postOrder(info, delay,
"symbol", this.symbol(info),
"side", "SELL",
"type", "LIMIT",
"timeInForce", "GTC",
"quantity", info.getAmount(),
"price", info.getPrice());
}
@Override
public String transformSellLimit(List<String> results, ExchangeInfo info) {
return this.getId(results);
}
@Override
public List<MimeRequest> buyMarketRequests(ExchangeInfo info, long delay) {
return this.postOrder(info, delay,
"symbol", this.symbol(info),
"side", "BUY",
"type", "MARKET",
"timeInForce", "GTC",
"quantity", info.getQuote());
}
@Override
public String transformBuyMarket(List<String> results, ExchangeInfo info) {
return this.getId(results);
}
@Override
public List<MimeRequest> sellMarketRequests(ExchangeInfo info, long delay) {
return this.postOrder(info, delay,
"symbol", this.symbol(info),
"side", "SELL",
"type", "MARKET",
"timeInForce", "GTC",
"quantity", info.getBase());
}
@Override
public String transformSellMarket(List<String> results, ExchangeInfo info) {
return this.getId(results);
}
@Override
public List<MimeRequest> cancelOrderRequests(ExchangeInfo info, long delay) {
return this.request(info, delay, ORDER, Method.DELETE,
"orderId", info.getCancelId(),
"symbol", this.symbol(info));
}
@Override
protected Boolean transformCancelOrder(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
this.parseOrder(null, JSON.parseObject(result));
return true;
}
return null;
}
@Override
public List<MimeRequest> ordersRequests(ExchangeInfo info, long delay) {
return this.get(info, delay, ORDERS,
"symbol", this.symbol(info));
}
@Override
protected Orders transformOrders(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONArray r = JSON.parseArray(result);
List<Order> orders = new LinkedList<>();
for (int i = 0; i < r.size(); i++) {
orders.add(this.parseOrder(r.getString(i), r.getJSONObject(i)));
}
orders = orders.stream().sorted(CommonUtil::sortOrder).collect(Collectors.toList());
return new Orders(orders);
}
return null;
}
@Override
public List<MimeRequest> historyOrdersRequests(ExchangeInfo info, long delay) {
return this.get(info, delay, ORDERS_HISTORY,
"symbol", this.symbol(info), "limit", 500);
}
@Override
protected Orders transformHistoryOrders(List<String> results, ExchangeInfo info) {
return this.transformOrders(results, info);
}
@Override
public List<MimeRequest> orderRequests(ExchangeInfo info, long delay) {
return this.get(info, delay, ORDER,
"symbol", this.symbol(info),
"orderId", info.getOrderId());
}
@Override
protected Order transformOrder(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
return this.parseOrder(result, JSON.parseObject(result));
}
return null;
}
@Override
public List<MimeRequest> orderDetailsRequests(ExchangeInfo info, long delay) {
return this.get(info, delay, ORDER,
"symbol", this.symbol(info),
"orderId", info.getOrderId());
}
@Override
protected OrderDetails transformOrderDetails(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
return this.parseOrderDetails(JSON.parseObject(result));
}
return null;
}
// ====================== tools ============================
private static final String LEFT_SQUARE_BRACKETS = "[";
private static final String FILLS = "fills";
private List<MimeRequest> request(ExchangeInfo info, long delay, String api, Method method, Object... others) {
String access = info.getAccess();
String secret = info.getSecret();
Parameter parameter = Parameter.build("timestamp", System.currentTimeMillis() + delay);
CommonUtil.addOtherParameter(parameter, others);
String para = parameter.concat();
String sign = HmacUtil.HmacSHA256(para, secret);
MimeRequest request = new MimeRequest.Builder()
.url(ADDRESS + api + "?" + para + "&signature=" + sign)
.header("X-MBX-APIKEY", access)
.method(method)
.body(Method.POST == method ? "" : null)
.build();
return Collections.singletonList(request);
}
private List<MimeRequest> get(ExchangeInfo info, long delay, String api, Object... others) {
return this.request(info, delay, api, Method.GET, others);
}
private List<MimeRequest> postOrder(ExchangeInfo info, long delay, Object... others) {
return this.request(info, delay, BinanceExchange.ORDER, Method.POST, others);
}
private Order parseOrder(String result, JSONObject t) {
/*
* "symbol": "LTCBTC",
* "orderId": 1,
* "clientOrderId": "myOrder1",
* "price": "0.1",
* "origQty": "1.0",
* "executedQty": "0.0",
* "cummulativeQuoteQty": "0.0",
* "status": "NEW",
* "timeInForce": "GTC",
* "type": "LIMIT",
* "side": "BUY",
* "stopPrice": "0.0",
* "icebergQty": "0.0",
* "time": 1499827319559,
* "updateTime": 1499827319559,
* "isWorking": true
*/
Long time = t.getLong("updateTime");
String id = t.getString("orderId");
State state = null;
switch (t.getString("status")) {
case "NEW": state = State.SUBMIT; break;
case "PARTIALLY_FILLED": state = State.PARTIAL; break;
case "FILLED": state = State.FILLED; break;
case "CANCELED": state = State.CANCEL; break;
case "PENDING_CANCEL": state = State.CANCEL; break;
case "REJECTED": state = State.CANCEL; break;
case "EXPIRED": state = State.CANCEL; break;
default:
}
Side side = Side.valueOf(t.getString("side"));
Type type = null;
//STOP_LOSS
//STOP_LOSS_LIMIT
//TAKE_PROFIT
//TAKE_PROFIT_LIMIT
//LIMIT_MAKER
switch (t.getString("type")) {
case "LIMIT" : type = Type.LIMIT; break;
case "MARKET" : type = Type.MARKET; break;
default:
}
BigDecimal price = t.getBigDecimal("price");
BigDecimal amount = t.getBigDecimal("origQty");
BigDecimal deal = t.getBigDecimal("executedQty");
BigDecimal average = greater(deal, ZERO) ?
div(t.getBigDecimal("cummulativeQuoteQty"), deal) : ZERO;
return new Order(result, time, id, side, type,
greater(deal, ZERO) && state == State.CANCEL ? State.UNDONE : state,
price, amount, deal, average);
}
private OrderDetails parseOrderDetails(JSONObject t) {
/*
* "symbol": "LTCBTC",
* "orderId": 1,
* "clientOrderId": "myOrder1",
* "price": "0.1",
* "origQty": "1.0",
* "executedQty": "0.0",
* "cummulativeQuoteQty": "0.0",
* "status": "NEW",
* "timeInForce": "GTC",
* "type": "LIMIT",
* "side": "BUY",
* "stopPrice": "0.0",
* "icebergQty": "0.0",
* "time": 1499827319559,
* "updateTime": 1499827319559,
* "isWorking": true
*/
Long time = t.getLong("updateTime");
String id = t.getString("orderId");
Side side = Side.valueOf(t.getString("side"));
List<OrderDetail> details = new LinkedList<>();
if (t.containsKey(FILLS)) {
JSONArray fills = t.getJSONArray(FILLS);
for (int i = 0; i < fills.size(); i++) {
JSONObject tt = fills.getJSONObject(i);
BigDecimal price = tt.getBigDecimal("price");
BigDecimal amount = tt.getBigDecimal("qty");
BigDecimal fee = tt.getBigDecimal("commission");
String feeCurrency = tt.getString("commissionAsset");
details.add(new OrderDetail(fills.getString(i), time, id, null, price, amount, fee, feeCurrency, side));
}
}
return new OrderDetails(details);
}
private BigDecimal getBigDecimal(JSONObject t, String name) {
if (null == t) {
return null;
}
BigDecimal number = t.getBigDecimal(name);
if (greater(number, ZERO)) {
return number;
}
return null;
}
private String getId(List<String> results) {
String result = results.get(0);
if (useful(result)) {
JSONObject r = JSON.parseObject(result);
return r.getString("orderId");
}
return null;
}
}
| 23,047 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
HuobiProExchange.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/http/huobi/pro/HuobiProExchange.java | package cqt.goai.exchange.http.huobi.pro;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.exchange.ExchangeException;
import cqt.goai.exchange.ExchangeInfo;
import cqt.goai.exchange.ExchangeName;
import cqt.goai.exchange.http.HttpExchange;
import cqt.goai.exchange.util.Seal;
import cqt.goai.exchange.util.huobi.pro.HoubiProUtil;
import cqt.goai.model.enums.Side;
import cqt.goai.model.enums.State;
import cqt.goai.model.enums.Type;
import cqt.goai.model.market.Klines;
import cqt.goai.model.market.Depth;
import cqt.goai.model.market.Ticker;
import cqt.goai.model.market.Trades;
import cqt.goai.model.trade.*;
import dive.common.crypto.Base64Util;
import dive.common.crypto.HmacUtil;
import dive.common.util.DateUtil;
import dive.http.common.MimeRequest;
import dive.http.common.model.Parameter;
import dive.cache.mime.PersistCache;
import org.slf4j.Logger;
import java.math.BigDecimal;
import java.security.InvalidKeyException;
import java.security.NoSuchAlgorithmException;
import java.time.format.DateTimeFormatter;
import java.util.*;
import static dive.common.math.BigDecimalUtil.div;
import static dive.common.math.BigDecimalUtil.greater;
import static dive.common.util.Util.exist;
import static dive.common.util.Util.useful;
import static java.math.BigDecimal.ZERO;
/**
* @author GOAi
*/
public class HuobiProExchange extends HttpExchange {
private static final PersistCache<String, String> CACHE = new PersistCache<>("huobipro");
private static final String OK = "ok";
private static final String ERROR = "error";
private static final String ERROR_CODE = "err-code";
private static final String ORDER_ERROR = "order-orderstate-error";
private static final String BASE_RECORD = "base-record-invalid";
private static final String STATUS = "status";
private static final String DATA = "data";
protected String site = "api.huobi.pro";
protected String address = "https://" + site;
protected String apiTicker = "/market/detail/merged";
protected String apiKlines = "/market/history/kline";
protected String apiDepth = "/market/depth";
protected String apiTrades = "/market/history/trade";
protected String apiAccountId = "/v1/account/accounts";
protected String apiBalances = "/v1/account/accounts/{account-id}/balance";
protected String apiPrecisions = "/v1/common/symbols";
protected String apiPlace = "/v1/order/orders/place";
protected String apiCancel = "/v1/order/orders/{order-id}/submitcancel";
// private static final String CANCEL_ALL = "/v1/order/orders/batchcancel";
protected String apiOrders = "/v1/order/openOrders";
protected String apiHistoryOrders = "/v1/order/orders";
protected String apiOrder = "/v1/order/orders/{order-id}";
protected String apiOrderDetails = "/v1/order/orders/{order-id}/matchresults";
public HuobiProExchange(Logger log) {
super(ExchangeName.HUOBIPRO, log);
}
protected HuobiProExchange(ExchangeName name, Logger log) {
super(name, log);
}
@Override
public String symbol(ExchangeInfo info) {
return symbol(info, s -> s.replace("_", "").toLowerCase());
}
@Override
public List<MimeRequest> tickerRequests(ExchangeInfo info, long delay) {
MimeRequest request = new MimeRequest.Builder()
.url(address + apiTicker)
.body("symbol", this.symbol(info))
.build();
return Collections.singletonList(request);
}
@Override
protected Ticker transformTicker(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
return HoubiProUtil.parseTicker(result);
}
return null;
}
@Override
public List<MimeRequest> klinesRequests(ExchangeInfo info, long delay) {
String period = super.period(info, HoubiProUtil::getPeriod);
MimeRequest request = new MimeRequest.Builder()
.url(address + apiKlines)
.body("symbol", this.symbol(info))
.body("period", period)
.body("size", 400)
.build();
return Collections.singletonList(request);
}
@Override
protected Klines transformKlines(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
return HoubiProUtil.parseKlines(result);
}
return null;
}
@Override
public List<MimeRequest> depthRequests(ExchangeInfo info, long delay) {
MimeRequest request = new MimeRequest.Builder()
.url(address + apiDepth)
.body("symbol", this.symbol(info))
.body("type", "step0")
.build();
return Collections.singletonList(request);
}
@Override
protected Depth transformDepth(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
return HoubiProUtil.parseDepth(result);
}
return null;
}
@Override
public List<MimeRequest> tradesRequests(ExchangeInfo info, long delay) {
MimeRequest request = new MimeRequest.Builder()
.url(address + apiTrades)
.body("symbol", this.symbol(info))
.body("size", 100)
.build();
return Collections.singletonList(request);
}
@Override
protected Trades transformTrades(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
return HoubiProUtil.parseTrades(result);
}
return null;
}
@Override
public List<MimeRequest> balancesRequests(ExchangeInfo info, long delay) {
String access = info.getAccess();
String secret = info.getSecret();
String accountId = this.getAccountId(access, secret);
String url = apiBalances.replace("{account-id}", accountId);
Parameter parameter = this.addParam(access, delay);
return this.get(parameter, secret, url);
}
@Override
protected Balances transformBalances(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
return HoubiProUtil.parseBalances(result);
}
return null;
}
@Override
public List<MimeRequest> accountRequests(ExchangeInfo info, long delay) {
return this.balancesRequests(info, delay);
}
@Override
protected Account transformAccount(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
return HoubiProUtil.parseAccount(result, info.getSymbol());
}
return null;
}
@Override
public List<MimeRequest> precisionsRequests(ExchangeInfo info, long delay) {
String url = address + apiPrecisions;
MimeRequest request = new MimeRequest.Builder()
.url(url)
.build();
return Collections.singletonList(request);
}
@Override
protected Precisions transformPrecisions(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
return HoubiProUtil.parsePrecisions(result);
}
return null;
}
@Override
public List<MimeRequest> precisionRequests(ExchangeInfo info, long delay) {
return this.precisionsRequests(info, delay);
}
@Override
protected Precision transformPrecision(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
return HoubiProUtil.parsePrecision(result, symbol(info));
}
return null;
}
@Override
public List<MimeRequest> buyLimitRequests(ExchangeInfo info, long delay) {
return this.place(info, delay, info.getPrice(), info.getAmount(), BUY_LIMIT);
}
@Override
public String transformBuyLimit(List<String> results, ExchangeInfo info) {
return this.getOrderId(results.get(0));
}
@Override
public List<MimeRequest> sellLimitRequests(ExchangeInfo info, long delay) {
return this.place(info, delay, info.getPrice(), info.getAmount(), SELL_LIMIT);
}
@Override
public String transformSellLimit(List<String> results, ExchangeInfo info) {
return this.getOrderId(results.get(0));
}
@Override
public List<MimeRequest> buyMarketRequests(ExchangeInfo info, long delay) {
return this.place(info, delay, null, info.getQuote(), BUY_MARKET);
}
@Override
public String transformBuyMarket(List<String> results, ExchangeInfo info) {
return this.getOrderId(results.get(0));
}
@Override
public List<MimeRequest> sellMarketRequests(ExchangeInfo info, long delay) {
return this.place(info, delay, null, info.getBase(), SELL_MARKET);
}
@Override
public String transformSellMarket(List<String> results, ExchangeInfo info) {
return this.getOrderId(results.get(0));
}
@Override
public List<MimeRequest> cancelOrderRequests(ExchangeInfo info, long delay) {
String access = info.getAccess();
String secret = info.getSecret();
String id = info.getCancelId();
String url = apiCancel.replace("{order-id}", id);
Parameter parameter = this.addParam(access, delay);
parameter.add("Signature", encode(this.sign(secret, "POST", site, url, parameter)));
MimeRequest request = new MimeRequest.Builder()
.url(address + url + "?" + parameter.concat())
.post()
.header("Accept-Language", "zh-CN")
.body("")
.build();
return Collections.singletonList(request);
}
@Override
protected Boolean transformCancelOrder(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONObject r = JSON.parseObject(result);
if (OK.equals(r.getString(STATUS))) {
return true;
}
if (ERROR.equals(r.getString(STATUS)) && ORDER_ERROR.equals(r.getString(ERROR_CODE))) {
return false;
}
}
return null;
}
/*@Override
public List<MimeRequest> cancelOrdersRequests(ExchangeInfo info, long delay) {
String access = info.getAccess();
String secret = info.getSecret();
List<String> ids = info.getCancelIds();
List<MimeRequest> list = new ArrayList<>();
if (!exist(ids) || 0 == ids.size()) {
return list;
}
List<List<String>> split = CommonUtil.split(ids, 50);
return split.stream().map(group -> {
Parameter parameter = this.addParam(access, delay, "order-ids", group);
parameter.add("Signature", encode(this.sign(secret, "POST", site, CANCEL_ALL, parameter)));
parameter.put("Timestamp", parameter.get("Timestamp").toString().replace("%3A", ":"));
parameter.put("Signature", parameter.get("Signature").toString().replace("%2B", "+").replace("%3D", "="));
return new MimeRequest.Builder()
.url(address + CANCEL_ALL)
.post()
.header("Accept-Language", "zh-CN")
.body(parameter.json(JSON::toJSONString))
.build();
}).collect(Collectors.toList());
}
@Override
public List<String> transformCancelOrders(List<String> results, ExchangeInfo info) {
List<String> ids = new LinkedList<>();
for (int i = 0; i < results.size(); i++) {
String result = results.get(i);
JSONObject r = JSON.parseObject(result);
if (OK.equals(r.getString(STATUS))) {
JSONArray temp = r.getJSONObject("data").getJSONArray("success");
for (int j = 0; j < temp.size(); i++) {
ids.add(temp.getString(j));
}
} else {
return null;
}
}
return ids;
}*/
@Override
public List<MimeRequest> ordersRequests(ExchangeInfo info, long delay) {
String access = info.getAccess();
String secret = info.getSecret();
Parameter parameter = this.addParam(access, delay,
"account-id", this.getAccountId(access, secret),
"symbol", this.symbol(info),
"size", String.valueOf(500));
return this.get(parameter, secret, apiOrders);
}
@Override
protected Orders transformOrders(List<String> results, ExchangeInfo info) {
String result = results.get(0);
List<Order> orders = this.parseOrders(result, info.tip());
return exist(orders) ? new Orders(orders) : null;
}
@Override
public List<MimeRequest> historyOrdersRequests(ExchangeInfo info, long delay) {
String access = info.getAccess();
String secret = info.getSecret();
Integer size = 100;
String s = "submitting" +
"%2Csubmitted" +
"%2Cpartial-filled" +
"%2Cpartial-canceled" +
"%2Cfilled" +
"%2Ccanceled";
Parameter parameter = this.addParam(access, delay,
"symbol", symbol(info),
"states", s,
"size", String.valueOf(size));
return this.get(parameter, secret, apiHistoryOrders);
}
@Override
protected Orders transformHistoryOrders(List<String> results, ExchangeInfo info) {
return this.transformOrders(results, info);
}
@Override
public List<MimeRequest> orderRequests(ExchangeInfo info, long delay) {
return this.getRequests(info, delay, apiOrder);
}
@Override
protected Order transformOrder(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONObject r = JSON.parseObject(result);
if (OK.equals(r.getString(STATUS))) {
JSONObject data = r.getJSONObject("data");
return parseOrder(r.getString("data"), data, info.tip());
}
}
return null;
}
@Override
public List<MimeRequest> orderDetailsRequests(ExchangeInfo info, long delay) {
return this.getRequests(info, delay, apiOrderDetails);
}
@Override
public OrderDetails transformOrderDetails(List<String> results, ExchangeInfo info) {
String result = results.get(0);
if (useful(result)) {
JSONObject r = JSON.parseObject(result);
if (OK.equals(r.getString(STATUS))) {
return new OrderDetails(this.parseOrderDetails(r));
}
if (BASE_RECORD.equals(r.get(ERROR_CODE))) {
return new OrderDetails(Collections.emptyList());
}
}
return null;
}
// =================================== tools ======================================
private static final DateTimeFormatter DTF = DateTimeFormatter.ofPattern("yyyy-MM-dd'T'HH:mm:ss");
private static final String BUY_LIMIT = "buy-limit";
private static final String BUY_MARKET = "buy-market";
private static final String SELL_LIMIT = "sell-limit";
private static final String SELL_MARKET = "sell-market";
private static final String SUBMITTING = "submitting";
private static final String SUBMITTED = "submitted";
private static final String PARTIAL_FILLED = "partial-filled";
private static final String PARTIAL_CANCELED = "partial-canceled";
private static final String FILLED = "filled";
private static final String CANCELED = "canceled";
private static final String CANCELLING = "cancelling";
/**
* 获取UTC时间
* @param delay 延迟
* @return UTC时间
*/
private static String getUTCTimeString(long delay) {
// 1、取得本地时间：
Calendar cal = Calendar.getInstance();
// 2、取得时间偏移量：
int zoneOffset = cal.get(Calendar.ZONE_OFFSET);
// 3、取得夏令时差：
int dstOffset = cal.get(Calendar.DST_OFFSET);
// 4、本地时间扣除差量，即可以取得UTC时间：
cal.add(Calendar.MILLISECOND, -(zoneOffset + dstOffset));
// 5、网络延迟时间
cal.add(Calendar.MILLISECOND, (int) delay);
return DateUtil.format(new Date(cal.getTime().getTime()), DTF);
}
/**
* 编码转换
* @param value 值
* @return 编码后
*/
private static String encode(String value) {
return value.replace(":", "%3A")
.replace("=", "%3D")
.replace("/", "%2F")
.replace(" ", "%20")
.replace(",", "%2C")
.replace("+", "%2B");
}
/**
* 添加参数
* @param access access
* @param delay 延迟
* @param kv 其他参数
* @return 请求参数
*/
private Parameter addParam(String access, long delay, Object... kv) {
Parameter map = Parameter.build();
map.put("AccessKeyId", access);
map.put("SignatureMethod", "HmacSHA256");
map.put("SignatureVersion", "2");
map.put("Timestamp", HuobiProExchange.encode(HuobiProExchange.getUTCTimeString(delay)));
for (int i = 0; i < kv.length; i++) {
map.put(kv[i].toString(), kv[++i]);
}
return map;
}
/**
* 签名
* @param secret 秘钥
* @param method 请求方法
* @param address 请求地址
* @param api 请求路径
* @param map 参数
* @return 签名
*/
private String sign(String secret, String method, String address, String api, Parameter map) {
StringBuilder builder = new StringBuilder();
builder.append(method).append("\n");
builder.append(address).append("\n");
this.addSignParam(builder, api);
List<String> keys = new ArrayList<>(map.size());
keys.addAll(map.keySet());
Collections.sort(keys);
StringBuilder sb = new StringBuilder();
if (keys.size() >= 1) {
sb.append(keys.get(0)).append("=")
.append(encode(map.get(keys.get(0)).toString()));
for (int i = 1, s = keys.size(); i < s; i++) {
sb.append("&").append(keys.get(i)).append("=")
.append(encode(map.get(keys.get(i)).toString()));
}
}
builder.append(sb.toString());
try {
byte[] sign = HmacUtil.hmac(builder.toString().getBytes(), secret, HmacUtil.HMAC_SHA256);
return Base64Util.base64EncodeToString(sign);
} catch (NoSuchAlgorithmException | InvalidKeyException e) {
e.printStackTrace();
}
throw new ExchangeException(super.name.getName() + " sign error.");
}
/**
* exshell 不需要这个
* @param builder 签名串
* @param api api
*/
protected void addSignParam(StringBuilder builder, String api) {
builder.append(api).append("\n");
}
/**
* 获取account id
* @param access access
* @param secret secret
* @return 请求结果
*/
private synchronized String getAccounts(String access, String secret) {
Parameter parameter = this.addParam(access, 0);
parameter.add("Signature", encode(this.sign(secret, "GET", site, apiAccountId, parameter)));
return new MimeRequest.Builder()
.url(address + apiAccountId + "?" + parameter.concat())
.build()
.execute(super.http);
}
/**
* 获取account id
* @param access access
* @param secret secret
* @return account id
*/
private String getAccountId(String access, String secret) {
String id = this.getCache().get(access);
if (!useful(id)) {
String result = this.getAccounts(access, secret);
if (useful(result)) {
JSONObject r = JSON.parseObject(result);
if (r.containsKey(STATUS) && OK.equals(r.getString(STATUS))) {
JSONArray data = r.getJSONArray(DATA);
for (int i = 0, s = data.size(); i < s; i++) {
JSONObject t = data.getJSONObject(i);
String accountId = t.getString("id");
String type = t.getString("type");
if ("spot".equals(type)) {
id = accountId;
this.getCache().set(access, id);
return id;
}
}
}
}
throw new ExchangeException(super.name.getName() + " " + Seal.seal(access)
+ " account_id: result is " + result);
}
return id;
}
/**
* 获取缓存
* @return 缓存
*/
protected PersistCache<String, String> getCache() {
return CACHE;
}
/**
* get请求
* @param parameter 请求参数
* @param secret 秘钥
* @param api 请求路径
* @return 请求信息
*/
private List<MimeRequest> get(Parameter parameter, String secret, String api) {
parameter.add("Signature", encode(this.sign(secret, "GET", site, api, parameter)));
MimeRequest request = new MimeRequest.Builder()
.url(address + api + "?" + parameter.concat())
.build();
return Collections.singletonList(request);
}
/**
* 解析订单
* @param result 订单结果
* @param data json
* @param tip 错误提示
* @return 解析订单
*/
protected Order parseOrder(String result, JSONObject data, String tip) {
Long time = data.getLong("created-at");
String id = data.getString("id");
String[] types = data.getString("type").split("-");
Side side = Side.valueOf(types[0].toUpperCase());
Type type = null;
switch (types[1]) {
case "limit": type = Type.LIMIT; break;
case "market": type = Type.MARKET; break;
case "ioc": type = Type.IMMEDIATE_OR_CANCEL; break;
default:
}
State state;
switch (data.getString("state")) {
case SUBMITTING:
case SUBMITTED: state = State.SUBMIT; break;
case PARTIAL_FILLED: state = State.PARTIAL; break;
case CANCELLING: state = State.SUBMIT; break;
case FILLED: state = State.FILLED; break;
case CANCELED: state = State.CANCEL; break;
case PARTIAL_CANCELED: state = State.UNDONE; break;
default: log.error("{} {} parseOrder state --> {}", name, tip, data); return null;
}
BigDecimal price = data.getBigDecimal("price");
BigDecimal amount = data.getBigDecimal("amount");
BigDecimal deal = null != data.getBigDecimal("field-amount") ?
data.getBigDecimal("field-amount") : data.getBigDecimal("filled-amount");
BigDecimal fieldCashAmount = null != data.getBigDecimal("field-cash-amount") ?
data.getBigDecimal("field-cash-amount") : data.getBigDecimal("filled-cash-amount");
BigDecimal average = exist(deal) && greater(deal, ZERO) ?
