package com.yami.trading.huobi.websocket.service.huobi;
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import java.util.ArrayList;
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import java.util.List;
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import com.alibaba.fastjson.JSONArray;
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import com.alibaba.fastjson.JSONObject;
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import com.yami.trading.huobi.websocket.client.MarketClient;
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import com.yami.trading.huobi.websocket.client.req.market.*;
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import com.yami.trading.huobi.websocket.constant.Options;
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import com.yami.trading.huobi.websocket.constant.WebSocketConstants;
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import com.yami.trading.huobi.websocket.constant.enums.DepthLevels;
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import com.yami.trading.huobi.websocket.constant.enums.DepthSizeEnum;
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import com.yami.trading.huobi.websocket.constant.enums.DepthStepEnum;
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import com.yami.trading.huobi.websocket.exception.SDKException;
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import com.yami.trading.huobi.websocket.model.market.*;
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import com.yami.trading.huobi.websocket.service.huobi.connection.HuobiRestConnection;
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import com.yami.trading.huobi.websocket.service.huobi.connection.HuobiWebSocketConnection;
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import com.yami.trading.huobi.websocket.service.huobi.parser.market.*;
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import com.yami.trading.huobi.websocket.service.huobi.signature.UrlParamsBuilder;
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import com.yami.trading.huobi.websocket.utils.InputChecker;
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import com.yami.trading.huobi.websocket.utils.ResponseCallback;
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import com.yami.trading.huobi.websocket.utils.SymbolUtils;
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import com.yami.trading.huobi.websocket.utils.WebSocketConnection;
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public class HuobiMarketService implements MarketClient {
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private Options options;
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private HuobiRestConnection restConnection;
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public HuobiMarketService(Options options) {
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this.options = options;
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restConnection = new HuobiRestConnection(options);
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}
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public static final String REST_CANDLESTICK_PATH = "/market/history/kline";//K线数据（蜡烛图）
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public static final String REST_MARKET_DETAIL_MERGED_PATH = "/market/detail/merged";//聚合行情（Ticker）
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public static final String REST_MARKET_DETAIL_PATH = "/market/detail";//最近24小时行情数据
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public static final String REST_MARKET_TICKERS_PATH = "/market/tickers";//所有交易对的最新Tickers
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public static final String REST_MARKET_DEPTH_PATH = "/market/depth";//市场深度数据
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public static final String REST_MARKET_TRADE_PATH = "/market/trade";//最近市场成交记录
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public static final String REST_MARKET_HISTORY_TRADE_PATH = "/market/history/trade";//获得近期交易记录
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public static final String WEBSOCKET_CANDLESTICK_TOPIC = "market.$symbol$.kline.$period$";//K线数据
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public static final String WEBSOCKET_MARKET_DETAIL_TOPIC = "market.$symbol.detail";//市场概要
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public static final String WEBSOCKET_MARKET_DEPTH_TOPIC = "market.$symbol.depth.$type";//市场深度行情数据
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public static final String WEBSOCKET_MARKET_TRADE_TOPIC = "market.$symbol.trade.detail";//成交明细
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public static final String WEBSOCKET_MARKET_BBO_TOPIC = "market.$symbol.bbo";//买一卖一逐笔行情
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public static final String WEBSOCKET_MARKET_MBP_REFRESH_TOPIC = "market.$symbol.mbp.refresh.$levels";//市场深度MBP行情数据（全量推送）
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public static final String WEBSOCKET_MARKET_MBP_INCREMENT_TOPIC = "market.$symbol.mbp.$levels";//市场深度MBP行情数据（增量推送）
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public static final String WEBSOCKET_MARKET_TICKERS_PATH = "market.$symbol.ticker";//聚合行情（Ticker）数据
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@Override
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public List<Candlestick> getCandlestick(CandlestickRequest request) {
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// 参数检查
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InputChecker.checker()
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.checkSymbol(request.getSymbol())
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.checkRange(request.getSize(), 1, 2000, "size")
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.shouldNotNull(request.getInterval(), "CandlestickInterval");
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// 参数构建
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UrlParamsBuilder paramBuilder = UrlParamsBuilder.build()
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.putToUrl("symbol", request.getSymbol())
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.putToUrl("period", request.getInterval().getCode())
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.putToUrl("size", request.getSize());
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JSONObject json = restConnection.executeGet(REST_CANDLESTICK_PATH, paramBuilder);
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JSONArray data = json.getJSONArray("data");
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return new CandlestickParser().parseArray(data);
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}
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@Override
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public void subCandlestick(SubCandlestickRequest request, ResponseCallback<CandlestickEvent> callback) {
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// 检查参数
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InputChecker.checker()
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.shouldNotNull(request.getSymbol(), "symbol")
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.shouldNotNull(request.getInterval(), "interval");
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// 格式化symbol为数组
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List<String> symbolList = SymbolUtils.parseSymbols(request.getSymbol());
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// 检查数组
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InputChecker.checker()
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.checkSymbolList(symbolList);
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List<String> commandList = new ArrayList<>(symbolList.size());
