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Merge pull request #5 from namjug-kim/feature/add_exchange_bithumb
Add exchange bithumb
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‎README.md‎

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# Reactive CryptoCurrency
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[![CircleCI](https://circleci.com/gh/namjug-kim/reactive-crypto.svg?style=svg&circle-token=aa6aa4ebd3956dd3e1a767d938c7e73869ffd6ab)](https://circleci.com/gh/namjug-kim/reactive-crypto)
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[![Kotlin](https://img.shields.io/badge/kotlin-1.3.x-blue.svg)](http://kotlinlang.org) [![CircleCI](https://circleci.com/gh/namjug-kim/reactive-crypto.svg?style=shield&circle-token=aa6aa4ebd3956dd3e1a767d938c7e73869ffd6ab)](https://circleci.com/gh/namjug-kim/reactive-crypto)
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A Kotlin library for cryptocurrency trading.
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@@ -10,10 +10,13 @@ Support public market feature (tickData, orderBook)
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| Exchange | ver | doc |
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|----------------|---|---|
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| Binance | * | [ws](https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md)| Done |
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| Upbit | v1.0.3 | [ws](https://docs.upbit.com/docs/upbit-quotation-websocket) | Done |
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| HuobiKorea | * | [ws](https://github.com/alphaex-api/BAPI_Docs_ko/wiki) | Done |
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| Okex | v3 | [ws](https://www.okex.com/docs/en/#spot_ws-all) | Done |
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| Binance | * | [ws](https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md)|
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| Upbit | v1.0.3 | [ws](https://docs.upbit.com/docs/upbit-quotation-websocket) |
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| HuobiKorea | * | [ws](https://github.com/alphaex-api/BAPI_Docs_ko/wiki) |
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| Okex | v3 | [ws](https://www.okex.com/docs/en/#spot_ws-all) |
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| Bithumb⚠️ | - | - |
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⚠️ : Uses endpoints that are used by the official web. This is not an official api and should be used with care.
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### Api
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| Exchange | ver | doc |

‎reactive-crypto-bithumb/build.gradle‎

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apply plugin: 'kotlin'
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apply plugin: 'org.jetbrains.kotlin.jvm'
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version '1.0-SNAPSHOT'
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dependencies {
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compile "org.jetbrains.kotlin:kotlin-stdlib-jdk8"
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compile project(':reactive-crypto-core')
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}
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compileKotlin {
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kotlinOptions.jvmTarget = "1.8"
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}
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compileTestKotlin {
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kotlinOptions.jvmTarget = "1.8"
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}

‎reactive-crypto-bithumb/src/main/kotlin/com/njkim/reactivecrypto/bithumb/BithumbJsonObjectMapper.kt‎

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package com.njkim.reactivecrypto.bithumb
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import com.fasterxml.jackson.core.JsonParser
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import com.fasterxml.jackson.core.JsonProcessingException
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import com.fasterxml.jackson.databind.DeserializationContext
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import com.fasterxml.jackson.databind.DeserializationFeature
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import com.fasterxml.jackson.databind.JsonDeserializer
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import com.fasterxml.jackson.databind.ObjectMapper
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import com.fasterxml.jackson.databind.module.SimpleModule
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import com.fasterxml.jackson.module.kotlin.registerKotlinModule
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import com.njkim.reactivecrypto.core.common.model.currency.Currency
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import mu.KotlinLogging
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import org.apache.commons.lang3.StringUtils
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import java.io.IOException
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import java.math.BigDecimal
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import java.time.LocalDateTime
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import java.time.ZoneOffset
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import java.time.ZonedDateTime
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import java.time.format.DateTimeFormatter
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class BithumbJsonObjectMapper {
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private val log = KotlinLogging.logger {}
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companion object {
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val instance = BithumbJsonObjectMapper().objectMapper()
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}
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private fun objectMapper(): ObjectMapper {
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val simpleModule = SimpleModule()
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simpleModule.addDeserializer(ZonedDateTime::class.java, object : JsonDeserializer<ZonedDateTime>() {
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@Throws(IOException::class, JsonProcessingException::class)
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override fun deserialize(p: JsonParser, ctxt: DeserializationContext): ZonedDateTime {
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// Bithumb use KOR(+9) timezone without zone information
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val parsedKorLocalDateTime = LocalDateTime.parse(
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p.valueAsString,
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DateTimeFormatter.ofPattern("yyyy-MM-dd HH:mm:ss.SSSSSS")
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)
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return ZonedDateTime.of(parsedKorLocalDateTime, ZoneOffset.ofHours(9))
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}
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})
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simpleModule.addDeserializer(BigDecimal::class.java, object : JsonDeserializer<BigDecimal>() {
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@Throws(IOException::class, JsonProcessingException::class)
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override fun deserialize(p: JsonParser, ctxt: DeserializationContext): BigDecimal? {
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val valueAsString = p.valueAsString
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return if (StringUtils.isBlank(valueAsString)) {
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null
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} else BigDecimal(valueAsString)
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}
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})
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simpleModule.addDeserializer(Currency::class.java, object : JsonDeserializer<Currency>() {
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@Throws(IOException::class, JsonProcessingException::class)
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override fun deserialize(p: JsonParser, ctxt: DeserializationContext): Currency? {
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val rawValue = p.valueAsString
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return Currency.valueOf(rawValue)
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}
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})
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val objectMapper = ObjectMapper().registerKotlinModule()
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objectMapper.registerModule(simpleModule)
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objectMapper.configure(DeserializationFeature.FAIL_ON_UNKNOWN_PROPERTIES, false)
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return objectMapper
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}
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}