div(fieldCashAmount, deal, 16) : null;
if (state == State.SUBMIT && null != deal && greater(deal, ZERO)) {
state = State.PARTIAL;
}
return new Order(result, time, id, side, type, state, price, amount, deal, average);
}
/**
* 解析订单列表
* @param result 请求结果
* @param tip 错误提示
* @return 解析结果
*/
private List<Order> parseOrders(String result, String tip) {
if (useful(result)) {
try {
JSONObject r = JSON.parseObject(result);
if (OK.equals(r.getString(STATUS))) {
JSONArray data = r.getJSONArray("data");
List<Order> orders = new ArrayList<>(data.size());
for (int i = 0, l = data.size(); i < l; i++) {
Order order = this.parseOrder(data.getString(i), data.getJSONObject(i), tip);
if (exist(order)) {
orders.add(order);
}
}
return orders;
}
} catch (Exception e) {
e.printStackTrace();
}
}
return null;
}
/**
* 订单 和 订单明细
* @param info 请求信息
* @param delay 延时
* @param api api
* @return 请求信息
*/
private List<MimeRequest> getRequests(ExchangeInfo info, long delay, String api) {
String access = info.getAccess();
String secret = info.getSecret();
String id = info.getOrderId();
String url = api.replace("{order-id}", id);
Parameter parameter = this.addParam(access, delay);
return this.get(parameter, secret, url);
}
/**
* 下单
* @param info 请求信息
* @param delay 延时
* @param price 价格
* @param amount 数量
* @param type 类型
* @return 请求信息
*/
private List<MimeRequest> place(ExchangeInfo info, long delay,
String price, String amount, String type) {
String symbol = this.symbol(info);
String access = info.getAccess();
String secret = info.getSecret();
String accountId = this.getAccountId(access, secret);
Parameter parameter = this.addParam(access, delay);
String sign = this.sign(secret, "POST", site, apiPlace, parameter);
parameter.add("Signature", encode(sign));
Parameter param = Parameter.build()
.add("account-id", accountId)
.add("amount", amount)
.add("source", "api")
.add("symbol", symbol)
.add("type", type);
if (useful(price)) {
param.add("price", price);
}
MimeRequest request = new MimeRequest.Builder()
.url(address + apiPlace + "?" + parameter.concat())
.post()
.header("Accept-Language", "zh-CN")
// .header("Content-Type", "application/json;charset=UTF-8")
.body(param.json(JSON::toJSONString))
.build();
return Collections.singletonList(request);
}
/**
* 解析id
* @param result 请求结果
* @return 订单id
*/
private String getOrderId(String result) {
if (useful(result)) {
JSONObject r = JSON.parseObject(result);
if (OK.equals(r.getString(STATUS))) {
return r.getString("data");
}
}
return null;
}
/**
* 解析订单明细
* @param r json
* @return 订单明细
*/
private List<OrderDetail> parseOrderDetails(JSONObject r) {
JSONArray data = r.getJSONArray("data");
/*
* "data": [
* {
* "id": 29553,
* "order-id": 59378,
* "match-id": 59335,
* "symbol": "ethusdt",
* "type": "buy-limit",
* "source": "api",
* "price": "100.1000000000",
* "filled-amount": "9.1155000000",
* "filled-fees": "0.0182310000",
* "created-at": 1494901400435
* }
* ]
*/
List<OrderDetail> details = new ArrayList<>(data.size());
for (int i = 0; i < data.size(); i++) {
JSONObject t = data.getJSONObject(i);
Long time = t.getLong("created-at");
String orderId = t.getString("order-id");
String detailId = t.getString("match-id");
BigDecimal price = t.getBigDecimal("price");
BigDecimal amount = t.getBigDecimal("filled-amount");
BigDecimal fee = t.getBigDecimal("filled-fees");
OrderDetail detail = new OrderDetail(data.getString(i), time, orderId, detailId, price, amount, fee, null);
details.add(detail);
}
return details;
}
}
| 28,633 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
BaseWebSocketClient.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/web/socket/BaseWebSocketClient.java | package cqt.goai.exchange.web.socket;
import cqt.goai.exchange.util.RateLimit;
import cqt.goai.model.enums.Period;
import cqt.goai.model.market.Klines;
import cqt.goai.model.market.Depth;
import cqt.goai.model.market.Ticker;
import cqt.goai.model.market.Trades;
import cqt.goai.model.trade.Account;
import cqt.goai.model.trade.Orders;
import org.slf4j.Logger;
import java.util.concurrent.ConcurrentHashMap;
import java.util.function.Consumer;
import static dive.common.util.Util.exist;
/**
* WebSocket连接
* @author GOAi
*/
public abstract class BaseWebSocketClient {
/**
* 日志
*/
protected final Logger log;
/**
* 币对
*/
protected final String symbol;
/**
* access
*/
protected final String access;
/**
* secret
*/
protected final String secret;
/**
* 连接ping的频率 本链接最近更新频率, 高于该频率不发送ping
*/
protected final RateLimit limit;
/**
* 消费函数
*/
private Consumer<Ticker> onTicker;
private ConcurrentHashMap<Period, Consumer<Klines>> onKlines = new ConcurrentHashMap<>();
private Consumer<Depth> onDepth;
private Consumer<Trades> onTrades;
private Consumer<Account> onAccount;
private Consumer<Orders> onOrders;
public BaseWebSocketClient(String symbol, String access, String secret, RateLimit limit, Logger log) {
this.symbol = symbol;
this.access = access;
this.secret = secret;
this.limit = limit;
this.log = log;
}
/**
* 第一次连接需要做的
*/
public abstract void open();
/**
* 连接断开
*/
public abstract void closed();
/**
* 发送message
* @param message message
*/
protected abstract void send(String message);
/**
* ping
*/
public void ping() {
if (this.limit.timeout(true)) {
this.send("ping");
}
}
/**
* 处理收到的新信息
* @param message 收到信息
*/
protected abstract void transform(String message);
/**
* 主动断开
* @param code code
* @param reason reason
*/
public abstract void close(int code, String reason);
/**
* 命令日志
* @param command 命令
* @param url url
*/
protected void commandLog(String command, String url) {
this.log.info("websocket send: {} to {}", command, url);
}
// ===================== ticker =====================
/**
* 注册推送Ticker
* @param onTicker 推送函数
*/
public void onTicker(Consumer<Ticker> onTicker) {
this.onTicker = onTicker;
this.askTicker();
}
/**
* 发送订阅信息
*/
protected abstract void askTicker();
/**
* 接收到Ticker后
* @param ticker ticker
*/
protected void onTicker(Ticker ticker) {
if (exist(this.onTicker)) {
this.onTicker.accept(ticker);
}
}
/**
* 取消推送Ticker
*/
public abstract void noTicker();
// ===================== klines =====================
/**
* 注册推送Klines
* @param onKlines 推送函数
* @param period 周期
*/
public void onKlines(Consumer<Klines> onKlines, Period period) {
this.onKlines.put(period, onKlines);
this.askKlines(period);
}
/**
* 发送订阅信息
* @param period 周期
*/
protected abstract void askKlines(Period period);
/**
* 接收到Ticker后
* @param klines klines
* @param period 周期
*/
protected void onKlines(Klines klines, Period period) {
if (this.onKlines.containsKey(period)) {
this.onKlines.get(period).accept(klines);
}
}
/**
* 取消推送Klines
* @param period 周期
*/
public abstract void noKlines(Period period);
// ===================== depth =====================
/**
* 注册推送Depth
* @param onDepth 推送函数
*/
public void onDepth(Consumer<Depth> onDepth) {
this.onDepth = onDepth;
this.askDepth();
}
/**
* 发送订阅信息
*/
protected abstract void askDepth();
/**
* 接收到Depth后
* @param depth depth
*/
protected void onDepth(Depth depth) {
if (exist(this.onDepth)) {
this.onDepth.accept(depth);
}
}
/**
* 取消推送Ticker
*/
public abstract void noDepth();
// ===================== trades =====================
/**
* 注册推送Trades
* @param onTrades 推送函数
*/
public void onTrades(Consumer<Trades> onTrades) {
this.onTrades = onTrades;
this.askTrades();
}
/**
* 发送订阅信息
*/
protected abstract void askTrades();
/**
* 接收到Trades后
* @param trades Trades
*/
protected void onTrades(Trades trades) {
if (exist(this.onTrades)) {
this.onTrades.accept(trades);
}
}
/**
* 取消推送Trades
*/
public abstract void noTrades();
// ===================== account =====================
/**
* 注册推送Account
* @param onAccount 推送函数
*/
public void onAccount(Consumer<Account> onAccount) {
this.onAccount = onAccount;
this.askAccount();
}
/**
* 发送订阅信息
*/
protected abstract void askAccount();
/**
* 接收到Account后
* @param account account
*/
protected void onAccount(Account account) {
if (exist(this.onAccount)) {
this.onAccount.accept(account);
}
}
/**
* 取消推送Account
*/
public abstract void noAccount();
// ===================== orders =====================
/**
* 注册推送Orders
* @param onOrders 推送函数
*/
public void onOrders(Consumer<Orders> onOrders) {
this.onOrders = onOrders;
this.askOrders();
}
/**
* 发送订阅信息
*/
protected abstract void askOrders();
/**
* 接收到Orders后
* @param orders orders
*/
protected void onOrders(Orders orders) {
if (exist(this.onOrders)) {
this.onOrders.accept(orders);
}
}
/**
* 取消推送Orders
*/
public abstract void noOrders();
}
| 6,492 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
WebSocketExchange.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/web/socket/WebSocketExchange.java | package cqt.goai.exchange.web.socket;
import cqt.goai.exchange.BaseExchange;
import cqt.goai.exchange.ExchangeException;
import cqt.goai.exchange.ExchangeInfo;
import cqt.goai.exchange.ExchangeName;
import cqt.goai.model.enums.Period;
import cqt.goai.model.market.Klines;
import cqt.goai.model.market.Depth;
import cqt.goai.model.market.Ticker;
import cqt.goai.model.market.Trades;
import cqt.goai.model.trade.Account;
import cqt.goai.model.trade.Orders;
import dive.common.math.RandomUtil;
import org.slf4j.Logger;
import java.util.concurrent.*;
import java.util.function.Consumer;
/**
* WebSocket请求，每个交易所的WebSocket请求方式都要继承该类
* @author GOAi
*/
public class WebSocketExchange extends BaseExchange {
/**
* 每个连接加入ping的id，取消时用
*/
private String id;
/**
* 需要ping的连接
*/
private static final ConcurrentHashMap<String, WebSocketExchange> EXCHANGES = new ConcurrentHashMap<>();
static {
ScheduledExecutorService timer = new ScheduledThreadPoolExecutor(1, new ThreadPoolExecutor.DiscardPolicy());
timer.scheduleAtFixedRate(() -> EXCHANGES.values().stream().parallel().forEach(WebSocketExchange::ping), 7, 7, TimeUnit.SECONDS);
}
public WebSocketExchange(ExchangeName name, Logger log) {
super(name, log);
this.ping(this);
}
/**
* 定时某些交易所需要定时向服务器发送ping
*/
protected void ping() {}
/**
* 加入ping
* @param e ping对象
*/
private void ping(WebSocketExchange e) {
if (null != this.id && EXCHANGES.containsKey(this.id)) {
return;
}
this.id = RandomUtil.token();
EXCHANGES.put(this.id, e);
}
/**
* 取消ping
*/
protected void noPing() {
EXCHANGES.remove(this.id);
}
// =============== ticker ===============
/**
* 获取Ticker
* @param info 请求信息
* @param onTicker 消费函数
* @return 订阅id
*/
public boolean onTicker(ExchangeInfo info, Consumer<Ticker> onTicker) {
throw new ExchangeException(super.name + " " + info.getSymbol() + " onTicker is not supported.");
}
public void noTicker(String pushId) {
throw new ExchangeException(super.name + " noTicker is not supported. pushId: " + pushId);
}
// =============== klines ===============
/**
* 获取Klines
* @param info 请求信息
* @param onKlines 消费函数
* @return 订阅id
*/
public boolean onKlines(ExchangeInfo info, Consumer<Klines> onKlines) {
throw new ExchangeException(super.name + " " + info.getSymbol() + " onKlines " + info.getPeriod() + " is not supported.");
}
public void noKlines(Period period, String pushId) {
throw new ExchangeException(super.name + " noKlines " + period + " is not supported. pushId: " + pushId);
}
// =============== depth ===============
/**
* 获取Depth
* @param info 请求信息
* @param onDepth 消费函数
* @return 订阅id
*/
public boolean onDepth(ExchangeInfo info, Consumer<Depth> onDepth) {
throw new ExchangeException(super.name + " " + info.getSymbol() + " onDepth is not supported.");
}
public void noDepth(String pushId) {
throw new ExchangeException(super.name + " noDepth is not supported. pushId: " + pushId);
}
// =============== trades ===============
/**
* 获取Trades
* @param info 请求信息
* @param onTrades 消费函数
* @return 订阅id
*/
public boolean onTrades(ExchangeInfo info, Consumer<Trades> onTrades) {
throw new ExchangeException(super.name + " " + info.getSymbol() + " onTrades is not supported.");
}
public void noTrades(String pushId) {
throw new ExchangeException(super.name + " noTrades is not supported. pushId: " + pushId);
}
// =============== account ===============
/**
* 获取Account
* @param info 请求信息
* @param onAccount 消费函数
* @return 订阅id
*/
public boolean onAccount(ExchangeInfo info, Consumer<Account> onAccount) {
throw new ExchangeException(super.name + " " + info.getSymbol() + " onAccount is not supported.");
}
public void noAccount(String pushId) {
throw new ExchangeException(super.name + " noAccount is not supported. pushId: " + pushId);
}
// =============== orders ===============
/**
* 获取Orders
* @param info 请求信息
* @param onOrders 消费函数
* @return 订阅id
*/
public boolean onOrders(ExchangeInfo info, Consumer<Orders> onOrders) {
throw new ExchangeException(super.name + " " + info.getSymbol() + " onOrders is not supported.");
}
public void noOrders(String pushId) {
throw new ExchangeException(super.name + " noOrders is not supported. pushId: " + pushId);
}
}
| 5,007 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
WebSocketInfo.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/web/socket/WebSocketInfo.java | package cqt.goai.exchange.web.socket;
import cqt.goai.exchange.Action;
import cqt.goai.model.enums.Period;
import lombok.Data;
import java.util.Objects;
import java.util.function.Consumer;
/**
* WebSocket推送封装的信息
* @author GOAi
*/
@Data
public class WebSocketInfo<T> {
/**
* 推送id
*/
private String id;
/**
* 推送行为类型
*/
private Action action;
/**
* 推送币对
*/
private String symbol;
/**
* 推送用户
*/
private String access;
/**
* 消费函数
*/
private Consumer<T> consumer;
/**
* 周期
*/
private Period period;
public WebSocketInfo(String id, Action action, String symbol, String access, Consumer<T> consumer) {
this.id = id;
this.action = action;
this.symbol = symbol;
this.access = access;
this.consumer = consumer;
}
public WebSocketInfo(String id, Action action, String symbol, String access, Consumer<T> consumer, Period period) {
this.id = id;
this.action = action;
this.symbol = symbol;
this.access = access;
this.consumer = consumer;
this.period = period;
}
@Override
public boolean equals(Object o) {
if (this == o) {
return true;
}
if (o == null || getClass() != o.getClass()) {
return false;
}
WebSocketInfo<?> onInfo = (WebSocketInfo<?>) o;
return Objects.equals(id, onInfo.id);
}
@Override
public int hashCode() {
return Objects.hash(id);
}
}
| 1,628 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Okexv3WebSocketExchange.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/web/socket/okexv3/Okexv3WebSocketExchange.java | package cqt.goai.exchange.web.socket.okexv3;
import cqt.goai.exchange.Action;
import cqt.goai.exchange.ExchangeInfo;
import cqt.goai.exchange.ExchangeName;
import cqt.goai.exchange.util.RateLimit;
import cqt.goai.exchange.web.socket.BaseWebSocketClient;
import cqt.goai.exchange.web.socket.WebSocketExchange;
import cqt.goai.exchange.web.socket.WebSocketInfo;
import cqt.goai.model.enums.Period;
import cqt.goai.model.market.Klines;
import cqt.goai.model.market.Depth;
import cqt.goai.model.market.Ticker;
import cqt.goai.model.market.Trades;
import cqt.goai.model.trade.Account;
import cqt.goai.model.trade.Orders;
import org.slf4j.Logger;
import java.util.concurrent.ConcurrentHashMap;
import java.util.concurrent.ConcurrentLinkedQueue;
import java.util.function.Consumer;
import static dive.common.util.Util.exist;
/**
* @author GOAi
*/
public class Okexv3WebSocketExchange extends WebSocketExchange {
/**
* ping的频率限制
*/
private static final RateLimit LIMIT = RateLimit.limit(1000 * 17);
/**
* 订阅id和每个订阅基本信息 id -> info
*/
private static final ConcurrentHashMap<String, WebSocketInfo> CONSUMERS
= new ConcurrentHashMap<>();
/**
* 同一币对的连接
*/
private static final ConcurrentHashMap<String, Okexv3WebSocketClient> CLIENTS
= new ConcurrentHashMap<>();
/**
* ticker订阅信息 symbol -> info , Ticker来了，推送Ticker的地方
*/
private static final ConcurrentHashMap<String, ConcurrentLinkedQueue<WebSocketInfo<Ticker>>> TICKERS
= new ConcurrentHashMap<>();
/**
* klines订阅信息 symbol -> (period -> info)
*/
private static final ConcurrentHashMap<String,
ConcurrentHashMap<Period, ConcurrentLinkedQueue<WebSocketInfo<Klines>>>> KLINES
= new ConcurrentHashMap<>();
/**
* depth订阅信息 symbol -> info , Depth来了，推送Depth的地方
*/
private static final ConcurrentHashMap<String, ConcurrentLinkedQueue<WebSocketInfo<Depth>>> DEPTH
= new ConcurrentHashMap<>();
/**
* trades订阅信息 symbol -> info , Trades来了，推送Trades的地方
*/
private static final ConcurrentHashMap<String, ConcurrentLinkedQueue<WebSocketInfo<Trades>>> TRADES
= new ConcurrentHashMap<>();
/**
* 每个实例的连接
*/
private Okexv3WebSocketClient client;
/**
* 每个实例的账户余额推送
*/
private final ConcurrentLinkedQueue<WebSocketInfo<Account>> accounts
= new ConcurrentLinkedQueue<>();
/**
* 每个实例的订单
*/
private final ConcurrentLinkedQueue<WebSocketInfo<Orders>> orders
= new ConcurrentLinkedQueue<>();
public Okexv3WebSocketExchange(Logger log) {
super(ExchangeName.OKEXV3, log);
}
@Override
protected void ping() {
if (!Okexv3WebSocketExchange.LIMIT.timeout()) {
return;
}
// 已经到了ping的时间了，就要遍历每个连接，ping一下
Okexv3WebSocketExchange.CLIENTS.values().parallelStream().forEach(BaseWebSocketClient::ping);
if (null != this.client) {
this.client.ping();
}
}
/**
* 统一添加订阅
* @param list 订阅list
* @param onInfo 订阅信息
* @param symbol 订阅币对
*/
private <T> Okexv3WebSocketClient addInfo(ConcurrentLinkedQueue<WebSocketInfo<T>> list,
WebSocketInfo<T> onInfo, String symbol) {
if (!list.isEmpty()) {
// 该币对已经有订阅, 加入订阅队列即可
list.add(onInfo);
} else { // 无订阅
list.add(onInfo);
// 取出这个币对的连接
Okexv3WebSocketClient client = Okexv3WebSocketExchange.CLIENTS.get(symbol);
if (!exist(client)) {
// 该币对无连接，新建一个
client = new Okexv3WebSocketClient(symbol, super.log);
Okexv3WebSocketExchange.CLIENTS.put(symbol, client);
}
// 对这个连接订阅ticker
return client;
}
return null;
}
@Override
public boolean onTicker(ExchangeInfo info, Consumer<Ticker> onTicker) {
String symbol = info.getSymbol();
String access = info.getAccess();
String id = info.getPushId();
WebSocketInfo<Ticker> onInfo =
new WebSocketInfo<>(id, Action.ON_TICKER, symbol, access, onTicker);
ConcurrentLinkedQueue<WebSocketInfo<Ticker>> list = Okexv3WebSocketExchange.TICKERS
.computeIfAbsent(symbol, k -> new ConcurrentLinkedQueue<>());
Okexv3WebSocketClient client = this.addInfo(list, onInfo, symbol);
if (null != client) {
// 对这个连接订阅ticker
client.onTicker(ticker -> list.stream()
.parallel()
.forEach(i -> i.getConsumer().accept(ticker)));
}
// 将这个订阅添加到总记录里
Okexv3WebSocketExchange.CONSUMERS.put(id, onInfo);
return true;
}
@Override
public void noTicker(String pushId) {
WebSocketInfo info = Okexv3WebSocketExchange.CONSUMERS.get(pushId);
if (null != info) {
String symbol = info.getSymbol();
ConcurrentLinkedQueue<WebSocketInfo<Ticker>> list = Okexv3WebSocketExchange.TICKERS
.getOrDefault(symbol, null);
if (null != list) {
if (list.size() <= 1) {
// 这是最后一个订阅，需要取消订阅
Okexv3WebSocketClient client = Okexv3WebSocketExchange.CLIENTS.get(symbol);
if (null != client) {
client.noTicker();
}
}
list.remove(info);
}
Okexv3WebSocketExchange.CONSUMERS.remove(pushId);
}
}
@Override
public boolean onKlines(ExchangeInfo info, Consumer<Klines> onKlines) {
String symbol = info.getSymbol();
String access = info.getAccess();
Period period = info.getPeriod();
String id = info.getPushId();
WebSocketInfo<Klines> onInfo =
new WebSocketInfo<>(id, Action.ON_KLINES, symbol, access, onKlines, period);
ConcurrentLinkedQueue<WebSocketInfo<Klines>> list = Okexv3WebSocketExchange.KLINES
.computeIfAbsent(symbol, k -> new ConcurrentHashMap<>(16))
.computeIfAbsent(period, p -> new ConcurrentLinkedQueue<>());
Okexv3WebSocketClient client = this.addInfo(list, onInfo, symbol);
if (null != client) {
// 对这个连接订阅klines
client.onKlines(klines -> list.stream().parallel()
.forEach(i -> i.getConsumer().accept(klines)), period);
}
// 将这个订阅添加到总记录里
Okexv3WebSocketExchange.CONSUMERS.put(id, onInfo);
return true;
}
@Override
public void noKlines(Period period, String pushId) {
WebSocketInfo info = Okexv3WebSocketExchange.CONSUMERS.get(pushId);
if (null != info) {
String symbol = info.getSymbol();
ConcurrentHashMap<Period, ConcurrentLinkedQueue<WebSocketInfo<Klines>>> klines =
Okexv3WebSocketExchange.KLINES.getOrDefault(period, null);
if (null != klines) {
ConcurrentLinkedQueue<WebSocketInfo<Klines>> list
= klines.getOrDefault(symbol, null);
if (null != list) {
if (list.size() <= 1) {
// 这是最后一个订阅，需要取消订阅
Okexv3WebSocketClient client = Okexv3WebSocketExchange.CLIENTS.get(symbol);
if (null != client) {
client.noKlines(period);
}
}
list.remove(info);
}
}
Okexv3WebSocketExchange.CONSUMERS.remove(pushId);
}
}
@Override
public boolean onDepth(ExchangeInfo info, Consumer<Depth> onDepth) {
String symbol = info.getSymbol();
String access = info.getAccess();
String id = info.getPushId();
WebSocketInfo<Depth> onInfo = new WebSocketInfo<>(id, Action.ON_DEPTH, symbol, access, onDepth);
ConcurrentLinkedQueue<WebSocketInfo<Depth>> list = Okexv3WebSocketExchange.DEPTH
.computeIfAbsent(symbol, k -> new ConcurrentLinkedQueue<>());
Okexv3WebSocketClient client = this.addInfo(list, onInfo, symbol);
if (null != client) {
// 对这个连接订阅depth
client.onDepth(depth -> list.stream().parallel()
.forEach(i -> i.getConsumer().accept(depth)));
}
// 将这个订阅添加到总记录里
Okexv3WebSocketExchange.CONSUMERS.put(id, onInfo);
return true;
}
@Override
public void noDepth(String pushId) {
WebSocketInfo info = Okexv3WebSocketExchange.CONSUMERS.get(pushId);
if (null != info) {
String symbol = info.getSymbol();
ConcurrentLinkedQueue<WebSocketInfo<Depth>> list = Okexv3WebSocketExchange.DEPTH
.getOrDefault(symbol, null);
if (null != list) {
if (list.size() <= 1) {
// 这是最后一个订阅，需要取消订阅
Okexv3WebSocketClient client = Okexv3WebSocketExchange.CLIENTS.get(symbol);
if (null != client) {
client.noDepth();
}
}
list.remove(info);
}
Okexv3WebSocketExchange.CONSUMERS.remove(pushId);
}
}
@Override
public boolean onTrades(ExchangeInfo info, Consumer<Trades> onTrades) {
String symbol = info.getSymbol();
String access = info.getAccess();
String id = info.getPushId();
WebSocketInfo<Trades> onInfo =
new WebSocketInfo<>(id, Action.ON_TRADES, symbol, access, onTrades);
ConcurrentLinkedQueue<WebSocketInfo<Trades>> list = Okexv3WebSocketExchange.TRADES
.computeIfAbsent(symbol, k -> new ConcurrentLinkedQueue<>());
Okexv3WebSocketClient client = this.addInfo(list, onInfo, symbol);
if (null != client) {
// 对这个连接订阅ticker
client.onTrades(trades -> list.stream().parallel()
.forEach(i -> i.getConsumer().accept(trades)));
}
// 将这个订阅添加到总记录里
Okexv3WebSocketExchange.CONSUMERS.put(id, onInfo);
return true;
}
@Override
public void noTrades(String pushId) {
WebSocketInfo info = Okexv3WebSocketExchange.CONSUMERS.get(pushId);
if (null != info) {
String symbol = info.getSymbol();
ConcurrentLinkedQueue<WebSocketInfo<Trades>> list = Okexv3WebSocketExchange.TRADES
.getOrDefault(symbol, null);
if (null != list) {
if (list.size() <= 1) {
// 这是最后一个订阅，需要取消订阅
Okexv3WebSocketClient client = Okexv3WebSocketExchange.CLIENTS.get(symbol);
if (null != client) {
client.noTrades();
}
}
list.remove(info);
}
Okexv3WebSocketExchange.CONSUMERS.remove(pushId);
}
}
@Override
public boolean onAccount(ExchangeInfo info, Consumer<Account> onAccount) {
String symbol = info.getSymbol();
String access = info.getAccess();
String secret = info.getSecret();
String id = info.getPushId();
WebSocketInfo<Account> onInfo =
new WebSocketInfo<>(id, Action.ON_ACCOUNT, symbol, access, onAccount);
if (null == this.client) {
this.client = new Okexv3WebSocketClient(symbol, access, secret, super.log);
}
this.accounts.add(onInfo);
// 对这个连接订阅account
this.client.onAccount(account -> this.accounts.stream().parallel()
.forEach(i -> i.getConsumer().accept(account)));
// 将这个订阅添加到总记录里
Okexv3WebSocketExchange.CONSUMERS.put(id, onInfo);
return true;
}
@Override
public void noAccount(String pushId) {
WebSocketInfo info = Okexv3WebSocketExchange.CONSUMERS.get(pushId);
if (null != info) {
if (!this.accounts.isEmpty()) {
if (this.accounts.size() <= 1) {
// 这是最后一个订阅，需要取消订阅
this.client.noAccount();
}
this.accounts.remove(info);
}
Okexv3WebSocketExchange.CONSUMERS.remove(pushId);
}
}
@Override
public boolean onOrders(ExchangeInfo info, Consumer<Orders> onOrders) {
String symbol = info.getSymbol();
String access = info.getAccess();
String secret = info.getSecret();
String id = info.getPushId();
WebSocketInfo<Orders> onInfo =
new WebSocketInfo<>(id, Action.ON_ORDERS, symbol, access, onOrders);
if (null == this.client) {
this.client = new Okexv3WebSocketClient(symbol, access, secret, super.log);
}
this.orders.add(onInfo);
// 对这个连接订阅orders
this.client.onOrders(orders -> this.orders.stream().parallel()
.forEach(i -> i.getConsumer().accept(orders)));
// 将这个订阅添加到总记录里
Okexv3WebSocketExchange.CONSUMERS.put(id, onInfo);
return true;
}
@Override
public void noOrders(String pushId) {
WebSocketInfo info = Okexv3WebSocketExchange.CONSUMERS.get(pushId);
if (null != info) {
if (!this.orders.isEmpty()) {
if (this.orders.size() <= 1) {
// 这是最后一个订阅，需要取消订阅
this.client.noOrders();
}
this.orders.remove(info);
}
Okexv3WebSocketExchange.CONSUMERS.remove(pushId);
}
}
}
| 14,497 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Okexv3WebSocketClient.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/web/socket/okexv3/Okexv3WebSocketClient.java | package cqt.goai.exchange.web.socket.okexv3;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.exchange.*;
import cqt.goai.exchange.util.CommonUtil;
import cqt.goai.exchange.util.OkhttpWebSocket;
import cqt.goai.exchange.util.RateLimit;
import cqt.goai.exchange.util.Seal;
import cqt.goai.exchange.util.okexv3.Okexv3Util;
import cqt.goai.exchange.web.socket.BaseWebSocketClient;
import cqt.goai.model.enums.Period;
import cqt.goai.model.market.*;
import cqt.goai.model.trade.Account;
import cqt.goai.model.trade.Balance;
import cqt.goai.model.trade.Orders;
import dive.common.crypto.Base64Util;
import dive.common.crypto.HmacUtil;
import org.slf4j.Logger;
import java.math.BigDecimal;
import java.security.InvalidKeyException;
import java.security.NoSuchAlgorithmException;
import java.util.ArrayList;
import java.util.Comparator;
import java.util.List;
import java.util.concurrent.ConcurrentHashMap;
import java.util.concurrent.ConcurrentLinkedDeque;
import java.util.concurrent.CopyOnWriteArrayList;
import java.util.concurrent.TimeUnit;
import java.util.concurrent.locks.Lock;
import java.util.concurrent.locks.ReentrantLock;
import java.util.stream.Collectors;
import java.util.zip.CRC32;
import static dive.common.util.Util.exist;
/**
* OKExV3的websocket连接
* @author GOAi
*/
public class Okexv3WebSocketClient extends BaseWebSocketClient {
private static final String URL = "wss://real.okex.com:10442/ws/v3";
/**
* 推送回调
*/
private OkhttpWebSocket client;
/**
* 是否需要登录
*/
private final boolean doLogin;
/**
* 是否已经连接
*/
private boolean connected = false;
/**
* 标记是否登录
*/
private boolean login = false;
/**
* 标记是否主动关闭
*/
private boolean dead = false;
/**
* 普通命令
*/
private CopyOnWriteArrayList<String> commands = new CopyOnWriteArrayList<>();
/**
* 需要登录的命令
*/
private CopyOnWriteArrayList<String> loginCommands = new CopyOnWriteArrayList<>();
private ConcurrentHashMap<Period, ConcurrentLinkedDeque<Kline>> klines = new ConcurrentHashMap<>();
private ConcurrentHashMap<Period, Lock> klinesLocks = new ConcurrentHashMap<>();
private ConcurrentHashMap<BigDecimal, Row> asks = new ConcurrentHashMap<>();
private ConcurrentHashMap<BigDecimal, Row> bids = new ConcurrentHashMap<>();
private Lock depthLock = new ReentrantLock();
private RateLimit depthLimit = RateLimit.second10();
private Balance base;
private Balance count;
Okexv3WebSocketClient(String symbol, Logger log) {
super(symbol, null, null, RateLimit.second13(), log);
this.client = new OkhttpWebSocket(URL, Okexv3Util::uncompress,
this::open, this::transform, this::closed, this.log);
this.doLogin = false;
}
Okexv3WebSocketClient(String symbol, String access, String secret, Logger log) {
super(symbol, access, secret, RateLimit.second13(), log);
this.client = new OkhttpWebSocket(URL, Okexv3Util::uncompress,
this::open, this::transform, this::closed, this.log);
this.doLogin = true;
}
@Override
public void open() {
this.connected = true;
if (this.doLogin) {
this.login();
}
this.commands.forEach(this::send);
}
/**
* 登录
*/
private void login() {
/*
* {"op":"login","args":["985d5b66-57ce-40fb-b714-afc0b9787083","xxx","1538054050.975",
* "xxx"]}
*/
String access = super.access;
String[] split = CommonUtil.split(super.secret);
String secret = split[0];
String passphrase = split[1];
long timestamp = System.currentTimeMillis() / 1000;
String sign = null;
try {
sign = Base64Util.base64EncodeToString(HmacUtil.hmac((timestamp + "GET/users/self/verify").getBytes(),
secret, HmacUtil.HMAC_SHA256));
} catch (NoSuchAlgorithmException | InvalidKeyException ignored) { }
super.commandLog(String.format("{\"op\":\"login\",\"args\":[\"%s\",\"%s\",\"%s\",\"%s\"]}",
Seal.seal(access), Seal.seal(passphrase), timestamp, sign),
Okexv3WebSocketClient.URL);
String message = String.format("{\"op\":\"login\",\"args\":[\"%s\",\"%s\",\"%s\",\"%s\"]}",
access, passphrase, timestamp, sign);
this.client.send(message);
}
@Override
public void closed() {
this.connected = false;
if (!this.dead) {
this.client.connect();
}
}
@Override
protected void send(String message) {
super.commandLog(message, Okexv3WebSocketClient.URL);
this.client.send(message);
}
@Override
public void ping() {
// okhttp 30s 未收消息会关闭连接
// 所以定时发个命令，也算是接收消息了
if (this.limit.timeout(true)) {
this.client.send(ALIVE);
}
}
@Override
protected void transform(String message) {
JSONObject r = JSON.parseObject(message);
if (r.containsKey(EVENT)) {
switch (r.getString(EVENT)) {
case "subscribe":
this.log.info("{} subscribe success: {}", super.symbol, message);
return;
case "unsubscribe":
this.log.info("{} unsubscribe success: {}", super.symbol, message);
return;
case "login":
if (r.containsKey(SUCCESS) && r.getBoolean(SUCCESS)) {
this.log.info("{} {} login success: {}", Seal.seal(super.access), super.symbol, message);
Account account = ExchangeManager.getHttpExchange(ExchangeName.OKEXV3, this.log)
.getAccount(ExchangeInfo.ticker(super.symbol, super.access, super.secret));
if (null != account) {
this.base = account.getBase();
this.count = account.getQuote();
}
this.login = true;
this.loginCommands.forEach(this::send);
}
return;
case "error":
if (r.containsKey(ERROR_CODE)) {
switch (r.getInteger(ERROR_CODE)) {
case ERROR_CODE_LOGGED_OUT:
this.login = false;
this.login();
break;
case ERROR_CODE_LOGGED_IN:
this.login = true;
return;
case ERROR_CODE_ERROR_COMMAND:
if (r.getString(MESSAGE).endsWith(ALIVE)) {
this.limit.update();
return;
}
default:
}
}
default:
}
}
if (r.containsKey(TABLE)) {
String table = r.getString(TABLE);
switch (table) {
case "spot/ticker":
// 解析Ticker
this.transformTicker(r);
return;
case "spot/depth":
// 解析Depth
if (this.transformDepth(r)) {
return;
}
super.limit.update();
break;
case "spot/trade":
// 解析Trades
this.transformTrades(r);
return;
case "spot/account":
// 解析account
log.info("account: {}", message);
this.transformAccount(r);
return;
case "spot/order":
// 解析Trades
this.transformOrders(r);
return;
default:
}
if (table.startsWith(KLINE_START)) {
this.transformKlines(table, r);
return;
}
}
this.log.error("can not transform: {}", message);
}
private void transformOrders(JSONObject r) {
Orders orders = Okexv3Util.parseOrders(r.getJSONArray("data"));
if (exist(orders)) {
super.onOrders(orders);
}
super.limit.update();
}
private void transformAccount(JSONObject r) {
Balance balance = Okexv3Util.parseBalance(r.getJSONArray("data").getString(0),
r.getJSONArray("data").getJSONObject(0));
if (exist(balance)) {
boolean update = false;
if (super.symbol.startsWith(balance.getCurrency())) {
this.base = balance;
update = true;
} else if (super.symbol.endsWith(balance.getCurrency())) {
this.count = balance;
update = true;
}
if (update) {
