org.oxerr.okcoin.fix.OKCoinApplication Maven / Gradle / Ivy
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Client for <a href="https://www.okcoin.cn">OKCoin</a> FIX API.
package org.oxerr.okcoin.fix;
import java.math.BigDecimal;
import org.oxerr.okcoin.fix.fix44.AccountInfoRequest;
import org.oxerr.okcoin.fix.fix44.AccountInfoResponse;
import org.oxerr.okcoin.fix.fix44.ExceptionResponseMessage;
import org.oxerr.okcoin.fix.fix44.OrdersInfoAfterSomeIDRequest;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import quickfix.Application;
import quickfix.ConfigError;
import quickfix.DataDictionary;
import quickfix.DoNotSend;
import quickfix.FieldNotFound;
import quickfix.IncorrectDataFormat;
import quickfix.IncorrectTagValue;
import quickfix.Message;
import quickfix.RejectLogon;
import quickfix.Session;
import quickfix.SessionID;
import quickfix.UnsupportedMessageType;
import quickfix.field.MsgType;
import quickfix.field.Password;
import quickfix.field.Username;
import quickfix.fix44.ExecutionReport;
import quickfix.fix44.MarketDataRequest;
import quickfix.fix44.MessageCracker;
import quickfix.fix44.NewOrderSingle;
import quickfix.fix44.OrderCancelRequest;
import quickfix.fix44.OrderMassStatusRequest;
import quickfix.fix44.TradeCaptureReportRequest;
/**
* {@link Application} implementation.
*/
public class OKCoinApplication extends MessageCracker implements Application {
private final Logger log = LoggerFactory.getLogger(OKCoinApplication.class);
private final DataDictionary dataDictionary;
private final MarketDataRequestCreator marketDataRequestCreator;
private final TradeRequestCreator tradeRequestCreator;
private final String apiKey;
private final String secretKey;
public OKCoinApplication(String apiKey, String secretKey) {
this.apiKey = apiKey;
this.secretKey = secretKey;
this.marketDataRequestCreator = new MarketDataRequestCreator();
this.tradeRequestCreator = new TradeRequestCreator(apiKey, secretKey);
try {
dataDictionary = new DataDictionary("org/oxerr/okcoin/fix/FIX44.xml");
} catch (ConfigError e) {
throw new RuntimeException(e);
}
}
public DataDictionary getDataDictionary() {
return dataDictionary;
}
/**
* {@inheritDoc}
*/
@Override
public void onCreate(SessionID sessionId) {
}
/**
* {@inheritDoc}
*/
@Override
public void onLogon(SessionID sessionId) {
}
/**
* {@inheritDoc}
*/
@Override
public void onLogout(SessionID sessionId) {
}
/**
* {@inheritDoc}
*/
@Override
public void toAdmin(Message message, SessionID sessionId) {
String msgType;
try {
msgType = message.getHeader().getString(MsgType.FIELD);
} catch (FieldNotFound e) {
throw new RuntimeException(e.getMessage(), e);
}
if (MsgType.LOGON.equals(msgType) || MsgType.HEARTBEAT.equals(msgType)) {
message.setField(new Username(apiKey));
message.setField(new Password(secretKey));
}
if (log.isTraceEnabled()) {
log.trace("toAdmin: {}", message);
log.trace("toAdmin: {}", message.toXML(dataDictionary));
}
}
/**
* {@inheritDoc}
*/
@Override
public void fromAdmin(Message message, SessionID sessionId)
throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue,
RejectLogon {
if (log.isTraceEnabled()) {
log.trace("fromAdmin: {}", message);
log.trace("fromAdmin: {}", message.toXML(dataDictionary));
}
}
/**
* {@inheritDoc}
*/
@Override
public void toApp(Message message, SessionID sessionId) throws DoNotSend {
if (log.isTraceEnabled()) {
log.trace("toApp: {}", message);
log.trace("toApp: {}", message.toXML(dataDictionary));
}
}
/**
* {@inheritDoc}
*/
@Override
public void fromApp(Message message, SessionID sessionId)
throws FieldNotFound, IncorrectDataFormat, IncorrectTagValue,
UnsupportedMessageType {
if (log.isTraceEnabled()) {
log.trace("fromApp: {}", message);
log.trace("fromApp: {}", message.toXML(dataDictionary));
}
crack(message, sessionId);
}
@Override
public void crack(quickfix.Message message, SessionID sessionId)
throws UnsupportedMessageType, FieldNotFound, IncorrectTagValue {
if (message instanceof AccountInfoResponse) {
onMessage((AccountInfoResponse) message, sessionId);
} else if (message instanceof ExceptionResponseMessage) {
onMessage((ExceptionResponseMessage) message, sessionId);
} else {
super.crack(message, sessionId);
}
}
@Override
public void onMessage(ExecutionReport message, SessionID sessionId)
throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
}
public void onMessage(AccountInfoResponse message, SessionID sessionId)
throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
}
public void onMessage(ExceptionResponseMessage message, SessionID sessionId)
throws FieldNotFound, UnsupportedMessageType, IncorrectTagValue {
}
public void sendMessage(final Message message, final SessionID sessionId) {
log.trace("sending message: {}", message);
Session.lookupSession(sessionId).send(message);
}
public void requestMarketData(
String mdReqId,
String symbol,
char subscriptionRequestType,
int marketDepth,
int mdUpdateType,
char[] mdEntryTypes,
SessionID sessionId) {
MarketDataRequest message = marketDataRequestCreator.createMarketDataRequest(
mdReqId, symbol, subscriptionRequestType, marketDepth,
mdUpdateType, mdEntryTypes);
sendMessage(message, sessionId);
}
/**
*
* @param mdReqId Unique ID assigned to this request.
