com.xeiam.xchange.kraken.KrakenAdapters Maven / Gradle / Ivy

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/**
 * Copyright (C) 2012 - 2013 Xeiam LLC http://xeiam.com
 *
 * Permission is hereby granted, free of charge, to any person obtaining a copy of
 * this software and associated documentation files (the "Software"), to deal in
 * the Software without restriction, including without limitation the rights to
 * use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies
 * of the Software, and to permit persons to whom the Software is furnished to do
 * so, subject to the following conditions:
 *
 * The above copyright notice and this permission notice shall be included in all
 * copies or substantial portions of the Software.
 *
 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
 * IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
 * FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
 * AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
 * LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
 * OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
 * SOFTWARE.
 */
package com.xeiam.xchange.kraken;

import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.Collection;
import java.util.Date;
import java.util.LinkedList;
import java.util.List;
import java.util.Map;
import java.util.Map.Entry;

import org.joda.money.BigMoney;
import org.joda.money.CurrencyUnit;

import com.xeiam.xchange.currency.CurrencyPair;
import com.xeiam.xchange.dto.Order.OrderType;
import com.xeiam.xchange.dto.account.AccountInfo;
import com.xeiam.xchange.dto.marketdata.Ticker;
import com.xeiam.xchange.dto.marketdata.Ticker.TickerBuilder;
import com.xeiam.xchange.dto.marketdata.Trade;
import com.xeiam.xchange.dto.marketdata.Trades;
import com.xeiam.xchange.dto.trade.LimitOrder;
import com.xeiam.xchange.dto.trade.OpenOrders;
import com.xeiam.xchange.dto.trade.Wallet;
import com.xeiam.xchange.kraken.dto.account.KrakenBalanceResult;
import com.xeiam.xchange.kraken.dto.marketdata.KrakenTicker;
import com.xeiam.xchange.kraken.dto.trade.KrakenOpenOrder;

public class KrakenAdapters {

  public static List adaptOrders(List orders, String currency, String tradableIdentifier, String orderType) {

    List limitOrders = new ArrayList(orders.size());
    for (BigDecimal[] order : orders) {
      limitOrders.add(adaptOrder(order, orderType, currency, tradableIdentifier));
    }
    return limitOrders;
  }

  private static LimitOrder adaptOrder(BigDecimal[] order, String orderType, String currency, String tradableIdentifier) {

    OrderType type = orderType.equalsIgnoreCase("asks") ? OrderType.ASK : OrderType.BID;
    Date timeStamp = new Date(order[2].longValue() * 1000);
    BigMoney price = BigMoney.of(CurrencyUnit.of(currency), order[0]);
    BigDecimal volume = order[1];

    return new LimitOrder(type, volume, tradableIdentifier, currency, price, timeStamp);
  }

  public static Ticker adaptTicker(KrakenTicker krakenTicker, String currency, String tradableIdentifier) {

    TickerBuilder builder = new TickerBuilder();
    builder.withAsk(BigMoney.of(CurrencyUnit.of(currency), krakenTicker.getAsk()[0]));
    builder.withBid(BigMoney.of(CurrencyUnit.of(currency), krakenTicker.getBid()[0]));
    builder.withLast(BigMoney.of(CurrencyUnit.of(currency), krakenTicker.getClose()[0]));
    builder.withHigh(BigMoney.of(CurrencyUnit.of(currency), krakenTicker.getHigh()[0]));
    builder.withLow(BigMoney.of(CurrencyUnit.of(currency), krakenTicker.getLow()[0]));
    builder.withVolume(krakenTicker.getVolume()[1]);
    builder.withTradableIdentifier(tradableIdentifier);
    return builder.build();
  }

  /**
   * @param krakenTrades
   * @param currency
   * @param tradableIdentifier
   * @param since the id of the request provided in the return json
   * @return
   */
  public static Trades adaptTrades(String[][] krakenTrades, String currency, String tradableIdentifier, long since) {

    List trades = new LinkedList();
    for (String[] krakenTradeInformation : krakenTrades) {
      OrderType type = krakenTradeInformation[3].equalsIgnoreCase("s") ? OrderType.ASK : OrderType.BID;
      BigDecimal tradableAmount = new BigDecimal(krakenTradeInformation[1]);
      BigMoney price = BigMoney.of(CurrencyUnit.of(currency), new BigDecimal(krakenTradeInformation[0]));
      Date timestamp = new Date((long) (Double.valueOf(krakenTradeInformation[2]) * 1000L));
      trades.add(new Trade(type, tradableAmount, tradableIdentifier, currency, price, timestamp, since));

    }
    return new Trades(trades);

  }

  public static AccountInfo adaptBalance(KrakenBalanceResult krakenBalance, String username) {

    List wallets = new LinkedList();
    for (Entry balancePair : krakenBalance.getResult().entrySet()) {
      String currency = KrakenUtils.getCurrency(balancePair.getKey());
      Wallet wallet = Wallet.createInstance(currency, balancePair.getValue());
      wallets.add(wallet);
    }
    return new AccountInfo(username, wallets);
  }

  public static List adaptCurrencyPairs(Collection krakenCurrencyPairs) {

    List currencyPairs = new LinkedList();
    for (String krakenCurrencyPair : krakenCurrencyPairs) {
      String firstCurrency = krakenCurrencyPair.substring(0, 4);
      String secondCurrency = krakenCurrencyPair.substring(4);
      currencyPairs.add(new CurrencyPair(KrakenUtils.getCurrency(firstCurrency), KrakenUtils.getCurrency(secondCurrency)));
    }
    return currencyPairs;
  }

  public static OpenOrders adaptOpenOrders(Map krakenOrders) {

    List limitOrders = new LinkedList();
    for (Entry krakenOrder : krakenOrders.entrySet()) {
      String[] descriptionWords = krakenOrder.getValue().getDescription().getOrderDescription().split(" ");
      OrderType type = descriptionWords[0].equals("buy") ? OrderType.BID : OrderType.ASK;
      BigDecimal tradableAmount = krakenOrder.getValue().getVolume().subtract(krakenOrder.getValue().getVolumeExecuted());
      String tradableIdentifier = KrakenUtils.getCurrency("X" + descriptionWords[2].substring(0, 3));
      String transactionCurrency = KrakenUtils.getCurrency("Z" + descriptionWords[2].substring(3));
      String id = krakenOrder.getKey();
      Date timestamp = new Date((long) (krakenOrder.getValue().getOpentm() * 1000L));
      BigMoney limitPrice = BigMoney.of(CurrencyUnit.of(transactionCurrency), new BigDecimal(descriptionWords[5]));
      LimitOrder order = new LimitOrder(type, tradableAmount, tradableIdentifier, transactionCurrency, id, timestamp, limitPrice);
      limitOrders.add(order);
    }
    return new OpenOrders(limitOrders);

  }
}