Merge pull request #4869 from rizer1980/okx_getTickets

[okx] get tickets
knowm · May 5, 2024 · f9f9052 · f9f9052
2 parents 0746f10 + e25d628
commit f9f9052
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Showing 6 changed files with 84 additions and 20 deletions.
diff --git a/xchange-okex/src/main/java/org/knowm/xchange/okex/Okex.java b/xchange-okex/src/main/java/org/knowm/xchange/okex/Okex.java
@@ -22,12 +22,16 @@
 @Produces(APPLICATION_JSON)
 public interface Okex {
   String instrumentsPath = "/public/instruments"; // Stated as 20 req/2 sec
+  String tickerPath = "/market/ticker"; // Stated as 20 req/2 sec
+  String tickersPath = "/market/tickers"; // Stated as 20 req/2 sec
 
   // To avoid 429s, actual req/second may need to be lowered!
   Map<String, List<Integer>> publicPathRateLimits =
       new HashMap<String, List<Integer>>() {
         {
           put(instrumentsPath, Arrays.asList(8, 1));
+          put(tickerPath, Arrays.asList(8, 1));
+          put(tickersPath, Arrays.asList(8, 1));
         }
       };
 
@@ -57,6 +61,14 @@ OkexResponse<List<OkexTicker>> getTicker(
       @HeaderParam("X-SIMULATED-TRADING") String simulatedTrading)
       throws IOException, OkexException;
 
+  @GET
+  @Path("/market/tickers")
+  @Consumes(MediaType.APPLICATION_JSON)
+  OkexResponse<List<OkexTicker>> getTickers(
+          @QueryParam("instType") String instType,
+          @HeaderParam("X-SIMULATED-TRADING") String simulatedTrading)
+          throws IOException, OkexException;
+
   @GET
   @Path("/market/books")
   OkexResponse<List<OkexOrderbook>> getOrderbook(

diff --git a/xchange-okex/src/main/java/org/knowm/xchange/okex/OkexAdapters.java b/xchange-okex/src/main/java/org/knowm/xchange/okex/OkexAdapters.java
@@ -235,8 +235,10 @@ public static Ticker adaptTicker(OkexTicker okexTicker) {
         .high(okexTicker.getHigh24h())
         .low(okexTicker.getLow24h())
         // .vwap(null)
-        .volume(okexTicker.getVolume24h())
-        .quoteVolume(okexTicker.getVolumeCurrency24h())
+        .volume((okexTicker.getInstrumentType().equals("SWAP") || okexTicker.getInstrumentType().equals("FUTURES")) ?
+            okexTicker.getVolumeCurrency24h() : okexTicker.getVolume24h())
+        .quoteVolume((okexTicker.getInstrumentType().equals("SWAP") || okexTicker.getInstrumentType().equals("FUTURES")) ?
+            okexTicker.getVolumeCurrency24h().multiply(okexTicker.getLast()) : okexTicker.getVolumeCurrency24h())
         .timestamp(okexTicker.getTimestamp())
         .bidSize(okexTicker.getBidSize())
         .askSize(okexTicker.getAskSize())

diff --git a/xchange-okex/src/main/java/org/knowm/xchange/okex/dto/OkexInstType.java b/xchange-okex/src/main/java/org/knowm/xchange/okex/dto/OkexInstType.java
@@ -1,10 +1,8 @@
 package org.knowm.xchange.okex.dto;
 
-public enum OkexInstType {
-  SPOT,
-  MARGIN,
-  SWAP,
-  FUTURES,
-  OPTION,
-  ANY
+import org.knowm.xchange.service.marketdata.params.Params;
+
+public enum OkexInstType implements Params {
+
+    SPOT, MARGIN, SWAP, FUTURES, OPTION, ANY
 }
diff --git a/xchange-okex/src/main/java/org/knowm/xchange/okex/service/OkexMarketDataService.java b/xchange-okex/src/main/java/org/knowm/xchange/okex/service/OkexMarketDataService.java
@@ -3,16 +3,23 @@
 import java.io.IOException;
 import java.util.Arrays;
 import java.util.List;
+import java.util.stream.Collectors;
 import org.knowm.xchange.client.ResilienceRegistries;
 import org.knowm.xchange.currency.CurrencyPair;
-import org.knowm.xchange.dto.marketdata.*;
+import org.knowm.xchange.dto.marketdata.CandleStickData;
+import org.knowm.xchange.dto.marketdata.FundingRate;
+import org.knowm.xchange.dto.marketdata.OrderBook;
+import org.knowm.xchange.dto.marketdata.Ticker;
+import org.knowm.xchange.dto.marketdata.Trades;
 import org.knowm.xchange.exceptions.NotYetImplementedForExchangeException;
 import org.knowm.xchange.instrument.Instrument;
 import org.knowm.xchange.okex.OkexAdapters;
 import org.knowm.xchange.okex.OkexExchange;
+import org.knowm.xchange.okex.dto.OkexInstType;
 import org.knowm.xchange.okex.dto.OkexResponse;
 import org.knowm.xchange.okex.dto.marketdata.OkexCandleStick;
 import org.knowm.xchange.service.marketdata.MarketDataService;
+import org.knowm.xchange.service.marketdata.params.Params;
 import org.knowm.xchange.service.trade.params.CandleStickDataParams;
 import org.knowm.xchange.service.trade.params.DefaultCandleStickParam;
 import org.knowm.xchange.service.trade.params.DefaultCandleStickParamWithLimit;
@@ -78,4 +85,13 @@ public FundingRate getFundingRate(Instrument instrument) throws IOException {
     return OkexAdapters.adaptFundingRate(
         getOkexFundingRate(OkexAdapters.adaptInstrument(instrument)).getData());
   }
+
+
+  public List<Ticker> getTickers(Params params) throws IOException {
+    if (!(params instanceof OkexInstType)) {
+      throw new IllegalArgumentException("Params must be instance of OkexInstType");
+    }
+    OkexInstType instType = (OkexInstType) params;
+    return getOkexTickers(instType).getData().stream().map(OkexAdapters::adaptTicker).collect(Collectors.toList());
+  }
 }
diff --git a/xchange-okex/src/main/java/org/knowm/xchange/okex/service/OkexMarketDataServiceRaw.java b/xchange-okex/src/main/java/org/knowm/xchange/okex/service/OkexMarketDataServiceRaw.java
@@ -11,8 +11,15 @@
 import org.knowm.xchange.okex.OkexAuthenticated;
 import org.knowm.xchange.okex.OkexExchange;
 import org.knowm.xchange.okex.dto.OkexException;
+import org.knowm.xchange.okex.dto.OkexInstType;
 import org.knowm.xchange.okex.dto.OkexResponse;
-import org.knowm.xchange.okex.dto.marketdata.*;
+import org.knowm.xchange.okex.dto.marketdata.OkexCandleStick;
+import org.knowm.xchange.okex.dto.marketdata.OkexCurrency;
+import org.knowm.xchange.okex.dto.marketdata.OkexFundingRate;
+import org.knowm.xchange.okex.dto.marketdata.OkexInstrument;
+import org.knowm.xchange.okex.dto.marketdata.OkexOrderbook;
+import org.knowm.xchange.okex.dto.marketdata.OkexTicker;
+import org.knowm.xchange.okex.dto.marketdata.OkexTrade;
 import org.knowm.xchange.utils.DateUtils;
 
