Merge pull request #4900 from rizer1980/PR/bybit-ws-orders

[bybit] ws ComplexOrdersChanges and ComplexPositionChanges

xchange-core/src/main/java/org/knowm/xchange/dto/account/OpenPosition.java

@@ -6,8 +6,10 @@
 import java.io.Serializable;
 import java.math.BigDecimal;
 import java.util.Objects;
+import lombok.Getter;
 import org.knowm.xchange.instrument.Instrument;
 
+@Getter
 @JsonInclude(JsonInclude.Include.NON_NULL)
 public class OpenPosition implements Serializable {
   /** The instrument */
@@ -43,29 +45,6 @@ public OpenPosition(
     this.unRealisedPnl = unRealisedPnl;
   }
 
-  public Instrument getInstrument() {
-    return instrument;
-  }
-
-  public Type getType() {
-    return type;
-  }
-
-  public BigDecimal getSize() {
-    return size;
-  }
-
-  public BigDecimal getPrice() {
-    return price;
-  }
-
-  public BigDecimal getLiquidationPrice() {
-    return liquidationPrice;
-  }
-
-  public BigDecimal getUnRealisedPnl() {
-    return unRealisedPnl;
-  }
 
   @Override
   public boolean equals(final Object o) {

xchange-stream-bybit/src/main/java/dto/trade/BybitComplexOrderChanges.java

@@ -0,0 +1,70 @@
+package dto.trade;
+
+import com.fasterxml.jackson.annotation.JsonValue;
+import java.math.BigDecimal;
+import java.util.Date;
+import lombok.AllArgsConstructor;
+import lombok.Getter;
+import lombok.Setter;
+import org.knowm.xchange.bybit.dto.BybitCategory;
+import org.knowm.xchange.bybit.dto.trade.BybitOrderStatus;
+import org.knowm.xchange.bybit.dto.trade.BybitOrderType;
+import org.knowm.xchange.bybit.dto.trade.BybitSide;
+import org.knowm.xchange.dto.Order;
+import org.knowm.xchange.instrument.Instrument;
+
+@Getter
+@Setter
+public class BybitComplexOrderChanges extends Order {
+  private BybitCategory category;
+  private BigDecimal price;
+  private BybitSide side;
+  private BigDecimal leavesQty;
+  private BigDecimal leavesValue;
+  private BigDecimal cumExecValue;
+  private String feeCurrency;
+  private TimeInForce timeInForce;
+  private BybitOrderType orderType;
+  private boolean reduceOnly;
+  private Date updatedTime;
+
+  public BybitComplexOrderChanges(OrderType type, BigDecimal originalAmount,
+      Instrument instrument, String id, Date timestamp,
+      BigDecimal averagePrice, BigDecimal cumulativeAmount,
+      BigDecimal fee, OrderStatus status, String userReference) {
+    super(type, originalAmount, instrument, id, timestamp, averagePrice, cumulativeAmount, fee,
+        status, userReference);
+  }
+
+  public BybitComplexOrderChanges(OrderType type, BigDecimal originalAmount, Instrument instrument,
+      String id, Date timestamp, BigDecimal averagePrice, BigDecimal cumulativeAmount,
+      BigDecimal fee, OrderStatus status, String userReference, BybitCategory category,
+      BigDecimal price, BybitSide side, BigDecimal leavesQty, BigDecimal leavesValue,
+      BigDecimal cumExecValue, String feeCurrency, TimeInForce timeInForce,
+      BybitOrderType orderType, boolean reduceOnly, Date updatedTime) {
+    super(type, originalAmount, instrument, id, timestamp, averagePrice, cumulativeAmount, fee,
+        status, userReference);
+    this.category = category;
+    this.price = price;
+    this.side = side;
+    this.leavesQty = leavesQty;
+    this.leavesValue = leavesValue;
+    this.cumExecValue = cumExecValue;
+    this.feeCurrency = feeCurrency;
+    this.timeInForce = timeInForce;
+    this.orderType = orderType;
+    this.reduceOnly = reduceOnly;
+    this.updatedTime = updatedTime;
+  }
+
+  @Getter
+  @AllArgsConstructor
+  public enum TimeInForce {
+    GTC("GTC"),
+    IOC("IOC"),
+    FOK("FOK"),
+    POSTONLY("PostOnly");
+    @JsonValue
+    private final String value;
+  }
+}