* @param symbol Symbol, BTC/CNY or LTC/CNY.
* @param subscriptionRequestType 0 = Snapshot, 1 = Snapshot + Subscribe,
* 2 = Unsubscribe.
* @param marketDepth Applicable only to order book snapshot requests.
* Should be ignored otherwise.
* 0 = Full Book
* @param mdUpdateType 0 = Full Refresh, 1 = Incremental Refresh.
* @param sessionId FIX session ID.
*/
public void requestOrderBook(
String mdReqId,
String symbol,
char subscriptionRequestType,
int marketDepth,
int mdUpdateType,
SessionID sessionId) {
MarketDataRequest message = marketDataRequestCreator.createOrderBookRequest(
mdReqId,
symbol,
subscriptionRequestType,
marketDepth,
mdUpdateType);
sendMessage(message, sessionId);
}
public void requestLiveTrades(
String mdReqId,
String symbol,
SessionID sessionId) {
MarketDataRequest message = marketDataRequestCreator.createLiveTradesRequest(
mdReqId,
symbol);
sendMessage(message, sessionId);
}
public void request24HTicker(
String mdReqId,
String symbol,
SessionID sessionId
) {
MarketDataRequest message = marketDataRequestCreator.create24HTickerRequest(
mdReqId, symbol);
sendMessage(message, sessionId);
}
public void placeOrder(
String clOrdId,
char side,
char ordType,
BigDecimal orderQty,
BigDecimal price,
String symbol,
SessionID sessionId) {
NewOrderSingle message = tradeRequestCreator.createNewOrderSingle(
clOrdId, side, ordType, orderQty, price, symbol);
sendMessage(message, sessionId);
}
public void cancelOrder(
String clOrdId,
String origClOrdId,
char side,
String symbol,
SessionID sessionId) {
OrderCancelRequest message = tradeRequestCreator.createOrderCancelRequest(
clOrdId, origClOrdId, side, symbol);
sendMessage(message, sessionId);
}
/**
* Request order status.
*
* @param massStatusReqId Client-assigned unique ID of this request.(or ORDERID)
* @param massStatusReqType Specifies the scope of the mass status request.
* 1 = status of a specified order(Tag584 is ORDERID)
* 7 = Status for all orders
* @param sessionId the FIX session ID.
*/
public void requestOrderMassStatus(
String massStatusReqId,
int massStatusReqType,
SessionID sessionId) {
OrderMassStatusRequest message = tradeRequestCreator.createOrderMassStatusRequest(
massStatusReqId, massStatusReqType);
sendMessage(message, sessionId);
}
public void requestTradeCaptureReportRequest(
String tradeRequestId,
String symbol,
SessionID sessionId) {
TradeCaptureReportRequest message = tradeRequestCreator
.createTradeCaptureReportRequest(tradeRequestId, symbol);
sendMessage(message, sessionId);
}
public void requestAccountInfo(String accReqId, SessionID sessionId) {
AccountInfoRequest message = tradeRequestCreator.createAccountInfoRequest(
accReqId);
sendMessage(message, sessionId);
}
/**
* Request history order information which order ID is after the specified
* {@code orderId}.
*
* @param tradeRequestId Client-assigned unique ID of this request.
* @param symbol Symbol. BTC/CNY or LTC/CNY.
* @param orderId Order ID. Return 10 records after this id.
* @param ordStatus Order status. 0 = Not filled 1 = Fully filled.
* @param sessionId the FIX session ID.
*/
public void requestOrdersInfoAfterSomeID(
String tradeRequestId,
String symbol,
long orderId,
char ordStatus,
SessionID sessionId) {
OrdersInfoAfterSomeIDRequest message = tradeRequestCreator.createOrdersInfoAfterSomeIDRequest(
tradeRequestId, symbol, orderId, ordStatus);
sendMessage(message, sessionId);
}
}
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