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symbolList.forEach(symbol -> {
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String topic = WEBSOCKET_CANDLESTICK_TOPIC
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.replace("$symbol$", symbol)
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.replace("$period$", request.getInterval().getCode());
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JSONObject command = new JSONObject();
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command.put("sub", topic);
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command.put("id", System.nanoTime());
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commandList.add(command.toJSONString());
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});
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HuobiWebSocketConnection.createMarketConnection(options, commandList, new CandlestickEventParser(), callback, false);
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}
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@Override
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public MarketDetailMerged getMarketDetailMerged(MarketDetailMergedRequest request) {
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// 检查参数
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InputChecker.checker()
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.shouldNotNull(request.getSymbol(), "symbol");
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// 参数构建
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UrlParamsBuilder paramBuilder = UrlParamsBuilder.build()
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.putToUrl("symbol", request.getSymbol());
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JSONObject json = restConnection.executeGet(REST_MARKET_DETAIL_MERGED_PATH, paramBuilder);
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JSONObject data = json.getJSONObject("tick");
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return new MarketDetailMergedParser().parse(data);
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}
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@Override
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public MarketDetail getMarketDetail(MarketDetailRequest request) {
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// 检查参数
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InputChecker.checker()
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.shouldNotNull(request.getSymbol(), "symbol");
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// 参数构建
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UrlParamsBuilder paramBuilder = UrlParamsBuilder.build()
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.putToUrl("symbol", request.getSymbol());
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JSONObject json = restConnection.executeGet(REST_MARKET_DETAIL_PATH, paramBuilder);
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JSONObject data = json.getJSONObject("tick");
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return new MarketDetailParser().parse(data);
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}
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@Override
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public void subMarketDetail(SubMarketDetailRequest request, ResponseCallback<MarketDetailEvent> callback) {
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// 检查参数
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InputChecker.checker()
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.shouldNotNull(request.getSymbol(), "symbol");
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// 格式化symbol为数组
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List<String> symbolList = SymbolUtils.parseSymbols(request.getSymbol());
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// 检查数组
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InputChecker.checker()
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.checkSymbolList(symbolList);
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List<String> commandList = new ArrayList<>(symbolList.size());
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symbolList.forEach(symbol -> {
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String topic = WEBSOCKET_MARKET_DETAIL_TOPIC
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.replace("$symbol", symbol);
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JSONObject command = new JSONObject();
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command.put("sub", topic);
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command.put("id", System.nanoTime());
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commandList.add(command.toJSONString());
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});
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HuobiWebSocketConnection.createMarketConnection(options, commandList, new MarketDetailEventParser(), callback, false);
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}
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@Override
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public List<MarketTicker> getTickers() {
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JSONObject json = restConnection.executeGet(REST_MARKET_TICKERS_PATH, UrlParamsBuilder.build());
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JSONArray data = json.getJSONArray("data");
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return new MarketTickerParser().parseArray(data);
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}
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@Override
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public MarketDepth getMarketDepth(MarketDepthRequest request) {
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// 参数检查
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InputChecker.checker()
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.checkSymbol(request.getSymbol())
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.shouldNotNull(request.getStep(), "step");
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int size = request.getDepth() == null ? DepthSizeEnum.SIZE_20.getSize() : request.getDepth().getSize();
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// 参数构建
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UrlParamsBuilder paramBuilder = UrlParamsBuilder.build()
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.putToUrl("symbol", request.getSymbol())
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.putToUrl("depth", size)
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.putToUrl("type", request.getStep().getStep());
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JSONObject json = restConnection.executeGet(REST_MARKET_DEPTH_PATH, paramBuilder);
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JSONObject data = json.getJSONObject("tick");
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return new MarketDepthParser().parse(data);
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}
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@Override
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public void subMarketDepth(SubMarketDepthRequest request, ResponseCallback<MarketDepthEvent> callback) {
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// 检查参数
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InputChecker.checker()
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.shouldNotNull(request.getSymbol(), "symbol");
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// 格式化symbol为数组
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List<String> symbolList = SymbolUtils.parseSymbols(request.getSymbol());
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// 检查数组
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InputChecker.checker()