super.onAccount(new Account(System.currentTimeMillis(), this.base, this.count));
}
}
super.limit.update();
}
private void transformTrades(JSONObject r) {
Trades trades = Okexv3Util.parseTrades(r.getJSONArray("data"));
if (exist(trades)) {
super.onTrades(trades);
}
super.limit.update();
}
private boolean transformDepth(JSONObject r) {
String action = r.getString("action");
if (PARTIAL.equals(action) || UPDATE.equals(action)) {
try {
if (this.depthLock.tryLock(TRY_TIME, TimeUnit.MILLISECONDS)) {
try {
Depth depth = null;
r = r.getJSONArray("data").getJSONObject(0);
if (PARTIAL.equals(action)) {
// 全更新
depth = Okexv3Util.parseDepth(r);
this.depthLimit.update();
this.updateLocalRows(depth.getAsks().getList(), depth.getBids().getList());
} else {
// 部分更新
Long time = r.getDate("timestamp").getTime();
// 把更新的替换
List<Row> asks = CommonUtil.parseRowsByIndex(r.getJSONArray("asks"));
List<Row> bids = CommonUtil.parseRowsByIndex(r.getJSONArray("bids"));
asks.forEach(row -> this.asks.put(row.getPrice(), row));
bids.forEach(row -> this.bids.put(row.getPrice(), row));
// 排序过滤
asks = this.asks.values().stream()
.filter(row -> 0 < row.getAmount().compareTo(BigDecimal.ZERO))
.sorted(Comparator.comparing(Row::getPrice))
.limit(MAX)
.collect(Collectors.toList());
bids = this.bids.values().stream()
.filter(row -> 0 < row.getAmount().compareTo(BigDecimal.ZERO))
.sorted((r1, r2) -> r2.getPrice().compareTo(r1.getPrice()))
.limit(MAX)
.collect(Collectors.toList());
boolean check = this.depthCheckSum(asks, bids, r);
if (check) {
depth = new Depth(time, new Rows(asks), new Rows(bids));
}
this.updateLocalRows(asks, bids);
}
if (exist(depth)) {
super.onDepth(depth);
}
super.limit.update();
return true;
} finally {
this.depthLock.unlock();
}
}
} catch (InterruptedException e) {
e.printStackTrace();
}
}
return false;
}
private boolean depthCheckSum(List<Row> asks, List<Row> bids, JSONObject r) {
// 检查
// 校验个数
int size = 25;
StringBuilder sb = new StringBuilder();
for (int i = 0; i < size; i++) {
if (i < bids.size()) {
// COLON ':'
sb.append(bids.get(i).getPrice().toPlainString())
.append(COLON)
.append(bids.get(i).getAmount().toPlainString())
.append(COLON);
}
if (i < asks.size()) {
// COLON ':'
sb.append(asks.get(i).getPrice().toPlainString())
.append(COLON)
.append(asks.get(i).getAmount().toPlainString())
.append(COLON);
}
}
if (0 < sb.length()
&& COLON == sb.charAt(sb.length() - 1)
&& r.containsKey(CHECK_SUM)) {
sb.deleteCharAt(sb.length() - 1);
long check = Okexv3WebSocketClient.crc32(sb.toString().getBytes());
Long checkSum = r.getLong(CHECK_SUM);
if (check != checkSum) {
// 校验不通过
if (this.depthLimit.timeout(true)) {
// 如果10s都不是完全正确的，则强制注册推送完整版
this.send("subscribe", "spot/depth", false);
return false;
}
}
}
this.depthLimit.update();
return true;
}
private static long crc32(byte[] data) {
CRC32 crc32 = new CRC32();
crc32.update(data);
return crc32.getValue();
}
private void updateLocalRows(List<Row> asks, List<Row> bids) {
this.asks.clear();
asks.forEach(row -> this.asks.put(row.getPrice(), row));
this.bids.clear();
bids.forEach(row -> this.bids.put(row.getPrice(), row));
}
private void transformKlines(String table, JSONObject r) {
String type = table.substring(11);
type = type.substring(0, type.length() - 1);
Period period = Period.parse(Integer.valueOf(type));
String result = r.getJSONArray("data").getJSONObject(0).getString("candle");
Kline kline = Okexv3Util.parseKline(result,
r.getJSONArray("data").getJSONObject(0).getJSONArray("candle"));
if (exist(kline)) {
Klines klines = this.onKline(kline, period);
if (null != klines) {
super.onKlines(klines, period);
}
}
super.limit.update();
}
private void transformTicker(JSONObject r) {
String result = r.getJSONArray("data").getString(0);
Ticker ticker = Okexv3Util.parseTicker(result,
r.getJSONArray("data").getJSONObject(0));
if (exist(ticker)) {
super.onTicker(ticker);
}
super.limit.update();
}
/**
* 尝试时间
*/
private static final long TRY_TIME = 3000;
/**
* k线保留最大长度
*/
private static final int MAX = 200;
/**
* 构造Klines
* @param kline 最新的k线
* @param period 周期
* @return 100根k线
*/
private Klines onKline(Kline kline, Period period) {
Lock lock = this.klinesLocks.computeIfAbsent(period, p -> new ReentrantLock());
try {
if (lock.tryLock(TRY_TIME, TimeUnit.MILLISECONDS)) {
try {
ConcurrentLinkedDeque<Kline> klines =
this.klines.computeIfAbsent(period, p -> new ConcurrentLinkedDeque<>());
if (klines.isEmpty()) {
// 如果没有k线，则通过http方式获取
try {
Klines cs = ExchangeManager.getHttpExchange(ExchangeName.OKEXV3, this.log)
.getKlines(ExchangeInfo.klines(super.symbol, "", "", period));
klines.addAll(cs.getList());
} catch (Exception e) {
e.printStackTrace();
this.log.error(e.getMessage());
}
}
if (klines.isEmpty()) {
klines.add(kline);
} else {
// 取出第1根，比较时间，相同则替换，不相同则插入，然后判断长度，
Kline c = klines.peek();
if (c.getTime().equals(kline.getTime())) {
// 相同
klines.poll();
klines.addFirst(kline);
} else {
klines.addFirst(kline);
while (MAX < klines.size()) {
klines.pollLast();
}
}
}
return new Klines(new ArrayList<>(klines));
} finally {
lock.unlock();
}
}
} catch (InterruptedException e) {
e.printStackTrace();
this.log.error(e.getMessage());
}
return null;
}
@Override
public void close(int code, String reason) {
this.dead = true;
this.client.close(code, reason);
}
/**
* 统一发送信息
* @param command 命令 subscribe unsubscribe
* @param channel 订阅类型 spot/ticker spot/candle60s 等
*/
private void send(String command, String channel, boolean record) {
String symbol = super.symbol.replace("_", "-");
String message = String.format("{\"op\":\"%s\",\"args\":[\"%s:%s\"]}", command, channel, symbol);
super.commandLog(message, Okexv3WebSocketClient.URL);
if (record) {
this.commands.add(message);
}
if (this.connected) {
this.send(message);
}
}
@Override
protected void askTicker() {
this.send("subscribe", "spot/ticker", true);
}
@Override
public void noTicker() {
this.send("unsubscribe", "spot/ticker", true);
}
@Override
protected void askKlines(Period period) {
String channel = Okexv3WebSocketClient.getChannel(period);
this.send("subscribe", channel, true);
}
/**
* 获取K线channel
* @param period 周期
* @return channel
*/
private static String getChannel(Period period) {
/*
* swap/candle60s // 1分钟k线数据频道
* swap/candle180s // 3分钟k线数据频道
* swap/candle300s // 5分钟k线数据频道
* swap/candle900s // 15分钟k线数据频道
* swap/candle1800s // 30分钟k线数据频道
* swap/candle3600s // 1小时k线数据频道
* swap/candle7200s // 2小时k线数据频道
* swap/candle14400s // 4小时k线数据频道
* swap/candle21600 // 6小时k线数据频道
* swap/candle43200s // 12小时k线数据频道
* swap/candle86400s // 1day k线数据频道
* swap/candle604800s // 1week k线数据频道
*/
Integer granularity = Okexv3Util.getPeriod(period);
if (null == granularity) {
throw new ExchangeException(ExchangeError.PERIOD,
"OKEx is not supported for period: " + period.name());
}
return "spot/candle" + granularity + "s";
}
@Override
public void noKlines(Period period) {
String channel = Okexv3WebSocketClient.getChannel(period);
this.send("unsubscribe", channel, true);
}
@Override
protected void askDepth() {
this.send("subscribe", "spot/depth", true);
}
@Override
public void noDepth() {
this.send("unsubscribe", "spot/depth", true);
}
@Override
protected void askTrades() {
this.send("subscribe", "spot/trade", true);
}
@Override
public void noTrades() {
this.send("unsubscribe", "spot/trade", true);
}
@Override
protected void askAccount() {
// this.askTicker();
String[] split = CommonUtil.split(super.symbol);
String message1 = "{\"op\": \"subscribe\", \"args\": [\"spot/account:" + split[0] + "\"]}";
String message2 = "{\"op\": \"subscribe\", \"args\": [\"spot/account:" + split[1] + "\"]}";
this.loginCommand(message1);
this.loginCommand(message2);
}
private void loginCommand(String command) {
this.loginCommands.add(command);
if (this.login) {
super.commandLog(command, Okexv3WebSocketClient.URL);
this.send(command);
}
}
@Override
public void noAccount() {
String[] split = CommonUtil.split(super.symbol);
String message1 = "{\"op\": \"unsubscribe\", \"args\": [\"spot/account:" + split[0] + "\"]}";
String message2 = "{\"op\": \"unsubscribe\", \"args\": [\"spot/account:" + split[1] + "\"]}";
this.loginCommand(message1);
this.loginCommand(message2);
}
@Override
protected void askOrders() {
String message = "{\"op\":\"subscribe\",\"args\":[\"spot/order:"
+ super.symbol.replace("_", "-") + "\"]}";
this.loginCommands.add(message);
this.send(message);
}
@Override
public void noOrders() {
String message = "{\"op\":\"unsubscribe\",\"args\":[\"spot/order:"
+ super.symbol.replace("_", "-") + "\"]}";
this.loginCommands.add(message);
this.send(message);
}
// ================= tools =================
private static final String EVENT = "event";
private static final String TABLE = "table";
private static final String MESSAGE = "message";
private static final String ALIVE = "alive";
private static final String KLINE_START = "spot/candle";
private static final String PARTIAL = "partial";
private static final String UPDATE = "update";
private static final char COLON = ':';
private static final String CHECK_SUM = "checksum";
private static final String SUCCESS = "success";
private static final String ERROR_CODE = "errorCode";
private static final int ERROR_CODE_LOGGED_OUT = 30041;
private static final int ERROR_CODE_LOGGED_IN = 30042;
private static final int ERROR_CODE_ERROR_COMMAND = 30039;
}
| 23,125 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Md5Util.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/util/Md5Util.java | package cqt.goai.exchange.util;
import java.security.MessageDigest;
import java.security.NoSuchAlgorithmException;
/**
* @author GOAi
* @description
*/
public class Md5Util {
private static final char[] HEX_DIGITS = { '0', '1', '2', '3', '4', '5',
'6', '7', '8', '9', 'A', 'B', 'C', 'D', 'E', 'F' };
public static String md5(String str) {
try {
if (str == null || str.trim().length() == 0) {
return "";
}
byte[] bytes = str.getBytes();
MessageDigest messageDigest = MessageDigest.getInstance("MD5");
messageDigest.update(bytes);
bytes = messageDigest.digest();
StringBuilder sb = new StringBuilder();
for (byte b : bytes) {
sb.append(HEX_DIGITS[(b & 0xf0) >> 4]).append(HEX_DIGITS[b & 0xf]);
}
return sb.toString();
} catch (NoSuchAlgorithmException e) {
e.printStackTrace();
}
return "";
}
// public static String md5(String str) {
// return md5(str).toLowerCase();
// }
}
| 1,115 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
CompleteList.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/util/CompleteList.java | package cqt.goai.exchange.util;
import cqt.goai.exchange.Action;
import java.util.*;
import java.util.stream.Stream;
import static cqt.goai.exchange.Action.*;
/**
* 便捷标识交易所接口的完成情况
* @author GOAi
*/
public class CompleteList {
public static Action[] ALL;
public static Action[] MARKET;
public static Action[] ACCOUNT;
public static Action[] TRADE;
public static Action[] ORDER;
public static Action[] PUSH;
static {
MARKET = new Action[]{TICKER, KLINES, DEPTH, TRADES};
ACCOUNT = new Action[]{BALANCES, Action.ACCOUNT};
TRADE = new Action[]{PRECISIONS, PRECISION, BUY_LIMIT, SELL_LIMIT,
BUY_MARKET, SELL_MARKET, MULTI_BUY, MULTI_SELL, CANCEL_ORDER, CANCEL_ORDERS};
ORDER = new Action[]{ORDERS, HISTORY_ORDERS, Action.ORDER, ORDER_DETAILS};
PUSH = new Action[]{ON_TICKER, ON_KLINES, ON_DEPTH, ON_TRADES, ON_ACCOUNT, ON_ORDERS};
Set<Action> list = new HashSet<>();
list.addAll(Arrays.asList(MARKET));
list.addAll(Arrays.asList(ACCOUNT));
list.addAll(Arrays.asList(TRADE));
list.addAll(Arrays.asList(ORDER));
list.addAll(Arrays.asList(PUSH));
ALL = list.toArray(new Action[]{});
}
public static Action[] include(Object... actions) {
Set<Action> set = new HashSet<>();
for (Object o : actions) {
if (o instanceof Action) {
set.add((Action) o);
} else if ("Action[]".equals(o.getClass().getSimpleName())
&& o.getClass().getComponentType() == Action.class) {
set.addAll(Arrays.asList((Action[]) o));
}
}
return set.toArray(new Action[]{});
}
public static Action[] exclude(Action[] exclude) {
Set<Action> all = new HashSet<>(Arrays.asList(ALL));
Stream.of(exclude).forEach(all::remove);
return all.toArray(new Action[]{});
}
public static Action[] exclude(Object... actions) {
Action[] exclude = CompleteList.include(actions);
Set<Action> all = new HashSet<>(Arrays.asList(ALL));
Stream.of(exclude).forEach(all::remove);
return all.toArray(new Action[]{});
}
}
| 2,240 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
RateLimit.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/util/RateLimit.java | package cqt.goai.exchange.util;
/**
* 频率限制
* 2种限制
* 1. 主动推送限制频率，limit毫秒内只有一次
* 2. 超时限制，推送则更新，30s未推送需要重连
*
* @author GOAi
*/
public class RateLimit {
/**
* 无限制
*/
public static final RateLimit NO = new RateLimit(0);
/**
* 上次true时间
* 这里判断时间应当非常快没有阻塞的，就不考虑并发问题了，反正限制的频率都是主动推送，不必那么精确的
* AtomicLong 和 Lock 都可以实现并发安全，但是得不偿失，因为即使多推送一次，无伤大雅
*/
private long last;
/**
* 频率限制，若为5000，则在下个5000毫秒内，不会返回true
*/
private final long limit;
private RateLimit(long limit) {
this.limit = limit;
this.last = 0;
}
/**
* 获取实例
* @param milliseconds 毫秒
* @return 实例
*/
public static RateLimit limit(long milliseconds) {
return new RateLimit(milliseconds);
}
public static RateLimit second() { return new RateLimit(1000); }
public static RateLimit second5() { return new RateLimit(1000 * 5); }
public static RateLimit second10() { return new RateLimit(1000 * 10); }
public static RateLimit second15() { return new RateLimit(1000 * 15); }
public static RateLimit second20() { return new RateLimit(1000 * 20); }
public static RateLimit second30() { return new RateLimit(1000 * 30); }
public static RateLimit second3() { return new RateLimit(1000 * 3); }
public static RateLimit second13() { return new RateLimit(1000 * 13); }
public static RateLimit second23() { return new RateLimit(1000 * 23); }
/**
* limit内不会再次返回true
* @param update 是否更新
* @return 是否到了下一次
*/
public boolean timeout(boolean update) {
if (limit <= 0) {
return true;
}
long now = System.currentTimeMillis();
boolean result = last + limit < now;
if (update && result) {
this.last = now;
}
return result;
}
/**
* limit内不会再次返回true
* @return 是否到了下一次
*/
public boolean timeout() {
return this.timeout(true);
}
/**
* 更新时间, 收到消息更新一下
*/
public void update() {
this.last = System.currentTimeMillis();
}
/**
* 是否有限制
* @return 是否有限制
*/
public boolean isLimit() {
return 0 < this.limit;
}
@Override
public String toString() {
return "RateLimit{" +
"limit=" + limit +
'}';
}
}
| 2,771 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Seal.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/util/Seal.java | package cqt.goai.exchange.util;
import static dive.common.util.Util.useful;
/**
* 隐藏字符串
* @author GOAi
*/
public class Seal {
/**
* 隐藏字符串
*/
public static String seal(String secret) {
if (!useful(secret)) {
return "";
}
int length = secret.length();
switch (length) {
case 1: return "*";
case 2: return "**";
default:
}
int margin = 5;
int div = length / 3;
if (margin <= div) {
return secret.substring(0, margin)
+ getStar(length - margin * 2)
+ secret.substring(length - margin);
} else {
return secret.substring(0, div)
+ getStar(length - div * 2)
+ secret.substring(length - div);
}
}
/**
* 获取指定长度的*
*/
private static String getStar(int length) {
StringBuilder sb = new StringBuilder();
while (sb.length() < length) {
sb.append("*");
}
return sb.toString();
}
}
| 1,128 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
OkhttpWebSocket.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/util/OkhttpWebSocket.java | package cqt.goai.exchange.util;
import okhttp3.*;
import okio.ByteString;
import org.slf4j.Logger;
import java.util.function.Consumer;
import java.util.function.Function;
/**
* 推送回调
* @author GOAi
*/
public class OkhttpWebSocket extends WebSocketListener {
private static final OkHttpClient OKHTTP_CLIENT = new OkHttpClient();
/**
* 连接url
*/
private final String url;
/**
* 收到消息转码方式
*/
private final Function<ByteString, String> decode;
/**
* 连接开始
*/
private final Runnable open;
/**
* 接收消息，转码后，交给谁
*/
private final Consumer<String> receive;
/**
* 断开后回调
*/
private final Runnable closed;
/**
* 日志
*/
private Logger log;
/**
* 连接对象
*/
private WebSocket webSocket;
public OkhttpWebSocket(String url, Function<ByteString, String> decode, Runnable open,
Consumer<String> receive, Runnable closed, Logger log) {
this.url = url;
this.decode = decode;
this.open = open;
this.receive = receive;
this.closed = closed;
this.log = log;
this.connect();
}
/**
* 连接
*/
public void connect() {
if (null != this.webSocket) {
this.webSocket.cancel();
this.webSocket = null;
}
OKHTTP_CLIENT.newWebSocket(new Request.Builder()
.url(this.url)
.build(), this);
}
/**
* 打开连接回调
*/
@Override
public void onOpen(WebSocket webSocket, Response response) {
this.webSocket = webSocket;
if (null != this.open) {
this.open.run();
}
}
/**
* 发送消息
* @param message 消息
*/
public void send(String message) {
if (null != this.webSocket) {
this.webSocket.send(message);
}
}
/**
* 收到消息
*/
@Override
public void onMessage(WebSocket webSocket, ByteString bytes) {
if (null != this.receive) {
String message = this.decode.apply(bytes);
this.receive.accept(message);
}
}
/**
* 连接正在关闭
*/
@Override
public void onClosing(WebSocket webSocket, int code, String reason) {
super.onClosing(webSocket, code, reason);
this.log.info("onClosing --> {} {} {}", webSocket, code, reason);
if (null != this.closed) {
this.closed.run();
}
}
/**
* 连接关闭回调
*/
@Override
public void onClosed(WebSocket webSocket, int code, String reason) {
super.onClosed(webSocket, code, reason);
this.log.info("onClosed --> {} {} {}", webSocket, code, reason);
if (null != this.closed) {
this.closed.run();
}
}
@Override
public void onFailure(WebSocket webSocket, Throwable t, Response response) {
super.onFailure(webSocket, t, response);
t.printStackTrace();
this.log.info("onFailure --> {} {} {}", webSocket, t, response);
if (null != this.closed) {
this.closed.run();
}
}
/**
* 主动断开
* @param code code
* @param reason reason
*/
public void close(int code, String reason) {
if (null != this.webSocket) {
this.webSocket.close(code, reason);
}
}
}
| 3,514 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
CommonUtil.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/util/CommonUtil.java | package cqt.goai.exchange.util;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.exchange.ExchangeException;
import cqt.goai.model.enums.Side;
import cqt.goai.model.enums.State;
import cqt.goai.model.enums.Type;
import cqt.goai.model.market.*;
import cqt.goai.model.trade.Order;
import cqt.goai.model.trade.OrderDetail;
import cqt.goai.model.trade.Precision;
import dive.common.crypto.HexUtil;
import dive.http.common.model.Parameter;
import javax.crypto.Mac;
import javax.crypto.spec.SecretKeySpec;
import java.math.BigDecimal;
import java.security.InvalidKeyException;
import java.security.NoSuchAlgorithmException;
import java.util.ArrayList;
import java.util.LinkedList;
import java.util.List;
import java.util.stream.Collectors;
import static dive.common.math.BigDecimalUtil.greater;
import static dive.common.util.Util.useful;
import static java.math.BigDecimal.ZERO;
/**
* 公共工具类
*
* @author GOAi
*/
public class CommonUtil {
public static final BigDecimal THOUSAND = new BigDecimal("1000");
private static final String ALGORITHM_SHA256 = "SHA-256";
/**
* 统一获取Ticker
*
* @param result 原始文件
* @param r json
* @param time 时间
* @param open 开 键名
* @param high 高 键名
* @param low 低 键名
* @param last 收 键名
* @param volume 量 键名
* @return Ticker
*/
public static Ticker parseTicker(String result, JSONObject r, Long time, String open,
String high, String low, String last, String volume) {
return new Ticker(result,
time,
getBigDecimal(r, open),
getBigDecimal(r, high),
getBigDecimal(r, low),
getBigDecimal(r, last),
getBigDecimal(r, volume));
}
/**
* 读取指定属性
*
* @param r json
* @param name 名称
* @return BigDecimal
*/
private static BigDecimal getBigDecimal(JSONObject r, String name) {
return null != name && r.containsKey(name) ? r.getBigDecimal(name) : null;
}
/**
* 根据序号解析Kline
*
* @param result 原始文件
* @param r array
* @param time 时间
* @return Kline
*/
public static Kline parseKlineByIndex(String result, JSONArray r, Long time, int first) {
BigDecimal open = r.getBigDecimal(first);
BigDecimal high = r.getBigDecimal(first + 1);
BigDecimal low = r.getBigDecimal(first + 2);
BigDecimal close = r.getBigDecimal(first + 3);
BigDecimal volume = r.getBigDecimal(first + 4);
return new Kline(result, time, open, high, low, close, volume);
}
/**
* 解析档位
*
* @param result 元素数据
* @param row 数组
* @return 档位
*/
public static Row parseRowByIndex(String result, JSONArray row) {
BigDecimal price = row.getBigDecimal(0);
BigDecimal amount = row.getBigDecimal(1);
return new Row(result, price, amount);
}
/**
* 解析rows
*/
public static List<Row> parseRowsByIndex(JSONArray rs) {
List<Row> rows = new ArrayList<>(rs.size());
for (int i = 0, l = rs.size(); i < l; i++) {
rows.add(CommonUtil.parseRowByIndex(rs.getString(i), rs.getJSONArray(i)));
}
return rows;
}
/**
* 统一解析Depth
* @param time 时间
* @param asks 卖盘
* @param bids 买盘
* @return Depth
*/
public static Depth parseDepthByIndex(Long time, JSONArray asks, JSONArray bids) {
return new Depth(time,
new Rows(CommonUtil.parseRowsByIndex(asks)),
new Rows(CommonUtil.parseRowsByIndex(bids)));
}
/**
* 解析档位
*
* @param result 元素数据
* @param row 数组
* @return 档位
*/
public static Row parseRowByKey(String result, JSONObject row) {
return new Row(result, row.getBigDecimal("price"), row.getBigDecimal("amount"));
}
/**
* 解析订单
* @param result 原始数据
* @param r json
* @param time 时间
* @param side 方向
* @param type 类型
* @param state 状态
* @param idKey id键名
* @param priceKey 价格键名
* @param amountKey 数量键名
* @param dealKey 已成交数量键名
* @param averageKey 均价键名
* @return Order
*/
public static Order parseOrder(String result, JSONObject r, Long time, Side side, Type type, State state,
String idKey, String priceKey, String amountKey,
String dealKey, String averageKey) {
String id = r.getString(idKey);
BigDecimal price = getBigDecimal(r, priceKey);
BigDecimal amount = getBigDecimal(r, amountKey);
BigDecimal deal = getBigDecimal(r, dealKey);
BigDecimal average = getBigDecimal(r, averageKey);
if (state == State.CANCEL && null != deal && greater(deal, ZERO)) {
state = State.UNDONE;
}
return new Order(result, time, id, side, type, state, price, amount, deal, average);
}
/**
* 经常需要对下划线分割
*
* @param content 分割内容
* @param first true 第一个_分割，false 最后一个_分割
*/
public static String[] split(String content, boolean first) {
if (useful(content)) {
int i = first ? content.indexOf("_") : content.lastIndexOf("_");
if (0 < i) {
return new String[]{content.substring(0, i), content.substring(i + 1)};
}
}
throw new ExchangeException("can not split content: " + content);
}
/**
* 经常需要对下划线分割
*/
public static String[] split(String content) {
return CommonUtil.split(content, true);
}
/**
* 订单排序方法
*
* @param o1 o1
* @param o2 o2
* @return 排序
*/
public static int sortOrder(Order o1, Order o2) {
return o2.getTime().compareTo(o1.getTime());
}
/**
* 订单排序方法
*
* @param d1 d1
* @param d2 d2
* @return 排序
*/
public static int sortOrderDetail(OrderDetail d1, OrderDetail d2) {
return d2.getTime().compareTo(d1.getTime());
}
/**
* 添加参数
*
* @param parameter 参数对象
* @param others 其他内容
*/
public static void addOtherParameter(Parameter parameter, Object[] others) {
for (int i = 0; i < others.length; i++) {
parameter.add((String) others[i], others[++i]);
}
}
/**
* 添加其他参数
*
* @param parameter 参数对象
* @param others 其他内容
* @return 排序后json
*/
public static String addOtherParameterToJson(Parameter parameter, Object[] others) {
CommonUtil.addOtherParameter(parameter, others);
return parameter.sort().json(JSON::toJSONString);
}
/**
* hmac sha384
*
* @param message 信息
* @param secret 秘钥
* @return 加密结果
*/
public static String hmacSha384(String message, String secret) {
Exception exception = null;
try {
Mac mac = Mac.getInstance("HmacSHA384");
SecretKeySpec secretKeySpec = new SecretKeySpec(secret.getBytes(), "HmacSHA384");
mac.init(secretKeySpec);
return HexUtil.hexEncode(mac.doFinal(message.getBytes()), false);
} catch (NoSuchAlgorithmException ignored) {
} catch (InvalidKeyException e) {
e.printStackTrace();
exception = e;
}
throw new ExchangeException("hmacSha384 error.", exception);
}
/**
* hmac HmacSHA256
*
* @param message 信息
* @param secret 秘钥
* @return 加密结果
*/
public static String hmacSha256(String message, String secret) {
Exception exception = null;
try {
Mac mac = Mac.getInstance("HmacSHA256");
SecretKeySpec secretKeySpec = new SecretKeySpec(secret.getBytes(), "HmacSHA256");
mac.init(secretKeySpec);
return HexUtil.hexEncode(mac.doFinal(message.getBytes()), false);
} catch (NoSuchAlgorithmException ignored) {
} catch (InvalidKeyException e) {
e.printStackTrace();
exception = e;
}
throw new ExchangeException("hmacSha256 error.", exception);
}
/**
* 从深度信息解析精度
*
* @param depth 深度
* @param symbol 币对
* @return 精度
*/
public static Precision parsePrecisionByDepth(Depth depth, String symbol) {
int base = 0;
int count = 0;
List<Row> rows = depth.getAsks().getList();
rows.addAll(depth.getBids().getList());
for (Row r : rows) {
int c = r.getPrice().scale();
int b = r.getAmount().scale();
if (count < c) {
count = c;
}
if (base < b) {
base = b;
}
}
return new Precision(null, symbol, base, count, null, null,
null, null, null, null);
}
/**
* 按大小分割
* @param list 列表
* @param max 最大数量
* @param <T> 基础类型
* @return 分割后流
*/
public static <T> List<List<T>> split(List<T> list, int max) {
List<List<T>> split = new LinkedList<>();
for (int i = 0; i < list.size() / max + 1; i++) {
List<T> temp = list.stream()
.skip(i * max)
.limit(max)
.collect(Collectors.toList());
if (!temp.isEmpty()) {
split.add(temp);
}
}
return split;
}
}
| 10,065 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
BitfinexUtil.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/util/bitfinex/BitfinexUtil.java | package cqt.goai.exchange.util.bitfinex;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.exchange.util.CommonUtil;
import cqt.goai.model.enums.Period;
import cqt.goai.model.enums.Side;
import cqt.goai.model.enums.State;
import cqt.goai.model.enums.Type;
import cqt.goai.model.market.*;
import cqt.goai.model.trade.Balance;
import cqt.goai.model.trade.Order;
import cqt.goai.model.trade.OrderDetail;
import cqt.goai.model.trade.Precision;
import dive.common.math.BigDecimalUtil;
import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.List;
import static dive.common.math.BigDecimalUtil.*;
/**
* @author
*/
public class BitfinexUtil {
private static final String EXCHANGE_LIMIT = "exchange limit";
private static final String EXCHANGE_MARKET = "exchange market";
private static final String EXCHANGE_FOK = "exchange fill-or-kill";
/**
* bitfinex 的周期换算
*
* @param period 周期
* @return 周期长度 秒
*/
public static String getPeriod(Period period) {
switch (period) {
// '1m', '5m', '15m', '30m', '1h', '3h', '6h', '12h', '1D', '7D', '14D', '1M'
case MIN1:
return "1m";
// case MIN3: return "3m";
case MIN5:
return "5m";
case MIN15:
return "15m";
case MIN30:
return "30m";
case HOUR1:
return "1h";
// case HOUR2: return "2h";
case HOUR3:
return "3h";
// case HOUR4: return "4h";
case HOUR6:
return "6h";
case HOUR12:
return "12h";
case DAY1:
return "1D";
// case DAY3: return "3D";
case WEEK1:
return "7D";
case WEEK2:
return "14D";
case MONTH1:
return "1M";
default:
return null;
}
}
/**
* 统一解析Depth
*/
public static Depth parseDepth(JSONObject r) {
Long[] time = new Long[]{0L};
List<Row> asks = BitfinexUtil.parseRows(r.getJSONArray("asks"), time);
List<Row> bids = BitfinexUtil.parseRows(r.getJSONArray("bids"), time);
return new Depth(time[0], new Rows(asks), new Rows(bids));
}
/**
* 解析rows
*/
private static List<Row> parseRows(JSONArray rs, Long[] time) {
List<Row> rows = new ArrayList<>(rs.size());
for (int i = 0, l = rs.size(); i < l; i++) {
JSONObject t = rs.getJSONObject(i);
rows.add(CommonUtil.parseRowByKey(rs.getString(i), t));
Long timestamp = t.getBigDecimal("timestamp").multiply(CommonUtil.THOUSAND).longValue();
if (time[0] < timestamp) {
time[0] = timestamp;
}
}
return rows;
}
/**
* 统一解析Trades
*/
public static Trades parseTrades(JSONArray r) {
List<Trade> trades = new ArrayList<>(r.size());
for (int i = 0; i < r.size(); i++) {
JSONObject t = r.getJSONObject(i);
/*{
"timestamp":1548042361,
"tid":333729405,
"price":"3584.3",
"amount":"0.015",
"exchange":"bitfinex",
"type":"sell"
},*/
Long time = t.getLong("timestamp");
String id = t.getString("tid");
Side side = Side.valueOf(t.getString("type").toUpperCase());
BigDecimal price = t.getBigDecimal("price");
BigDecimal amount = t.getBigDecimal("amount");
trades.add(new Trade(r.getString(i), time, id, side, price, amount));
}
return new Trades(trades);
}
/**
* 解析所有余额
* @param array 数组
* @return 余额列表
*/
public static List<Balance> parseBalances(JSONArray array) {
List<Balance> balances = new ArrayList<>(array.size());
for (int i = 0, l = array.size(); i < l; i++) {
balances.add(BitfinexUtil.parseBalance(array.getString(i), array.getJSONObject(i)));
}
return balances;
}
/**
* 解析单个币种余额
*
* @param result 原始数据
* @param r json
* @return Balance
*/
private static Balance parseBalance(String result, JSONObject r) {
/*
{
"type":"exchange",
"currency":"ltc",
"amount":"0.11996",
"available":"0.11996"
}
*/
String coin = r.getString("currency").toUpperCase();
BigDecimal free = r.getBigDecimal("available");
BigDecimal frozen = sub(r.getBigDecimal("amount"), free);
return new Balance(result, coin, free, frozen);
}
private static final String CANCELLED = "is_cancelled";
private static final String LIVE = "is_live";
/**
* 统一解析order
* @param result 原始文件
* @param o json
* @return Order
*/
public static Order parseOrder(String result, JSONObject o) {
/*
{
"id":21597779146,
"cid":26899733859,
"cid_date":"2019-01-18",
"gid":null,
"symbol":"ltcusd",
"exchange":"bitfinex",
"price":"26.0",
"avg_execution_price":"0.0",
"side":"buy",
"type":"exchange limit",
"timestamp":"1547796500.0",
"is_live":true,
"is_cancelled":false,
"is_hidden":false,
"oco_order":null,
"was_forced":false,
"original_amount":"0.4",
"remaining_amount":"0.4",
"executed_amount":"0.0",
"src":"api"
}
*/
Long time = o.getBigDecimal("timestamp").multiply(CommonUtil.THOUSAND).longValue();
String id = o.getString("id");
Side side = Side.valueOf(o.getString("side").toUpperCase());
String t = o.getString("type");
Type type = null;
if (EXCHANGE_LIMIT.equals(t)) {
type = Type.LIMIT;
} else if (EXCHANGE_MARKET.equals(t)) {
type = Type.MARKET;
} else if (EXCHANGE_FOK.equals(t)) {
type = Type.FILL_OR_KILL;
}
State state;
BigDecimal price = o.getBigDecimal("price");
BigDecimal amount = o.getBigDecimal("original_amount");
BigDecimal deal = o.getBigDecimal("executed_amount");
BigDecimal average = o.getBigDecimal("avg_execution_price");
if (o.getBoolean(CANCELLED)) {
state = State.CANCEL;
if (greater(deal, BigDecimalUtil.ZERO)) {
state = State.UNDONE;
}
} else if (o.getBoolean(LIVE)) {
state = State.SUBMIT;
if (greater(deal, BigDecimalUtil.ZERO)) {
state = State.PARTIAL;
}
if (greaterOrEqual(deal, amount)) {
state = State.FILLED;
}
} else {
state = State.FILLED;
}
return new Order(result, time, id, side, type, state, price, amount, deal, average);
}
/**
* [
* 21597693840, ID int64 Order ID
* null, GID int Group ID
* 26665933660, CID int Client Order ID
* "tLTCUSD", SYMBOL string Pair (tBTCUSD, …)
* 1547796266000, MTS_CREATE int Millisecond timestamp of creation
* 1547796266000, MTS_UPDATE int Millisecond timestamp of update
* 0, AMOUNT float Remaining amount.
* -0.4, AMOUNT_ORIG float Original amount, positive means buy, negative means sell.
* "EXCHANGE LIMIT", TYPE string The type of the order: LIMIT, MARKET, STOP, TRAILING STOP, EXCHANGE MARKET, EXCHANGE LIMIT, EXCHANGE STOP, EXCHANGE TRAILING STOP, FOK, EXCHANGE FOK.