‎reactive-crypto-bithumb/src/main/kotlin/com/njkim/reactivecrypto/bithumb/BithumbWebsocketClient.kt‎

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package com.njkim.reactivecrypto.bithumb
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import com.fasterxml.jackson.module.kotlin.readValue
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import com.njkim.reactivecrypto.bithumb.model.BithumbOrderBook
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import com.njkim.reactivecrypto.bithumb.model.BithumbResponseWrapper
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import com.njkim.reactivecrypto.bithumb.model.BithumbTickData
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import com.njkim.reactivecrypto.core.ExchangeWebsocketClient
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import com.njkim.reactivecrypto.core.common.model.ExchangeVendor
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import com.njkim.reactivecrypto.core.common.model.currency.Currency
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import com.njkim.reactivecrypto.core.common.model.currency.CurrencyPair
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import com.njkim.reactivecrypto.core.common.model.order.OrderBook
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import com.njkim.reactivecrypto.core.common.model.order.OrderBookUnit
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import com.njkim.reactivecrypto.core.common.model.order.OrderSideType
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import com.njkim.reactivecrypto.core.common.model.order.TickData
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import mu.KotlinLogging
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import reactor.core.publisher.Flux
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import reactor.core.publisher.toFlux
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import reactor.netty.http.client.HttpClient
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import java.time.ZonedDateTime
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class BithumbWebsocketClient : ExchangeWebsocketClient {
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private val log = KotlinLogging.logger {}
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private val baseUri = "wss://wss.bithumb.com/public"
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override fun createTradeWebsocket(subscribeTargets: List<CurrencyPair>): Flux<TickData> {
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val subscribeRequests = subscribeTargets.stream()
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.map {
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if (it.baseCurrency == Currency.KRW) {
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"${it.targetCurrency}"
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} else {
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"${it.targetCurrency}${it.baseCurrency}"
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}
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}
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.map { "{\"currency\":\"$it\",\"tickDuration\":\"24H\",\"service\":\"transaction\"}" }
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.toFlux()
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return HttpClient.create()
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.headers { it.add("Origin", "https://www.bithumb.com") }
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.wiretap(log.isDebugEnabled)
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.websocket()
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.uri(baseUri)
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.handle { inbound, outbound ->
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outbound.sendString(subscribeRequests)
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.then()
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.thenMany(inbound.receive().asString())
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}
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.map { BithumbJsonObjectMapper.instance.readValue<BithumbResponseWrapper<List<BithumbTickData>>>(it) }
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.flatMapIterable {
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it.data.map { bithumbTickData ->
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TickData(
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bithumbTickData.countNo.toString(),
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bithumbTickData.transactionDate,
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bithumbTickData.price,
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bithumbTickData.unitsTraded,
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CurrencyPair(it.header.currency, Currency.KRW), // Bithumb only have KRW market
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ExchangeVendor.BITHUMB
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)
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}
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}
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}
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override fun createDepthSnapshot(subscribeTargets: List<CurrencyPair>): Flux<OrderBook> {
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val subscribeRequests = subscribeTargets.stream()
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.map {
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if (it.baseCurrency == Currency.KRW) {
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"${it.targetCurrency}"
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} else {
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"${it.targetCurrency}${it.baseCurrency}"
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}
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}
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.map { "{\"currency\":\"$it\",\"tickDuration\":\"24H\",\"service\":\"orderbook\"}" }
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.toFlux()
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return HttpClient.create()
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.headers { it.add("Origin", "https://www.bithumb.com") }
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.wiretap(log.isDebugEnabled)
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.websocket()
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.uri(baseUri)
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.handle { inbound, outbound ->
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outbound.sendString(subscribeRequests)
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.then()
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.thenMany(inbound.receive().asString())
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}
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.map { BithumbJsonObjectMapper.instance.readValue<BithumbResponseWrapper<BithumbOrderBook>>(it) }
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.map {
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OrderBook(
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"${it.header.currency}${ZonedDateTime.now().toInstant().toEpochMilli()}",
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CurrencyPair(it.header.currency, Currency.KRW), // Bithumb only have KRW market
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ZonedDateTime.now(),
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ExchangeVendor.BITHUMB,
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it.data.bids.map { bithumbBid ->
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OrderBookUnit(
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bithumbBid.price,
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bithumbBid.quantity,
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OrderSideType.BID,
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null
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)
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},
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it.data.asks.map { bithumbAsk ->
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OrderBookUnit(
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bithumbAsk.price,
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bithumbAsk.quantity,
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OrderSideType.ASK,
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null
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)
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}
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)
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}
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}
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}