xchange-stream-bybit/src/main/java/dto/trade/BybitComplexPositionChanges.java

@@ -2,11 +2,13 @@
 
 import java.math.BigDecimal;
 import lombok.Getter;
+import lombok.Setter;
 import org.knowm.xchange.bybit.dto.BybitCategory;
 import org.knowm.xchange.dto.account.OpenPosition;
 import org.knowm.xchange.instrument.Instrument;
 
 @Getter
+@Setter
 public class BybitComplexPositionChanges extends OpenPosition {
   private BigDecimal positionValue;
   private BigDecimal leverage;

xchange-stream-bybit/src/main/java/dto/trade/BybitOrderChangesResponse.java

@@ -19,52 +19,52 @@ public class BybitOrderChangesResponse {
   @Getter
   public static class BybitOrderChanges {
 
-    BybitCategory category;
-    String orderId;
-    String orderLinkId;
-    String isLeverage;
-    String blockTradeId;
-    String symbol;
-    String price;
-    String qty;
-    BybitSide side;
-    int positionIdx;
-    BybitOrderStatus orderStatus;
-    String createType;
-    String cancelType;
-    String rejectReason;
-    String avgPrice;
-    String leavesQty;
-    String leavesValue;
-    String cumExecQty;
-    String cumExecValue;
-    String cumExecFee;
-    String feeCurrency;
-    String timeInForce;
-    BybitOrderType orderType;
-    String stopOrderType;
-    String ocoTriggerBy;
-    String orderIv;
-    String marketUnit;
-    String triggerPrice;
-    String takeProfit;
-    String stopLoss;
-    String tpslMode;
-    String tpLimitPrice;
-    String slLimitPrice;
-    String tpTriggerBy;
-    String slTriggerBy;
-    int triggerDirection;
-    String triggerBy;
-    String lastPriceOnCreated;
-    boolean reduceOnly;
-    boolean closeOnTrigger;
-    String placeType;
-    String smpType;
-    int smpGroup;
-    String smpOrderId;
-    String createdTime;
-    String updatedTime;
+    private BybitCategory category;
+    private String orderId;
+    private String orderLinkId;
+    private String isLeverage;
+    private String blockTradeId;
+    private String symbol;
+    private String price;
+    private String qty;
+    private BybitSide side;
+    private int positionIdx;
+    private BybitOrderStatus orderStatus;
+    private String createType;
+    private String cancelType;
+    private String rejectReason;
+    private String avgPrice;
+    private String leavesQty;
+    private String leavesValue;
+    private String cumExecQty;
+    private String cumExecValue;
+    private String cumExecFee;
+    private String feeCurrency;
+    private String timeInForce;
+    private BybitOrderType orderType;
+    private String stopOrderType;
+    private String ocoTriggerBy;
+    private String orderIv;
+    private String marketUnit;
+    private String triggerPrice;
+    private String takeProfit;
+    private String stopLoss;
+    private String tpslMode;
+    private String tpLimitPrice;
+    private String slLimitPrice;
+    private String tpTriggerBy;
+    private String slTriggerBy;
+    private int triggerDirection;
+    private String triggerBy;
+    private String lastPriceOnCreated;
+    private boolean reduceOnly;
+    private boolean closeOnTrigger;
+    private String placeType;
+    private String smpType;
+    private int smpGroup;
+    private String smpOrderId;
+    private String createdTime;
+    private String updatedTime;
   }
 }
 

xchange-stream-bybit/src/main/java/info/bitrich/xchangestream/bybit/BybitStreamAdapters.java

