org.knowm.xchange.binance.service.BinanceTradeService Maven / Gradle / Ivy

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package org.knowm.xchange.binance.service;

import java.io.IOException;
import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.Collection;
import java.util.Iterator;
import java.util.List;
import java.util.Set;
import java.util.stream.Collectors;
import org.knowm.xchange.Exchange;
import org.knowm.xchange.binance.BinanceAdapters;
import org.knowm.xchange.binance.BinanceErrorAdapter;
import org.knowm.xchange.binance.dto.BinanceException;
import org.knowm.xchange.binance.dto.trade.BinanceNewOrder;
import org.knowm.xchange.binance.dto.trade.BinanceOrder;
import org.knowm.xchange.binance.dto.trade.BinanceTrade;
import org.knowm.xchange.binance.dto.trade.OrderType;
import org.knowm.xchange.binance.dto.trade.TimeInForce;
import org.knowm.xchange.currency.Currency;
import org.knowm.xchange.currency.CurrencyPair;
import org.knowm.xchange.dto.Order;
import org.knowm.xchange.dto.Order.IOrderFlags;
import org.knowm.xchange.dto.marketdata.Trades;
import org.knowm.xchange.dto.trade.LimitOrder;
import org.knowm.xchange.dto.trade.MarketOrder;
import org.knowm.xchange.dto.trade.OpenOrders;
import org.knowm.xchange.dto.trade.StopOrder;
import org.knowm.xchange.dto.trade.UserTrade;
import org.knowm.xchange.dto.trade.UserTrades;
import org.knowm.xchange.exceptions.ExchangeException;
import org.knowm.xchange.exceptions.NotAvailableFromExchangeException;
import org.knowm.xchange.service.trade.TradeService;
import org.knowm.xchange.service.trade.params.CancelOrderByCurrencyPair;
import org.knowm.xchange.service.trade.params.CancelOrderByIdParams;
import org.knowm.xchange.service.trade.params.CancelOrderParams;
import org.knowm.xchange.service.trade.params.TradeHistoryParamCurrencyPair;
import org.knowm.xchange.service.trade.params.TradeHistoryParamLimit;
import org.knowm.xchange.service.trade.params.TradeHistoryParams;
import org.knowm.xchange.service.trade.params.TradeHistoryParamsIdSpan;
import org.knowm.xchange.service.trade.params.orders.DefaultOpenOrdersParam;
import org.knowm.xchange.service.trade.params.orders.DefaultOpenOrdersParamCurrencyPair;
import org.knowm.xchange.service.trade.params.orders.OpenOrdersParamCurrencyPair;
import org.knowm.xchange.service.trade.params.orders.OpenOrdersParams;
import org.knowm.xchange.service.trade.params.orders.OrderQueryParamCurrencyPair;
import org.knowm.xchange.service.trade.params.orders.OrderQueryParams;
import org.knowm.xchange.utils.Assert;

public class BinanceTradeService extends BinanceTradeServiceRaw implements TradeService {

  public BinanceTradeService(Exchange exchange) {

    super(exchange);
  }

  public interface BinanceOrderFlags extends IOrderFlags {

    /** Used in fields 'newClientOrderId' */
    String getClientId();
  }

  @Override
  public OpenOrders getOpenOrders() throws IOException {

    return getOpenOrders(new DefaultOpenOrdersParam());
  }

  public OpenOrders getOpenOrders(CurrencyPair pair) throws IOException {

    return getOpenOrders(new DefaultOpenOrdersParamCurrencyPair(pair));
  }

  @Override
  public OpenOrders getOpenOrders(OpenOrdersParams params) throws IOException {
    try {
      Long recvWindow =
          (Long)
              exchange.getExchangeSpecification().getExchangeSpecificParametersItem("recvWindow");

      List binanceOpenOrders;
      if (params instanceof OpenOrdersParamCurrencyPair) {
        OpenOrdersParamCurrencyPair pairParams = (OpenOrdersParamCurrencyPair) params;
        CurrencyPair pair = pairParams.getCurrencyPair();
        binanceOpenOrders = super.openOrders(pair, recvWindow, getTimestamp());
      } else {
        binanceOpenOrders = super.openOrders(recvWindow, getTimestamp());
      }

      List limitOrders = new ArrayList<>();
      List otherOrders = new ArrayList<>();
      binanceOpenOrders.forEach(
          binanceOrder -> {
            Order order = BinanceAdapters.adaptOrder(binanceOrder);
            if (order instanceof LimitOrder) {
              limitOrders.add((LimitOrder) order);
            } else {
              otherOrders.add(order);
            }
          });
      return new OpenOrders(limitOrders, otherOrders);
    } catch (BinanceException e) {
      throw BinanceErrorAdapter.adapt(e);
    }
  }