 /** Author: Max Gao ([email protected]) Created: 08-06-2021 */
@@ -48,14 +55,32 @@ public OkexResponse<List<OkexTicker>> getOkexTicker(String instrumentId)
     try {
       return decorateApiCall(
               () ->
-                  okex.getTicker(
-                      instrumentId,
-                      (String)
-                          exchange
-                              .getExchangeSpecification()
-                              .getExchangeSpecificParametersItem(PARAM_SIMULATED)))
-          .withRateLimiter(rateLimiter(Okex.instrumentsPath))
-          .call();
+                      okex.getTicker(
+                              instrumentId,
+                              (String)
+                                      exchange
+                                              .getExchangeSpecification()
+                                              .getExchangeSpecificParametersItem(PARAM_SIMULATED)))
+              .withRateLimiter(rateLimiter(Okex.tickerPath))
+              .call();
+    } catch (OkexException e) {
+      throw handleError(e);
+    }
+  }
+
+  public OkexResponse<List<OkexTicker>> getOkexTickers(OkexInstType instType)
+          throws OkexException, IOException {
+    try {
+      return decorateApiCall(
+              () ->
+                      okex.getTickers(
+                              instType.toString(),
+                              (String)
+                                      exchange
+                                              .getExchangeSpecification()
+                                              .getExchangeSpecificParametersItem(PARAM_SIMULATED)))
+              .withRateLimiter(rateLimiter(Okex.tickersPath))
+              .call();
     } catch (OkexException e) {
       throw handleError(e);
     }

diff --git a/xchange-okex/src/test/java/org/knowm/xchange/okex/OkexPublicDataIntegration.java b/xchange-okex/src/test/java/org/knowm/xchange/okex/OkexPublicDataIntegration.java
@@ -1,6 +1,7 @@
 package org.knowm.xchange.okex;
 
 import static org.assertj.core.api.AssertionsForClassTypes.assertThat;
+import static org.junit.Assert.assertTrue;
 
 import java.io.IOException;
 import java.math.BigDecimal;
@@ -20,6 +21,7 @@
 import org.knowm.xchange.dto.marketdata.Trades;
 import org.knowm.xchange.dto.trade.LimitOrder;
 import org.knowm.xchange.instrument.Instrument;
+import org.knowm.xchange.okex.dto.OkexInstType;
 import org.knowm.xchange.okex.dto.OkexResponse;
 import org.knowm.xchange.okex.dto.marketdata.OkexCandleStick;
 import org.knowm.xchange.okex.service.OkexMarketDataService;
@@ -72,6 +74,15 @@ public void checkTicker() throws IOException {
     assertThat(swapTicker.getInstrument()).isEqualTo(instrument);
   }
 
+  @Test
+  public void checkTickers() throws IOException {
+    List<Ticker> spotTickers = exchange.getMarketDataService().getTickers(OkexInstType.SPOT);
+    List<Ticker> swapTickers = exchange.getMarketDataService().getTickers(OkexInstType.SWAP);
+
+    assertTrue(spotTickers.stream().anyMatch(f->f.getInstrument().equals(new CurrencyPair("BTC/USDT"))));
+    assertTrue(swapTickers.stream().anyMatch(f -> f.getInstrument().equals(new FuturesContract("BTC/USDT/SWAP"))));
+  }
+
   @Test
   public void checkTrades() throws IOException {
     Trades spotTrades = exchange.getMarketDataService().getTrades(currencyPair);
@@ -89,7 +100,7 @@ public void testCandleHist() throws IOException {
     OkexResponse<List<OkexCandleStick>> barHistDtos =
         ((OkexMarketDataService) exchange.getMarketDataService())
             .getHistoryCandle("BTC-USDT", null, null, null, null);
-    Assert.assertTrue(Objects.nonNull(barHistDtos) && !barHistDtos.getData().isEmpty());
+    assertTrue(Objects.nonNull(barHistDtos) && !barHistDtos.getData().isEmpty());
   }
 
   @Test