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.checkSymbolList(symbolList);
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String step = request.getStep() == null ? DepthStepEnum.STEP0.getStep() : request.getStep().getStep();
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List<String> commandList = new ArrayList<>(symbolList.size());
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symbolList.forEach(symbol -> {
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String topic = WEBSOCKET_MARKET_DEPTH_TOPIC
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.replace("$symbol", symbol)
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.replace("$type", step);
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JSONObject command = new JSONObject();
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command.put("sub", topic);
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command.put("id", System.nanoTime());
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commandList.add(command.toJSONString());
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});
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HuobiWebSocketConnection.createMarketConnection(options, commandList, new MarketDepthEventParser(), callback, false);
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}
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@Override
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public List<MarketTrade> getMarketTrade(MarketTradeRequest request) {
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// 参数检查
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InputChecker.checker()
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.checkSymbol(request.getSymbol());
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// 参数构建
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UrlParamsBuilder paramBuilder = UrlParamsBuilder.build()
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.putToUrl("symbol", request.getSymbol());
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JSONObject json = restConnection.executeGet(REST_MARKET_TRADE_PATH, paramBuilder);
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JSONArray data = json.getJSONObject("tick").getJSONArray("data");
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return new MarketTradeParser().parseArray(data);
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}
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@Override
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public void subMarketTrade(SubMarketTradeRequest request, ResponseCallback<MarketTradeEvent> callback) {
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// 检查参数
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InputChecker.checker()
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.shouldNotNull(request.getSymbol(), "symbol");
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// 格式化symbol为数组
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List<String> symbolList = SymbolUtils.parseSymbols(request.getSymbol());
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// 检查数组
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InputChecker.checker()
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.checkSymbolList(symbolList);
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List<String> commandList = new ArrayList<>(symbolList.size());
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symbolList.forEach(symbol -> {
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String topic = WEBSOCKET_MARKET_TRADE_TOPIC
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.replace("$symbol", symbol);
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JSONObject command = new JSONObject();
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command.put("sub", topic);
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command.put("id", System.nanoTime());
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commandList.add(command.toJSONString());
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});
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HuobiWebSocketConnection.createMarketConnection(options, commandList, new MarketTradeEventParser(), callback, false);
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}
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@Override
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public List<MarketTrade> getMarketHistoryTrade(MarketHistoryTradeRequest request) {
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// 参数检查
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InputChecker.checker()
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.checkSymbol(request.getSymbol());
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int size = request.getSize() == null ? 2000 : request.getSize();
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// 参数构建
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UrlParamsBuilder paramBuilder = UrlParamsBuilder.build()
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.putToUrl("symbol", request.getSymbol())
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.putToUrl("size", size);
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JSONObject json = restConnection.executeGet(REST_MARKET_HISTORY_TRADE_PATH, paramBuilder);
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JSONArray jsonArray = json.getJSONArray("data");
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if (jsonArray == null || jsonArray.size() <= 0) {
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return new ArrayList<>();
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}
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// 解析数据
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List<MarketTrade> resList = new ArrayList<>();
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MarketTradeParser parser = new MarketTradeParser();
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for (int i = 0; i < jsonArray.size(); i++) {
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JSONObject data = jsonArray.getJSONObject(i);
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JSONArray dataArray = data.getJSONArray("data");
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List<MarketTrade> dataList = parser.parseArray(dataArray);
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if (dataList != null && dataList.size() > 0) {
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resList.addAll(dataList);
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}
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}
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return resList;
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}
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@Override
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public void subMarketBBO(SubMarketBBORequest request, ResponseCallback<MarketBBOEvent> callback) {
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// 检查参数
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InputChecker.checker()
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.shouldNotNull(request.getSymbol(), "symbol");
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// 格式化symbol为数组
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List<String> symbolList = SymbolUtils.parseSymbols(request.getSymbol());
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// 检查数组
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InputChecker.checker()
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.checkSymbolList(symbolList);
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List<String> commandList = new ArrayList<>(symbolList.size());
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symbolList.forEach(symbol -> {
