package com.xeiam.xchange.bitstamp;
import java.math.BigDecimal;
import java.text.MessageFormat;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.Date;
import java.util.List;
import com.xeiam.xchange.bitstamp.dto.account.BitstampBalance;
import com.xeiam.xchange.bitstamp.dto.marketdata.BitstampOrderBook;
import com.xeiam.xchange.bitstamp.dto.marketdata.BitstampTicker;
import com.xeiam.xchange.bitstamp.dto.marketdata.BitstampTransaction;
import com.xeiam.xchange.bitstamp.dto.trade.BitstampUserTransaction;
import com.xeiam.xchange.currency.Currencies;
import com.xeiam.xchange.currency.CurrencyPair;
import com.xeiam.xchange.dto.Order;
import com.xeiam.xchange.dto.Order.OrderType;
import com.xeiam.xchange.dto.account.AccountInfo;
import com.xeiam.xchange.dto.marketdata.OrderBook;
import com.xeiam.xchange.dto.marketdata.Ticker;
import com.xeiam.xchange.dto.marketdata.Trade;
import com.xeiam.xchange.dto.marketdata.Trades;
import com.xeiam.xchange.dto.marketdata.Trades.TradeSortType;
import com.xeiam.xchange.dto.trade.LimitOrder;
import com.xeiam.xchange.dto.trade.UserTrade;
import com.xeiam.xchange.dto.trade.UserTrades;
import com.xeiam.xchange.dto.trade.Wallet;
import com.xeiam.xchange.utils.DateUtils;
/**
* Various adapters for converting from Bitstamp DTOs to XChange DTOs
*/
public final class BitstampAdapters {
/**
* private Constructor
*/
private BitstampAdapters() {
}
/**
* Adapts a BitstampBalance to a AccountInfo
*
* @param bitstampBalance The Bitstamp balance
* @param userName The user name
* @return The account info
*/
public static AccountInfo adaptAccountInfo(BitstampBalance bitstampBalance, String userName) {
// Adapt to XChange DTOs
Wallet usdWallet = new Wallet(Currencies.USD, bitstampBalance.getUsdBalance());
Wallet btcWallet = new Wallet(Currencies.BTC, bitstampBalance.getBtcBalance());
return new AccountInfo(userName, bitstampBalance.getFee(), Arrays.asList(usdWallet, btcWallet));
}
/**
* Adapts a com.xeiam.xchange.bitstamp.api.model.OrderBook to a OrderBook Object
*
* @param currencyPair (e.g. BTC/USD)
* @param currency The currency (e.g. USD in BTC/USD)
* @param timeScale polled order books provide a timestamp in seconds, stream in ms
* @return The XChange OrderBook
*/
public static OrderBook adaptOrderBook(BitstampOrderBook bitstampOrderBook, CurrencyPair currencyPair, int timeScale) {
List<LimitOrder> asks = createOrders(currencyPair, Order.OrderType.ASK, bitstampOrderBook.getAsks());
List<LimitOrder> bids = createOrders(currencyPair, Order.OrderType.BID, bitstampOrderBook.getBids());
Date date = new Date(bitstampOrderBook.getTimestamp() * timeScale); // polled order books provide a timestamp in seconds, stream in ms
return new OrderBook(date, asks, bids);
}
public static List<LimitOrder> createOrders(CurrencyPair currencyPair, Order.OrderType orderType, List<List<BigDecimal>> orders) {
List<LimitOrder> limitOrders = new ArrayList<LimitOrder>();
for (List<BigDecimal> ask : orders) {
checkArgument(ask.size() == 2, "Expected a pair (price, amount) but got {0} elements.", ask.size());
limitOrders.add(createOrder(currencyPair, ask, orderType));
}
return limitOrders;
}
public static LimitOrder createOrder(CurrencyPair currencyPair, List<BigDecimal> priceAndAmount, Order.OrderType orderType) {
return new LimitOrder(orderType, priceAndAmount.get(1), currencyPair, "", null, priceAndAmount.get(0));
}