* null, TYPE_PREV string Previous order type
* null, _PLACEHOLDER,
* null, _PLACEHOLDER,
* "0", FLAGS int Upcoming Params Object (stay tuned)
* "EXECUTED @ 31.962(-0.4)", ORDER_STATUS string Order Status: ACTIVE, EXECUTED, PARTIALLY FILLED, CANCELED
* null, _PLACEHOLDER,
* null, _PLACEHOLDER,
* 30, PRICE float Price
* 31.962, PRICE_AVG float Average price
* 0, PRICE_TRAILING float The trailing price
* 0, PRICE_AUX_LIMIT float Auxiliary Limit price (for STOP LIMIT)
* null, _PLACEHOLDER,
* null, _PLACEHOLDER,
* null, _PLACEHOLDER,
* 0, NOTIFY int 1 if Notify flag is active, 0 if not
* 0, HIDDEN int 1 if Hidden, 0 if not hidden
* null, PLACED_ID int If another order caused this order to be placed (OCO) this will be that other order's ID
* null,
* null,
* "API>BFX",
* null,
* null,
* null
* ]
* @param result 原始数据
* @return 订单列表
*/
public static List<Order> parseOrders(String result) {
JSONArray r = JSON.parseArray(result);
List<Order> orders = new ArrayList<>(r.size());
for (int i = 0; i < r.size(); i++) {
JSONArray t = r.getJSONArray(i);
String data = r.getString(i);
Long time = t.getLong(4);
String id = t.getString(0);
Side side = null;
Double s = t.getDouble(7);
if (0 < s) {
side = Side.BUY;
} else if (s < 0) {
side = Side.SELL;
}
Type type = null;
String orderType = t.getString(8);
if ("EXCHANGE LIMIT".equals(orderType)) {
type = Type.LIMIT;
} else if ("EXCHANGE MARKET".equals(orderType)) {
type = Type.MARKET;
} else if ("EXCHANGE FOK".equals(orderType)) {
type = Type.FILL_OR_KILL;
}
State state = null;
String orderState = t.getString(13);
if (orderState.contains("ACTIVE")) {
state = State.SUBMIT;
} else if (orderState.contains("EXECUTED")) {
state = State.FILLED;
} else if (orderState.contains("PARTIALLY FILLED")) {
state = State.UNDONE;
} else if (orderState.contains("CANCELED")) {
state = State.CANCEL;
}
BigDecimal price = t.getBigDecimal(16);
BigDecimal amount = t.getBigDecimal(7).abs();
BigDecimal deal = amount.subtract(t.getBigDecimal(6).abs());
BigDecimal average = t.getBigDecimal(17);
if (state == State.SUBMIT && greater(deal, BigDecimal.ZERO)) {
state = State.PARTIAL;
}
if (state == State.CANCEL && greater(deal, BigDecimal.ZERO)) {
state = State.UNDONE;
}
orders.add(new Order(data, time, id, side, type, state, price, amount, deal, average));
}
return orders;
}
/**
* 解析订单详情
* [
* 333168795, ID integer Trade database id
* "tLTCUSD", PAIR string Pair (BTCUSD, …)
* 1547796266000, MTS_CREATE integer Execution timestamp
* 21597693840, ORDER_ID integer Order id
* -0.4, EXEC_AMOUNT float Positive means buy, negative means sell
* 31.962, EXEC_PRICE float Execution price
* null, _PLACEHOLDER,
* null, _PLACEHOLDER,
* -1, MAKER int 1 if true, -1 if false
* -0.0255696, FEE float Fee
* "USD" FEE_CURRENCY string Fee currency
* ]
* @param result 元素数据
* @return 订单详情列表
*/
public static List<OrderDetail> parseOrderDetails(String result) {
JSONArray r = JSON.parseArray(result);
List<OrderDetail> details = new ArrayList<>(r.size());
for (int i = 0; i < r.size(); i++) {
JSONArray t = r.getJSONArray(i);
String data = r.getString(i);
Long time = t.getLong(2);
String orderId = t.getString(3);
String detailId = t.getString(0);
BigDecimal price = t.getBigDecimal(5);
BigDecimal amount = t.getBigDecimal(4).abs();
BigDecimal fee = t.getBigDecimal(9).abs();
String feeCurrency = t.getString(10);
details.add(new OrderDetail(data, time, orderId, detailId, price, amount, fee, feeCurrency));
}
return details;
}
/**
* 解析币对精度信息
* @param result 原始数据
* @return 精度列表
*/
public static List<Precision> parsePrecisions(String result) {
JSONArray r = JSON.parseArray(result);
List<Precision> precisions = new ArrayList<>(r.size());
for (int i = 0; i < r.size(); i++) {
/*
* {
* "pair":"vsyusd",
* "price_precision":5,
* "initial_margin":"30.0",
* "minimum_margin":"15.0",
* "maximum_order_size":"50000.0",
* "minimum_order_size":"0.001",
* "expiration":"NA",
* "margin":false
* }
* "pair":"btcusd",
"price_precision":5,
"initial_margin":"30.0",
"minimum_margin":"15.0",
"maximum_order_size":"2000.0",
"minimum_order_size":"0.004",
"expiration":"NA",
"margin":true
*/
JSONObject t = r.getJSONObject(i);
String data = r.getString(i);
String symbol = new StringBuilder(t.getString("pair").toUpperCase())
.insert(3, "_").toString();
// Integer base = null;
Integer count = t.getInteger("price_precision");
// BigDecimal baseStep = null;
// BigDecimal countStep = null;
BigDecimal minBase = t.getBigDecimal("minimum_order_size");
// BigDecimal minCount = null;
BigDecimal maxBase = t.getBigDecimal("maximum_order_size");
// BigDecimal maxCount = null;
precisions.add(new Precision(data, symbol, null, count,
null, null, minBase, null, maxBase, null));
}
return precisions;
}
}
| 14,996 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Okexv3Util.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/util/okexv3/Okexv3Util.java | package cqt.goai.exchange.util.okexv3;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.exchange.util.CommonUtil;
import cqt.goai.model.enums.Period;
import cqt.goai.model.enums.Side;
import cqt.goai.model.enums.State;
import cqt.goai.model.enums.Type;
import cqt.goai.model.market.*;
import cqt.goai.model.trade.Balance;
import cqt.goai.model.trade.Order;
import cqt.goai.model.trade.Orders;
import okio.ByteString;
import org.apache.commons.compress.compressors.deflate64.Deflate64CompressorInputStream;
import java.io.ByteArrayInputStream;
import java.io.ByteArrayOutputStream;
import java.io.IOException;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.LinkedList;
import java.util.List;
import java.util.stream.Collectors;
import static dive.common.math.BigDecimalUtil.div;
import static dive.common.math.BigDecimalUtil.greater;
import static java.math.BigDecimal.ZERO;
/**
* @author GOAi
*/
public class Okexv3Util {
/**
* okexv3 的周期换算
* @param period 周期
* @return 周期长度 秒
*/
public static Integer getPeriod(Period period) {
switch (period) {
case MIN1:
case MIN3:
case MIN5:
case MIN15:
case MIN30:
case HOUR1:
case HOUR2:
// case HOUR3 : return 7200;
case HOUR4:
case HOUR6:
case HOUR12:
case DAY1:
// case DAY3 : return 604800;
case WEEK1:
return period.getValue();
// case WEEK2 : return 604800;
// case MONTH1 : return 604800;
default:
return null;
}
}
/**
* http 和 ws 解析方式相同
* @param result 原始文件
* @param r json
* @return Ticker
*/
public static Ticker parseTicker(String result, JSONObject r) {
/* {
* "instrument_id":"ETH-USDT",
* "last":"131.6299",
* "best_bid":"131.6299",
* "best_ask":"131.6857",
* "open_24h":"149.8823",
* "high_24h":"150.5",
* "low_24h":"130.9743",
* "base_volume_24h":"879069.0066515",
* "quote_volume_24h":"124634731.57238156",
* "timestamp":"2019-01-10T09:26:55.932Z"
* }
*/
Long time = r.getDate("timestamp").getTime();
BigDecimal open = r.getBigDecimal("open_24h");
BigDecimal high = r.getBigDecimal("high_24h");
BigDecimal low = r.getBigDecimal("low_24h");
BigDecimal last = r.getBigDecimal("last");
BigDecimal volume = r.getBigDecimal("base_volume_24h");
return new Ticker(result, time, open, high, low, last, volume);
}
/**
* ws 解析方式
* @param result 原始文件
* @param r json
* @return Kline
*/
public static Kline parseKline(String result, JSONArray r) {
/* {"candle":
* ["2019-01-15T09:51:00.000Z",
* "3594.0579",
* "3595.5917",
* "3593.9239",
* "3595.5917",
* "19.24375778"],
* "instrument_id":"BTC-USDT"}
*/
Long time = r.getDate(0).getTime() / 1000;
return CommonUtil.parseKlineByIndex(result, r, time, 1);
}
/**
* 统一解析Depth
*/
public static Depth parseDepth(JSONObject r) {
Long time = r.getDate("timestamp").getTime();
return CommonUtil.parseDepthByIndex(time, r.getJSONArray("asks"), r.getJSONArray("bids"));
}
/**
* 统一解析Trades
*/
public static Trades parseTrades(JSONArray r) {
List<Trade> trades = new ArrayList<>(r.size());
for (int i = 0, l = r.size(); i < l; i++) {
/*
* [
* {
* "time":"2019-01-11T14:02:02.536Z",
* "timestamp":"2019-01-11T14:02:02.536Z",
* "trade_id":"861471459",
* "price":"3578.8482",
* "size":"0.0394402",
* "side":"sell"
* },
*/
JSONObject t = r.getJSONObject(i);
Long time = t.getDate("timestamp").getTime();
String id = t.getString("trade_id");
Side side = Side.valueOf(t.getString("side").toUpperCase());
BigDecimal price = t.getBigDecimal("price");
BigDecimal amount = t.getBigDecimal("size");
Trade trade = new Trade(r.getString(i), time, id, side, price, amount);
trades.add(trade);
}
return new Trades(trades.stream()
.sorted((t1, t2) -> t2.getTime().compareTo(t1.getTime()))
.collect(Collectors.toList()));
}
/**
* 解析单个币种余额
*
* @param result 原始数据
* @param r json
* @return Balance
*/
public static Balance parseBalance(String result, JSONObject r) {
/*
* {
* "frozen":"0",
* "hold":"0",
* "id":"6278097",
* "currency":"USDT",
* "balance":"127.613453580677953",
* "available":"127.613453580677953",
* "holds":"0"
* }
*/
return new Balance(result, r.getString("currency"),
r.getBigDecimal("available"), r.getBigDecimal("hold"));
}
/**
* 解析Order
* @param result 原始数据
* @param t json
* @return Order
*/
public static Order parseOrder(String result, JSONObject t) {
/*
* {
* "order_id": "125678",
* "notional": "12.4",
* "price": "0.10000000",
* "size": "0.01000000",
* "instrument_id": "BTC-USDT",
* "side": "buy",
* "type": "limit",
* "timestamp": "2016-12-08T20:02:28.538Z",
* "filled_size": "0.00000000",
* "filled_notional": "0.0000000000000000",
* "status": "open"
* }
*/
Long time = t.getDate("timestamp").getTime();
String id = t.getString("order_id");
Side side = Side.valueOf(t.getString("side").toUpperCase());
Type type = Type.valueOf(t.getString("type").toUpperCase());
State state = null;
switch (t.getString("status")) {
case "open":
state = State.SUBMIT;
break;
case "part_filled":
state = State.PARTIAL;
break;
case "canceling":
state = State.CANCEL;
break;
case "filled":
state = State.FILLED;
break;
case "cancelled":
state = State.CANCEL;
break;
case "failure":
state = State.CANCEL;
break;
case "ordering":
state = State.SUBMIT;
break;
default:
}
BigDecimal price = t.getBigDecimal("price");
BigDecimal amount = t.getBigDecimal("size");
BigDecimal deal = t.getBigDecimal("filled_size");
BigDecimal average = ZERO;
if (greater(deal, ZERO)) {
average = div(t.getBigDecimal("filled_notional"), deal, 8, RoundingMode.HALF_UP);
if (State.CANCEL.equals(state)) {
state = State.UNDONE;
}
}
return new Order(result, time, id, side, type, state, price, amount, deal, average);
}
/**
* 统一解析orders
* @param r json
* @return orders
*/
public static Orders parseOrders(JSONArray r) {
List<Order> orders = new LinkedList<>();
for (int i = 0; i< r.size(); i++) {
orders.add(Okexv3Util.parseOrder(r.getString(i), r.getJSONObject(i)));
}
return new Orders(orders);
}
/**
* WebSocket解压缩函数
* @param bytes 压缩字符串
* @return 解压缩后结果
*/
public static String uncompress(ByteString bytes) {
try (final ByteArrayOutputStream out = new ByteArrayOutputStream();
final ByteArrayInputStream in = new ByteArrayInputStream(bytes.toByteArray());
final Deflate64CompressorInputStream zin = new Deflate64CompressorInputStream(in)) {
final byte[] buffer = new byte[1024];
int offset;
while (-1 != (offset = zin.read(buffer))) {
out.write(buffer, 0, offset);
}
return out.toString();
} catch (final IOException e) {
throw new RuntimeException(e);
}
}
}
| 8,805 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
HoubiProUtil.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/exchange/src/main/java/cqt/goai/exchange/util/huobi/pro/HoubiProUtil.java | package cqt.goai.exchange.util.huobi.pro;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.exchange.util.CommonUtil;
import cqt.goai.model.enums.Period;
import cqt.goai.model.enums.Side;
import cqt.goai.model.market.*;
import cqt.goai.model.trade.*;
import lombok.extern.slf4j.Slf4j;
import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
/**
* @author GOAi
*/
@Slf4j
public class HoubiProUtil {
private static final String OK = "ok";
private static final String STATUS = "status";
private static final String DATA = "data";
/**
* 解析Ticker
* {
* "status":"ok",
* "ch":"market.btcusdt.detail.merged",
* "ts":1549000056454,
* "tick":{
* "amount":15726.99857982195,
* "open":3465.23,
* "close":3420,
* "high":3479.57,
* "id":100158976057,
* "count":155478,
* "low":3402.52,
* "version":100158976057,
* "ask":[
* 3420,
* 16.61527792397661
* ],
* "vol":53984154.95959691,
* "bid":[
* 3419.99,
* 2.9407
* ]
* }
* }
* @param result 原始数据
* @return Ticker
*/
public static Ticker parseTicker(String result) {
JSONObject r = JSON.parseObject(result);
if (OK.equals(r.getString(STATUS))) {
Long time = r.getLong("ts");
return CommonUtil.parseTicker(result, r.getJSONObject("tick"), time,
"open", "high", "low", "close", "amount");
}
return null;
}
/**
* 火币 的周期换算
*
* @param period 周期
* @return 周期长度 秒
*/
public static String getPeriod(Period period) {
switch (period) {
case MIN1: return "1min";
// case MIN3: return "3min";
case MIN5: return "5min";
case MIN15: return "15min";
case MIN30: return "30min";
case HOUR1: return "60min";
// case HOUR2: return "2hour";
// case HOUR3: return "3hour";
// case HOUR4: return "4hour";
// case HOUR6: return "6hour";
// case HOUR12: return "12hour";
case DAY1: return "1day";
// case DAY3: return "3day";
case WEEK1: return "1week";
// case WEEK2: return "2week";
case MONTH1: return "1mon";
default: return null;
}
}
/**
* 解析 K线
* {
* "id":1549000800,
* "open":3418.43,
* "close":3418.44,
* "low":3418.43,
* "high":3418.44,
* "amount":0.33941184633926585,
* "vol":1160.258958,
* "count":11
* }
* @param result 原始数据
* @return Klines
*/
public static Klines parseKlines(String result) {
JSONObject r = JSON.parseObject(result);
if (OK.equals(r.getString(STATUS))) {
JSONArray data = r.getJSONArray(DATA);
List<Kline> klines = new ArrayList<>(data.size());
for (int i = 0; i < data.size(); i++) {
JSONObject t = data.getJSONObject(i);
Long time = t.getLong("id");
BigDecimal open = t.getBigDecimal("open");
BigDecimal high = t.getBigDecimal("high");
BigDecimal low = t.getBigDecimal("low");
BigDecimal close = t.getBigDecimal("close");
BigDecimal volume = t.getBigDecimal("amount");
klines.add(new Kline(data.getString(i), time, open, high, low, close, volume));
}
return new Klines(klines);
}
return null;
}
/**
* 解析 深度
* {
* "status":"ok",
* "ch":"market.btcusdt.depth.step0",
* "ts":1549001152532,
* "tick":{
* "bids":[
* [
* 3415.41,
* 0.0183
* ], ...
* ],
* "asks":[
* [
* 3415.96,
* 0.0542
* ], ...
* ],
* "ts":1549001152017,
* "version":100159087527
* }
* }
* @param result 原始数据
* @return Depth
*/
public static Depth parseDepth(String result) {
JSONObject r = JSON.parseObject(result);
if (OK.equals(r.getString(STATUS))) {
JSONObject tick = r.getJSONObject("tick");
Long time = tick.getLong("ts");
return CommonUtil.parseDepthByIndex(time,
tick.getJSONArray("asks"),
tick.getJSONArray("bids"));
}
return null;
}
/**
* 解析 行情
*
* @param result 原始数据
* @return Trades
*/
public static Trades parseTrades(String result) {
JSONObject r = JSON.parseObject(result);
if (OK.equals(r.getString(STATUS))) {
JSONArray data = r.getJSONArray(DATA);
List<Trade> trades = new ArrayList<>(data.size());
for (int i = 0; i < data.size(); i++) {
JSONObject t = data.getJSONObject(i).getJSONArray(DATA).getJSONObject(0);
/*
* {
* "id":100159178954,
* "ts":1549002100105,
* "data":[
* {
* "amount":0.009000000000000000,
* "ts":1549002100105,
* "id":10015917895423497145394,
* "price":3414.610000000000000000,
* "direction":"buy"
* }
* ]
* }
*/
Long time = t.getLong("ts");
String id = t.getString("id");
Side side = Side.valueOf(t.getString("direction").toUpperCase());
BigDecimal price = t.getBigDecimal("price");
BigDecimal amount = t.getBigDecimal("amount");
Trade trade = new Trade(data.getJSONObject(i).getString(DATA),
time, id, side, price, amount);
trades.add(trade);
}
return new Trades(trades);
}
return null;
}
/**
* 解析所有币的余额
*
* @param result 原始数据
* @return Balances
*/
public static Balances parseBalances(String result) {
JSONObject r = JSON.parseObject(result);
if (OK.equals(r.getString(STATUS))) {
JSONArray list = r.getJSONObject("data").getJSONArray("list");
int size = list.size() / 2;
List<Balance> balances = new ArrayList<>(size);
Map<String, JSONObject> free = new HashMap<>(size);
Map<String, JSONObject> frozen = new HashMap<>(size);
for (int i = 0; i < list.size(); i++) {
JSONObject t = list.getJSONObject(i);
String coin = t.getString("currency").toUpperCase();
String type = t.getString("type");
if ("trade".equals(type)) {
free.put(coin, t);
} else if ("frozen".equals(type)) {
frozen.put(coin, t);
}
}
for (String coin : free.keySet()) {
JSONObject f1 = free.get(coin);
JSONObject f2 = frozen.get(coin);
balances.add(new Balance("[" + f1.toJSONString() + "," + f2.toJSONString() + "]",
coin, f1.getBigDecimal("balance"), f2.getBigDecimal("balance")));
}
return new Balances(balances);
}
return null;
}
/**
* 解析 币对余额
* 单独写 不用解析所有的币了
* @param result 原始数据
* @param symbol 币对
* @return Account
*/
public static Account parseAccount(String result, String symbol) {
JSONObject r = JSON.parseObject(result);
if (OK.equals(r.getString(STATUS))) {
JSONArray list = r.getJSONObject("data").getJSONArray("list");
JSONObject freeBase = null;
JSONObject frozenBase = null;
JSONObject freeCount = null;
JSONObject frozenCount = null;
String[] symbols = symbol.split("_");
String base = symbols[0].toLowerCase();
String count = symbols[1].toLowerCase();
for (int i = 0; i < list.size(); i++) {
JSONObject t = list.getJSONObject(i);
String coin = t.getString("currency");
String type = t.getString("type");
if (base.equals(coin)) {
if ("trade".equals(type)) {
freeBase = t;
} else if ("frozen".equals(type)) {
frozenBase = t;
}
} else if (count.equals(coin)) {
if ("trade".equals(type)) {
freeCount = t;
} else if ("frozen".equals(type)) {
frozenCount = t;
}
}
}
if (null != freeBase && null != frozenBase && null != freeCount && null != frozenCount) {
return new Account(System.currentTimeMillis(),
new Balance("[" + freeBase.toJSONString() + "," + frozenBase.toJSONString() + "]",
base.toUpperCase(), freeBase.getBigDecimal("balance"), frozenBase.getBigDecimal("balance")),
new Balance("[" + freeCount.toJSONString() + "," + frozenCount.toJSONString() + "]",
count.toUpperCase(), freeCount.getBigDecimal("balance"), frozenCount.getBigDecimal("balance")));
}
}
return null;
}
/**
* 解析 精度
*
* @param result 原始信息
* @return 解析结果
*/
public static Precisions parsePrecisions(String result) {
JSONObject r = JSON.parseObject(result);
if (OK.equals(r.getString(STATUS))) {
JSONArray data = r.getJSONArray(DATA);
List<Precision> precisions = new ArrayList<>(data.size());
for (int i = 0; i < data.size(); i++) {
JSONObject t = data.getJSONObject(i);
String symbol = t.getString("base-currency") + "_" + t.getString("quote-currency");
symbol = symbol.toUpperCase();
Integer base = t.getInteger("amount-precision");
Integer count = t.getInteger("price-precision");
Precision precision = new Precision(data.getString(i), symbol,
base, count,
null, null,
null, null,
null, null);
precisions.add(precision);
}
return new Precisions(precisions);
}
return null;
}
/**
* 解析单个精度
* @param result 请求结果
* @param symbol 解析币对
* @return 精度
*/
public static Precision parsePrecision(String result, String symbol) {
JSONObject r = JSON.parseObject(result);
if (OK.equals(r.getString(STATUS))) {
JSONArray data = r.getJSONArray(DATA);
for (int i = 0; i < data.size(); i++) {
JSONObject t = data.getJSONObject(i);
if (symbol.equalsIgnoreCase(t.getString("symbol"))) {
symbol = t.getString("base-currency") + "_" + t.getString("quote-currency");
symbol = symbol.toUpperCase();
Integer base = t.getInteger("amount-precision");
Integer count = t.getInteger("price-precision");
return new Precision(data.getString(i), symbol,
base, count,
null, null,
null, null,
null, null);
}
}
}
return null;
}
}
| 12,438 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Application.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/Application.java | package cqt.goai.run;
import cqt.goai.run.main.Minister;
/**
* 启动类
*
* @author GOAi
*/
public class Application {
/**
* 主启动函数
* @param args 启动参数
*/
public static void main(String[] args) {
Minister.run(args);
}
}
| 280 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
RunTask.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/main/RunTask.java | package cqt.goai.run.main;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.model.market.Depth;
import cqt.goai.model.market.Klines;
import cqt.goai.model.market.Ticker;
import cqt.goai.model.market.Trades;
import cqt.goai.model.trade.Account;
import cqt.goai.model.trade.Orders;
import cqt.goai.run.exchange.Exchange;
import cqt.goai.run.notice.BaseNotice;
import cqt.goai.run.notice.Notice;
import dive.cache.mime.PersistCache;
import dive.common.util.DateUtil;
import dive.common.util.TryUtil;
import org.slf4j.Logger;
import java.io.*;
import java.util.Date;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
import java.util.function.Function;
import java.util.function.Supplier;
/**
* 抽象任务类
*
* @author GOAi
*/
public class RunTask {
/**
* 是否准备好推送，init方法结束后设置为true
*/
private Boolean ready = false;
/**
* 准备好了才推送
*/
final Supplier<Boolean> isReady = () -> this.ready;
/**
* 原始日志工具
*/
private Logger originLog;
/**
* 用户日志
*/
protected Logger log;
/**
* 通知对象
*/
protected Notice notice;
/**
* 配置名称
*/
protected String strategyName;
/**
* 本实例id
*/
protected Integer id;
/**
* 本实例配置
*/
protected JSONObject config;
/**
* 默认e
*/
protected Exchange e;
/**
* 获取exchange 参数为json字符串
* {"name":"xxx","symbol":"BTC_USD","access":"xxx","secret":"xxx"}
*/
protected Function<String, Exchange> getExchange;
public RunTask() {}
/**
* 初始化设置
* @param strategyName 配置名称
* @param id 实例id
* @param config 实例配置
*/
void init(String strategyName, Integer id, JSONObject config, Logger log, List<BaseNotice> notices) {
this.originLog = log;
this.log = new UserLogger(log);
this.notice = new Notice(log, notices);
this.strategyName = strategyName;
this.id = id;
this.config = config;
}
/**
* 初始化方法
*/
protected void init() {}
/**
* 默认循环
*/
protected void loop() {}
/**
* 退出方法
*/
protected void destroy() {}
/**
* 重写该方法，可自动对e进行主动推送Ticker
* @param ticker 主动推送的ticker
*/
protected void onTicker(Ticker ticker) { }
/**
* 重写该方法，可自动对e进行主动推送Klines
* K线是1分钟K线，100个
* @param klines K线
*/
protected void onKlines(Klines klines) { }
/**
* 重写该方法，可自动对e进行主动推送Depth
* @param depth 盘口深度
*/
protected void onDepth(Depth depth) { }
/**
* 重写该方法，可自动对e进行主动推送Trades
* @param trades 交易信息
*/
protected void onTrades(Trades trades) { }
/**
* 重写该方法，可自动对e进行主动推送币对余额
* @param account 币对余额
*/
protected void onAccount(Account account) { }
/**
* 重写该方法，可自动对e进行主动推送Orders
* @param orders 订单信息
*/
protected void onOrders(Orders orders) { }
void setGetExchange(Function<String, Exchange> getExchange) {
this.getExchange = getExchange;
}
/**
* 睡眠一段时间
* @param millis 毫秒
*/
protected void sleep(long millis) {
try {
Thread.sleep(millis);
} catch (InterruptedException e) {
e.printStackTrace();
}
}
/**
* 重试获取
* @param supplier 获取函数
* @param times 次数
* @param millis 失败暂停时间
* @param <T> 结果对象
* @return 结果
*/
protected <T> T retry(Supplier<T> supplier, int times, long millis) {
return TryUtil.retry(supplier, times, () -> this.sleep(millis));
}
/**
* 重试获取
* @param supplier 获取函数
* @param times 次数
* @param <T> 结果对象
* @return 结果
*/
protected <T> T retry(Supplier<T> supplier, int times) {
return retry(supplier, times, 3000);
}
/**
* 重试获取
* @param supplier 获取函数
* @param <T> 结果对象
* @return 结果
*/
protected <T> T retry(Supplier<T> supplier) {
return retry(supplier, 5, 1000);
}
// ============================
/**
* 全局持久化
*/
private static final PersistCache<String, Serializable> PERSIST_CACHE = new PersistCache<>(".global");
/**
* 全局保存
* @param key 键
* @param value 值
*/
protected void global(String key, Serializable value) {
PERSIST_CACHE.set(key, value);
}
/**
* 读取值
* @param key 键
* @param <T> 值类型
* @return 读取的值
*/
@SuppressWarnings("unchecked")
protected <T> T global(String key) {
return (T) PERSIST_CACHE.get(key);
}
/**
* 持久化缓存
*/
private PersistCache<String, Serializable> persistCache;
/**
* 初始化缓存
*/
private void initPersistCache() {
if (null == this.persistCache) {
synchronized (this) {
if (null == this.persistCache) {
this.persistCache = new PersistCache<>(".global_" + id);
}
}
}
}
/**
* 实例内保存
* @param key 键
* @param value 值
*/
protected void store(String key, Serializable value) {
this.initPersistCache();
this.persistCache.set(key, value);
}
/**
* 读取值
* @param key 键
* @param <T> 值类型
* @return 读取的值
*/
@SuppressWarnings("unchecked")
protected <T> T store(String key) {
this.initPersistCache();
return (T) this.persistCache.get(key);
}
/**
* 实时信息保存路径
*/
private static final String PATH_REALTIME = ".realtime";
static {
File file = new File(PATH_REALTIME);
if (!file.exists()) {
boolean result = file.mkdir();
if (!result) {
throw new RuntimeException("can not create dir: " + PATH_REALTIME);
}
}
}
/**
* 存储实时信息
* @param key 键
* @param value 值
*/
protected void show(String key, Object value) {
String message = JSON.toJSONString(value);
File file = new File(PATH_REALTIME + "/" + key);
if (!file.exists()) {
try {
boolean result = file.createNewFile();
if (!result) {
throw new RuntimeException("can not create file: " + file.getPath());
}
} catch (IOException e1) {
e1.printStackTrace();
}
}
FileOutputStream os = null;
try {
os = new FileOutputStream(file, false);
os.write(message.getBytes());
} catch (IOException e1) {
e1.printStackTrace();
} finally {
if (null != os) {
try {
os.close();
} catch (IOException e1) {
e1.printStackTrace();
}
}
}
}
/**
* 默认值保存的实时信息
* @param value 值
*/
protected void show(String value) {
Map<String, String> map = new HashMap<>(2);
map.put("type", "string");
map.put("value", value);
this.show(".default", map);
}
/**
* 默认值保存的实时表格信息
* @param comment 描述信息
* @param headers 表头
* @param lists 每一行
*/
protected void show(String comment, List<String> headers, List<Object>... lists) {
Map<String, Object> map = new HashMap<>(4);
map.put("type", "table");
map.put("comment", comment);
map.put("header", headers);
map.put("value", lists);
this.show(".default", map);
}
/**
* 输出盈利的时间序列数据
* @param profit 盈利
*/
protected void profit(double profit) {
String date = DateUtil.formatISO8601(new Date());
String p = String.format("%8.8f", profit);
String message = date + " " + p;
this.originLog.info("PROFIT {}", message);
File file = new File(".profit");
try (FileWriter fw = new FileWriter(file, true)){
fw.write(message + "\n");
} catch (IOException e) {
e.printStackTrace();
}
}
}
| 8,866 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Minister.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/main/Minister.java | package cqt.goai.run.main;
import ch.qos.logback.classic.Level;
import ch.qos.logback.classic.LoggerContext;
import ch.qos.logback.classic.encoder.PatternLayoutEncoder;
import ch.qos.logback.classic.spi.ILoggingEvent;
import ch.qos.logback.core.rolling.RollingFileAppender;
import ch.qos.logback.core.rolling.TimeBasedRollingPolicy;
import ch.qos.logback.core.util.OptionHelper;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.exchange.ExchangeException;
import cqt.goai.exchange.ExchangeUtil;
import cqt.goai.model.other.RunInfo;
import cqt.goai.model.other.RunState;
import cqt.goai.run.Application;
import cqt.goai.run.annotation.Scheduled;
import cqt.goai.run.annotation.ScheduledScope;
import cqt.goai.run.notice.BaseNotice;
import cqt.goai.run.notice.EmailNotice;
import cqt.goai.run.notice.TelegramNotice;
import dive.common.crypto.AESUtil;
import dive.common.crypto.DHUtil;
import dive.http.common.MimeRequest;
import dive.http.common.model.Parameter;
import lombok.extern.slf4j.Slf4j;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.yaml.snakeyaml.Yaml;
import java.io.File;
import java.io.FileInputStream;
import java.lang.management.ManagementFactory;
import java.lang.management.RuntimeMXBean;
import java.lang.reflect.Method;
import java.util.*;
import java.util.concurrent.*;
import java.util.stream.Collectors;
import static cqt.goai.run.main.Const.DEFAULT_SCHEDULED_METHOD;
import static cqt.goai.run.main.Const.LEFT_SQUARE_BRACKETS;
import static dive.common.util.Util.exist;
import static dive.common.util.Util.useful;
/**
* 管理类
*
* @author GOAi
*/
@Slf4j
public class Minister {
/**
* 单例
* Singleton Pattern 单例模式
* 只需要一个对象管理所有的配置和运行实例即可
*/
private static Minister instance;
/**
* 所有程序运行相关信息
*/
private final Secretary secretary = new Secretary();
/**
* 所有配置信息
* @author GOAi
*/
private class Secretary {
/**
* 标识系统状态，初始正在启动
*/
RunInfo runInfo = new RunInfo(System.currentTimeMillis(), RunState.STARTING);
/**
* 策略名称
*/
String strategyName = "";
/**
* 运行类名
*/
String className = null;
/**
* 是否以debug模式启动
*/
Boolean debug = false;
/**
* 多个实例配置
*/
Map<Integer, JSONObject> configs = new HashMap<>();
/**
* 运行类
*/
Class<?> taskClass = null;
/**
* 运行类中需要定时任务的方法
*/
List<MethodInfo> methods = new LinkedList<>();
/**
* 多个运行实例
*/
ConcurrentHashMap<Integer, TaskManager> managers = new ConcurrentHashMap<>();
/**
* 是否初始化完毕
*/
boolean ready = false;
private List<BaseNotice> notices;
}
private Minister() {} // 私有构造器
/**
* 获取单例
*/
static Minister getInstance() {
if (null == instance) {
synchronized (Minister.class) {
if (null == instance) {
instance = new Minister();
}
}
}
return instance;
}
boolean isDebug() {
return this.secretary.debug;
}
/**
* 运行入口
* @param args 启动参数
*/
public static void run(String[] args) {
Minister.pid();
Minister minister = getInstance();
// 处理配置
minister.config(args);
try {
minister.run(); // 运行
} catch (Exception e) {
e.printStackTrace();
log.error(e.getMessage());
minister.secretary.runInfo.setRunState(RunState.ERROR);
minister.secretary.runInfo.setEndTime(System.currentTimeMillis());
minister.updateRunInfo(minister.secretary.runInfo);
System.exit(-1);
}
}
/**
* 获取配置信息 2种获取配置的方式
* 1. args中的url参数
* 例: --url=http://localhost:7758/config?token=token
* 若配置--url表明从node请求获取配置信息
* 2. 指定配置文件
* 例: --name=/data/my_config.yml --> 全路径
* --name=my_config.yml --> 相对路径 运行jar同目录下的my_config.yml文件
* 若jar同目录下无该文件，则从resources获取
* 默认文件名为config.yml
* @param args 启动参数
*/
private void config(String[] args) {
this.updateRunInfo(this.secretary.runInfo);
// 尝试从网络获取配置
JSONObject config = this.getConfigByUrl(args);
if (!exist(config)) {
// 从本地获取配置
config = this.getConfigByLocal(args);
}
if (null != config) {
this.config(config);
} else {
String message = "config can not be null";
log.error(message);
throw new ExchangeException(message);
}
}
/**
* 尝试从网络获取配置
*/
private JSONObject getConfigByUrl(String[] args) {
// 若存在--url参数，从node处获取config
for (String arg : args) {
if (arg.startsWith(Const.START_URL)) {
String url = arg.substring(6);
log.info("config url --> {}", url);
String[] keys = DHUtil.dhKeyToBase64();
String pk = keys[0];
log.info("response config pk --> {}", pk);
String response = MimeRequest.builder()
.url(url)
.post()
.body(Parameter.build("pk", pk).json(JSON::toJSONString))
.execute(ExchangeUtil.OKHTTP);
if (!exist(response)) {
log.info("response data empty");
return new JSONObject();
}
JSONObject json = JSONObject.parseObject(response);
if(json.getInteger("code") != 200){
log.info("response data error ---> {}", response);
return new JSONObject();
}
String pubKey = Util.getParamByUrl(url, "key");
pubKey = new String(Base64.getDecoder().decode(pubKey));
String configs = AESUtil.aesDecryptByBase64(json.getString("data"),
DHUtil.aesKeyToBase64(pubKey, keys[1]));
if (json.containsKey("run_mode") && "debug".equals(json.getString("run_mode"))) {
log.info("configs -> {}", configs);
}
if (new File("debug").exists()) {
log.info("configs -> {}", configs);
}
return JSON.parseObject(configs);
}
}
return null;
}
/**
* 从本地文件获取配置
*/
private JSONObject getConfigByLocal(String[] args) {
// 默认配置文件名
String name = "config.yml";
// 若存在--name参数，更新配置文件名
for (String arg : args) {
if (arg.startsWith("--name=")) {
name = arg.substring(7);
log.info("config name change to: {}", name);
break;
}
}
log.info("load config from local");
// 查找同目录下config.yml文件
File file = new File(name);
if (file.isAbsolute()) {
// 若是绝对路径直接用
log.info("load file by --name: {}", name);
} else {
// 获取运行路径
String path = Application.class.getProtectionDomain()
.getCodeSource().getLocation().getPath();
final String split = "/";
if (!path.endsWith(split)) {
path = path.substring(0, path.lastIndexOf(split)) + split;
}
if (new File(path + name).exists()) {
log.info("load file {} : {}", name, path + name);
// 全路径
name = path + name;
file = new File(name);
} else {
// 调用resource下config文件
log.info("load file {} from resources", name);
}
}
Map map;
try {
if (file.isAbsolute()) {
map = new Yaml().load(new FileInputStream(file));
} else {
map = new Yaml().load(
Application.class.getClassLoader().getResourceAsStream(name));
}
} catch (Exception e) {
e.printStackTrace();
log.error(e.getMessage());
String message = String.format("load file %s failed.", name);
throw new RuntimeException(message);
}
return JSON.parseObject(JSON.toJSONString(map));
}
/**
* 处理配置文件
* @param config 配置文件
*/
private void config(JSONObject config) {
// 统一处理配置文件
// 获取简单的配置
this.configSimple(config);
this.configNotices(config);
// 获取每个实例的运行配置
this.configs(config);
}
/**
* 获取并设置简单的配置
*/
private void configSimple(JSONObject config) {
String strategyName = config.getString(Const.CONFIG_STRATEGY_NAME);
if (useful(strategyName)) {
this.secretary.strategyName = strategyName;
log.info("strategy name --> {}", strategyName);
} else {
throw new ExchangeException("config '" + Const.CONFIG_STRATEGY_NAME + "' can not be null");
}
String className = config.getString(Const.CONFIG_CLASS_NAME);
if (useful(className)) {
this.secretary.className = className;
log.info("task class name --> {}", className);
} else {
throw new ExchangeException("config '" + Const.CONFIG_CLASS_NAME + "' can not be null");
}
if (config.containsKey(Const.CONFIG_RUN_MODE) &&
"debug".equalsIgnoreCase(config.getString(Const.CONFIG_RUN_MODE))) {
this.secretary.debug = true;
log.info("config run mode --> {}", config.getString(Const.CONFIG_RUN_MODE));
}
}
/**
* 获取通知配置
* @param config 配置
*/
private void configNotices(JSONObject config) {
this.secretary.notices = new LinkedList<>();
if (config.containsKey("notices")) {
JSONArray ns = config.getJSONArray("notices");
for (int i = 0; i < ns.size(); i++) {
JSONObject c = ns.getJSONObject(i);
switch (c.getString("type")) {
case "email" : this.secretary.notices.add(new EmailNotice(log, this.secretary.strategyName, c)); break;
case "telegram" : this.secretary.notices.add(new TelegramNotice(log, this.secretary.strategyName, c)); break;
default:
}
}
}
}
/**
* 获取并配置每个配置实例
*/
private void configs(JSONObject config) {
String tempConfigs = config.getString(Const.CONFIG_CONFIGS);
if (tempConfigs.startsWith(LEFT_SQUARE_BRACKETS)) {
JSONArray configs = config.getJSONArray(Const.CONFIG_CONFIGS);
if (null == configs) {
throw new ExchangeException("configs in config can not be null");
}
for (int i = 0; i < configs.size(); i++) {
JSONObject c = configs.getJSONObject(i);
Integer id = c.getInteger("id");
if (null == id) {
log.error("can not mapping config, there is no id: {}", c);
continue;
}
if (id < 1) {
log.error("can not mapping config, id can not less then 1", c);
continue;
}
if (0 == i) {
this.getNotices(c);
}
this.secretary.configs.put(id, c);
}
} else {
Integer id = 1;
JSONObject c = config.getJSONObject(Const.CONFIG_CONFIGS);
this.getNotices(c);
this.secretary.configs.put(id, c);
}
log.info("config init configs size --> {}", this.secretary.configs.size());
}
/**
* 兼容以前的配置
* @param config 配置
*/
private void getNotices(JSONObject config) {
if (config.containsKey("telegramGroup")) {
JSONObject c = new JSONObject();
c.put("token", config.getString("telegramToken"));
c.put("chatId", config.getString("telegramGroup"));
this.secretary.notices.add(new TelegramNotice(log, this.secretary.strategyName,c));
}
}
/**
* 运行程序
*/
private void run() {
// 获取任务类信息
Class<?> taskClass;
try {
taskClass = Class.forName(this.secretary.className);
} catch (Exception e) {
throw new ExchangeException("can not find(load) class: " + this.secretary.className);
}
// 测试实例化对象和是否为RunTask子类
try {
Object test = taskClass.newInstance();
if (!(test instanceof RunTask)) {
String message = "task class must extends RunTask: " + this.secretary.className;
throw new ExchangeException(message);
}
} catch (InstantiationException | IllegalAccessException e) {
throw new ExchangeException(
"class must has public non-parameter constructor: " + this.secretary.className);
}
this.secretary.taskClass = taskClass;
// 检查定时任务
this.checkSchedules(taskClass);
this.checkSchedules(RunTask.class);
this.checkLoop();
// 启动任务
this.secretary.configs.forEach(this::checkTask);
log.info("start successful. instance size: {}", this.secretary.managers.size());
this.updateRunInfo(this.secretary.runInfo.setRunState(RunState.STARTED));
this.secretary.ready = true;
ScheduledExecutorService running = new ScheduledThreadPoolExecutor(1,
new ThreadPoolExecutor.DiscardPolicy());
//这个定时任务，让程序不停止，否则，没有运行实例定时任务，程序就会结束
running.scheduleAtFixedRate(this::checkManagers, 0, 1, TimeUnit.MINUTES);
// 关闭程序回调
Runtime.getRuntime().addShutdownHook(new Thread(
() -> {
// 修改状态 -> 停止中
this.updateRunInfo(this.secretary.runInfo.setRunState(RunState.STOPPING));
// 调用正在运行任务的停止方法
this.secretary.managers.values()
.parallelStream().forEach(TaskManager::destroy);
// 修改状态 -> 已停止
this.updateRunInfo(this.secretary.runInfo.setRunState(RunState.STOPPED));
running.shutdown();
}));
}
/**
* 把定时任务检索出来
*/
private void checkSchedules(Class<?> clazz) {
Method[] methods = clazz.getDeclaredMethods();
for (Method m : methods) {
if (m.getName().equals(DEFAULT_SCHEDULED_METHOD)) {
continue;
}
Scheduled[] schedules = m.getAnnotationsByType(Scheduled.class);
if (exist(schedules) && 0 < schedules.length) {
m.setAccessible(true);
List<ScheduledInfo> sis = new ArrayList<>(schedules.length);
for (Scheduled s : schedules) {
sis.add(new ScheduledInfo(s.cron(), s.fixedRate(), s.delay()));
}
if (!sis.isEmpty()) {
ScheduledScope scheduledScope = m.getAnnotation(ScheduledScope.class);
this.secretary.methods.add(new MethodInfo(m, null == scheduledScope ?