@@ -6,12 +6,15 @@
 import static org.knowm.xchange.bybit.BybitAdapters.guessSymbol;
 
 import dto.marketdata.BybitPublicOrder;
+import dto.trade.BybitComplexOrderChanges;
+import dto.trade.BybitComplexOrderChanges.TimeInForce;
 import dto.trade.BybitComplexPositionChanges;
 import dto.trade.BybitOrderChangesResponse;
 import dto.trade.BybitOrderChangesResponse.BybitOrderChanges;
 import dto.trade.BybitPositionChangesResponse.BybitPositionChanges;
 import dto.trade.BybitTrade;
 import java.math.BigDecimal;
+import java.sql.Timestamp;
 import java.util.ArrayList;
 import java.util.Date;
 import java.util.List;
@@ -94,9 +97,10 @@ public static List<Order> adaptOrdersChanges(List<BybitOrderChanges> bybitOrderC
       }
       builder.fee(new BigDecimal(bybitOrderChange.getCumExecFee())).
           leverage(bybitOrderChange.getIsLeverage()).id(bybitOrderChange.getOrderId())
-      .orderStatus(adaptBybitOrderStatus(bybitOrderChange.getOrderStatus()))
-      .timestamp(date).cumulativeAmount(new BigDecimal(bybitOrderChange.getCumExecQty()))
-      .originalAmount(new BigDecimal(bybitOrderChange.getQty())).id(bybitOrderChange.getOrderId())
+          .orderStatus(adaptBybitOrderStatus(bybitOrderChange.getOrderStatus()))
+          .timestamp(date).cumulativeAmount(new BigDecimal(bybitOrderChange.getCumExecQty()))
+          .originalAmount(new BigDecimal(bybitOrderChange.getQty()))
+          .id(bybitOrderChange.getOrderId())
           .userReference(bybitOrderChange.getOrderLinkId());
       orders.add(builder.build());
     }
@@ -108,39 +112,68 @@ public static OpenPositions adaptPositionChanges(
     OpenPositions openPositions = new OpenPositions(new ArrayList<>());
     for (BybitPositionChanges position : bybitPositionChanges) {
       OpenPosition.Type type = null;
-      if(!position.getSide().isEmpty()) {
+      if (!position.getSide().isEmpty()) {
         type = position.getSide().equals("Buy") ? Type.LONG : Type.SHORT;
       }
       BigDecimal liqPrice = null;
-      if(!position.getLiqPrice().isEmpty()) {
+      if (!position.getLiqPrice().isEmpty()) {
         liqPrice = new BigDecimal(position.getLiqPrice());
       }
       OpenPosition openPosition = new OpenPosition(guessSymbol(position.getSymbol(),
-          position.getCategory()),type,new BigDecimal(position.getSize()),
-          new BigDecimal(position.getEntryPrice()), liqPrice, new BigDecimal(position.getUnrealisedPnl()));
+          position.getCategory()), type, new BigDecimal(position.getSize()),
+          new BigDecimal(position.getEntryPrice()), liqPrice,
+          new BigDecimal(position.getUnrealisedPnl()));
       openPositions.getOpenPositions().add(openPosition);
     }
     return openPositions;
   }
 