  @Override
  public String placeMarketOrder(MarketOrder mo) throws IOException {

    return placeOrder(OrderType.MARKET, mo, null, null, null);
  }

  @Override
  public String placeLimitOrder(LimitOrder lo) throws IOException {
    TimeInForce tif = TimeInForce.GTC;
    OrderType type;
    if (lo.hasFlag(org.knowm.xchange.binance.dto.trade.BinanceOrderFlags.LIMIT_MAKER)) {
      type = OrderType.LIMIT_MAKER;
      tif = null;
    } else {
      type = OrderType.LIMIT;
      Set orderFlags = lo.getOrderFlags();
      Iterator orderFlagsIterator = orderFlags.iterator();

      while (orderFlagsIterator.hasNext()) {
        IOrderFlags orderFlag = orderFlagsIterator.next();
        if (orderFlag instanceof TimeInForce) {
          tif = (TimeInForce) orderFlag;
        }
      }
    }
    return placeOrder(type, lo, lo.getLimitPrice(), null, tif);
  }

  @Override
  public String placeStopOrder(StopOrder so) throws IOException {

    TimeInForce tif = null;
    Set orderFlags = so.getOrderFlags();
    Iterator orderFlagsIterator = orderFlags.iterator();

    while (orderFlagsIterator.hasNext()) {
      IOrderFlags orderFlag = orderFlagsIterator.next();
      if (orderFlag instanceof TimeInForce) {
        tif = (TimeInForce) orderFlag;
      }
    }

    // Time-in-force should not be provided for market orders but is required for
    // limit orders, so we only default it for limit orders. If the caller
    // specifies one for a market order, we don't remove it, since Binance might allow
    // it at some point.
    if (so.getLimitPrice() != null && tif == null) {
      tif = TimeInForce.GTC;
    }

    OrderType orderType;
    if (so.getType().equals(Order.OrderType.BID)) {
      orderType = so.getLimitPrice() == null ? OrderType.TAKE_PROFIT : OrderType.TAKE_PROFIT_LIMIT;
    } else {
      orderType = so.getLimitPrice() == null ? OrderType.STOP_LOSS : OrderType.STOP_LOSS_LIMIT;
    }
    return placeOrder(orderType, so, so.getLimitPrice(), so.getStopPrice(), tif);
  }

  private String placeOrder(
      OrderType type, Order order, BigDecimal limitPrice, BigDecimal stopPrice, TimeInForce tif)
      throws IOException {
    try {
      Long recvWindow =
          (Long)
              exchange.getExchangeSpecification().getExchangeSpecificParametersItem("recvWindow");
      BinanceNewOrder newOrder =
          newOrder(
              order.getCurrencyPair(),
              BinanceAdapters.convert(order.getType()),
              type,
              tif,
              order.getOriginalAmount(),
              limitPrice,
              getClientOrderId(order),
              stopPrice,
              null,
              recvWindow,
              getTimestamp());
      return Long.toString(newOrder.orderId);
    } catch (BinanceException e) {
      throw BinanceErrorAdapter.adapt(e);
    }
  }

  public void placeTestOrder(
      OrderType type, Order order, BigDecimal limitPrice, BigDecimal stopPrice) throws IOException {
    try {
      Long recvWindow =
          (Long)
              exchange.getExchangeSpecification().getExchangeSpecificParametersItem("recvWindow");
      testNewOrder(
          order.getCurrencyPair(),
          BinanceAdapters.convert(order.getType()),
          type,
          TimeInForce.GTC,
          order.getOriginalAmount(),
          limitPrice,
          getClientOrderId(order),
          stopPrice,
          null,
          recvWindow,
          getTimestamp());
    } catch (BinanceException e) {
      throw BinanceErrorAdapter.adapt(e);
    }
  }

  private String getClientOrderId(Order order) {

    String clientOrderId = null;
    for (IOrderFlags flags : order.getOrderFlags()) {
      if (flags instanceof BinanceOrderFlags) {
        BinanceOrderFlags bof = (BinanceOrderFlags) flags;
        if (clientOrderId == null) {
          clientOrderId = bof.getClientId();
        }
      }
    }
    return clientOrderId;
  }

  @Override
  public boolean cancelOrder(String orderId) {

    throw new ExchangeException("You need to provide the currency pair to cancel an order.");
  }