MethodScope.INSTANCE : scheduledScope.value(), sis));
}
}
}
}
/**
* 检查默认循环任务
*/
private void checkLoop() {
if (this.secretary.configs.isEmpty()) {
return;
}
try {
Method method = this.secretary.taskClass
.getDeclaredMethod(DEFAULT_SCHEDULED_METHOD);
ScheduledScope scheduledScope = method.getAnnotation(ScheduledScope.class);
method.setAccessible(true);
this.secretary.methods.add(new MethodInfo(method, null == scheduledScope ?
MethodScope.INSTANCE : scheduledScope.value(),
Collections.singletonList(new ScheduledInfo(null, 1000, 1000))));
} catch (NoSuchMethodException ignored) {
}
}
/**
* 启动一个实例
* @param id 配置id
* @param config 配置
*/
private void checkTask(Integer id, JSONObject config) {
ConcurrentHashMap<Integer, TaskManager> managers = this.secretary.managers;
if (id < 0) {
id = -id;
// 停止指定任务
if (managers.containsKey(id)) {
managers.get(id).destroy();
managers.remove(id);
}
return;
}
TaskManager manager = managers.get(id);
if (exist(manager)) {
// 如果已经有这个实例了，就关闭
manager.destroy();
}
try {
RunTask runTask = (RunTask) this.secretary.taskClass.newInstance();
// 统一的配置从这里设置
Logger log = this.initLog(id);
runTask.init(this.secretary.strategyName, id, config, log, this.secretary.notices);
manager = new TaskManager(id, runTask, log,
this.secretary.methods.stream().map(MethodInfo::copy).collect(Collectors.toList()),
this.secretary.debug);
} catch (Exception e) {
e.printStackTrace();
log.error(e.getMessage());
}
if (null != manager) {
managers.put(id, manager);
} else {
managers.remove(id);
}
}
/**
* 初始化日志
*/
private Logger initLog(Integer id) {
// 实例化log，每个实例存放地方不一致
ch.qos.logback.classic.Logger logger = ((ch.qos.logback.classic.Logger)
LoggerFactory.getLogger(this.secretary.strategyName + "-" + id));
LoggerContext context = logger.getLoggerContext();
TimeBasedRollingPolicy<ILoggingEvent> policy = new TimeBasedRollingPolicy<>();
policy.setFileNamePattern(OptionHelper.substVars(
"logs/past/" + id + "/%d{yyyy-MM-dd}.log.gz", context));
policy.setMaxHistory(31);
policy.setContext(context);
PatternLayoutEncoder encoder = new PatternLayoutEncoder();
encoder.setContext(context);
encoder.setPattern("%d{yyyy-MM-dd HH:mm:ss.SSS} %5level - [%thread] %logger : %msg%n");
RollingFileAppender<ILoggingEvent> appender = new RollingFileAppender<>();
appender.setContext(context);
appender.setName(this.secretary.strategyName + "-" + id);
appender.setFile(OptionHelper.substVars("logs/" + id + "/log.log", context));
appender.setAppend(true);
// 同一文件多输入完整检查
appender.setPrudent(false);
appender.setRollingPolicy(policy);
appender.setEncoder(encoder);
policy.setParent(appender);
policy.start();
encoder.start();
appender.start();
logger.setLevel(Level.INFO);
// 终端输出
logger.setAdditive(true);
logger.addAppender(appender);
return logger;
}
/**
* 核对检查运行状态，未运行的要运行，停止的要关闭
*/
private void checkManagers() {
Set<Integer> need = this.secretary.configs.keySet();
Set<Integer> running = this.secretary.configs.keySet();
Set<Integer> start = new HashSet<>();
Set<Integer> stop = new HashSet<>();
for (Integer id : need) {
if (!running.contains(id)) {
start.add(id);
}
}
for (Integer id : running) {
if (!need.contains(id)) {
stop.add(id);
}
}
start.forEach(id -> this.checkTask(id, this.secretary.configs.get(id)));
stop.forEach(id -> this.checkTask(-id, this.secretary.configs.get(id)));
}
/**
* 获取TaskManager
*/
Map<Integer, TaskManager> getManagers() {
return this.secretary.managers;
}
boolean isReady() {
return this.secretary.ready;
}
/**
* 更新系统状态
*/
private void updateRunInfo(RunInfo info) {
if (info.getRunState() == RunState.STOPPED) {
info.setEndTime(System.currentTimeMillis());
}
File file = new File(".run_info");
if (Util.checkFile(file)) {
Util.writeFile(file, JSON.toJSONString(info));
}
}
/**
* 是否正在停止
* @return 是否正在停止
*/
boolean isStopping() {
return this.secretary.runInfo.getRunState() == RunState.STOPPING;
}
// ==================== tools ====================
/**
* 输出程序启动的pid
*/
private static void pid() {
RuntimeMXBean runtime = ManagementFactory.getRuntimeMXBean();
String name = runtime.getName();
log.info("process mark: {}", name);
int index = name.indexOf("@");
if (index != -1) {
int pid = Integer.parseInt(name.substring(0, index));
getInstance().secretary.runInfo.setPid(pid);
log.info("process id: {}", pid);
File file = new File("PID");
if (Util.checkFile(file)) {
Util.writeFile(file, String.valueOf(pid));
}
}
}
}
| 22,617 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
UserLogger.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/main/UserLogger.java | package cqt.goai.run.main;
import org.slf4j.Logger;
import org.slf4j.Marker;
/**
* 用户的log
*
* @author GOAi
*/
public class UserLogger implements Logger {
private final Logger log;
public UserLogger(Logger log) {
this.log = log;
}
@Override
public String getName() {
return log.getName();
}
@Override
public boolean isTraceEnabled() {
return log.isTraceEnabled();
}
@Override
public void trace(String msg) {
log.trace("USER " + msg);
}
@Override
public void trace(String format, Object arg) {
log.trace("USER " + format, arg);
}
@Override
public void trace(String format, Object arg1, Object arg2) {
log.trace("USER " + format, arg1, arg2);
}
@Override
public void trace(String format, Object... arguments) {
log.trace("USER " + format, arguments);
}
@Override
public void trace(String msg, Throwable t) {
log.trace("USER " + msg, t);
}
@Override
public boolean isTraceEnabled(Marker marker) {
return log.isTraceEnabled(marker);
}
@Override
public void trace(Marker marker, String msg) {
log.trace(marker, "USER " + msg);
}
@Override
public void trace(Marker marker, String format, Object arg) {
log.trace(marker, "USER " + format, arg);
}
@Override
public void trace(Marker marker, String format, Object arg1, Object arg2) {
log.trace(marker, "USER " + format, arg1, arg2);
}
@Override
public void trace(Marker marker, String format, Object... argArray) {
log.trace(marker, "USER " + format, argArray);
}
@Override
public void trace(Marker marker, String msg, Throwable t) {
log.trace(marker, "USER " + msg, t);
}
@Override
public boolean isDebugEnabled() {
return log.isDebugEnabled();
}
@Override
public void debug(String msg) {
log.debug("USER " + msg);
}
@Override
public void debug(String format, Object arg) {
log.debug("USER " + format, arg);
}
@Override
public void debug(String format, Object arg1, Object arg2) {
log.debug("USER " + format, arg1, arg2);
}
@Override
public void debug(String format, Object... arguments) {
log.debug("USER " + format, arguments);
}
@Override
public void debug(String msg, Throwable t) {
log.debug("USER " + msg, t);
}
@Override
public boolean isDebugEnabled(Marker marker) {
return log.isDebugEnabled(marker);
}
@Override
public void debug(Marker marker, String msg) {
log.debug(marker, "USER " + msg);
}
@Override
public void debug(Marker marker, String format, Object arg) {
log.debug(marker, "USER " + format, arg);
}
@Override
public void debug(Marker marker, String format, Object arg1, Object arg2) {
log.debug(marker, "USER " + format, arg1, arg2);
}
@Override
public void debug(Marker marker, String format, Object... arguments) {
log.debug(marker, "USER " + format, arguments);
}
@Override
public void debug(Marker marker, String msg, Throwable t) {
log.debug(marker, "USER " + msg, t);
}
@Override
public boolean isInfoEnabled() {
return log.isInfoEnabled();
}
@Override
public void info(String msg) {
log.info("USER " + msg);
}
@Override
public void info(String format, Object arg) {
log.info("USER " + format, arg);
}
@Override
public void info(String format, Object arg1, Object arg2) {
log.info("USER " + format, arg1, arg2);
}
@Override
public void info(String format, Object... arguments) {
log.info("USER " + format, arguments);
}
@Override
public void info(String msg, Throwable t) {
log.info("USER " + msg, t);
}
@Override
public boolean isInfoEnabled(Marker marker) {
return log.isInfoEnabled(marker);
}
@Override
public void info(Marker marker, String msg) {
log.info(marker, "USER " + msg);
}
@Override
public void info(Marker marker, String format, Object arg) {
log.info(marker, "USER " + format, arg);
}
@Override
public void info(Marker marker, String format, Object arg1, Object arg2) {
log.info(marker, "USER " + format, arg1, arg2);
}
@Override
public void info(Marker marker, String format, Object... arguments) {
log.info(marker, "USER " + format, arguments);
}
@Override
public void info(Marker marker, String msg, Throwable t) {
log.info(marker, "USER " + msg, t);
}
@Override
public boolean isWarnEnabled() {
return log.isWarnEnabled();
}
@Override
public void warn(String msg) {
log.warn("USER " + msg);
}
@Override
public void warn(String format, Object arg) {
log.warn("USER " + format, arg);
}
@Override
public void warn(String format, Object... arguments) {
log.warn("USER " + format, arguments);
}
@Override
public void warn(String format, Object arg1, Object arg2) {
log.warn("USER " + format, arg1, arg2);
}
@Override
public void warn(String msg, Throwable t) {
log.warn("USER " + msg, t);
}
@Override
public boolean isWarnEnabled(Marker marker) {
return log.isWarnEnabled(marker);
}
@Override
public void warn(Marker marker, String msg) {
log.warn(marker, "USER " + msg);
}
@Override
public void warn(Marker marker, String format, Object arg) {
log.warn(marker, "USER " + format, arg);
}
@Override
public void warn(Marker marker, String format, Object arg1, Object arg2) {
log.warn(marker, "USER " + format, arg1, arg2);
}
@Override
public void warn(Marker marker, String format, Object... arguments) {
log.warn(marker, "USER " + format, arguments);
}
@Override
public void warn(Marker marker, String msg, Throwable t) {
log.warn(marker, "USER " + msg, t);
}
@Override
public boolean isErrorEnabled() {
return log.isErrorEnabled();
}
@Override
public void error(String msg) {
log.error("USER " + msg);
}
@Override
public void error(String format, Object arg) {
log.error("USER " + format, arg);
}
@Override
public void error(String format, Object arg1, Object arg2) {
log.error("USER " + format, arg1, arg2);
}
@Override
public void error(String format, Object... arguments) {
log.error("USER " + format, arguments);
}
@Override
public void error(String msg, Throwable t) {
log.error("USER " + msg, t);
}
@Override
public boolean isErrorEnabled(Marker marker) {
return log.isErrorEnabled(marker);
}
@Override
public void error(Marker marker, String msg) {
log.error(marker, "USER " + msg);
}
@Override
public void error(Marker marker, String format, Object arg) {
log.error(marker, "USER " + format, arg);
}
@Override
public void error(Marker marker, String format, Object arg1, Object arg2) {
log.error(marker, "USER " + format, arg1, arg2);
}
@Override
public void error(Marker marker, String format, Object... arguments) {
log.error(marker, "USER " + format, arguments);
}
@Override
public void error(Marker marker, String msg, Throwable t) {
log.error(marker, "USER " + msg, t);
}
}
| 7,687 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
TaskManager.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/main/TaskManager.java | package cqt.goai.run.main;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.exchange.ExchangeException;
import cqt.goai.exchange.util.CommonUtil;
import cqt.goai.model.market.Klines;
import cqt.goai.model.market.Depth;
import cqt.goai.model.market.Ticker;
import cqt.goai.model.market.Trades;
import cqt.goai.model.trade.Account;
import cqt.goai.model.trade.Orders;
import cqt.goai.run.exchange.Exchange;
import cqt.goai.run.exchange.factory.BaseExchangeFactory;
import cqt.goai.run.exchange.factory.LocalExchangeFactory;
import org.quartz.*;
import org.quartz.impl.StdSchedulerFactory;
import org.quartz.impl.triggers.CronTriggerImpl;
import org.quartz.impl.triggers.SimpleTriggerImpl;
import org.slf4j.Logger;
import java.lang.reflect.*;
import java.math.BigDecimal;
import java.util.*;
import java.util.concurrent.ConcurrentHashMap;
import java.util.function.Consumer;
import java.util.function.Function;
import static dive.common.util.Util.exist;
/**
* 单个实例管理类，主要是初始化和定时任务
* @author GOAi
*/
class TaskManager {
/**
* 生成LocalExchange
*/
private static final BaseExchangeFactory LOCAL_FACTORY = new LocalExchangeFactory();
/**
* 日志
*/
Logger log;
/**
* 是否debug模式，不用proxy exchange代理，不忽略异常
*/
private boolean debug;
/**
* 实例id
*/
private Integer id;
/**
* 实例对象
*/
private RunTask runTask;
/**
* 实例类
*/
private Class<?> taskClass;
/**
* 配置
*/
private JSONObject config;
/**
* 定时任务
*/
private Scheduler scheduler;
/**
* 定时方法
*/
private List<ScheduledMethod> methodTasks;
/**
* 交易所列表，删除时需要
*/
private List<Exchange> exchangeList = new LinkedList<>();
/**
* 单个主动推送，name + type(type)
*/
private ConcurrentHashMap<String, Exchange> pushSingle = new ConcurrentHashMap<>();
/**
* 多个主动推送, name + type(e, type)
*/
private ConcurrentHashMap<String, List<Exchange>> pushCollections = new ConcurrentHashMap<>();
/**
* 构造器
* @param id 实例id
* @param runTask 实例
* @param log 日志
* @param methods 模板定时任务
* @throws Exception 异常
*/
TaskManager(Integer id, RunTask runTask, Logger log, List<MethodInfo> methods, boolean debug)
throws Exception {
this.log = log;
this.debug = debug;
this.id = id;
this.runTask = runTask;
this.taskClass = runTask.getClass();
this.config = runTask.config;
try {
this.runTask.setGetExchange(this::getExchange);
// 子类参数未知，只能反射注入，检测设置主动推送函数
this.inject();
this.pushSingle.forEach((filed, e) -> this.checkPush(e, filed, true));
if (this.pushSingle.containsKey(E)) {
this.checkPush(this.pushSingle.get(E), "", true);
}
this.pushCollections.forEach((filed, es) ->
es.forEach(e -> this.checkPush(e, filed, false)));
// 检查定时任务并加入任务队列
this.scheduler(methods);
// 执行init
this.runTask.init();
log.info("init {} successful.", this.id);
// 准备完成
Field field = RunTask.class.getDeclaredField("ready");
field.setAccessible(true);
field.set(this.runTask, true);
field.setAccessible(false);
if (null != this.scheduler) {
this.scheduler.start();
}
} catch (Exception e) {
this.destroy();
/*
* Chain of Responsibility 责任链模式
* 出错层层抛出直到被处理，异常的封装抛出是典型的责任链模式
*/
throw e;
}
}
/**
* 简单类型的注入
*/
private static LinkedHashMap<Function<Class<?>, Boolean>, Function<String, ?>> injectMap;
static {
injectMap = new LinkedHashMap<>();
injectMap.put((t) -> t == Double.class, Double::valueOf);
injectMap.put((t) -> "double".equals(t.getName()), Double::valueOf);
injectMap.put((t) -> t == Integer.class, Integer::valueOf);
injectMap.put((t) -> "int".equals(t.getName()), c -> new BigDecimal(c).intValue());
injectMap.put((t) -> t == Long.class, Long::valueOf);
injectMap.put((t) -> "long".equals(t.getName()), c -> new BigDecimal(c).longValue());
injectMap.put((t) -> t == String.class, s -> s);
injectMap.put((t) -> t == JSONObject.class, JSON::parseObject);
injectMap.put((t) -> t == JSONArray.class, JSON::parseArray);
injectMap.put((t) -> t == BigDecimal.class, BigDecimal::new);
injectMap.put((t) -> t == Boolean.class, Boolean::valueOf);
injectMap.put((t) -> "boolean".equals(t.getName()), Boolean::valueOf);
}
/**
* 注入属性
*/
private void inject() {
if (!exist(this.config)) {
return;
}
NEXT:
for (String key : this.config.keySet()) {
try {
Field field = this.taskClass.getDeclaredField(key);
String content = this.config.getString(key);
boolean flag = field.isAccessible();
field.setAccessible(true);
content = TaskManager.trim(content);
Class<?> type = field.getType();
// 简单类型的注入
for (Function<Class<?>, Boolean> condition : TaskManager.injectMap.keySet()) {
Function<String, ?> change = TaskManager.injectMap.get(condition);
if (condition.apply(type)) {
field.set(this.runTask, change.apply(content));
this.log.info("inject field {} : {}", key, content);
continue NEXT;
}
}
// 复杂类型的注入
Object value = this.inject(type, field, content, key);
if (null != value) {
field.set(this.runTask, value);
this.log.info("inject field {} : {}", key, value);
} else {
throw new Exception(key + " can not recognize config: " + content);
}
field.setAccessible(flag);
} catch (NoSuchFieldException ignored) {
} catch (Exception e) { e.printStackTrace(); this.log.error(e.getMessage()); }
}
this.configE();
}
/**
* 进行特殊注入
* @param type 类型
* @param field 属性
* @param content 内容
* @param key 属性名
* @return 注入值
* @throws Exception 异常
*/
private Object inject(Class<?> type, Field field, String content, String key) throws Exception {
Object value = null;
if (type == Exchange.class) {
Exchange exchange = this.getExchange(content);
this.pushSingle.put(key, exchange);
value = exchange;
} else if (type.isEnum()) {
Enum[] objects = (Enum[]) field.getType().getEnumConstants();
for (Enum o : objects) {
if (o.name().equals(content)) {
value = o;
break;
}
}
if (null == value) {
throw new Exception(key + " can not recognize config: " + content);
}
} else if (Arrays.asList(type.getInterfaces()).contains(Injectable.class)) {
Injectable inject = this.getInjectable(type);
inject.inject(content, this::getExchange);
value = inject;
}else if (type == List.class && field.getGenericType() instanceof ParameterizedType) {
Class<?> genericClass = Class.forName(((ParameterizedType) field.getGenericType())
.getActualTypeArguments()[0].getTypeName());
// 处理集合类型
for (Function<Class<?>, Boolean> condition : TaskManager.injectMap.keySet()) {
Function<String, ?> change = TaskManager.injectMap.get(condition);
if (condition.apply(genericClass)) {
JSONArray array = JSON.parseArray(content);
List<Object> list = new ArrayList<>(array.size());
for (int i = 0; i < array.size(); i++) {
list.add(change.apply(array.getString(i)));
}
return list;
}
}
if (genericClass == Exchange.class) {
JSONArray array = JSON.parseArray(content);
List<Exchange> list = new ArrayList<>(array.size());
for (int i = 0; i < array.size(); i++) {
list.add(this.getExchange(array.getString(i)));
}
this.pushCollections.put(key, new ArrayList<>(list));
value = list;
} else if (Arrays.asList(genericClass.getInterfaces()).contains(Injectable.class)) {
JSONArray array = JSON.parseArray(content);
List<Injectable> list = new ArrayList<>(array.size());
for (int i = 0; i < array.size(); i++) {
Injectable inject = this.getInjectable(genericClass);
inject.inject(array.getString(i), this::getExchange);
list.add(inject);
}
value = list;
}
}
return value;
}
/**
* 获取一个injectable实例
* @param type 类型
* @return 实例
* @throws Exception 异常
*/
private Injectable getInjectable(Class<?> type) throws Exception {
Constructor c = type.getDeclaredConstructors()[0];
boolean flag = c.isAccessible();
c.setAccessible(true);
Injectable inject;
int length = c.getParameterCount();
if (0 == length) {
inject = (Injectable) c.newInstance();
} else if (1 == length && c.getParameterTypes()[0] == this.taskClass) {
inject = (Injectable) c.newInstance(this.runTask);
} else {
throw new RuntimeException("can not get instance: " + type.getName());
}
c.setAccessible(flag);
return inject;
}
/**
* 根据配置获取Exchange
* @param content 配置
* @return Exchange
*/
private Exchange getExchange(String content) {
JSONObject c = JSON.parseObject(content);
if (!c.containsKey(NAME) || !c.containsKey(SYMBOL)) {
String message = "can not load Exchange by config: " + content;
this.log.error(message);
throw new ExchangeException(message);
}
if (!c.containsKey(ACCESS)) {
c.put(ACCESS, "");
}
if (!c.containsKey(SECRET)) {
c.put(SECRET, "");
}
// FIXME 这里应该判断加载：
// 1. 本地Exchange
// 2. 指定NodeExchange（本地构造签名）
// 3. 指定NodeExchange（Node构造签名）
// 1. 本地Exchange
// FIXME Test
Exchange exchange = LOCAL_FACTORY.getExchange(!this.debug, this.log, c, this.runTask.isReady);
// 保存，等销毁时要取消订阅的
this.exchangeList.add(exchange);
// FIXME 应该返回代理对象
return exchange;
}
/**
* 配置e
*/
private void configE() {
if (this.config.containsKey(E)) {
try {
Field field = null;
try {
field = this.taskClass.getDeclaredField(E);
} catch (NoSuchFieldException | SecurityException ignored) { }
if (null != field) {
// 有设置e，无需通过父类设置
return;
}
field = RunTask.class.getDeclaredField(E);
boolean flag = field.isAccessible();
field.setAccessible(true);
Exchange exchange = this.getExchange(TaskManager.trim(this.config.getString(E)));
if (exist(exchange)) {
field.set(this.runTask, exchange);
this.pushSingle.put(E, exchange);
this.checkPush(exchange, "", false);
this.log.info("inject field e : {}", exchange);
}
field.setAccessible(flag);
} catch (NoSuchFieldException | IllegalAccessException e) {
e.printStackTrace();
}
}
}
/**
* 检查主动推送
* @param exchange 推送交易所
* @param prefix 前缀
* @param single 是否单个推送
*/
private void checkPush(Exchange exchange, String prefix, boolean single) {
// FIXME 检查是否需要主动推送
checkPush(exchange, exchange::setOnTicker, prefix, "onTicker", single, Ticker.class);
checkPush(exchange, exchange::setOnKlines, prefix, "onKlines", single, Klines.class);
checkPush(exchange, exchange::setOnDepth, prefix, "onDepth", single, Depth.class);
checkPush(exchange, exchange::setOnTrades, prefix, "onTrades", single, Trades.class);
checkPush(exchange, exchange::setOnAccount, prefix, "onAccount", single, Account.class);
checkPush(exchange, exchange::setOnOrders, prefix, "onOrders", single, Orders.class);
}
/**
* 检查是否需要主动推送
* @param set 交易所推送设置方法
* @param prefix 属性名
* @param type 推送类型
* @param exchange 被推送的交易所
* @param parameterType 参数列表
*/
private void checkPush(Exchange exchange, Consumer<Consumer> set, String prefix, String type,
boolean single, Class<?> parameterType) {
try {
String methodName;
if ("".equals(prefix)) {
methodName = type;
} else {
methodName = prefix + type.substring(0, 1).toUpperCase() + type.substring(1);
}
Method method;
if (single) {
method = this.taskClass.getDeclaredMethod(methodName, parameterType);
} else {
method = this.taskClass.getDeclaredMethod(methodName, Exchange.class, parameterType);
}
if (exist(method)) {
method.setAccessible(true);
this.log.info("config push: field: {} name:{} symbol:{} methodName: {}",
"".equals(prefix) ? E : prefix, exchange.getName(), exchange.getSymbol(), methodName);
if (single) {
set.accept(ticker -> {
try {
method.invoke(this.runTask, ticker);
} catch (IllegalAccessException | InvocationTargetException e) {
e.printStackTrace();
this.log.error(e.getMessage());
}
});
} else {
set.accept(ticker -> {
try {
method.invoke(this.runTask, exchange, ticker);
} catch (IllegalAccessException | InvocationTargetException e) {
e.printStackTrace();
this.log.error(e.getMessage());
}
});
}
}
} catch (NoSuchMethodException e) {
// e.printStackTrace();
}
}
/**
* 设置定时任务
* @param methods 定时任务
* @throws SchedulerException E
*/
private void scheduler(List<MethodInfo> methods) throws SchedulerException {
if (0 < methods.size()) {
this.methodTasks = new LinkedList<>();
for (MethodInfo mi : methods) {
List<ScheduledInfo> schedules = mi.getSchedules();
// 尝试从配置中找该方法的配置信息
String methodName = mi.getMethod().getName();
List<String> cs = new LinkedList<>();
if (exist(this.config)) {
for (String key : this.config.keySet()) {
if (key.startsWith(methodName)) {
cs.add(key);
}
}
}
if (0 < cs.size()) {
// 该方法若有配置
schedules = new ArrayList<>(cs.size());
for (String key : cs) {
String value = this.config.getString(key);
if (value.contains("*")) {
schedules.add(new ScheduledInfo(value, 0, 0));
} else {
try {
long f = new BigDecimal(value)
.multiply(CommonUtil.THOUSAND).longValue();
schedules.add(new ScheduledInfo(null, f, 0));
} catch (Exception e) {
this.log.error("can not format " + value + " to number.");
}
}
}
}
for (ScheduledInfo si : schedules) {
this.methodTasks.add(new ScheduledMethod(this.log, this.id, this.runTask,
mi.getMethod(), mi.getLock(), si.copy(), mi.getMethodScope()));
}
}
List<ScheduleJob> list = new LinkedList<>();
for (int i = 0; i < this.methodTasks.size(); i++) {
ScheduledMethod mt = this.methodTasks.get(i);
if (null != mt.getScheduledInfo().getTrigger()) {
list.add(this.checkJob(mt, i));
}
}
this.log.info("{} tasks size: {}", id, list.size());
Properties properties = new Properties();
properties.put("org.quartz.scheduler.instanceName", this.taskClass.getSimpleName() + ":" + this.id);
// 最大个数
properties.put("org.quartz.threadPool.threadCount", String.valueOf((int)(list.size() * 1.5 + 0.5)));
SchedulerFactory schedulerFactory = new StdSchedulerFactory(properties);
this.scheduler = schedulerFactory.getScheduler();
for (ScheduleJob sj : list) {
this.scheduler.scheduleJob(sj.jobDetail, sj.trigger);
}
}
}
/**
* 添加任务
*/
private ScheduleJob checkJob(ScheduledMethod mt, int number) {
Method method = mt.getMethod();
Trigger trigger = mt.getScheduledInfo().getTrigger();
String description = this.id + "-" + method.getName() + "-" + number;
this.log.info("{} {}", description, mt.getScheduledInfo().getTip());
JobDetail jobDetail = JobBuilder.newJob(ScheduledJob.class)
.withDescription(description)
.withIdentity(this.taskClass.getSimpleName(), description)
.build();
if (trigger instanceof CronTriggerImpl) {
((CronTriggerImpl) trigger).setName(description);
}
if (trigger instanceof SimpleTriggerImpl) {
((SimpleTriggerImpl) trigger).setName(description);
}
return new ScheduleJob(jobDetail, trigger);
}
/**
* 定时任务
*/
private class ScheduleJob {
private JobDetail jobDetail;
private Trigger trigger;
ScheduleJob(JobDetail jobDetail, Trigger trigger) {
this.jobDetail = jobDetail;
this.trigger = trigger;
}
}
/**
* 清除所有任务，准备销毁
*/
void destroy() {
try {
if (null != this.scheduler && !this.scheduler.isShutdown()) {
this.scheduler.shutdown();
}
this.exchangeList.forEach(Exchange::destroy);
} catch (SchedulerException e) {
e.printStackTrace();
}
this.runTask.destroy();
log.info("destroy {} successful.", this.id);
}
List<ScheduledMethod> getMethodTasks() {
return this.methodTasks;
}
RunTask getRunTask() {
return this.runTask;
}
// ===================== tools =====================
private static final String E = "e";
private static final String N = "\n";
private static final String R = "\r";
private static final String T = "\t";
private static final String Z = "\0";
private static final String NAME = "name";
private static final String SYMBOL = "symbol";
private static final String ACCESS = "access";
private static final String SECRET = "secret";
/**
* 去除字符串首尾无效字符
* @param v 字符串
*/
private static String trim(String v) {
v = v.trim();
while (v.startsWith(N) || v.startsWith(R) || v.startsWith(T) || v.startsWith(Z)) {
v = v.substring(1);
}
while (v.endsWith(N) || v.endsWith(R) || v.endsWith(T) || v.endsWith(Z)) {
v = v.substring(1);
}
return v;
}
}
| 21,717 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
ScheduledJob.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/main/ScheduledJob.java | package cqt.goai.run.main;
import lombok.extern.slf4j.Slf4j;
import org.quartz.Job;
import org.quartz.JobExecutionContext;
import java.util.List;
import static dive.common.util.Util.exist;
/**
* 从Configs中找到要执行的任务，执行
* @author GOAi
*/
@Slf4j
public class ScheduledJob implements Job {
private static Minister minister = Minister.getInstance();
/**
* Command Pattern 命令模式
* 封装任务命令定时执行
* @param context 任务内容
*/
@Override
public void execute(JobExecutionContext context) {
if (!ScheduledJob.minister.isReady()) {
return;
}
/*
* Interpreter Patter 解释器模式
* 定义规则，不同解释器解释结果不同
* 运算表达式 统一的解释方法，加减乘除不同的处理方式
*/
String description = context.getJobDetail().getDescription();
String[] split = description.split("-");
Integer id = Integer.valueOf(split[0]);
Integer index = Integer.valueOf(split[2]);
TaskManager manager = ScheduledJob.minister.getManagers().get(id);
if (!exist(manager)) {
log.error("can not find TaskManager: {}", description);
return;
}
List<ScheduledMethod> methodTasks = manager.getMethodTasks();
if (methodTasks.size() <= index) {
manager.log.error("can not find MethodTask: {}, methodTasks.size: {}",
description, methodTasks.size());
return;
}
ScheduledMethod mt = methodTasks.get(index);
mt.invoke(description);
}
}
| 1,664 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
ScheduledInfo.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/main/ScheduledInfo.java | package cqt.goai.run.main;
import lombok.Getter;
import lombok.extern.slf4j.Slf4j;
import org.quartz.Trigger;
import org.quartz.impl.triggers.CronTriggerImpl;
import org.quartz.impl.triggers.SimpleTriggerImpl;
import java.text.ParseException;
import java.util.Date;
import static dive.common.util.Util.exist;
import static dive.common.util.Util.useful;
/**
* 单个方法的定时信息
* @author GOAi
*/
@Getter
@Slf4j
class ScheduledInfo {
/**
* cron定时
*/
private String cron;
/**
* 固定频率
*/
private long fixedRate;
/**
* 延时
*/
private long delay;
/**
* 触发器
*/
private Trigger trigger;
/**
* 提示信息
*/
private String tip;
/**
* 构造器
*/
ScheduledInfo(String cron, long fixedRate, long delay) {
this.cron = cron;
this.fixedRate = fixedRate;
this.delay = delay;
initTrigger();
}
/**
* 设置触发器
*/
private void initTrigger() {
initCronTrigger();
if (exist(trigger)) {
return;
}
initSimpleTrigger();
if (exist(trigger)) {
return;
}
log.error("init trigger error --> cron: {}, fixedRate: {}, delay: {}",
this.cron, this.fixedRate, this.delay);
}
/**
* 重置触发器
*/
void setCron(String cron) {
this.cron = cron;
this.trigger = null;
initCronTrigger();
}
/**
* 重置触发器
*/
void setRate(long fixedRate) {
this.fixedRate = fixedRate;
this.delay = 3000;
initSimpleTrigger();
}
/**
* 使用前应该复制一份
*/
ScheduledInfo copy() {
return new ScheduledInfo(this.cron, this.fixedRate, this.delay);
}
/**
* 设置触发器
*/
private void initCronTrigger() {
if (!useful(this.cron)) {
return;
}
try {
CronTriggerImpl cronTrigger = new CronTriggerImpl();
cronTrigger.setCronExpression(this.cron);
this.tip = "cron: " + this.cron;
this.trigger = cronTrigger;
this.fixedRate = -1;
this.delay = -1;
} catch (ParseException e) {
log.error("can not format {} to cron", this.cron);
}
}
/**
* 设置触发器
*/
private void initSimpleTrigger() {
if (this.fixedRate <= 0 || this.delay < 0) {
return;
}
SimpleTriggerImpl simpleTrigger = new SimpleTriggerImpl();
simpleTrigger.setRepeatInterval(this.fixedRate);
this.tip = "fixedRate: " + this.fixedRate + " ms delay: " + this.delay + " ms";
// 无限次
simpleTrigger.setRepeatCount(-1);
simpleTrigger.setStartTime(new Date(System.currentTimeMillis() + this.delay));
this.trigger = simpleTrigger;
this.cron = "";
}
}
| 2,980 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Notice.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/main/Notice.java | package cqt.goai.run.main;
import cqt.goai.exchange.ExchangeUtil;
import dive.http.common.MimeRequest;
import org.slf4j.Logger;
import static dive.common.util.Util.useful;
/**
* 通知对象
*
* @author GOAi
*/
public class Notice {
private final Logger log;
private final String telegramGroup;
private final String token;
public Notice(Logger log, String telegramGroup, String token) {
this.log = log;
this.telegramGroup = telegramGroup;
this.token = token;
}
/**
* 高级通知，发电报
* @param message 消息
*/
public void noticeHigh(String message) {
this.log.info("NOTICE_HIGH {}", message);
// FIX ME 发电报通知
if (useful(this.telegramGroup)) {
new MimeRequest.Builder()
.url("https://api.telegram.org/bot" + token + "/sendMessage")
.post()
.body("chat_id", this.telegramGroup)
.body("text", message)
.body("parse_mode", "HTML")
.execute(ExchangeUtil.OKHTTP);
}
}
/**
* 低级通知，打日志
* @param message 消息
*/
public void noticeLow(String message) {
this.log.info("NOTICE_LOW {}", message);
}
}
| 1,310 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Const.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/main/Const.java | package cqt.goai.run.main;
/**
* 常量
* @author GOAi
*/
class Const {
/**
* 获取配置的url
*/
static final String START_URL = "--url=";
/**
* 配置文件名称，可以相对路径或绝对路径
*/
static final String START_NAME = "--name=";
/**
* 策略名称
*/
static final String CONFIG_STRATEGY_NAME = "strategy_name";
/**
* 启动类名，java的run需要
*/
static final String CONFIG_CLASS_NAME = "class_name";
/**
* 每个实例的配置
*/
static final String CONFIG_CONFIGS = "configs";
/**
* 运行模式 如果是debug，不使用ProxyExchange
*/
static final String CONFIG_RUN_MODE = "run_mode";
// static final String CONFIG_RUN_MODE_DEBUG = "DEBUG";
/**
* 默认的定时方法
*/
static final String DEFAULT_SCHEDULED_METHOD = "loop";
// 魔法变量
static final String LEFT_SQUARE_BRACKETS = "[";
}
| 974 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Util.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/main/Util.java | package cqt.goai.run.main;
import java.io.File;
import java.io.FileOutputStream;
import java.io.IOException;
import java.util.HashMap;
import java.util.Map;
import static dive.common.util.Util.exist;
/**
* 工具类
* @author GOAi
*/
class Util {
/**
* 检查文件是否存在
*/