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String topic = WEBSOCKET_MARKET_BBO_TOPIC
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.replace("$symbol", symbol);
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JSONObject command = new JSONObject();
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command.put("sub", topic);
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command.put("id", System.nanoTime());
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commandList.add(command.toJSONString());
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});
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HuobiWebSocketConnection.createMarketConnection(options, commandList, new MarketBBOEventParser(), callback, false);
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}
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public void subMbpRefreshUpdate(SubMbpRefreshUpdateRequest request, ResponseCallback<MbpRefreshUpdateEvent> callback) {
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// 检查参数
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InputChecker.checker()
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.shouldNotNull(request.getSymbols(), "symbols");
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// 格式化symbol为数组
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List<String> symbolList = SymbolUtils.parseSymbols(request.getSymbols());
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// 检查数组
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InputChecker.checker()
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.checkSymbolList(symbolList);
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int level = request.getLevels() == null ? DepthLevels.LEVEL_20.getLevel() : request.getLevels().getLevel();
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if (level >= DepthLevels.LEVEL_150.getLevel()) {
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throw new SDKException(SDKException.INPUT_ERROR, " Unsupport Levels : " + request.getLevels());
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}
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List<String> commandList = new ArrayList<>(symbolList.size());
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symbolList.forEach(symbol -> {
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String topic = WEBSOCKET_MARKET_MBP_REFRESH_TOPIC
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.replace("$symbol", symbol)
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.replace("$levels", level + "");
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JSONObject command = new JSONObject();
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command.put("sub", topic);
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command.put("id", System.nanoTime());
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commandList.add(command.toJSONString());
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});
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HuobiWebSocketConnection.createMarketConnection(options, commandList, new MbpRefreshUpdateEventParser(), callback, false);
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}
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public WebSocketConnection subMbpIncrementalUpdate(SubMbpIncrementalUpdateRequest request, ResponseCallback<MbpIncrementalUpdateEvent> callback) {
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// 检查参数
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InputChecker.checker()
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.checkSymbol(request.getSymbol());
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int level = request.getLevels() == null ? DepthLevels.LEVEL_150.getLevel() : request.getLevels().getLevel();
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List<String> commandList = new ArrayList<>(1);
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String topic = WEBSOCKET_MARKET_MBP_INCREMENT_TOPIC
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.replace("$symbol", request.getSymbol())
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.replace("$levels", level + "");
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JSONObject command = new JSONObject();
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command.put("sub", topic);
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command.put("id", System.nanoTime());
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commandList.add(command.toJSONString());
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return HuobiWebSocketConnection.createMarketConnection(options, commandList, new MbpIncrementalUpdateEventParser(), callback, false);
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}
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@Override
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public void subMarketTicker(SubMarketTickerRequest request, ResponseCallback<MarketTickerEvent> callback) {
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// 检查参数
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InputChecker.checker()
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.shouldNotNull(request.getSymbol(), "symbol");
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// 格式化symbol为数组
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List<String> symbolList = SymbolUtils.parseSymbols(request.getSymbol());
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// 检查数组
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InputChecker.checker()
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.checkSymbolList(symbolList);
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List<String> commandList = new ArrayList<>(symbolList.size());
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symbolList.forEach(symbol -> {
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String topic = WEBSOCKET_MARKET_TICKERS_PATH
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.replace("$symbol", symbol);
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JSONObject command = new JSONObject();
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command.put("sub", topic);
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commandList.add(command.toJSONString());
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});
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HuobiWebSocketConnection.createMarketConnection(options, commandList, new MarketTickerEventParser(), callback, false);
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}
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public WebSocketConnection reqMbpIncrementalUpdate(SubMbpIncrementalUpdateRequest request, WebSocketConnection connection) {
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// 检查参数
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InputChecker.checker()
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.checkSymbol(request.getSymbol());
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int level = request.getLevels() == null ? DepthLevels.LEVEL_150.getLevel() : request.getLevels().getLevel();
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if (level != DepthLevels.LEVEL_150.getLevel()) {
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throw new SDKException(SDKException.INPUT_ERROR, " Unsupport Levels : " + request.getLevels() + " incremental update only support level_150");
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}
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List<String> commandList = new ArrayList<>(1);
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String topic = WEBSOCKET_MARKET_MBP_INCREMENT_TOPIC
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.replace("$symbol", request.getSymbol())
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.replace("$levels", level + "");