  @Override
  public boolean cancelOrder(CancelOrderParams params) throws IOException {
    try {
      if (!(params instanceof CancelOrderByCurrencyPair)
          && !(params instanceof CancelOrderByIdParams)) {
        throw new ExchangeException(
            "You need to provide the currency pair and the order id to cancel an order.");
      }
      CancelOrderByCurrencyPair paramCurrencyPair = (CancelOrderByCurrencyPair) params;
      CancelOrderByIdParams paramId = (CancelOrderByIdParams) params;
      Long recvWindow =
          (Long)
              exchange.getExchangeSpecification().getExchangeSpecificParametersItem("recvWindow");
      super.cancelOrder(
          paramCurrencyPair.getCurrencyPair(),
          BinanceAdapters.id(paramId.getOrderId()),
          null,
          null,
          recvWindow,
          getTimestamp());
      return true;
    } catch (BinanceException e) {
      throw BinanceErrorAdapter.adapt(e);
    }
  }

  @Override
  public UserTrades getTradeHistory(TradeHistoryParams params) throws IOException {
    try {
      Assert.isTrue(
          params instanceof TradeHistoryParamCurrencyPair,
          "You need to provide the currency pair to get the user trades.");
      TradeHistoryParamCurrencyPair pairParams = (TradeHistoryParamCurrencyPair) params;
      CurrencyPair pair = pairParams.getCurrencyPair();
      if (pair == null) {
        throw new ExchangeException(
            "You need to provide the currency pair to get the user trades.");
      }

      Integer limit = null;
      if (params instanceof TradeHistoryParamLimit) {
        TradeHistoryParamLimit limitParams = (TradeHistoryParamLimit) params;
        limit = limitParams.getLimit();
      }
      Long fromId = null;
      if (params instanceof TradeHistoryParamsIdSpan) {
        TradeHistoryParamsIdSpan idParams = (TradeHistoryParamsIdSpan) params;

        try {
          fromId = BinanceAdapters.id(idParams.getStartId());
        } catch (Throwable ignored) {
        }
      }

      Long recvWindow =
          (Long)
              exchange.getExchangeSpecification().getExchangeSpecificParametersItem("recvWindow");
      List binanceTrades =
          super.myTrades(pair, limit, fromId, recvWindow, getTimestamp());
      List trades =
          binanceTrades.stream()
              .map(
                  t ->
                      new UserTrade(
                          BinanceAdapters.convertType(t.isBuyer),
                          t.qty,
                          pair,
                          t.price,
                          t.getTime(),
                          Long.toString(t.id),
                          Long.toString(t.orderId),
                          t.commission,
                          Currency.getInstance(t.commissionAsset)))
              .collect(Collectors.toList());
      long lastId = binanceTrades.stream().map(t -> t.id).max(Long::compareTo).orElse(0L);
      return new UserTrades(trades, lastId, Trades.TradeSortType.SortByTimestamp);
    } catch (BinanceException e) {
      throw BinanceErrorAdapter.adapt(e);
    }
  }

  @Override
  public TradeHistoryParams createTradeHistoryParams() {

    return new BinanceTradeHistoryParams();
  }

  @Override
  public OpenOrdersParams createOpenOrdersParams() {

    return new DefaultOpenOrdersParamCurrencyPair();
  }

  @Override
  public Collection getOrder(String... orderIds) {

    throw new NotAvailableFromExchangeException();
  }

  @Override
  public Collection getOrder(OrderQueryParams... params) throws IOException {
    try {
      Collection orders = new ArrayList<>();
      for (OrderQueryParams param : params) {
        if (!(param instanceof OrderQueryParamCurrencyPair)) {
          throw new ExchangeException(
              "Parameters must be an instance of OrderQueryParamCurrencyPair");
        }
        OrderQueryParamCurrencyPair orderQueryParamCurrencyPair =
            (OrderQueryParamCurrencyPair) param;
        if (orderQueryParamCurrencyPair.getCurrencyPair() == null
            || orderQueryParamCurrencyPair.getOrderId() == null) {
          throw new ExchangeException(
              "You need to provide the currency pair and the order id to query an order.");
        }

        orders.add(
            BinanceAdapters.adaptOrder(
                super.orderStatus(
                    orderQueryParamCurrencyPair.getCurrencyPair(),
                    BinanceAdapters.id(orderQueryParamCurrencyPair.getOrderId()),
                    null,
                    (Long)
                        exchange
                            .getExchangeSpecification()
                            .getExchangeSpecificParametersItem("recvWindow"),
                    getTimestamp())));
      }
      return orders;
    } catch (BinanceException e) {
      throw BinanceErrorAdapter.adapt(e);
    }
  }
}