static boolean checkFile(File file) {
if (null == file) {
return false;
}
if (file.isDirectory()) {
return false;
}
if (!file.exists()) {
try {
boolean result = file.createNewFile();
if (!result) {
return false;
}
} catch (IOException e) {
e.printStackTrace();
}
}
return true;
}
/**
* 写文件
* @param file 文件
* @param message 写的内容
*/
static void writeFile(File file, String message) {
try (FileOutputStream os = new FileOutputStream(file, false)){
os.write(message.getBytes());
} catch (IOException e) {
e.printStackTrace();
}
}
/**
* 获取url参数
* @param url url
*/
static Map<String, String> getParamsByUrl(String url){
String params = url.substring(url.indexOf("?") + 1);
if(!exist(params)){
return null;
}
String[] paramsArr = params.split("&");
Map<String, String> map = new HashMap<>();
for(String param : paramsArr){
String[] keyValue = param.split("=");
map.put(keyValue[0], keyValue[1]);
}
return map;
}
/**
* 获取url指定参数
* @param url url
* @param name 参数名
*/
static String getParamByUrl(String url, String name){
Map<String, String> map = getParamsByUrl(url);
if(map.isEmpty() || !map.containsKey(name)){
return null;
}
return map.get(name);
}
}
| 1,993 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
MethodScope.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/main/MethodScope.java | package cqt.goai.run.main;
/**
* 定时任务方法运行范围
*
* @author GOAi
*/
public enum MethodScope {
/**
* 全局唯一
*/
GLOBAL,
/**
* 实例唯一
*/
INSTANCE,
/**
* 循环任务唯一
*/
SCHEDULED,
/**
* 不限制
*/
NONE
}
| 319 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
ScheduledMethod.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/main/ScheduledMethod.java | package cqt.goai.run.main;
import lombok.Getter;
import org.slf4j.Logger;
import java.lang.reflect.InvocationTargetException;
import java.lang.reflect.Method;
import java.util.concurrent.TimeUnit;
import java.util.concurrent.locks.ReentrantLock;
/**
* 单个定时任务方法
*
* @author GOAi
*/
@Getter
class ScheduledMethod {
private static Minister minister = Minister.getInstance();
private final Logger log;
private final Integer id;
private final RunTask runTask;
private final Method method;
private final MethodScope methodScope;
private final ReentrantLock lock;
private final ScheduledInfo scheduledInfo;
ScheduledMethod(Logger log, Integer id, RunTask runTask, Method method, ReentrantLock lock, ScheduledInfo scheduledInfo, MethodScope methodScope) {
this.log = log;
this.id = id;
this.runTask = runTask;
this.method = method;
this.methodScope = methodScope;
this.lock = lock;
this.scheduledInfo = scheduledInfo;
}
void invoke(String description) {
if (minister.isStopping()) {
return;
}
try {
if (null == lock || lock.tryLock(0, TimeUnit.MILLISECONDS)) {
try {
method.invoke(runTask);
} catch (IllegalAccessException | InvocationTargetException e) {
e.printStackTrace();
log.error("run method failed : {} --> {} exception: {}",
description, method.getName(), e);
} finally {
if (null != lock && lock.isLocked()) {
lock.unlock();
}
}
} else {
if (minister.isDebug()) {
log.error("{} lock is locked... {}", description, id);
}
}
} catch (InterruptedException e) {
e.printStackTrace();
}
}
}
| 1,993 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
MethodInfo.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/main/MethodInfo.java | package cqt.goai.run.main;
import lombok.Getter;
import java.lang.reflect.Method;
import java.util.List;
import java.util.concurrent.locks.ReentrantLock;
/**
* 方法运行信息
*
* @author GOAi
*/
@Getter
class MethodInfo {
/**
* 方法
*/
private final Method method;
/**
* 方法运行范围
*/
private final MethodScope methodScope;
/**
* 方法运行锁，重点是全局一个锁，不检查无锁，实例内只用一个，定时范围新生成
*/
private final ReentrantLock globalLock;
/**
* 实例锁
*/
private final ReentrantLock instanceLock;
/**
* 定时任务信息
*/
private final List<ScheduledInfo> schedules;
MethodInfo(Method method, MethodScope methodScope, List<ScheduledInfo> schedules) {
this.method = method;
this.methodScope = methodScope;
this.schedules = schedules;
if (methodScope == MethodScope.GLOBAL) {
this.globalLock = new ReentrantLock();
this.instanceLock = null;
} else {
this.globalLock = null;
this.instanceLock = null;
}
}
private MethodInfo(Method method, MethodScope methodScope, ReentrantLock globalLock, ReentrantLock instanceLock, List<ScheduledInfo> schedules) {
this.method = method;
this.methodScope = methodScope;
this.globalLock = globalLock;
this.instanceLock = instanceLock;
this.schedules = schedules;
}
MethodInfo copy() {
switch (methodScope) {
case INSTANCE: return new MethodInfo(method, methodScope, null, new ReentrantLock(), schedules);
case SCHEDULED: return new MethodInfo(method, methodScope, null, null, schedules);
default: return this;
}
}
ReentrantLock getLock() {
switch (methodScope) {
case GLOBAL: return this.globalLock;
case INSTANCE: return this.instanceLock;
case SCHEDULED: return new ReentrantLock();
default: return null;
}
}
}
| 2,098 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Injectable.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/main/Injectable.java | package cqt.goai.run.main;
import cqt.goai.run.exchange.Exchange;
import java.util.function.Function;
/**
* 自定义类型实现该接口，可实现自动注入
* @author GOAi
*/
public interface Injectable {
/**
* 注入
*
* @param config 配置内容
* @param getExchange 获取exchange 参数为json字符串
* {"name":"xxx","symbol":"BTC_USD","access":"xxx","secret":"xxx"}
*/
void inject(String config, Function<String, Exchange> getExchange);
}
| 511 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
ScheduledScope.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/annotation/ScheduledScope.java | package cqt.goai.run.annotation;
import cqt.goai.run.main.MethodScope;
import java.lang.annotation.ElementType;
import java.lang.annotation.Retention;
import java.lang.annotation.RetentionPolicy;
import java.lang.annotation.Target;
/**
* 方法范围
*
* @author GOAi
*/
@Target(ElementType.METHOD)
@Retention(RetentionPolicy.RUNTIME)
public @interface ScheduledScope {
/**
* 默认实例范围
* @return 方法运行范围
*/
MethodScope value() default MethodScope.INSTANCE;
}
| 509 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Schedules.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/annotation/Schedules.java | package cqt.goai.run.annotation;
import java.lang.annotation.ElementType;
import java.lang.annotation.Retention;
import java.lang.annotation.RetentionPolicy;
import java.lang.annotation.Target;
/**
* 单个方法允许设置多个定时任务
* @author GOAi
*/
@Target({ElementType.METHOD, ElementType.ANNOTATION_TYPE})
@Retention(RetentionPolicy.RUNTIME)
public @interface Schedules {
Scheduled[] value();
}
| 418 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Scheduled.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/annotation/Scheduled.java | package cqt.goai.run.annotation;
import java.lang.annotation.*;
/**
* 定时任务
* @author GOAi
*/
@Repeatable(Schedules.class)
@Target({ElementType.METHOD, ElementType.ANNOTATION_TYPE})
@Retention(RetentionPolicy.RUNTIME)
public @interface Scheduled {
/**
* cron方式 优先
*/
String cron() default "";
/**
* 固定频率，毫秒
*/
long fixedRate() default 0;
/**
* 延时，毫秒
*/
long delay() default 0;
}
| 480 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
FourFunction.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/exchange/FourFunction.java | package cqt.goai.run.exchange;
/**
* @author GOAi
*/
@FunctionalInterface
public interface FourFunction<T, U, K, L, R> {
/**
* 接受6个参数
* @param t t
* @param u u
* @param k k
* @param l l
*/
R apply(T t, U u, K k, L l);
}
| 271 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
LocalExchange.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/exchange/LocalExchange.java | package cqt.goai.run.exchange;
import cqt.goai.exchange.ExchangeException;
import cqt.goai.exchange.ExchangeInfo;
import cqt.goai.exchange.ExchangeManager;
import cqt.goai.exchange.ExchangeName;
import cqt.goai.exchange.http.HttpExchange;
import cqt.goai.exchange.util.RateLimit;
import cqt.goai.exchange.util.Seal;
import cqt.goai.exchange.web.socket.WebSocketExchange;
import cqt.goai.model.enums.Period;
import cqt.goai.model.market.*;
import cqt.goai.model.trade.*;
import cqt.goai.run.exchange.model.ModelManager;
import cqt.goai.run.exchange.model.ModelObserver;
import cqt.goai.run.exchange.model.TradesObserver;
import dive.common.math.RandomUtil;
import org.slf4j.Logger;
import java.math.BigDecimal;
import java.util.Collections;
import java.util.List;
import java.util.function.Consumer;
import java.util.function.Supplier;
/**
* 完全本地自主连接的Exchange
* @author GOAi
*/
public class LocalExchange extends BaseExchange {
/**
* http方式
*/
private HttpExchange httpExchange;
/**
* websocket方式
*/
private WebSocketExchange webSocketExchange;
public LocalExchange(Logger log, ExchangeName name, String symbol, String access, String secret,
Supplier<Boolean> ready) {
super(log, name, symbol, access, secret, ready);
this.httpExchange = ExchangeManager.getHttpExchange(name, log);
}
@Override
public HttpExchange getHttpExchange() {
return this.httpExchange;
}
/**
* 检查WebSocketExchange
*/
private void checkWebSocketExchange() {
if (null == this.webSocketExchange) {
synchronized (LocalExchange.class) {
if (null == this.webSocketExchange) {
this.webSocketExchange = ExchangeManager.getWebSocketExchange(super.name, super.log);
}
}
}
}
@Override
public void destroy() {
if (null == this.webSocketExchange) {
return;
}
super.ticker.getObservers().values().forEach(o -> this.webSocketExchange.noTicker(o.getId()));
super.klines.forEach((p, c) -> c.getObservers().values()
.forEach(o -> this.webSocketExchange.noKlines(p, o.getId())));
super.depth.getObservers().values().forEach(o -> this.webSocketExchange.noDepth(o.getId()));
super.trades.getObservers().values().forEach(o -> this.webSocketExchange.noTrades(o.getId()));
super.account.getObservers().values().forEach(o -> this.webSocketExchange.noAccount(o.getId()));
super.orders.getObservers().values().forEach(o -> this.webSocketExchange.noOrders(o.getId()));
}
@Override
public Ticker getTicker(boolean latest) {
if (super.ticker.on()) {
// 如果有推送ticker 直接返回缓存的
return super.ticker.getModel();
} else {
if (!latest && !super.ticker.getLimit().timeout(false)) {
// 如果允许不是最新的，并且没有超时（3s） 可以返回缓存的
return super.ticker.getModel();
}
// http 方式获取最新的
Ticker ticker = this.httpExchange.getTicker(
ExchangeInfo.ticker(super.symbol, super.access, super.secret));
// 更新缓存
super.ticker.update(ticker);
return ticker;
}
}
@Override
public Klines getKlines(Period period, boolean latest) {
if (null == period) {
period = Period.MIN1;
}
ModelManager<Klines> manager = super.klines.computeIfAbsent(period,
p -> new ModelManager<>(RateLimit.second3()));
if (manager.on()) {
// 如果有推送klines 直接返回缓存的
return manager.getModel();
} else {
if (!latest && !manager.getLimit().timeout(false)) {
// 如果允许不是最新的，并且没有超时（3s） 可以返回缓存的
return manager.getModel();
}
// http 方式获取最新的
Klines klines = this.httpExchange.getKlines(
ExchangeInfo.klines(super.symbol, super.access, super.secret, period));
// 更新缓存
manager.update(klines);
return klines;
}
}
@Override
public Depth getDepth(boolean latest) {
if (super.depth.on()) {
// 如果有推送depth 直接返回缓存的
return super.depth.getModel();
} else {
if (!latest && !super.depth.getLimit().timeout(false)) {
// 如果允许不是最新的，并且没有超时（3s） 可以返回缓存的
return super.depth.getModel();
}
// http 方式获取最新的
Depth depth = this.httpExchange.getDepth(
ExchangeInfo.depth(super.symbol, super.access, super.secret));
// 更新缓存
super.depth.update(depth);
return depth;
}
}
@Override
public Trades getTrades(boolean latest) {
if (super.trades.on()) {
// 如果有推送trades 直接返回缓存的
return super.trades.getModel();
} else {
if (!latest && !super.trades.getLimit().timeout(false)) {
// 如果允许不是最新的，并且没有超时（3s） 可以返回缓存的
return super.trades.getModel();
}
// http 方式获取最新的
Trades trades = this.httpExchange.getTrades(
ExchangeInfo.trades(super.symbol, super.access, super.secret));
// 更新缓存
super.trades.update(trades);
return trades;
}
}
@Override
public Balances getBalances() {
return this.httpExchange.getBalances(
ExchangeInfo.balances(super.symbol, super.access, super.secret));
}
@Override
public Account getAccount(boolean latest) {
if (super.account.on()) {
// 如果有推送account 直接返回缓存的
return super.account.getModel();
} else {
if (!latest && !super.account.getLimit().timeout(false)) {
// 如果允许不是最新的，并且没有超时（3s） 可以返回缓存的
return super.account.getModel();
}
// http 方式获取最新的
Account account = this.httpExchange.getAccount(
ExchangeInfo.account(super.symbol, super.access, super.secret));
// 更新缓存
super.account.update(account);
return account;
}
}
@Override
public Precisions getPrecisions() {
return this.httpExchange.getPrecisions(
ExchangeInfo.precisions(super.symbol, super.access, super.secret));
}
@Override
public Precision getPrecision() {
if (null == super.precision) {
synchronized (this) {
if (null == super.precision) {
super.precision = this.httpExchange.getPrecision(
ExchangeInfo.precision(super.symbol, super.access, super.secret));
}
}
}
return super.precision;
}
@Override
public String buyLimit(BigDecimal price, BigDecimal amount) {
price = super.checkCount(price, false);
amount = super.checkBase(amount);
return this.httpExchange.buyLimit(
ExchangeInfo.buyLimit(super.symbol, super.access, super.secret,
price.toPlainString(), amount.toPlainString()));
}
@Override
public String sellLimit(BigDecimal price, BigDecimal amount) {
price = super.checkCount(price, true);
amount = super.checkBase(amount);
return this.httpExchange.sellLimit(
ExchangeInfo.sellLimit(super.symbol, super.access, super.secret,
price.toPlainString(), amount.toPlainString()));
}
@Override
public String buyMarket(BigDecimal count) {
count = super.checkCount(count, false);
return this.httpExchange.buyMarket(
ExchangeInfo.buyMarket(super.symbol, super.access, super.secret,
count.toPlainString()));
}
@Override
public String sellMarket(BigDecimal base) {
base = super.checkBase(base);
return this.httpExchange.sellMarket(
ExchangeInfo.sellMarket(super.symbol, super.access, super.secret,
base.toPlainString()));
}
@Override
public List<String> multiBuy(List<Row> bids) {
bids = super.checkRows(bids, false);
if (bids.isEmpty()) {
return Collections.emptyList();
}
return this.httpExchange.multiBuy(
ExchangeInfo.multiBuy(super.symbol, super.access, super.secret, bids));
}
@Override
public List<String> multiSell(List<Row> asks) {
asks = super.checkRows(asks, true);
if (asks.isEmpty()) {
return Collections.emptyList();
}
return this.httpExchange.multiSell(
ExchangeInfo.multiSell(super.symbol, super.access, super.secret, asks));
}
@Override
public boolean cancelOrder(String id) {
return this.httpExchange.cancelOrder(
ExchangeInfo.cancelOrder(super.symbol, super.access, super.secret, id));
}
@Override
public List<String> cancelOrders(List<String> ids) {
if (null == ids || ids.isEmpty()) {
return Collections.emptyList();
}
return this.httpExchange.cancelOrders(
ExchangeInfo.cancelOrders(super.symbol, super.access, super.secret, ids));
}
@Override
public Orders getOrders() {
return this.httpExchange.getOrders(
ExchangeInfo.orders(super.symbol, super.access, super.secret));
}
@Override
public Orders getHistoryOrders() {
return this.httpExchange.getHistoryOrders(
ExchangeInfo.historyOrders(super.symbol, super.access, super.secret));
}
@Override
public Order getOrder(String id) {
return this.httpExchange.getOrder(
ExchangeInfo.order(super.symbol, super.access, super.secret, id));
}
@Override
public OrderDetails getOrderDetails(String id) {
return this.httpExchange.getOrderDetails(
ExchangeInfo.orderDetails(super.symbol, super.access, super.secret, id));
}
@Override
public OrderDetails getOrderDetailAll() {
return this.httpExchange.getOrderDetailAll(
ExchangeInfo.orderDetailAll(super.symbol, super.access, super.secret));
}
@Override
public void setOnTicker(Consumer<Ticker> onTicker, RateLimit limit) {
checkWebSocketExchange();
ModelObserver<Ticker> mo = new ModelObserver<>(onTicker, limit, RandomUtil.token());
boolean success = this.webSocketExchange.onTicker(
ExchangeInfo.onTicker(super.symbol, super.access, super.secret, mo.getId()),
ticker -> super.onTicker(ticker, mo.getId()));
if (!success) {
throw new ExchangeException("can not register ticker: " + super.getName() + " "
+ super.getSymbol() + " " + Seal.seal(super.getAccess()));
}
super.ticker.observe(mo);
log.info("observe successful! {} {} {} {}", name.getName(), symbol, "onTicker", limit);
}
@Override
public void setOnKlines(Consumer<Klines> onKlines, Period period, RateLimit limit) {
checkWebSocketExchange();
ModelObserver<Klines> mo = new ModelObserver<>(onKlines, limit, RandomUtil.token());
boolean success = this.webSocketExchange.onKlines(
ExchangeInfo.onKlines(super.symbol, super.access, super.secret, period, mo.getId()),
klines -> super.onKlines(period, klines, mo.getId()));
if (!success) {
throw new ExchangeException("can not register klines: " + super.getName() + " "
+ super.getSymbol() + " " + Seal.seal(super.getAccess()));
}
super.klines.computeIfAbsent(period, p -> new ModelManager<>(RateLimit.second3()))
.observe(mo);
log.info("observe successful! {} {} {} {}", name.getName(), symbol, "onKlines", period);
}
@Override
public void setOnDepth(Consumer<Depth> onDepth, RateLimit limit) {
checkWebSocketExchange();
ModelObserver<Depth> mo = new ModelObserver<>(onDepth, limit, RandomUtil.token());
boolean success = this.webSocketExchange.onDepth(
ExchangeInfo.onDepth(super.symbol, super.access, super.secret, mo.getId()),
depth -> super.onDepth(depth, mo.getId()));
if (!success) {
throw new ExchangeException("can not register depth: " + super.getName() + " "
+ super.getSymbol() + " " + Seal.seal(super.getAccess()));
}
super.depth.observe(mo);
log.info("observe successful! {} {} {} {}", name.getName(), symbol, "onDepth", limit);
}
@Override
public void setOnTrades(Consumer<Trades> onTrades, RateLimit limit) {
checkWebSocketExchange();
TradesObserver to = new TradesObserver(onTrades, limit, RandomUtil.token(), 200);
boolean success = this.webSocketExchange.onTrades(
ExchangeInfo.onTrades(super.symbol, super.access, super.secret, to.getId()),
trades -> super.onTrades(trades, to.getId()));
if (!success) {
throw new ExchangeException("can not register trades: " + super.getName() + " "
+ super.getSymbol() + " " + Seal.seal(super.getAccess()));
}
super.trades.observe(to);
log.info("observe successful! {} {} {} {}", name.getName(), symbol, "onTrades", limit);
}
@Override
public void setOnAccount(Consumer<Account> onAccount) {
checkWebSocketExchange();
ModelObserver<Account> mo = new ModelObserver<>(onAccount, RateLimit.NO, RandomUtil.token());
boolean success = this.webSocketExchange.onAccount(
ExchangeInfo.onAccount(super.symbol, super.access, super.secret, mo.getId()),
account -> super.onAccount(account, mo.getId()));
if (!success) {
throw new ExchangeException("can not register account: " + super.getName() + " "
+ super.getSymbol() + " " + Seal.seal(super.getAccess()));
}
super.account.observe(mo);
log.info("observe successful! {} {} {} {}", name.getName(), symbol, "onAccount", RateLimit.NO);
}
@Override
public void setOnOrders(Consumer<Orders> onOrders) {
checkWebSocketExchange();
ModelObserver<Orders> mo = new ModelObserver<>(onOrders, RateLimit.NO, RandomUtil.token());
boolean success = this.webSocketExchange.onOrders(
ExchangeInfo.onOrders(super.symbol, super.access, super.secret, mo.getId()),
orders -> super.onOrders(orders, mo.getId()));
if (!success) {
throw new ExchangeException("can not register orders: " + super.getName() + " "
+ super.getSymbol() + " " + Seal.seal(super.getAccess()));
}
super.orders.observe(mo);
log.info("observe successful! {} {} {} {}", name.getName(), symbol, "onOrders", RateLimit.NO);
}
// ===================== tools ========================
@Override
public String toString() {
return "LocalExchange{" + super.toString() + '}';
}
}
| 15,792 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
ProxyExchange.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/exchange/ProxyExchange.java | package cqt.goai.run.exchange;
import com.alibaba.fastjson.JSON;
import cqt.goai.exchange.ExchangeName;
import cqt.goai.exchange.http.HttpExchange;
import cqt.goai.exchange.util.RateLimit;
import cqt.goai.exchange.util.Seal;
import cqt.goai.model.enums.Period;
import cqt.goai.model.market.*;
import cqt.goai.model.trade.*;
import cqt.goai.run.exchange.model.LogAction;
import org.slf4j.Logger;
import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.List;
import java.util.function.*;
/**
* @author GOAi
*/
public class ProxyExchange implements Exchange {
/**
* 被代理的交易所
*/
private Exchange e;
/**
* 日志
*/
private Logger log;
public ProxyExchange(Exchange exchange) {
this.e = exchange;
this.log = this.e.getLog();
}
@Override
public ExchangeName getExchangeName() {
return this.e.getExchangeName();
}
@Override
public String getName() {
return this.e.getName();
}
@Override
public String getSymbol() {
return this.e.getSymbol();
}
@Override
public String getAccess() {
return this.e.getAccess();
}
@Override
public String getSecret() {
return this.e.getSecret();
}
@Override
public Logger getLog() {
return this.e.getLog();
}
@Override
public HttpExchange getHttpExchange() {
return this.e.getHttpExchange();
}
@Override
public void destroy() {
this.run(this.e::destroy);
}
@Override
public BigDecimal checkCount(BigDecimal count, boolean ceil) {
return this.get(this.e::checkCount, count, ceil);
}
@Override
public BigDecimal checkBase(BigDecimal base) {
return this.get(this.e::checkBase, base);
}
@Override
public List<Row> checkRows(List<Row> rows, boolean ceil) {
return this.get(this.e::checkRows, rows, ceil);
}
// =================== market =======================
@Override
public Ticker getTicker() {
return this.get(this.e::getTicker);
}
@Override
public Ticker getTicker(boolean latest) {
return this.get(this.e::getTicker, latest);
}
@Override
public Klines getKlines() {
return this.get(this.e::getKlines);
}
@Override
public Klines getKlines(Period period) {
return this.get(this.e::getKlines, period);
}
@Override
public Klines getKlines(boolean latest) {
return this.get(this.e::getKlines, latest);
}
@Override
public Klines getKlines(Period period, boolean latest) {
return this.get(this.e::getKlines, period, latest);
}
@Override
public Depth getDepth() {
return this.get(this.e::getDepth);
}
@Override
public Depth getDepth(boolean latest) {
return this.get(this.e::getDepth, latest);
}
@Override
public Trades getTrades() {
return this.get(this.e::getTrades);
}
@Override
public Trades getTrades(boolean latest) {
return this.get(this.e::getTrades, latest);
}
// =================== account =======================
@Override
public Balances getBalances() {
return this.get(this.e::getBalances);
}
@Override
public Account getAccount() {
return this.get(this.e::getAccount);
}
@Override
public Account getAccount(boolean latest) {
return this.get(this.e::getAccount, latest);
}
// =================== trade =======================
@Override
public Precisions getPrecisions() {
return this.get(this.e::getPrecisions);
}
@Override
public Precision getPrecision() {
return this.get(this.e::getPrecision);
}
@Override
public String buyLimit(BigDecimal price, BigDecimal amount) {
Exception error = null;
try {
price = this.e.checkCount(price, false);
amount = this.e.checkBase(amount);
} catch (Exception e) {
error = e;
}
if (null != error || null == price || null == amount) {
this.log.error("{} {} {} buy limit: price: {} amount:{} error: {}",
this.getName(), this.getSymbol(), Seal.seal(this.getAccess()),
price, amount, error);
return null;
}
LogAction la = LogAction.buyLimit(this.getName(), this.getSymbol(),
Seal.seal(this.getAccess()), price, amount);
return this.single(this.e::buyLimit, price, amount, la);
}
@Override
public String sellLimit(BigDecimal price, BigDecimal amount) {
Exception error = null;
try {
price = this.e.checkCount(price, true);
amount = this.e.checkBase(amount);
} catch (Exception e) {
error = e;
}
if (null != error || null == price || null == amount) {
this.log.error("{} {} {} sell limit: price: {} amount:{} error: {}",
this.getName(), this.getSymbol(), Seal.seal(this.getAccess()),
price, amount, error);
return null;
}
LogAction la = LogAction.sellLimit(this.getName(), this.getSymbol(),
Seal.seal(this.getAccess()), price, amount);
return this.single(this.e::sellLimit, price, amount, la);
}
@Override
public String buyMarket(BigDecimal count) {
Exception error = null;
try {
count = this.e.checkCount(count, false);
} catch (Exception e) {
error = e;
}
if (null != error || null == count) {
this.log.error("{} {} {} buy market: quote: {} error: {}",
this.getName(), this.getSymbol(), Seal.seal(this.getAccess()),
count, error);
return null;
}
LogAction la = LogAction.buyMarket(this.getName(), this.getSymbol(),
Seal.seal(this.getAccess()), count);
return this.single(this.e::buyMarket, count, la);
}
@Override
public String sellMarket(BigDecimal base) {
Exception error = null;
try {
base = this.e.checkBase(base);
} catch (Exception e) {
error = e;
}
if (null != error || null == base) {
this.log.error("{} {} {} sell market: base: {} error: {}",
this.getName(), this.getSymbol(), Seal.seal(this.getAccess()),
base, error);
return null;
}
LogAction la = LogAction.sellMarket(this.getName(), this.getSymbol(),
Seal.seal(this.getAccess()), base);
return this.single(this.e::sellMarket, base, la);
}
@Override
public List<String> multiBuy(List<Row> bids) {
Exception error = null;
try {
bids = this.e.checkRows(bids, false);
} catch (Exception e) {
error = e;
}
if (null != error || null == bids || bids.isEmpty()) {
this.log.error("{} {} {} multi buy: bids: {} error: {}",
this.getName(), this.getSymbol(), Seal.seal(this.getAccess()),
bids, error);
return null;
}
LogAction la = LogAction.multiBuy(this.getName(), this.getSymbol(),
Seal.seal(this.getAccess()), bids);
return this.multi(this.e::multiBuy, bids, la);
}
@Override
public List<String> multiSell(List<Row> asks) {
Exception error = null;
try {
asks = this.e.checkRows(asks, true);
} catch (Exception e) {
error = e;
}
if (null != error || null == asks || asks.isEmpty()) {
this.log.error("{} {} {} multi sell: asks: {} error: {}",
this.getName(), this.getSymbol(), Seal.seal(this.getAccess()),
asks, error);
return null;
}
LogAction la = LogAction.multiSell(this.getName(), this.getSymbol(),
Seal.seal(this.getAccess()), asks);
return this.multi(this.e::multiSell, asks, la);
}
@Override
public boolean cancelOrder(String id) {
Boolean result = this.get(this.e::cancelOrder, id);
if (null != result) {
return result;
}
return false;
}
@Override
public List<String> cancelOrders(List<String> ids) {
return this.get(this.e::cancelOrders, ids);
}
// =================== order =======================
@Override
public Orders getOrders() {
return this.get(this.e::getOrders);
}
@Override
public Orders getHistoryOrders() {
return this.get(this.e::getHistoryOrders);
}
@Override
public Order getOrder(String id) {
return this.get(this.e::getOrder, id);
}
@Override
public OrderDetails getOrderDetails(String id) {
return this.get(this.e::getOrderDetails, id);
}
@Override
public OrderDetails getOrderDetailAll() {
return this.get(this.e::getOrderDetailAll);
}
// =================== push =======================
@Override
public void setOnTicker(Consumer<Ticker> onTicker) {
this.run(this.e::setOnTicker, onTicker);
}
@Override
public void setOnTicker(Consumer<Ticker> onTicker, RateLimit limit) {
this.run(this.e::setOnTicker, onTicker, limit);
}
@Override
public void setOnKlines(Consumer<Klines> onKlines) {
this.run(this.e::setOnKlines, onKlines);
}
@Override
public void setOnKlines(Consumer<Klines> onKlines, Period period, RateLimit limit) {
this.run(this.e::setOnKlines, onKlines, period, limit);
}
@Override
public void setOnDepth(Consumer<Depth> onDepth) {
this.run(this.e::setOnDepth, onDepth);
}
@Override
public void setOnDepth(Consumer<Depth> onDepth, RateLimit limit) {
this.run(this.e::setOnDepth, onDepth, limit);
}
@Override
public void setOnTrades(Consumer<Trades> onTrades) {
this.run(this.e::setOnTrades, onTrades);
}
@Override
public void setOnTrades(Consumer<Trades> onTrades, RateLimit limit) {
this.run(this.e::setOnTrades, onTrades, limit);
}
@Override
public void setOnAccount(Consumer<Account> onAccount) {
this.run(this.e::setOnAccount, onAccount);
}
@Override
public void setOnOrders(Consumer<Orders> onOrders) {
this.run(this.e::setOnOrders, onOrders);
}
// =================== tools =======================
@Override
public String toString() {
return "ProxyExchange{" +
"e=" + e +
'}';
}
private void run(Runnable runnable) {
try {
runnable.run();
} catch (Exception ignored) { }
}
private <T> void run(Consumer<T> consumer, T t) {
try {
consumer.accept(t);
} catch (Exception ignored) { }
}
private <T, K> void run(BiConsumer<T, K> consumer, T t, K k) {
try {
consumer.accept(t, k);
} catch (Exception ignored) { }
}
private <T, U, K> void run(TrConsumer<T, U, K> consumer, T t, U u, K k) {
try {
consumer.accept(t, u, k);
} catch (Exception ignored) { }
}
private <R> R get(Supplier<R> supplier) {
try {
return supplier.get();
} catch (Exception ignored) { }
return null;
}
private <T, R> R get(Function<T, R> function, T t) {
try {
return function.apply(t);
} catch (Exception ignored) { }
return null;
}
private <T, K, R> R get(BiFunction<T, K, R> function, T t, K k) {
try {
return function.apply(t, k);
} catch (Exception ignored) { }
return null;
}
private <T, U, K, L, R> R get(FourFunction<T, U, K, L, R> function, T t, U u, K k, L l) {
try {
return function.apply(t, u, k, l);
} catch (Exception ignored) { }
return null;
}
private List<String> multi(Function<List<Row>, List<String>> multi,
List<Row> rows, LogAction la) {
List<String> ids = this.get(multi, rows);
if (null != ids) {
la.setIds(new ArrayList<>(ids));
}
this.log.info("{} {}", la.getAction(), JSON.toJSONString(la));
return ids;
}
private String single(Function<BigDecimal, String> single, BigDecimal number, LogAction la) {
String id = this.get(single, number);
return this.checkId(id, la);
}
private String checkId(String id, LogAction la) {
if (null != id) {
la.setId(id);
}
this.log.info("{} {}", la.getAction(), JSON.toJSONString(la));
return id;
}
private String single(BiFunction<BigDecimal, BigDecimal, String> single,
BigDecimal price, BigDecimal amount, LogAction la) {
String id = this.get(single, price, amount);
return this.checkId(id, la);
}
}
| 13,176 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
TrConsumer.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/exchange/TrConsumer.java | package cqt.goai.run.exchange;
/**
* @author GOAi
*/
@FunctionalInterface
public interface TrConsumer<T, U, K> {
/**
* 接受3个参数
* @param t t
* @param u u
* @param k k
*/
void accept(T t, U u, K k);
}
| 244 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
BaseExchange.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/exchange/BaseExchange.java | package cqt.goai.run.exchange;
import cqt.goai.exchange.ExchangeException;
import cqt.goai.exchange.ExchangeName;
import cqt.goai.exchange.http.HttpExchange;
import cqt.goai.exchange.util.RateLimit;
import cqt.goai.exchange.util.Seal;
import cqt.goai.model.enums.Period;
import cqt.goai.model.market.*;
import cqt.goai.model.trade.*;
import cqt.goai.run.exchange.model.ModelManager;
import lombok.EqualsAndHashCode;
import org.slf4j.Logger;
import java.math.BigDecimal;
import java.util.List;
import java.util.concurrent.ConcurrentHashMap;
import java.util.function.Consumer;
import java.util.function.Supplier;
import java.util.stream.Collectors;
import static dive.common.math.BigDecimalUtil.greater;
import static dive.common.math.BigDecimalUtil.less;
import static dive.common.util.Util.exist;
/**
* 基本获取交易所信息类，
* - 继承该类可直接调用Market和Trade数据，
* - 重载方法可实现主动推送（2种方式，主动注册有推送 和 被重载则推送）
* @author GOAi
*/
@EqualsAndHashCode
public class BaseExchange implements Exchange {
/**
* 日志
*/
protected final Logger log;
/**
* 交易所名
*/
protected final ExchangeName name;
/**
* 币对
*/
protected final String symbol;
/**
* access
*/
protected final String access;
/**
* secret
*/
protected final String secret;
/**
* 是否可以进行主动推送
*/
protected final Supplier<Boolean> ready;
/**
* 缓存的ticker，主动推送情况下，getTicker就直接返回这个
*/
protected ModelManager<Ticker> ticker = new ModelManager<>(RateLimit.second3());
protected ConcurrentHashMap<Period, ModelManager<Klines>> klines = new ConcurrentHashMap<>();