‎reactive-crypto-bithumb/src/main/kotlin/com/njkim/reactivecrypto/bithumb/model/BithumbOrderBook.kt‎

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package com.njkim.reactivecrypto.bithumb.model
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import com.fasterxml.jackson.annotation.JsonProperty
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import java.math.BigDecimal
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data class BithumbOrderBook(
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@get:JsonProperty("asks")
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val asks: List<BithumbOrderBookUnit>,
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@get:JsonProperty("bids")
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val bids: List<BithumbOrderBookUnit>
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)
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data class BithumbOrderBookUnit(
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@get:JsonProperty("price")
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val price: BigDecimal,
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@get:JsonProperty("quantity")
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val quantity: BigDecimal
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)

‎reactive-crypto-bithumb/src/main/kotlin/com/njkim/reactivecrypto/bithumb/model/BithumbResponseHeader.kt‎

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package com.njkim.reactivecrypto.bithumb.model
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import com.njkim.reactivecrypto.core.common.model.currency.Currency
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data class BithumbResponseHeader(
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val currency: Currency,
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val service: String
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)

‎reactive-crypto-bithumb/src/main/kotlin/com/njkim/reactivecrypto/bithumb/model/BithumbResponseWrapper.kt‎

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package com.njkim.reactivecrypto.bithumb.model
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/**
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* {
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* "amount":"0",
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* "data":[
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* {
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* "cont_no":34601963,
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* "price":"6632000",
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* "total":"952355.2",
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* "transaction_date":"2019-05-04 22:05:49.530989",
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* "type":"up",
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* "units_traded":"0.1436"
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* }
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* ],
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* "header":{
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* "currency":"BTC",
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* "service":"transaction"
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* },
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* "status":"0000"
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* }
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*/
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data class BithumbResponseWrapper<T>(
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val data: T,
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val header: BithumbResponseHeader,
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val status: String
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)

‎reactive-crypto-bithumb/src/main/kotlin/com/njkim/reactivecrypto/bithumb/model/BithumbTickData.kt‎

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package com.njkim.reactivecrypto.bithumb.model
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import com.fasterxml.jackson.annotation.JsonProperty
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import java.math.BigDecimal
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import java.time.ZonedDateTime
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/**
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* {
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* "cont_no":34601963,
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* "price":"6632000",
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* "total":"952355.2",
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* "transaction_date":"2019-05-04 22:05:49.530989",
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* "type":"up",
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* "units_traded":"0.1436"
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* }
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*/
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data class BithumbTickData(
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@get:JsonProperty("count_no")
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val countNo: Long,
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@get:JsonProperty("price")
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val price: BigDecimal,
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@get:JsonProperty("total")
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val total: BigDecimal,
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@get:JsonProperty("transaction_date")
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val transactionDate: ZonedDateTime,
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@get:JsonProperty("type")
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val type: String,
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@get:JsonProperty("units_traded")
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val unitsTraded: BigDecimal
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)

‎reactive-crypto-bithumb/src/main/resources/log4j2.xml‎

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<?xml version="1.0" encoding="UTF-8"?>
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<Configuration>
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<Properties>
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<Property name="LOG_PATTERN">
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%d{yyyy-MM-dd HH:mm:ss.SSS} %5p ${hostName} --- [%15.15t] %-40.40c{1.} : %m%n%ex
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</Property>
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</Properties>
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<Appenders>
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<Console name="ConsoleAppender" target="SYSTEM_OUT" follow="true">
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<PatternLayout pattern="${LOG_PATTERN}"/>
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</Console>
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</Appenders>
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<Loggers>
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<Root level="info">
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<AppenderRef ref="ConsoleAppender"/>
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</Root>
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</Loggers>
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</Configuration>

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