io.runon.cryptocurrency.exchanges.binance.BinanceCandleStream Maven / Gradle / Ivy

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package io.runon.cryptocurrency.exchanges.binance;

import com.google.gson.Gson;
import com.google.gson.JsonArray;
import com.google.gson.JsonObject;
import com.seomse.commons.utils.ExceptionUtil;
import io.runon.cryptocurrency.exchanges.ExchangeWebSocketListener;
import io.runon.cryptocurrency.trading.CryptocurrencyCandle;
import io.runon.cryptocurrency.trading.DataStreamCandle;
import io.runon.cryptocurrency.trading.MarketSymbol;
import io.runon.trading.technical.analysis.candle.TradeCandle;
import lombok.extern.slf4j.Slf4j;
import okhttp3.*;
import org.json.JSONObject;

/**
 * 실시간 캔들정보 얻기
 * https://github.com/binance/binance-spot-api-docs/blob/master/web-socket-streams.md#websocket-limits
 *
 * @author macle
 */
@Slf4j
public abstract class BinanceCandleStream extends DataStreamCandle {

    protected String wssAddress = "wss://stream.binance.com:9443/ws";

    /**
     * @param streamId 아이디 (자유지정, 중복안됨)
     */
    public BinanceCandleStream(String streamId) {
        super(streamId);
    }

    private ExchangeWebSocketListener webSocketListener;

    @Override
    public MarketSymbol getMarketSymbol(String cryptocurrencyId) {
        return BinanceExchange.getMarketSymbol(cryptocurrencyId);
    }

    private String subscribeMessage = "{\"method\":\"SUBSCRIBE\",\"id\":1,\"params\":[\"btcusdt@kline_1d\"]}";

    /**
     * 기본값은 btc usdt 1d
     * {"method":"SUBSCRIBE","id":1,"params":["btcusdt@kline_1h"]}
     *         Gson gson = new Gson();
     *         JsonArray params = new JsonArray();
     *         params.add("btcusdt@kline_1d");
     *         JsonObject object = new JsonObject();
     *         object.addProperty("method", "SUBSCRIBE");
     *         object.addProperty("id", 1);
     *         object.add("params", params);
     *         System.out.println(gson.toJson(object));
     * @param subscribeMessage subscribe message
     */
    public void setSubscribeMessage(String subscribeMessage) {
        this.subscribeMessage = subscribeMessage;
    }

    private String interval = "1d";

    /**
     * 설정하지 않으면 기본값 1d
     * //1m
     * //3m
     * //5m
     * //15m
     * //30m
     * //1h
     * //2h
     * //4h
     * //6h
     * //8h
     * //12h
     * //1d
     * //3d
     * //1w
     * //1M
     *
     * @param interval intervals 참조
     */
    public void setInterval(String interval) {
        this.interval = interval;
    }

    /**
     * message
     * @param symbols btc,eth... or BTC,ETH...
     * @param markets usdt,usd,btc... or USDT,USD,BTC...
     */
    public void setMessage(String symbols, String markets){
        String [] symbolArray = symbols.toLowerCase().split(",");
        String [] marketArray = markets.toLowerCase().split(",");

        JsonArray params = new JsonArray();
        for(String symbol : symbolArray){
            for(String market : marketArray){
                params.add(symbol + market + "@kline_" + interval);
            }
        }
        JsonObject object = new JsonObject();
        object.addProperty("method", "SUBSCRIBE");
        object.addProperty("id", 1);
        object.add("params", params);
        Gson gson = new Gson();
        subscribeMessage = gson.toJson(object);
    }

    @Override
    public void connect() {
        close();

        webSocketListener = new ExchangeWebSocketListener(streamId, wssAddress, subscribeMessage) {
            @Override
            public void onMessage(WebSocket webSocket, String text) {
                if(isClose()){
                    return;
                }

                try {
                    JSONObject messageObj = new JSONObject(text);

                    if (messageObj.isNull("e")) {
                        log.debug(text);
                        return;
                    }

                    if(!messageObj.getString("e").equals("kline")){
                        log.debug(text);
                        return;
                    }

                    String id = messageObj.getString("s");

                    messageObj = messageObj.getJSONObject("k");

                    TradeCandle tradeCandle = new TradeCandle();
                    tradeCandle.setTradeRecord(false);
                    tradeCandle.setOpenTime(messageObj.getLong("t"));
                    tradeCandle.setCloseTime(messageObj.getLong("T") + 1);
                    tradeCandle.setOpen(messageObj.getBigDecimal("o"));
                    tradeCandle.setClose(messageObj.getBigDecimal("c"));
                    tradeCandle.setHigh(messageObj.getBigDecimal("h"));
                    tradeCandle.setLow(messageObj.getBigDecimal("l"));
                    //직전가는 시가로 처리
                    tradeCandle.setPrevious(tradeCandle.getOpen());

                    tradeCandle.setTradeCount(messageObj.getInt("n"));
                    tradeCandle.setVolume(messageObj.getBigDecimal("v"));
                    tradeCandle.setTradingPrice(messageObj.getBigDecimal("q"));

                    tradeCandle.setBuyVolume(messageObj.getBigDecimal("V"));
                    tradeCandle.setBuyTradingPrice(messageObj.getBigDecimal("Q"));

                    tradeCandle.setSellVolume(tradeCandle.getVolume().subtract(tradeCandle.getBuyVolume()));
                    tradeCandle.setSellTradingPrice(tradeCandle.getTradingPrice().subtract(tradeCandle.getBuyTradingPrice()));

                    addCandle(id, tradeCandle);
                }catch(Exception e){
                    log.error(ExceptionUtil.getStackTrace(e));
                }
            }
        };

        webSocketListener.connect();
    }

    @Override
    public void close(){
        try {if(webSocketListener != null) {webSocketListener.close();webSocketListener = null;}} catch (Exception ignore){}
    }
}