protected ModelManager<Depth> depth = new ModelManager<>(RateLimit.second3());
protected ModelManager<Trades> trades = new ModelManager<>(RateLimit.second3());
protected ModelManager<Account> account = new ModelManager<>(RateLimit.second());
protected ModelManager<Orders> orders = new ModelManager<>(RateLimit.NO);
protected Precision precision;
BaseExchange(Logger log, ExchangeName name, String symbol, String access, String secret,
Supplier<Boolean> ready) {
this.log = log;
this.name = name;
this.symbol = symbol;
this.access = access;
this.secret = secret;
this.ready = ready;
}
@Override
public ExchangeName getExchangeName() {
return name;
}
@Override
public String getName() {
return name.getName();
}
@Override
public String getSymbol() {
return symbol;
}
@Override
public String getAccess() {
return access;
}
@Override
public String getSecret() {
return secret;
}
@Override
public Logger getLog() {
return log;
}
@Override
public HttpExchange getHttpExchange() {
throw new ExchangeException("getHttpExchange is not supported.");
}
/**
* 取消所有订阅
*/
@Override
public void destroy() {
throw new ExchangeException("destroy is not supported.");
}
/**
* 检查目标币精度
* @param count 被检查的值
* @param ceil 是否向上取整
* @return 检查后的值
*/
@Override
public BigDecimal checkCount(BigDecimal count, boolean ceil) {
this.checkPrecision();
if (null == this.precision) {
return count;
}
return this.checkPrecision(count, ceil ? BigDecimal.ROUND_CEILING : BigDecimal.ROUND_FLOOR,
this.precision.getMinQuote(), this.precision.getMaxQuote(),
this.precision.getQuoteStep(), this.precision.getQuote());
}
/**
* 检查目标币精度
* @param base 被检查的值
* @return 检查后的值
*/
@Override
public BigDecimal checkBase(BigDecimal base) {
this.checkPrecision();
if (null == this.precision) {
return base;
}
return this.checkPrecision(base, BigDecimal.ROUND_FLOOR,
this.precision.getMinBase(), this.precision.getMaxBase(),
this.precision.getBaseStep(), this.precision.getBase());
}
/**
* 检查精度
* @param value 被检查数字
* @param roundingMode 精度不对时处理方式
* @param min 最小值
* @param max 最大值
* @param step 最小递增精度
* @param precision 最小精度
* @return 检查后结果
*/
private BigDecimal checkPrecision(BigDecimal value, int roundingMode,
BigDecimal min, BigDecimal max,
BigDecimal step, Integer precision) {
if (null != min && less(value, min)) {
String message = String.format("precision is wrong. value is %s but the min require is %s",
value, min);
log.error(message);
throw new ExchangeException(message);
}
if (null != max && greater(value, max)) {
String message = String.format("precision is wrong. value is %s but the max require is %s",
value, max);
log.error(message);
throw new ExchangeException(message);
}
if (null != step) {
BigDecimal times = value.divide(step, 32, BigDecimal.ROUND_HALF_UP).stripTrailingZeros();
int scale = times.scale();
if (0 < scale) {
// 没有被整除
times = times.setScale(0, roundingMode);
return step.multiply(times);
} else {
return value;
}
}
if (null != precision) {
value = value.setScale(precision, roundingMode);
return this.checkPrecision(value, roundingMode, min, max, null, null);
}
return value;
}
/**
* 本地缓存一份精度数据
*/
private void checkPrecision() {
if (null == this.precision) {
synchronized (HttpExchange.class) {
if (null == this.precision) {
this.precision = this.getPrecision();
}
}
}
}
/**
* 精度调整
*/
@Override
public List<Row> checkRows(List<Row> rows, boolean ceil) {
return rows.stream()
.map(r -> {
BigDecimal price;
BigDecimal amount;
try {
price = this.checkCount(r.getPrice(), ceil);
amount = this.checkBase(r.getAmount());
} catch (Exception e) {
e.printStackTrace();
log.error(e.getMessage());
return Row.row(null, null);
}
return Row.row(price, amount);
}).filter(r -> exist(r.getPrice(), r.getAmount()))
.collect(Collectors.toList());
}
// =================== ticker =======================
/**
* 获取Ticker
*/
@Override
public final Ticker getTicker() {
return this.getTicker(false);
}
/**
* 获取Ticker
* @param latest http方式, 允许不是最新的
*/
@Override
public Ticker getTicker(boolean latest) {
throw new ExchangeException("getTicker is not supported. latest:" + latest);
}
// =================== klines =======================
/**
* 获取Klines
*/
@Override
public final Klines getKlines() {
return this.getKlines(Period.MIN1, false);
}
/**
* 获取Klines 默认可以取不是最新的
* @param period K线周期
*/
@Override
public Klines getKlines(Period period) {
return this.getKlines(Period.MIN1, false);
}
/**
* 获取Klines 默认周期为MIN1
* @param latest http方式, 允许不是最新的
*/
@Override
public Klines getKlines(boolean latest) {
return this.getKlines(Period.MIN1, latest);
}
/**
* 获取Klines
* @param period K线周期
* @param latest http方式, 允许不是最新的
*/
@Override
public Klines getKlines(Period period, boolean latest) {
throw new ExchangeException("getKlines is not supported. latest:" + latest);
}
// =================== Depth =======================
/**
* 获取Depth
*/
@Override
public final Depth getDepth() {
return this.getDepth(false);
}
/**
* 获取Depth
* @param latest http方式, 允许不是最新的
*/
@Override
public Depth getDepth(boolean latest) {
throw new ExchangeException("getDepth is not supported. latest:" + latest);
}
// =================== trades =======================
/**
* 获取Trades
*/
@Override
public final Trades getTrades() {
return this.getTrades(false);
}
/**
* 获取Trades
* @param latest http方式, 允许不是最新的
*/
@Override
public Trades getTrades(boolean latest) {
throw new ExchangeException("getTrades is not supported. latest:" + latest);
}
// =================== account =======================
/**
* 获取账户所有余额
*/
@Override
public Balances getBalances() {
throw new ExchangeException("getBalances is not supported.");
}
/**
* 获取Account
*/
@Override
public final Account getAccount() {
return this.getAccount(false);
}
/**
* 获取Account
* @param latest http方式, 允许不是最新的
*/
@Override
public Account getAccount(boolean latest) {
throw new ExchangeException("getAccount is not supported. latest:" + latest);
}
// =================== reminder =======================
/**
* 获取所有币对精度信息
*/
@Override
public Precisions getPrecisions() {
throw new ExchangeException("getPrecisions is not supported.");
}
/**
* 获取币对精度信息
*/
@Override
public Precision getPrecision() {
throw new ExchangeException("getPrecision is not supported.");
}
/**
* 限价买
* 自动结算精度，价格向下截断，数量向下截断
* @return 订单id
*/
@Override
public String buyLimit(BigDecimal price, BigDecimal amount) {
throw new ExchangeException("buyByLimit is not supported.");
}
/**
* 限价卖
* 自动结算精度，价格向上截断，数量向上截断
* @return 订单id
*/
@Override
public String sellLimit(BigDecimal price, BigDecimal amount) {
throw new ExchangeException("sellByLimit is not supported.");
}
/**
* 市价买
* 自动结算精度，价格向下截断
* @return 订单id
*/
@Override
public String buyMarket(BigDecimal count) {
throw new ExchangeException("buyByMarket is not supported.");
}
/**
* 市价卖
* 自动结算精度，数量向上截断
* @return 订单id
*/
@Override
public String sellMarket(BigDecimal base) {
throw new ExchangeException("sellByMarket is not supported.");
}
/**
* 多买
* @param bids 多对买单
* @return 订单id
*/
@Override
public List<String> multiBuy(List<Row> bids) {
throw new ExchangeException("multiBuy is not supported.");
}
/**
* 多卖
* @param asks 多对卖单
* @return 订单id
*/
@Override
public List<String> multiSell(List<Row> asks) {
throw new ExchangeException("multiSell is not supported.");
}
/**
* 取消单个订单
* @param id 订单id
* @return 取消成功与否
*/
@Override
public boolean cancelOrder(String id) {
throw new ExchangeException("cancelOrder is not supported.");
}
/**
* 取消多个订单
* @param ids 多个订单id
* @return 成功取消的订单id
*/
@Override
public List<String> cancelOrders(List<String> ids) {
throw new ExchangeException("cancelOrders is not supported.");
}
/**
* 获取活跃订单
*/
@Override
public Orders getOrders() {
throw new ExchangeException("getOrders is not supported.");
}
/**
* 获取历史订单
*/
@Override
public Orders getHistoryOrders() {
throw new ExchangeException("getHistoryOrders is not supported.");
}
/**
* 获取指定订单
*/
@Override
public Order getOrder(String id) {
throw new ExchangeException("getOrder is not supported.");
}
/**
* 获取订单成交明细
*/
@Override
public OrderDetails getOrderDetails(String id) {
throw new ExchangeException("getOrderDetails is not supported.");
}
/**
* 获取所有订单成交明细
*/
@Override
public OrderDetails getOrderDetailAll() {
throw new ExchangeException("getOrderDetailAll is not supported.");
}
// ========================== push ===========================
/**
* 设置onTicker, 默认无频率限制
* @param onTicker 消费函数
*/
@Override
public final void setOnTicker(Consumer<Ticker> onTicker) {
this.setOnTicker(onTicker, RateLimit.NO);
}
/**
* 设置onTicker
* @param onTicker 消费函数
* @param limit 推送频率限制
*/
@Override
public void setOnTicker(Consumer<Ticker> onTicker, RateLimit limit) {
throw new ExchangeException("setOnTicker is not supported.");
}
/**
* 更新本地ticker并推送Ticker
*/
void onTicker(Ticker ticker, String id) {
this.ticker.on(this.ready.get(), ticker, id);
}
/**
* 设置onTicker, 默认1MIN, 频率无频率限制
* @param onKlines 消费函数
*/
@Override
public final void setOnKlines(Consumer<Klines> onKlines) {
this.setOnKlines(onKlines, Period.MIN1, RateLimit.NO);
}
/**
* 设置onTicker
* @param onKlines 消费函数
* @param period 推送K线周期
*/
@Override
public void setOnKlines(Consumer<Klines> onKlines, Period period, RateLimit limit) {
throw new ExchangeException("setOnKlines is not supported.");
}
/**
* 更新本地ticker并推送Ticker
*/
void onKlines(Period period, Klines klines, String id) {
if (this.klines.containsKey(period)) {
this.klines.get(period).on(this.ready.get(), klines, id);
}
}
/**
* 设置onDepth, 默认无频率限制
* @param onDepth 消费函数
*/
@Override
public final void setOnDepth(Consumer<Depth> onDepth) {
this.setOnDepth(onDepth, RateLimit.NO);
}
/**
* 设置onDepth
* @param onDepth 消费函数
* @param limit 推送频率限制
*/
@Override
public void setOnDepth(Consumer<Depth> onDepth, RateLimit limit) {
throw new ExchangeException("setOnDepth is not supported.");
}
/**
* 更新本地depth并推送depth
*/
void onDepth(Depth depth, String id) {
this.depth.on(this.ready.get(), depth, id);
}
/**
* 设置onTrades, 默认无频率限制
* @param onTrades 消费函数
*/
@Override
public final void setOnTrades(Consumer<Trades> onTrades) {
this.setOnTrades(onTrades, RateLimit.NO);
}
/**
* 设置onTrades
* @param onTrades 消费函数
* @param limit 推送频率限制
*/
@Override
public void setOnTrades(Consumer<Trades> onTrades, RateLimit limit) {
throw new ExchangeException("setOnTrades is not supported.");
}
/**
* 更新本地trades并推送trades
*/
void onTrades(Trades trades, String id) {
this.trades.on(this.ready.get(), trades, id);
}
/**
* 设置onAccount, 默认无频率限制
* @param onAccount 消费函数
*/
@Override
public void setOnAccount(Consumer<Account> onAccount) {
throw new ExchangeException("setOnAccount is not supported.");
}
/**
* 更新本地account并推送account
*/
void onAccount(Account account, String id) {
this.account.on(this.ready.get(), account, id);
}
/**
* 设置onOrders, 默认无频率限制
* @param onOrders 消费函数
*/
@Override
public void setOnOrders(Consumer<Orders> onOrders) {
throw new ExchangeException("setOnOrders is not supported.");
}
/**
* 更新本地account并推送account
*/
void onOrders(Orders orders, String id) {
this.orders.on(this.ready.get(), orders, id);
}
@Override
public String toString() {
return "BaseExchange{" +
"name='" + this.name + '\'' +
", symbol='" + this.symbol + '\'' +
", access='" + Seal.seal(this.access) + '\'' +
", secret='" + Seal.seal(this.secret) + '\'' +
'}';
}
}
| 17,390 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Exchange.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/exchange/Exchange.java | package cqt.goai.run.exchange;
import cqt.goai.exchange.ExchangeName;
import cqt.goai.exchange.http.HttpExchange;
import cqt.goai.exchange.util.RateLimit;
import cqt.goai.model.enums.Period;
import cqt.goai.model.market.*;
import cqt.goai.model.trade.*;
import org.slf4j.Logger;
import java.math.BigDecimal;
import java.util.List;
import java.util.function.Consumer;
/**
* 交易所接口
* @author GOAi
*/
public interface Exchange {
/**
* 所属交易所信息
* @return 交易所信息
*/
ExchangeName getExchangeName();
/**
* 交易所名
* @return 交易所名
*/
String getName();
/**
* 币对
* @return 币对
*/
String getSymbol();
/**
* access
* @return access
*/
String getAccess();
/**
* secret
* @return secret
*/
String getSecret();
/**
* 日志
* @return 日志
*/
Logger getLog();
/**
* 获取http请求对象 方便调用特殊api
* @return HttpExchange
*/
HttpExchange getHttpExchange();
/**
* 取消所有订阅
*/
void destroy();
/**
* 检查价格
* @param count 价格
* @param ceil 取整方向
* @return 调整后
*/
BigDecimal checkCount(BigDecimal count, boolean ceil);
/**
* 检查数量
* @param base 数量
* @return 调整后
*/
BigDecimal checkBase(BigDecimal base);
/**
* 检查多个精度
* @param rows 多个
* @param ceil 取整方向
* @return 调整后
*/
List<Row> checkRows(List<Row> rows, boolean ceil);
// =================== ticker =======================
/**
* 获取Ticker
* @return Ticker
*/
Ticker getTicker();
/**
* 获取Ticker
* @param latest http方式, false -> 允许不是最新的 true -> 必须最新的
* @return Ticker
*/
Ticker getTicker(boolean latest);
// =================== klines =======================
/**
* 获取Klines
* @return Klines
*/
Klines getKlines();
/**
* 获取Klines 默认可以取不是最新的
* @param period K线周期
* @return Klines
*/
Klines getKlines(Period period);
/**
* 获取Klines 默认周期为MIN1
* @param latest http方式, 允许不是最新的
* @return Klines
*/
Klines getKlines(boolean latest);
/**
* 获取Klines
* @param period K线周期
* @param latest http方式, 允许不是最新的
* @return Klines
*/
Klines getKlines(Period period, boolean latest);
// =================== Depth =======================
/**
* 获取Depth
* @return Depth
*/
Depth getDepth();
/**
* 获取Depth
* @param latest http方式, 允许不是最新的
* @return Depth
*/
Depth getDepth(boolean latest);
// =================== trades =======================
/**
* 获取Trades
* @return Trades
*/
Trades getTrades();
/**
* 获取Trades
* @param latest http方式, 允许不是最新的
* @return Trades
*/
Trades getTrades(boolean latest);
// =================== account =======================
/**
* 获取账户所有余额
* @return Balances
*/
Balances getBalances();
/**
* 获取Account
* @return Account
*/
Account getAccount();
/**
* 获取Account
* @param latest http方式, 允许不是最新的
* @return Account
*/
Account getAccount(boolean latest);
// =================== trade =======================
/**
* 获取所有币对精度信息
* @return Precisions
*/
Precisions getPrecisions();
/**
* 获取币对精度信息
* @return Precision
*/
Precision getPrecision();
/**
* 限价买
* 自动结算精度，价格向下截断，数量向下截断
* @param price 订单价格
* @param amount 订单数量
* @return 订单id
*/
String buyLimit(BigDecimal price, BigDecimal amount);
/**
* 限价买
* 自动结算精度，价格向下截断，数量向下截断
* @param price 订单价格
* @param amount 订单数量
* @return 订单id
*/
default String buyLimit(double price, double amount) {
return this.buyLimit(new BigDecimal(price), new BigDecimal(amount));
}
/**
* 限价卖
* 自动结算精度，价格向上截断，数量向上截断
* @param price 订单价格
* @param amount 订单数量
* @return 订单id
*/
String sellLimit(BigDecimal price, BigDecimal amount);
/**
* 限价卖
* 自动结算精度，价格向上截断，数量向上截断
* @param price 订单价格
* @param amount 订单数量
* @return 订单id
*/
default String sellLimit(double price, double amount) {
return this.sellLimit(new BigDecimal(price), new BigDecimal(amount));
}
/**
* 市价买
* 自动结算精度，价格向下截断
* @param count 订单总价
* @return 订单id
*/
String buyMarket(BigDecimal count);
/**
* 市价卖
* 自动结算精度，数量向上截断
* @param base 订单数量
* @return 订单id
*/
String sellMarket(BigDecimal base);
/**
* 多买
* @param bids 多对买单
* @return 订单id
*/
List<String> multiBuy(List<Row> bids);
/**
* 多卖
* @param asks 多对卖单
* @return 订单id
*/
List<String> multiSell(List<Row> asks);
/**
* 取消单个订单
* @param id 订单id
* @return 取消成功与否
*/
boolean cancelOrder(String id);
/**
* 取消多个订单
* @param ids 多个订单id
* @return 成功取消的订单id
*/
List<String> cancelOrders(List<String> ids);
// =================== order =======================
/**
* 获取活跃订单
* @return Orders
*/
Orders getOrders();
/**
* 获取历史订单
* @return Orders
*/
Orders getHistoryOrders();
/**
* 获取历史订单
* @param id 订单id
* @return Order
*/
Order getOrder(String id);
/**
* 获取订单成交明细
* @param id 订单id
* @return OrderDetails
*/
OrderDetails getOrderDetails(String id);
/**
* 获取所有订单成交明细
* @return getOrderDetailAll
*/
OrderDetails getOrderDetailAll();
// =================== push =======================
/**
* 设置onTicker, 默认无频率限制
* @param onTicker 消费函数
*/
void setOnTicker(Consumer<Ticker> onTicker);
/**
* 设置onTicker
* @param onTicker 消费函数
* @param limit 推送频率限制
*/
void setOnTicker(Consumer<Ticker> onTicker, RateLimit limit);
/**
* 设置onTicker, 默认1MIN, 频率无频率限制
* @param onKlines 消费函数
*/
void setOnKlines(Consumer<Klines> onKlines);
/**
* 设置onTicker
* @param onKlines 消费函数
* @param period 推送K线周期
* @param limit 频率限制
*/
void setOnKlines(Consumer<Klines> onKlines, Period period, RateLimit limit);
/**
* 设置onDepth, 默认无频率限制
* @param onDepth 消费函数
*/
void setOnDepth(Consumer<Depth> onDepth);
/**
* 设置onDepth
* @param onDepth 消费函数
* @param limit 推送频率限制
*/
void setOnDepth(Consumer<Depth> onDepth, RateLimit limit);
/**
* 设置onTrades, 默认无频率限制
* @param onTrades 消费函数
*/
void setOnTrades(Consumer<Trades> onTrades);
/**
* 设置onTrades
* @param onTrades 消费函数
* @param limit 推送频率限制
*/
void setOnTrades(Consumer<Trades> onTrades, RateLimit limit);
/**
* 设置onAccount, 默认无频率限制
* @param onAccount 消费函数
*/
void setOnAccount(Consumer<Account> onAccount);
/**
* 设置onOrders, 默认无频率限制
* @param onOrders 消费函数
*/
void setOnOrders(Consumer<Orders> onOrders);
/**
* 获取Exchange json
* @param name 交易所名
* @param symbol 币对
* @param access access
* @param secret secret
* @return 交易所json
*/
static String getExchangeJson(String name, String symbol, String access, String secret) {
return String.format("{\"name\":\"%s\",\"symbol\":\"%s\",\"access\":\"%s\",\"secret\":\"%s\"}",
name, symbol, access, secret);
}
}
| 8,781 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
BaseExchangeFactory.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/exchange/factory/BaseExchangeFactory.java | package cqt.goai.run.exchange.factory;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.run.exchange.Exchange;
import org.slf4j.Logger;
import java.util.function.Supplier;
/**
* @author GOAi
*/
public abstract class BaseExchangeFactory {
/**
* Exchange工厂
* Factory Method Pattern 工厂方法模式
* 有多种Exchange类型，不同的工厂产生的Exchange底层实现不一样
* @param proxy 是否包装代理
* @param log 日志
* @param config 配置信息
* @param ready 是否准备好接收推送
* @return Exchange
*/
public abstract Exchange getExchange(boolean proxy, Logger log, JSONObject config, Supplier<Boolean> ready);
}
| 711 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
LocalExchangeFactory.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/exchange/factory/LocalExchangeFactory.java | package cqt.goai.run.exchange.factory;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.exchange.ExchangeName;
import cqt.goai.run.exchange.Exchange;
import cqt.goai.run.exchange.LocalExchange;
import cqt.goai.run.exchange.ProxyExchange;
import org.slf4j.Logger;
import java.util.function.Supplier;
/**
* 本地实现Exchange
* @author GOAi
*/
public class LocalExchangeFactory extends BaseExchangeFactory {
@Override
public Exchange getExchange(boolean proxy, Logger log, JSONObject config, Supplier<Boolean> ready) {
Exchange exchange = new LocalExchange(log,
ExchangeName.getByName(config.getString("name")),
config.getString("symbol"),
config.getString("access"),
config.getString("secret"),
ready);
if (proxy) {
exchange = new ProxyExchange(exchange);
}
return exchange;
}
}
| 930 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
ModelObserver.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/exchange/model/ModelObserver.java | package cqt.goai.run.exchange.model;
import cqt.goai.exchange.util.RateLimit;
import java.util.function.Consumer;
/**
* 某个具体订阅
* @author GOAi
*/
public class ModelObserver<T> {
/**
* 消费函数
*/
final Consumer<T> consumer;
/**
* 频率限制
*/
final RateLimit limit;
/**
* 推送id
*/
private final String id;
public ModelObserver(Consumer<T> consumer, RateLimit limit, String id) {
this.consumer = consumer;
this.limit = limit;
this.id = id;
}
/**
* 接收model
* @param model 新的对象
*/
void on(T model) {
if (this.limit.timeout()) {
this.consumer.accept(model);
}
}
public String getId() {
return id;
}
}
| 797 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
LogAction.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/exchange/model/LogAction.java | package cqt.goai.run.exchange.model;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.exchange.Action;
import cqt.goai.model.market.Row;
import lombok.Data;
import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.List;
/**
* @author GOAi
*/
@Data
public class LogAction {
private String name;
private String symbol;
private String access;
private Action action;
private BigDecimal price;
private BigDecimal amount;
private BigDecimal quote;
private BigDecimal base;
private List<Row> rows;
private String id;
private List<String> ids;
private LogAction(String name, String symbol, String access, Action action) {
this.name = name;
this.symbol = symbol;
this.access = access;
this.action = action;
}
private LogAction(String name, String symbol, String access, Action action,
BigDecimal price, BigDecimal amount) {
this(name, symbol, access, action);
this.price = price;
this.amount = amount;
}
public static LogAction buyLimit(String name, String symbol, String access,
BigDecimal price, BigDecimal amount) {
return new LogAction(name, symbol, access, Action.BUY_LIMIT, price, amount);
}
public static LogAction sellLimit(String name, String symbol, String access,
BigDecimal price, BigDecimal amount) {
return new LogAction(name, symbol, access, Action.SELL_LIMIT, price, amount);
}
public static LogAction buyMarket(String name, String symbol, String access, BigDecimal quote) {
LogAction la = new LogAction(name, symbol, access, Action.BUY_MARKET);
la.quote = quote;
return la;
}
public static LogAction sellMarket(String name, String symbol, String access, BigDecimal base) {
LogAction la = new LogAction(name, symbol, access, Action.BUY_MARKET);
la.base = base;
return la;
}
public static LogAction multiBuy(String name, String symbol, String access, List<Row> rows) {
LogAction la = new LogAction(name, symbol, access, Action.MULTI_BUY);
la.rows = rows;
return la;
}
public static LogAction multiSell(String name, String symbol, String access, List<Row> rows) {
LogAction la = new LogAction(name, symbol, access, Action.MULTI_SELL);
la.rows = rows;
return la;
}
private static final String NAME = "name";
private static final String SYMBOL = "symbol";
private static final String ACCESS = "access";
private static final String ACTION = "action";
private static final String PRICE = "price";
private static final String AMOUNT = "amount";
private static final String QUOTE = "quote";
private static final String BASE = "base";
private static final String ROWS = "rows";
private static final String ID = "id";
private static final String IDS = "ids";
public static LogAction of(String json) {
JSONObject r = JSON.parseObject(json);
String name = null;
String symbol = null;
String access = null;
Action action = null;
if (r.containsKey(NAME)) {
name = r.getString(NAME);
}
if (r.containsKey(SYMBOL)) {
symbol = r.getString(SYMBOL);
}
if (r.containsKey(ACCESS)) {
access = r.getString(ACCESS);
}
if (r.containsKey(ACTION)) {
action = Action.valueOf(r.getString(ACTION));
}
LogAction la = new LogAction(name, symbol, access, action);
if (r.containsKey(PRICE)) {
la.price = r.getBigDecimal(PRICE);
}
if (r.containsKey(AMOUNT)) {
la.amount = r.getBigDecimal(AMOUNT);
}
if (r.containsKey(QUOTE)) {
la.quote = r.getBigDecimal(QUOTE);
}
if (r.containsKey(BASE)) {
la.base = r.getBigDecimal(BASE);
}
if (r.containsKey(ROWS)) {
JSONArray a = r.getJSONArray(ROWS);
la.rows = new ArrayList<>(a.size());
for (int i = 0; i < a.size(); i++) {
la.rows.add(Row.row(a.getJSONObject(i).getBigDecimal("price"),
a.getJSONObject(i).getBigDecimal("amount")));
}
}
if (r.containsKey(ID)) {
la.id = r.getString(ID);
}
if (r.containsKey(IDS)) {
JSONArray array = r.getJSONArray(IDS);
la.ids = new ArrayList<>(array.size());
for (int i = 0; i < array.size(); i++) {
la.ids.add(array.getString(i));
}
}
return la;
}
}
| 4,831 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
ModelManager.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/exchange/model/ModelManager.java | package cqt.goai.run.exchange.model;
import cqt.goai.exchange.util.RateLimit;
import java.util.concurrent.ConcurrentHashMap;
/**
* 管理某一类型对象
* @author GOAi
*/
public class ModelManager<T> {
/**
* 缓存对象
*/
private T model;
/**
* model是否超时
*/
private RateLimit limit;
/**
* 管理所有需要推送的函数
*/
private ConcurrentHashMap<String, ModelObserver<T>> observers = new ConcurrentHashMap<>();
public ModelManager(RateLimit limit) {
this.limit = limit;
}
/**
* 推送model
* @param ready 是否准备好接收
* @param model model
* @param id 推送id
*/
public void on(boolean ready, T model, String id) {
this.update(model);
if (ready && this.on() && this.observers.containsKey(id)) {
this.observers.get(id).on(model);
}
}
/**
* 是否正在推送
*/
public boolean on() {
return !observers.isEmpty();
}
/**
* 注册推送
* @param observer 注册者
*/
public void observe(ModelObserver<T> observer) {
this.observers.put(observer.getId(), observer);
}
/**
* http方式不用推送
* @param model model
*/
public void update(T model) {
this.model = model;
this.limit.update();
}
public T getModel() {
return model;
}
public RateLimit getLimit() {
return limit;
}
public ConcurrentHashMap<String, ModelObserver<T>> getObservers() {
return this.observers;
}
}
| 1,611 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
TradesObserver.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/exchange/model/TradesObserver.java | package cqt.goai.run.exchange.model;
import cqt.goai.exchange.util.RateLimit;
import cqt.goai.model.market.Trade;
import cqt.goai.model.market.Trades;
import java.util.ArrayList;
import java.util.List;
import java.util.concurrent.ConcurrentLinkedDeque;
import java.util.concurrent.ConcurrentLinkedQueue;
import java.util.function.Consumer;
import java.util.stream.Collectors;
/**
* @author GOAi
*/
public class TradesObserver extends ModelObserver<Trades> {
/**
* 最多缓存个数
*/
private int max;
/**
* 对于有频率限制的推送，不能就此丢弃Trades
* 缓存起来，等到能推送的时候一起推
*/
private ConcurrentLinkedDeque<Trade> trades;
public TradesObserver(Consumer<Trades> consumer, RateLimit limit, String id) {
this(consumer, limit, id, 200);
}
public TradesObserver(Consumer<Trades> consumer, RateLimit limit, String id, int max) {
super(consumer, limit, id);
if (limit.isLimit()) {
trades = new ConcurrentLinkedDeque<>();
this.max = max;
}
}
@Override
void on(Trades model) {
if (super.limit.timeout()) {
if (!this.trades.isEmpty()) {
this.addFirst(model);
model = new Trades(new ArrayList<>(this.trades));
}
this.trades.clear();
super.consumer.accept(model);
} else {
this.addFirst(model);
}
}
/**
* 从前面加入
*/
private void addFirst(Trades trades) {
List<Trade> ts = trades.getList();
for (int i = ts.size() - 1; 0 <= i; i--) {
this.trades.addFirst(ts.get(i));
}
// 最多保存200个
while (this.max < this.trades.size()) {
this.trades.removeLast();
}
}
}
| 1,847 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
BaseNotice.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/notice/BaseNotice.java | package cqt.goai.run.notice;
import org.slf4j.Logger;
/**
* 通知对象
*
* @author GOAi
*/
public abstract class BaseNotice {
protected final Logger log;
final String strategyName;
BaseNotice(Logger log, String strategyName) {
this.log = log;
this.strategyName = strategyName;
}
/**
* 高级通知，发电报
* @param message 消息
*/
public abstract void notice(String message);
}
| 453 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Notice.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/notice/Notice.java | package cqt.goai.run.notice;
import org.slf4j.Logger;
import java.util.Arrays;
import java.util.List;
/**
* 通知管理
*
* @author goai
*/
public class Notice {
protected final Logger log;
private final List<BaseNotice> list;
public Notice(Logger log, List<BaseNotice> notices) {
this.log = log;
list = notices;
}
/**
* 高级通知，发电报
* @param message 消息
*/
public void noticeHigh(String message, NoticeType... noticeTypes) {
this.log.info("NOTICE_HIGH {}", message);
List<NoticeType> types = Arrays.asList(noticeTypes);
list.stream().filter(n -> {
if (types.isEmpty()) {
return true;
}
Class c = n.getClass();
return (c == EmailNotice.class && types.contains(NoticeType.Email))
|| (c == TelegramNotice.class && types.contains(NoticeType.Telegram));
}).forEach(n -> n.notice(message));
}
/**
* 低级通知，打日志
* @param message 消息
*/
public void noticeLow(String message) {
this.log.info("NOTICE_LOW {}", message);
}
}
| 1,170 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
EmailNotice.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/notice/EmailNotice.java | package cqt.goai.run.notice;
import com.alibaba.fastjson.JSONObject;
import org.slf4j.Logger;
import javax.mail.MessagingException;
import javax.mail.Session;
import javax.mail.Transport;
import javax.mail.internet.InternetAddress;
import javax.mail.internet.MimeMessage;
import java.io.UnsupportedEncodingException;
import java.util.Date;
import java.util.Properties;
import java.util.stream.Collectors;
/**
* 邮箱通知
*
* @author goai
*/
public class EmailNotice extends BaseNotice {
private String mailSmtpHost = "smtp.exmail.qq.com";
private String mailSmtpPort = "465";
private String mailSmtpSocketFactoryPort = "465";
private String username;
private String password;
private String sender = "goai";
private String[] to;
public EmailNotice(Logger log, String strategyName, JSONObject config) {
super(log, strategyName);
mailSmtpHost = config.containsKey("mailSmtpHost") ? config.getString("mailSmtpHost") : mailSmtpHost;
mailSmtpPort = config.containsKey("mailSmtpPort") ? config.getString("mailSmtpPort") : mailSmtpPort;
mailSmtpSocketFactoryPort = config.containsKey("mailSmtpSocketFactoryPort") ? config.getString("mailSmtpSocketFactoryPort") : mailSmtpSocketFactoryPort;
username = config.getString("username");
password = config.getString("password");
sender = config.containsKey("sender") ? config.getString("sender") : sender;
String to = config.getString("to");
if (to.startsWith("[")) {
this.to = config.getJSONArray("to").stream()
.map(Object::toString)
.collect(Collectors.toList())
.toArray(new String[]{});
} else {
this.to = new String[]{to};
}
}
private void send(String content) {
Properties props = new Properties();
props.setProperty("mail.transport.protocol", "smtp");
props.setProperty("mail.smtp.host", mailSmtpHost);
props.setProperty("mail.smtp.auth", "true");
props.setProperty("mail.smtp.port", mailSmtpPort);
props.setProperty("mail.smtp.timeout", "5000");
props.setProperty("mail.smtp.socketFactory.class", "javax.net.ssl.SSLSocketFactory");
props.setProperty("mail.smtp.socketFactory.fallback", "false");
props.setProperty("mail.smtp.socketFactory.port", mailSmtpSocketFactoryPort);
props.setProperty("mail.smtp.starttls.enable", "true");
props.setProperty("mail.smtp.starttls.required", "true");
props.setProperty("mail.smtp.ssl.enable", "true");
Session session = Session.getInstance(props);
Transport transport = null;
try {
MimeMessage message = new MimeMessage(session);
message.setFrom(new InternetAddress(username, sender, "UTF-8"));
InternetAddress[] internetAddressTo = new InternetAddress[to.length];
for (int i = 0; i < internetAddressTo.length; i++) {
internetAddressTo[i] = new InternetAddress(to[i]);
}
message.setRecipients(MimeMessage.RecipientType.TO, internetAddressTo);
message.setSubject(strategyName, "UTF-8");
message.setContent(content, "text/plain;charset=UTF-8");
message.setSentDate(new Date());
message.saveChanges();
transport = session.getTransport();
transport.connect(username, password);
transport.sendMessage(message, message.getAllRecipients());
} catch (UnsupportedEncodingException | MessagingException e) {
e.printStackTrace();
} finally {
if (null != transport) {
try {
transport.close();
} catch (MessagingException e) {
e.printStackTrace();
}
}
}
}
@Override
public void notice(String message) {
this.send(message);
}
}
| 3,986 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
TelegramNotice.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/notice/TelegramNotice.java | package cqt.goai.run.notice;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.exchange.ExchangeUtil;
import dive.http.common.MimeRequest;
import org.slf4j.Logger;
/**
* 通知对象
*
* @author GOAi
*/
public class TelegramNotice extends BaseNotice {
private final String token;
private final String chatId;
public TelegramNotice(Logger log, String strategyName, JSONObject config) {
super(log, strategyName);
this.token = config.getString("token");
this.chatId = config.getString("chatId");