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JSONObject command = new JSONObject();
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command.put("req", topic);
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command.put("id", System.nanoTime());
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connection.send(command.toJSONString());
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return connection;
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}
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public void reqCandlestick(ReqCandlestickRequest request, ResponseCallback<CandlestickReq> callback) {
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// 检查参数
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InputChecker.checker()
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.shouldNotNull(request.getSymbol(), "symbol")
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.shouldNotNull(request.getInterval(), "interval");
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String topic = WEBSOCKET_CANDLESTICK_TOPIC
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.replace("$symbol$", request.getSymbol())
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.replace("$period$", request.getInterval().getCode());
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JSONObject command = new JSONObject();
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command.put(WebSocketConstants.OP_REQ, topic);
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command.put("id", System.nanoTime());
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if (request.getFrom() != null) {
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command.put("from", request.getFrom());
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}
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if (request.getTo() != null) {
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command.put("to", request.getTo());
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}
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List<String> commandList = new ArrayList<>(1);
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commandList.add(command.toJSONString());
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HuobiWebSocketConnection.createMarketConnection(options, commandList, new CandlestickReqParser(), callback, true);
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}
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public void reqMarketDepth(ReqMarketDepthRequest request, ResponseCallback<MarketDepthReq> callback) {
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// 检查参数
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InputChecker.checker()
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.shouldNotNull(request.getSymbol(), "symbol")
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.shouldNotNull(request.getStep(), "step");
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String topic = WEBSOCKET_MARKET_DEPTH_TOPIC
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.replace("$symbol", request.getSymbol())
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.replace("$type", request.getStep().getStep());
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JSONObject command = new JSONObject();
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command.put(WebSocketConstants.OP_REQ, topic);
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command.put("id", System.nanoTime());
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List<String> commandList = new ArrayList<>(1);
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commandList.add(command.toJSONString());
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HuobiWebSocketConnection.createMarketConnection(options, commandList, new MarketDepthReqParser(), callback, true);
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}
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public void reqMarketTrade(ReqMarketTradeRequest request, ResponseCallback<MarketTradeReq> callback) {
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// 检查参数
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InputChecker.checker()
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.shouldNotNull(request.getSymbol(), "symbol");
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String topic = WEBSOCKET_MARKET_TRADE_TOPIC
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.replace("$symbol", request.getSymbol());
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JSONObject command = new JSONObject();
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command.put(WebSocketConstants.OP_REQ, topic);
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command.put("id", System.nanoTime());
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List<String> commandList = new ArrayList<>(1);
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commandList.add(command.toJSONString());
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HuobiWebSocketConnection.createMarketConnection(options, commandList, new MarketTradeReqParser(), callback, true);
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}
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@Override
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public void reqMarketTicker(ReqMarketTickerRequest request, ResponseCallback<MarketTickerReq> callback) {
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// 检查参数
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InputChecker.checker()
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.shouldNotNull(request.getSymbol(), "symbol");
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String topic = WEBSOCKET_MARKET_TICKERS_PATH
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.replace("$symbol", request.getSymbol());
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JSONObject command = new JSONObject();
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command.put(WebSocketConstants.OP_REQ, topic);
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List<String> commandList = new ArrayList<>(1);
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commandList.add(command.toJSONString());
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HuobiWebSocketConnection.createMarketConnection(options, commandList, new MarketTickerReqParser(), callback, true);
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}
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public void reqMarketDetail(ReqMarketDetailRequest request, ResponseCallback<MarketDetailReq> callback) {
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// 检查参数
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InputChecker.checker()
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.shouldNotNull(request.getSymbol(), "symbol");
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String topic = WEBSOCKET_MARKET_DETAIL_TOPIC
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.replace("$symbol", request.getSymbol());
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JSONObject command = new JSONObject();
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command.put(WebSocketConstants.OP_REQ, topic);
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command.put("id", System.nanoTime());
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List<String> commandList = new ArrayList<>(1);
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commandList.add(command.toJSONString());
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HuobiWebSocketConnection.createMarketConnection(options, commandList, new MarketDetailReqParser(), callback, true);
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}
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}
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