-  public static List<BybitComplexPositionChanges> adaptComplexPositionChanges(List<BybitPositionChanges> data) {
+  public static List<BybitComplexPositionChanges> adaptComplexPositionChanges(
+      List<BybitPositionChanges> data) {
     List<BybitComplexPositionChanges> result = new ArrayList<>();
     for (BybitPositionChanges position : data) {
       OpenPosition.Type type = null;
-      if(!position.getSide().isEmpty()) {
+      if (!position.getSide().isEmpty()) {
         type = position.getSide().equals("Buy") ? Type.LONG : Type.SHORT;
       }
       BigDecimal liqPrice = null;
-      if(!position.getLiqPrice().isEmpty()) {
+      if (!position.getLiqPrice().isEmpty()) {
         liqPrice = new BigDecimal(position.getLiqPrice());
       }
-      BybitComplexPositionChanges positionChanges = new BybitComplexPositionChanges(guessSymbol(position.getSymbol(),
-          position.getCategory()),type,new BigDecimal(position.getSize()), liqPrice,new BigDecimal(position.getUnrealisedPnl()),
-          new BigDecimal(position.getPositionValue()),new BigDecimal(position.getEntryPrice()), new BigDecimal(position.getLeverage()),
-          new BigDecimal(position.getTakeProfit()), new BigDecimal(position.getStopLoss()), new BigDecimal(position.getCurRealisedPnl()),
-          Long.parseLong(position.getCreatedTime()), Long.parseLong(position.getUpdatedTime()), position.getSeq());
+      BybitComplexPositionChanges positionChanges = new BybitComplexPositionChanges(
+          guessSymbol(position.getSymbol(),
+              position.getCategory()), type, new BigDecimal(position.getSize()), liqPrice,
+          new BigDecimal(position.getUnrealisedPnl()),
+          new BigDecimal(position.getPositionValue()), new BigDecimal(position.getEntryPrice()),
+          new BigDecimal(position.getLeverage()),
+          new BigDecimal(position.getTakeProfit()), new BigDecimal(position.getStopLoss()),
+          new BigDecimal(position.getCurRealisedPnl()),
+          Long.parseLong(position.getCreatedTime()), Long.parseLong(position.getUpdatedTime()),
+          position.getSeq());
       result.add(positionChanges);
     }
     return result;
   }
+
+  public static List<BybitComplexOrderChanges> adaptComplexOrdersChanges(
+      List<BybitOrderChanges> data) {
+    List<BybitComplexOrderChanges> result = new ArrayList<>();
+    for (BybitOrderChanges change : data) {
+      Order.OrderType orderType = getOrderType(change.getSide());
+      BigDecimal avgPrice = change.getAvgPrice().isEmpty() ? null : new BigDecimal(change.getAvgPrice());
+      BybitComplexOrderChanges orderChanges = new BybitComplexOrderChanges(orderType,
+          new BigDecimal(change.getQty()), guessSymbol(change.getSymbol(),change.getCategory()), change.getOrderId(),
+          new Date(Long.parseLong(change.getCreatedTime())), avgPrice,
+          new BigDecimal(change.getCumExecQty()), new BigDecimal(change.getCumExecFee()),
+          adaptBybitOrderStatus(change.getOrderStatus()), change.getOrderLinkId(),
+          change.getCategory(), new BigDecimal(change.getPrice()), change.getSide(),
+          new BigDecimal(change.getLeavesQty()), new BigDecimal(change.getLeavesValue()),
+          new BigDecimal(change.getCumExecValue()), change.getFeeCurrency(),
+          TimeInForce.valueOf(change.getTimeInForce().toUpperCase()), change.getOrderType(),
+          change.isReduceOnly(), new Date(Long.parseLong(change.getUpdatedTime())));
+      result.add(orderChanges);
+    }
+    return result;
+  }
+
 }

xchange-stream-bybit/src/main/java/info/bitrich/xchangestream/bybit/BybitStreamingTradeService.java

@@ -1,6 +1,7 @@
 package info.bitrich.xchangestream.bybit;
 
 import com.fasterxml.jackson.databind.ObjectMapper;
+import dto.trade.BybitComplexOrderChanges;
 import dto.trade.BybitComplexPositionChanges;
 import dto.trade.BybitOrderChangesResponse;
 import dto.trade.BybitPositionChangesResponse;
@@ -34,6 +35,20 @@ public Observable<Order> getOrderChanges(BybitCategory category) {
         });
   }
 
+  public Observable<BybitComplexOrderChanges> getComplexOrderChanges(BybitCategory category) {
+    String channelUniqueId = "order";
+    if(category != null) {
+      channelUniqueId += "." + category.getValue();
+    }
+    return streamingService
+        .subscribeChannel(channelUniqueId).flatMap(
+            node -> {
+              BybitOrderChangesResponse bybitOrderChangesResponse = mapper.treeToValue(node, BybitOrderChangesResponse.class);
+              return Observable.fromIterable(
+                  BybitStreamAdapters.adaptComplexOrdersChanges(bybitOrderChangesResponse.getData()));
+            });
+  }
+
   public Observable<OpenPosition> getPositionChanges(BybitCategory category) {
     String channelUniqueId = "position";
     if(category != null) {