}
/**
* 高级通知，发电报
* @param message 消息
*/
@Override
public void notice(String message) {
new MimeRequest.Builder()
.url("https://api.telegram.org/bot" + this.token + "/sendMessage")
.post()
.body("chat_id", this.chatId)
.body("text", strategyName + "\n" + message)
.body("parse_mode", "HTML")
.execute(ExchangeUtil.OKHTTP);
}
}
| 1,032 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
NoticeType.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/run/src/main/java/cqt/goai/run/notice/NoticeType.java | package cqt.goai.run.notice;
/**
* 通知类型
*
* @author goai
*/
public enum NoticeType {
/**
* 邮箱
*/
Email,
/**
* 电报
*/
Telegram
}
| 184 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Main.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/strategy/src/main/java/Main.java | /**
* 启动类
*
* @author GOAi
*/
public class Main {
public static void main(String[] args) {
cqt.goai.run.Application.main(args);
}
}
| 160 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Demo.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/strategy/src/main/java/Demo.java | import cqt.goai.model.market.Ticker;
import cqt.goai.run.main.RunTask;
import cqt.goai.run.notice.NoticeType;
import static dive.common.util.Util.exist;
/**
* 演示类 演示HTTP调用的基础使用方法
* @author GOAi
*/
public class Demo extends RunTask {
/**
* 以下配置对应 config.yml 中的配置名 如需使用请先定义好 引擎会自动赋值
*/
private String myString;
/**
* 在这里可以完成策略初始化的工作
*/
@Override
protected void init() {
log.info("myString --> {}",myString);
}
/**
* 默认一秒执行一次该函数 可在配置表中配置loop字段 指定时间
*/
@Override
protected void loop() {
Ticker ticker = e.getTicker(true);
log.info("exchange name --> {} ticker last: {}", e.getName(), exist(ticker) ? ticker.getLast() : null);
}
/**
* 程序关闭的时候调用
*/
@Override
protected void destroy() {
log.info(id + " destroy");
}
}
| 1,030 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
PrecisionTest.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/test/java/test/trade/PrecisionTest.java | package test.trade;
import cqt.goai.model.trade.Precision;
import org.junit.Assert;
import org.junit.Test;
import java.math.BigDecimal;
public class PrecisionTest {
@Test
public void test() {
Precision precision = new Precision(
"asda\"",
"symbol",
2,
3,
new BigDecimal("3"),
new BigDecimal("5"),
new BigDecimal("0.01"),
new BigDecimal("0.001"),
new BigDecimal("50").stripTrailingZeros(),
new BigDecimal("0.01")
);
String data = precision.to();
Assert.assertEquals("[\"YXNkYSI=\",\"symbol\",2,3,3,5,0.01,0.001,50,0.01]", data);
Assert.assertEquals(precision, Precision.of(data, null));
}
}
| 815 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
DepthTest.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/test/java/test/market/DepthTest.java | package test.market;
import cqt.goai.model.market.Depth;
import cqt.goai.model.market.Row;
import cqt.goai.model.market.Rows;
import org.junit.Assert;
import org.junit.Test;
import java.math.BigDecimal;
import java.util.Arrays;
public class DepthTest {
@Test
public void test() {
Depth depth = new Depth(
1546426483495L,
null,
new Rows( Arrays.asList(new Row("231",new BigDecimal("1"), new BigDecimal("2") ),
new Row(null, new BigDecimal("0.500"), new BigDecimal("1"))))
);
String data = depth.to();
Assert.assertEquals("{\"time\":1546426483495,\"asks\":null,\"bids\":[[\"MjMx\",1,2],[null,0.5,1]]}", data);
Depth t = Depth.of(data, null);
Assert.assertEquals(depth, t);
}
}
| 820 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
KlineTest.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/test/java/test/market/KlineTest.java | package test.market;
import cqt.goai.model.market.Kline;
import org.junit.Assert;
import org.junit.Test;
import java.math.BigDecimal;
public class KlineTest {
@Test
public void test() {
Kline kline = new Kline(
"[123,123]",
1546419093195L,
new BigDecimal(1),
new BigDecimal(2),
null,
new BigDecimal(4),
new BigDecimal(5)
);
String data = kline.to();
Assert.assertEquals("[\"WzEyMywxMjNd\",1546419093195,1,2,null,4,5]", data);
Kline c = Kline.of(data, null);
Assert.assertEquals(kline, c);
}
}
| 622 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
RowTest.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/test/java/test/market/RowTest.java | package test.market;
import cqt.goai.model.market.Row;
import org.junit.Assert;
import org.junit.Test;
import java.math.BigDecimal;
public class RowTest {
@Test
public void test() {
Row row = new Row("12321,qwr42w3r238987c",new BigDecimal("1.12"),new BigDecimal("1.12"));
String data = row.to();
Assert.assertEquals("[\"MTIzMjEscXdyNDJ3M3IyMzg5ODdj\",1.12,1.12]", data);
Row r = Row.of(data, null);
Assert.assertEquals(row, r);
}
}
| 489 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
TradeTest.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/test/java/test/market/TradeTest.java | package test.market;
import cqt.goai.model.enums.Side;
import cqt.goai.model.market.Trade;
import org.junit.Assert;
import org.junit.Test;
import java.math.BigDecimal;
public class TradeTest {
@Test
public void test() {
Trade trade = new Trade(
"[123,123]",
1546419093195L,
"123",
Side.BUY,
new BigDecimal(1),
new BigDecimal(2)
);
String data = trade.to();
Assert.assertEquals("[\"WzEyMywxMjNd\",1546419093195,\"123\",\"BUY\",1,2]", data);
Trade t = Trade.of(data, null);
Assert.assertEquals(trade, t);
}
}
| 676 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
TradesTest.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/test/java/test/market/TradesTest.java | package test.market;
import cqt.goai.model.enums.Side;
import cqt.goai.model.market.Trade;
import cqt.goai.model.market.Trades;
import org.junit.Assert;
import org.junit.Test;
import java.math.BigDecimal;
import java.util.Arrays;
public class TradesTest {
@Test
public void test() {
Trades trades = new Trades(Arrays.asList(new Trade(
"asd{89as\"",
123L,
"123",
Side.BUY,
new BigDecimal("1"),
new BigDecimal("2")
),new Trade(
null,
123L,
"123",
Side.SELL,
new BigDecimal("1"),
new BigDecimal("2")
)));
String data = trades.to();
Assert.assertEquals("[[\"YXNkezg5YXMi\",123,\"123\",\"BUY\",1,2],[null,123,\"123\",\"SELL\",1,2]]", data);
Trades ts = Trades.of(data, null);
Assert.assertEquals(trades, ts);
}
}
| 974 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
KlinesTest.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/test/java/test/market/KlinesTest.java | package test.market;
import cqt.goai.model.market.Kline;
import cqt.goai.model.market.Klines;
import org.junit.Assert;
import org.junit.Test;
import java.math.BigDecimal;
import java.util.Arrays;
public class KlinesTest {
@Test
public void test() {
Klines klines = new Klines(Arrays.asList(new Kline(
"{123,\"123\"}",
1546422552967L,
null,
new BigDecimal("1"),
new BigDecimal("2"),
new BigDecimal("3"),
new BigDecimal("0")
),new Kline(
null,
1546422552968L,
null,
new BigDecimal("2"),
new BigDecimal("3"),
new BigDecimal("4"),
new BigDecimal("5")
)));
String data = klines.to();
Assert.assertEquals("[[\"ezEyMywiMTIzIn0=\",1546422552967,null,1,2,3,0],[null,1546422552968,null,2,3,4,5]]", data);
Klines c = Klines.of(data, null);
Assert.assertEquals(klines, c);
}
}
| 1,064 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
TickerTest.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/test/java/test/market/TickerTest.java | package test.market;
import cqt.goai.model.market.Ticker;
import org.junit.Assert;
import org.junit.Test;
import java.math.BigDecimal;
public class TickerTest {
@Test
public void test() {
Ticker ticker = new Ticker(
"{123,\"123\"}",
1546419093195L,
new BigDecimal(1),
new BigDecimal(2),
null,
new BigDecimal(4),
new BigDecimal(5)
);
String data = ticker.to();
Assert.assertEquals("{\"data\":\"ezEyMywiMTIzIn0=\",\"time\":1546419093195,\"open\":1,\"high\":2,\"low\":null,\"last\":4,\"volume\":5}", data);
Ticker t = Ticker.of(data, null);
Assert.assertEquals(ticker, t);
}
}
| 759 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
RowsTest.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/test/java/test/market/RowsTest.java | package test.market;
import cqt.goai.model.market.Row;
import cqt.goai.model.market.Rows;
import org.junit.Assert;
import org.junit.Test;
import java.math.BigDecimal;
import java.util.Arrays;
public class RowsTest {
@Test
public void test() {
Rows rows = new Rows(Arrays.asList(new Row(
"{123,\"123\"}",
new BigDecimal("3"),
new BigDecimal("0")
),new Row(
null,
new BigDecimal("3"),
new BigDecimal("0")
)));
String data = rows.to();
Assert.assertEquals("[[\"ezEyMywiMTIzIn0=\",3,0],[null,3,0]]", data);
Rows rs = Rows.of(data, null);
Assert.assertEquals(rows, rs);
}
}
| 740 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
To.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/main/java/cqt/goai/model/To.java | package cqt.goai.model;
/**
* 对象转换
* @author GOAi
*/
public interface To {
/**
* 转字符串
* @return 字符串
*/
String to();
}
| 169 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Util.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/main/java/cqt/goai/model/Util.java | package cqt.goai.model;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONArray;
import cqt.goai.model.trade.Balance;
import org.slf4j.Logger;
import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.Base64;
import java.util.List;
import java.util.function.Function;
import java.util.stream.Collectors;
/**
* 工具类
* @author GOAi
*/
public class Util {
/**
* 去除末尾的0, 保存时应该检查，有些交易所的数据末尾0乱七八糟的，不如都不要
* @param number 待结尾数字
* @return 结尾后数字
*/
public static BigDecimal strip(BigDecimal number) {
return null != number ?
new BigDecimal(number.stripTrailingZeros().toPlainString()) : null;
}
/**
* 处理Long数据
*/
public static String to(Long time) {
if (null == time) {
return "null";
}
return String.valueOf(time);
}
/**
* 处理BigDecimal数据
*/
public static String to(BigDecimal number) {
if (null == number) {
return "null";
}
return number.toPlainString();
}
/**
* 处理String数据
*/
public static String to(String content) {
if (null == content) {
return "null";
}
return '\"' + content + '\"';
}
/**
* 处理ModelList数据
*/
public static String to(BaseModelList list) {
if (null == list) {
return "null";
}
return list.to();
}
/**
* 处理枚举数据
*/
public static String to(Enum e) {
if (null == e) {
return "null";
}
return '\"' + e.name() + '\"';
}
/**
* 处理整型数据
*/
public static String to(Integer number) {
if (null == number) {
return "null";
}
return String.valueOf(number);
}
/**
* 处理Balance数据
*/
public static String to(Balance balance) {
if (null == balance) {
return "null";
}
return balance.to();
}
/**
* list 转换字符串数组
* @param list list
* @param <E> 元素类型
* @return 字符串数组
*/
public static <E extends To> String to(List<E> list) {
if (null == list) {
return null;
}
if (0 == list.size()) {
return "[]";
}
return '[' +
list.stream()
.map(To::to)
.collect(Collectors.joining(",")) +
']';
}
/**
* data数据传输时变成Base64编码
* @param data 原始数据
* @return Base64编码
*/
public static String encode(String data) {
return null == data || "null".equals(data) ?
"null" : ('\"' + Base64.getEncoder().encodeToString(data.getBytes()) + '\"');
}
/**
* data数据存入时解码
* @param data Base64编码
* @return 原始数据
*/
public static String decode(String data) {
return null == data || "null".equals(data) ?
null : new String(Base64.getDecoder().decode(data.getBytes()));
}
/**
* 单个值还原
* @param data 文本数据
* @param of 转化方法
* @param <E> 结果对象
* @return 转化结果
*/
public static <E> E of(String data, Function<String, E> of) {
return null == data || "null".equals(data) ? null : of.apply(data);
}
/**
* 可能组合成ModelList的元素，在上级就已经转变成JSONArray了
* 本身的of(String data)不能使用，则重载个of(JSONArray r)方法
* @param data 数组数据
* @param of 解析JSONArray对象
* @param log 错误输出
* @return 解析结果
*/
public static <T> T of(String data, Function<JSONArray, T> of, Logger log) {
try {
return of.apply(JSON.parseArray(data));
} catch (Exception e) {
e.printStackTrace();
log.error(e.getMessage());
log.error("of error -> {}", data);
}
return null;
}
/**
* 解析list数据并添加到ModelList对象中
* @param data 原始数据
* @param fresh 构造新的实例
* @param of JSONArray解析of
* @param log 错误输出
* @param <E> 元素对象
* @return 解析成功与否
*/
public static <E, T> T of(String data, Function<List<E>, T> fresh,
Function<JSONArray, E> of, Logger log) {
try {
JSONArray r = JSON.parseArray(data);
return Util.of(r, fresh, of, log);
} catch (Exception e) {
e.printStackTrace();
log.error(e.getMessage());
log.error("of error -> {}", data);
}
return null;
}
/**
* 解析JSONArray数据并添加到ModelList对象中
* @param r JSONArray数据
* @param fresh 构造新的实例
* @param of JSONArray解析of
* @param log 错误输出
* @param <E> 元素对象
* @return 解析成功与否
*/
public static <E, T> T of(JSONArray r, Function<List<E>, T> fresh,
Function<JSONArray, E> of, Logger log) {
if (null == r) {
return null;
}
try {
List<E> list = new ArrayList<>(r.size());
for (int i = 0; i < r.size(); i++) {
list.add(of.apply(r.getJSONArray(i)));
}
return fresh.apply(list);
} catch (Exception e) {
e.printStackTrace();
log.error(e.getMessage());
log.error("of error -> {}", r);
}
return null;
}
}
| 5,832 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
BaseModelList.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/main/java/cqt/goai/model/BaseModelList.java | package cqt.goai.model;
import lombok.EqualsAndHashCode;
import lombok.Getter;
import java.io.Serializable;
import java.util.Iterator;
import java.util.List;
import java.util.function.Consumer;
import java.util.stream.Stream;
/**
* 处理list情况
*
* 封装基本list，额外添加 to 和 of 方法
* Iterator Pattern 迭代器模式
*
* @author GOAi
* @param <E> list的对象
*/
@Getter
@EqualsAndHashCode
public abstract class BaseModelList<E extends To> implements To, Iterable<E>, Serializable {
private static final long serialVersionUID = 1L;
/**
* 底层数据
*/
private List<E> list;
/**
* 构造器传入list对象，可选择ArrayList或LinkedList，看情况选择
* @param list list
*/
public BaseModelList(List<E> list) {
this.list = list;
}
@Override
public String to() {
return Util.to(this.list);
}
public int size() {
return this.list.size();
}
public boolean isEmpty() {
return this.list.isEmpty();
}
public boolean contains(E e) {
return this.list.contains(e);
}
@Override
public Iterator<E> iterator() {
return this.list.iterator();
}
public Object[] toArray() {
return this.list.toArray();
}
public E[] toArray(E[] a) {
return this.list.toArray(a);
}
public E get(int index) {
return this.list.get(index);
}
public E remove(int index) {
return this.list.remove(index);
}
public int indexOf(E e) {
return this.list.indexOf(e);
}
public int lastIndexOf(E e) {
return this.list.lastIndexOf(e);
}
public Stream<E> stream() {
return this.list.stream();
}
public Stream<E> parallelStream() {
return this.list.parallelStream();
}
public E first() {
return this.get(0);
}
public E last() {
return this.get(this.size() - 1);
}
public E getFirst() {
return this.first();
}
public E getLast() {
return this.last();
}
public void add(E e) {
this.list.add(e);
}
public void set(List<E> eList) {
this.list = eList;
}
@Override
public String toString() {
return list.toString();
}
}
| 2,316 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Account.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/main/java/cqt/goai/model/trade/Account.java | package cqt.goai.model.trade;
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONObject;
import cqt.goai.model.To;
import cqt.goai.model.Util;
import lombok.EqualsAndHashCode;
import lombok.Getter;
import lombok.ToString;
import org.slf4j.Logger;
import java.io.Serializable;
import java.math.BigDecimal;
import java.util.Objects;
/**
* 某个币对账户信息
* @author GOAi
*/
@Getter
@ToString
@EqualsAndHashCode
public class Account implements To, Serializable {
private static final long serialVersionUID = -81334812598889084L;
/**
* 时间戳
*/
private final Long time;
/**
* 目标货币 BTC_USD 中的 BTC, 用USD买卖BTC
*/
private final Balance base;
/**
* 计价货币 BTC_USD 中的 USD
*/
private final Balance quote;
public Account(Long time, Balance base, Balance quote) {
this.time = time;
this.base = base;
this.quote = quote;
}
public BigDecimal getBaseFree() {
Objects.requireNonNull(base);
return this.base.getFree();
}
public BigDecimal getBaseUsed() {
Objects.requireNonNull(base);
return this.base.getUsed();
}
public BigDecimal getQuoteFree() {
Objects.requireNonNull(quote);
return this.quote.getFree();
}
public BigDecimal getQuoteUsed() {
Objects.requireNonNull(quote);
return this.quote.getUsed();
}
public double baseFree() {
Objects.requireNonNull(base);
return this.base.free();
}
public double baseUsed() {
Objects.requireNonNull(base);
return this.base.used();
}
public double quoteFree() {
Objects.requireNonNull(quote);
return this.quote.free();
}
public double quoteUsed() {
Objects.requireNonNull(quote);
return this.quote.used();
}
@Override
public String to() {
return '{' +
"\"time\":" + Util.to(this.time) +
",\"base\":" + Util.to(this.base) +
",\"quote\":" + Util.to(this.quote) +
'}';
}
public static Account of(String data, Logger log) {
try {
JSONObject r = JSON.parseObject(data);
return new Account(
r.getLong("time"),
Balance.of(r.getJSONArray("base")),
Balance.of(r.getJSONArray("quote")));
} catch (Exception e) {
e.printStackTrace();
log.error(e.getMessage());
log.error("of error -> {}", data);
}
return null;
}
}
| 2,632 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Precision.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/main/java/cqt/goai/model/trade/Precision.java | package cqt.goai.model.trade;
import com.alibaba.fastjson.JSONArray;
import cqt.goai.model.To;
import cqt.goai.model.Util;
import lombok.EqualsAndHashCode;
import lombok.Getter;
import lombok.ToString;
import org.slf4j.Logger;
import java.io.Serializable;
import java.math.BigDecimal;
import java.util.Objects;
/**
* 某交易币对的精度
* @author GOAi
*/
@Getter
@ToString
@EqualsAndHashCode
public class Precision implements To, Serializable {
private static final long serialVersionUID = -5822155062030969112L;
/**
* 交易所返回的原始数据, 防止有些用户需要一些特殊的数据
*/
private final String data;
/**
* 币对
*/
private final String symbol;
/**
* 交易时币精度，amount
*/
private final Integer base;
/**
* 计价货币精度，price BTC/USD 1btc->6000usd 所以数数数的是usd，也就是写price的位置的精度
*/
private final Integer quote;
/**
* 最小币步长
*/
private final BigDecimal baseStep;
/**
* 最小价格步长
*/
private final BigDecimal quoteStep;
/**
* 最小买卖数量
*/
private final BigDecimal minBase;
/**
* 最小买价格
*/
private final BigDecimal minQuote;
/**
* 最大买卖数量
*/
private final BigDecimal maxBase;
/**
* 最大买价格
*/
private final BigDecimal maxQuote;
public Precision(String data, String symbol,
Integer base, Integer quote,
BigDecimal baseStep, BigDecimal quoteStep,
BigDecimal minBase, BigDecimal minQuote,
BigDecimal maxBase, BigDecimal maxQuote) {
this.data = data;
this.symbol = symbol;
this.base = base;
this.quote = quote;
this.baseStep = Util.strip(baseStep);
this.quoteStep = Util.strip(quoteStep);
this.minBase = Util.strip(minBase);
this.minQuote = Util.strip(minQuote);
this.maxBase = Util.strip(maxBase);
this.maxQuote = Util.strip(maxQuote);
}
@Override
public String to() {
return '[' +
Util.encode(this.data) +
"," + Util.to(this.symbol) +
"," + Util.to(this.base) +
"," + Util.to(this.quote) +
"," + Util.to(this.baseStep) +
"," + Util.to(this.quoteStep) +
"," + Util.to(this.minBase) +
"," + Util.to(this.minQuote) +
"," + Util.to(this.maxBase) +
"," + Util.to(this.maxQuote) +
']';
}
public double baseStep() {
Objects.requireNonNull(this.baseStep);
return this.baseStep.doubleValue();
}
public double quoteStep() {
Objects.requireNonNull(this.quoteStep);
return this.quoteStep.doubleValue();
}
public double minBase() {
Objects.requireNonNull(this.minBase);
return this.minBase.doubleValue();
}
public double minQuote() {
Objects.requireNonNull(this.minQuote);
return this.minQuote.doubleValue();
}
public double maxBase() {
Objects.requireNonNull(this.maxBase);
return this.maxBase.doubleValue();
}
public double maxQuote() {
Objects.requireNonNull(this.maxQuote);
return this.maxQuote.doubleValue();
}
public static Precision of(String data, Logger log) {
return Util.of(data, Precision::of, log);
}
static Precision of(JSONArray r) {
return new Precision(
Util.decode(r.getString(0)),
r.getString(1),
r.getInteger(2),
r.getInteger(3),
r.getBigDecimal(4),
r.getBigDecimal(5),
r.getBigDecimal(6),
r.getBigDecimal(7),
r.getBigDecimal(8),
r.getBigDecimal(9));
}
}
| 4,009 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Orders.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/main/java/cqt/goai/model/trade/Orders.java | package cqt.goai.model.trade;
import cqt.goai.model.BaseModelList;
import cqt.goai.model.Util;
import org.slf4j.Logger;
import java.io.Serializable;
import java.util.List;
/**
* 多笔订单
* @author GOAi
*/
public class Orders extends BaseModelList<Order> implements Serializable {
private static final long serialVersionUID = 3062332528451320335L;
public Orders(List<Order> list) {
super(list);
}
public static Orders of(String data, Logger log) {
return Util.of(data, Orders::new, Order::of, log);
}
@Override
public String toString() {
return "Orders" + super.toString();
}
}
| 648 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Balance.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/main/java/cqt/goai/model/trade/Balance.java | package cqt.goai.model.trade;
import com.alibaba.fastjson.JSONArray;
import cqt.goai.model.To;
import cqt.goai.model.Util;
import lombok.EqualsAndHashCode;
import lombok.Getter;
import lombok.ToString;
import org.slf4j.Logger;
import java.io.Serializable;
import java.math.BigDecimal;
import java.util.Objects;
/**
* 某个币的余额
* @author GOAi
*/
@Getter
@ToString
@EqualsAndHashCode
public class Balance implements To, Serializable {
private static final long serialVersionUID = -8006911245239428396L;
/**
* 交易所返回的原始数据, 防止有些用户需要一些特殊的数据
*/
private final String data;
/**
* 币的名称 BTC USD 等
*/
private final String currency;
/**
* 可用数量
*/
private final BigDecimal free;
/**
* 冻结数量
*/
private final BigDecimal used;
public Balance(String data, String currency, BigDecimal free, BigDecimal used) {
this.data = data;
this.currency = currency;
this.free = Util.strip(free);
this.used = Util.strip(used);
}
@Override
public String to() {
return '[' +
Util.encode(data) +
"," + Util.to(currency) +
"," + Util.to(free) +
"," + Util.to(used) +
']';
}
public double free() {
Objects.requireNonNull(this.free);
return this.free.doubleValue();
}
public double used() {
Objects.requireNonNull(this.used);
return this.used.doubleValue();
}
public static Balance of(String data, Logger log) {
return Util.of(data, Balance::of, log);
}
static Balance of(JSONArray r) {
return new Balance(
Util.decode(r.getString(0)),
r.getString(1),
r.getBigDecimal(2),
r.getBigDecimal(3));
}
}
| 1,921 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
OrderDetail.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/main/java/cqt/goai/model/trade/OrderDetail.java | package cqt.goai.model.trade;
import com.alibaba.fastjson.JSONArray;
import cqt.goai.model.To;
import cqt.goai.model.Util;
import cqt.goai.model.enums.Side;
import lombok.EqualsAndHashCode;
import lombok.Getter;
import lombok.ToString;
import org.slf4j.Logger;
import java.io.Serializable;
import java.math.BigDecimal;
import java.util.Objects;
/**
* 某笔订单的一条成交明细记录
* @author GOAi
*/
@Getter
@ToString
@EqualsAndHashCode
public class OrderDetail implements To, Serializable {
private static final long serialVersionUID = 8135946558399552447L;
/**
* 交易所返回的原始数据, 防止有些用户需要一些特殊的数据
*/
private final String data;
/**
* 时间戳
*/
private final Long time;
/**
* 订单id
*/
private final String orderId;
/**
* 成交明细id
*/
private final String detailId;
/**
* 成交价格
*/
private final BigDecimal price;
/**
* 成交数量
*/
private final BigDecimal amount;
/**
* 手续费
*/
private final BigDecimal fee;
/**
* 手续费货币
*/
private final String feeCurrency;
/**
* 买卖方向
*/
private final Side side;
public OrderDetail(String data, Long time, String orderId, String detailId,
BigDecimal price, BigDecimal amount, BigDecimal fee, String feeCurrency) {
this.data = data;
this.time = time;
this.orderId = orderId;
this.detailId = detailId;
this.price = Util.strip(price);
this.amount = Util.strip(amount);
this.fee = Util.strip(fee);
this.feeCurrency = feeCurrency;
this.side = null;
}
public OrderDetail(String data, Long time, String orderId, String detailId,
BigDecimal price, BigDecimal amount, BigDecimal fee, String feeCurrency, Side side) {
this.data = data;
this.time = time;
this.orderId = orderId;
this.detailId = detailId;
this.price = Util.strip(price);
this.amount = Util.strip(amount);
this.fee = Util.strip(fee);
this.feeCurrency = feeCurrency;
this.side = side;
}
@Override
public String to() {
return '[' +
Util.encode(this.data) +
"," + Util.to(this.time) +
"," + Util.to(this.orderId) +
"," + Util.to(this.detailId) +
"," + Util.to(this.price) +
"," + Util.to(this.amount) +
"," + Util.to(this.fee) +
"," + Util.to(this.feeCurrency) +
"," + Util.to(this.side) +
']';
}
public double price() {
Objects.requireNonNull(this.price);
return this.price.doubleValue();
}
public double amount() {
Objects.requireNonNull(this.amount);
return this.amount.doubleValue();
}
public double fee() {
Objects.requireNonNull(this.fee);
return this.fee.doubleValue();
}
public static OrderDetail of(String data, Logger log) {
return Util.of(data, OrderDetail::of, log);
}
static OrderDetail of(JSONArray r) {
return new OrderDetail
(Util.decode(r.getString(0)),
r.getLong(1),
r.getString(2),
r.getString(3),
r.getBigDecimal(4),
r.getBigDecimal(5),
r.getBigDecimal(6),
r.getString(7),
Util.of(r.getString(8), Side::valueOf));
}
}
| 3,708 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
OrderDetails.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/main/java/cqt/goai/model/trade/OrderDetails.java | package cqt.goai.model.trade;
import cqt.goai.model.BaseModelList;
import cqt.goai.model.Util;
import org.slf4j.Logger;
import java.io.Serializable;
import java.util.List;
/**
* 多个订单成交明细记录
* @author GOAi
*/
public class OrderDetails extends BaseModelList<OrderDetail> implements Serializable {
private static final long serialVersionUID = -5883032867443051561L;
public OrderDetails(List<OrderDetail> list) {
super(list);
}
public static OrderDetails of(String data, Logger log) {
return Util.of(data, OrderDetails::new, OrderDetail::of, log);
}
@Override
public String toString() {
return "OrderDetails" + super.toString();
}
}
| 715 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Order.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/main/java/cqt/goai/model/trade/Order.java | package cqt.goai.model.trade;
import com.alibaba.fastjson.JSONArray;
import cqt.goai.model.To;
import cqt.goai.model.Util;
import cqt.goai.model.enums.Side;
import cqt.goai.model.enums.State;
import cqt.goai.model.enums.Type;
import lombok.EqualsAndHashCode;
import lombok.Getter;
import lombok.ToString;
import org.slf4j.Logger;
import java.io.Serializable;
import java.math.BigDecimal;
import java.time.Instant;
import java.time.LocalDateTime;
import java.time.ZoneId;
import java.time.format.DateTimeFormatter;
import java.util.Objects;
import static java.math.BigDecimal.ZERO;
/**
* 订单
* @author GOAi
*/
@Getter
@ToString
@EqualsAndHashCode
public class Order implements To, Serializable {
private static final long serialVersionUID = -298726083025069628L;
/**
* 交易所返回的原始数据, 防止有些用户需要一些特殊的数据
*/
private final String data;
/**
* 时间戳
*/
private final Long time;
/**
* 订单id
*/
private final String id;
/**
* 买卖方向
*/
private final Side side;
/**
* 订单类型
*/
private final Type type;
/**
* 订单状态
*/
private final State state;
/**
* 下单价格
*/
private final BigDecimal price;
/**
* 下单数量
*/
private final BigDecimal amount;
/**
* 成交数量
*/
private final BigDecimal deal;
/**
* 成交均价
*/
private BigDecimal average;
public Order(String data, Long time, String id, Side side, Type type, State state,
BigDecimal price, BigDecimal amount, BigDecimal deal, BigDecimal average) {
this.data = data;
this.time = time;
this.id = id;
this.side = side;
this.type = type;
this.state = state;
this.price = Util.strip(price);
this.amount = Util.strip(amount);
this.deal = Util.strip(deal);
this.average = Util.strip(average);
}
@Override
public String to() {
return '[' +
Util.encode(data) +
',' + Util.to(time) +
',' + Util.to(id) +
',' + Util.to(side) +
',' + Util.to(type) +
',' + Util.to(state) +
',' + Util.to(price) +
',' + Util.to(amount) +
',' + Util.to(deal) +
',' + Util.to(average) +
']';
}
public double price() {
Objects.requireNonNull(this.price);
return this.price.doubleValue();
}
public double amount() {
Objects.requireNonNull(this.amount);
return this.amount.doubleValue();
}
public double deal() {
Objects.requireNonNull(this.deal);
return this.deal.doubleValue();
}
public double average() {
Objects.requireNonNull(this.average);
return this.average.doubleValue();
}
public static Order of(String data, Logger log) {
return Util.of(data, Order::of, log);
}
static Order of(JSONArray r) {
return new Order(
Util.decode(r.getString(0)),
r.getLong(1),
r.getString(2),
Util.of(r.getString(3), Side::valueOf),
Util.of(r.getString(4), Type::valueOf),
Util.of(r.getString(5), State::valueOf),
r.getBigDecimal(6),
r.getBigDecimal(7),
r.getBigDecimal(8),
r.getBigDecimal(9));
}
/**
* 是否活跃订单
* @return 是否活跃订单
*/
public boolean alive() {
return this.state == State.SUBMIT || this.state == State.PARTIAL;
}
/**
* 是否有成交
* @return 是否有成交
*/
public boolean isDeal() {
return this.state == State.FILLED || this.state == State.UNDONE;
}
/**
* 成交总价
* @return 成交总价
*/
public BigDecimal dealVolume() {
return null == this.average ? ZERO : this.deal.multiply(this.average);
}
private static final DateTimeFormatter DTF = DateTimeFormatter.ofPattern("yyyy-MM-dd HH:mm:ss.SSS");
public String simple() {
return "Order{" +
"time='" + LocalDateTime
.ofInstant(Instant.ofEpochMilli(time), ZoneId.systemDefault())
.format(DTF) + '\'' +
", id='" + id + '\'' +
", side=" + side +
", type=" + type +
", state=" + state +
", price=" + price +
", amount=" + amount +
", deal=" + deal +
", average=" + average +
'}';
}
public boolean isSell() {
return this.side == Side.SELL;
}
public boolean isBuy() {
return this.side == Side.BUY;
}
}
| 4,932 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Balances.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/main/java/cqt/goai/model/trade/Balances.java | package cqt.goai.model.trade;
import cqt.goai.model.BaseModelList;
import cqt.goai.model.Util;
import org.slf4j.Logger;
import java.io.Serializable;
import java.util.List;
/**
* 账户下所有币余额信息
* @author GOAi
*/
public class Balances extends BaseModelList<Balance> implements Serializable {
private static final long serialVersionUID = -58830328674451561L;
public Balances(List<Balance> list) {
super(list);
}
public static Balances of(String data, Logger log) {
return Util.of(data, Balances::new, Balance::of, log);
}
@Override
public String toString() {
return "Balances" + super.toString();
}
}
| 681 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Precisions.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/main/java/cqt/goai/model/trade/Precisions.java | package cqt.goai.model.trade;
import cqt.goai.model.BaseModelList;
import cqt.goai.model.Util;
import org.slf4j.Logger;
import java.io.Serializable;
import java.util.List;
/**
* @author GOAi
*/
public class Precisions extends BaseModelList<Precision> implements Serializable {
private static final long serialVersionUID = 6672027458716855352L;
public Precisions(List<Precision> list) {
super(list);
}
public static Precisions of(String data, Logger log) {
return Util.of(data, Precisions::new, Precision::of, log);
}
@Override
public String toString() {
return "Precisions" + super.toString();
}
}
| 664 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
Side.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/main/java/cqt/goai/model/enums/Side.java | package cqt.goai.model.enums;
/**
* 订单方向
* @author GOAi
*/
public enum Side {
// 买
BUY,
// 卖
SELL,
}
| 133 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
State.java | /FileExtraction/Java_unseen/goaiquant_GOAi/engine/model/src/main/java/cqt/goai/model/enums/State.java | package cqt.goai.model.enums;
/**
* 订单状态
* @author GOAi
*/
public enum State {
// 已提交
SUBMIT,
// 已成交
FILLED,
// 已取消
CANCEL,
// 部分成交
PARTIAL,
// 部分成交后取消
UNDONE,
} | 254 | Java | .java | goaiquant/GOAi | 63 | 31 | 0 | 2019-02-25T10:14:13Z | 2019-12-10T13:02:33Z |
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