public static void checkArgument(boolean argument, String msgPattern, Object... msgArgs) {
if (!argument) {
throw new IllegalArgumentException(MessageFormat.format(msgPattern, msgArgs));
}
}
/**
* Adapts a Transaction[] to a Trades Object
*
* @param transactions The Bitstamp transactions
* @param currencyPair (e.g. BTC/USD)
* @return The XChange Trades
*/
public static Trades adaptTrades(BitstampTransaction[] transactions, CurrencyPair currencyPair) {
List<Trade> trades = new ArrayList<Trade>();
long lastTradeId = 0;
for (BitstampTransaction tx : transactions) {
final long tradeId = tx.getTid();
if (tradeId > lastTradeId)
lastTradeId = tradeId;
trades.add(new Trade(null, tx.getAmount(), currencyPair, tx.getPrice(), DateUtils.fromMillisUtc(tx.getDate() * 1000L), String.valueOf(tradeId)));
}
return new Trades(trades, lastTradeId, TradeSortType.SortByID);
}
/**
* Adapts a Transaction to a Trade Object
*
* @param transactions The Bitstamp transaction
* @param currencyPair (e.g. BTC/USD)
* @param timeScale polled order books provide a timestamp in seconds, stream in ms
* @return The XChange Trade
*/
public static Trade adaptTrade(BitstampTransaction tx, CurrencyPair currencyPair, int timeScale) {
final String tradeId = String.valueOf(tx.getTid());
Date date = DateUtils.fromMillisUtc(tx.getDate() * timeScale);// polled order books provide a timestamp in seconds, stream in ms
return new Trade(null, tx.getAmount(), currencyPair, tx.getPrice(), date, tradeId);
}
/**
* Adapts a BitstampTicker to a Ticker Object
*
* @param bitstampTicker The exchange specific ticker
* @param currencyPair (e.g. BTC/USD)
* @return The ticker
*/
public static Ticker adaptTicker(BitstampTicker bitstampTicker, CurrencyPair currencyPair) {
BigDecimal last = bitstampTicker.getLast();
BigDecimal bid = bitstampTicker.getBid();
BigDecimal ask = bitstampTicker.getAsk();
BigDecimal high = bitstampTicker.getHigh();
BigDecimal low = bitstampTicker.getLow();
BigDecimal volume = bitstampTicker.getVolume();
Date timestamp = new Date(bitstampTicker.getTimestamp() * 1000L);
return new Ticker.Builder().currencyPair(currencyPair).last(last).bid(bid).ask(ask).high(high).low(low).volume(volume).timestamp(timestamp).build();
}
/**
* Adapt the user's trades
*
* @param bitstampUserTransactions
* @return
*/
public static UserTrades adaptTradeHistory(BitstampUserTransaction[] bitstampUserTransactions) {
List<UserTrade> trades = new ArrayList<UserTrade>();
long lastTradeId = 0;
for (BitstampUserTransaction bitstampUserTransaction : bitstampUserTransactions) {
if (bitstampUserTransaction.getType().equals(BitstampUserTransaction.TransactionType.trade)) { // skip account deposits and withdrawals.
OrderType orderType = bitstampUserTransaction.getUsd().doubleValue() > 0.0 ? OrderType.ASK : OrderType.BID;
BigDecimal tradableAmount = bitstampUserTransaction.getBtc();
BigDecimal price = bitstampUserTransaction.getPrice().abs();
Date timestamp = BitstampUtils.parseDate(bitstampUserTransaction.getDatetime());
long transactionId = bitstampUserTransaction.getId();
if (transactionId > lastTradeId)
lastTradeId = transactionId;
final String tradeId = String.valueOf(transactionId);
final String orderId = String.valueOf(bitstampUserTransaction.getOrderId());
final BigDecimal feeAmount = bitstampUserTransaction.getFee();
final CurrencyPair currencyPair = CurrencyPair.BTC_USD;
UserTrade trade = new UserTrade(orderType, tradableAmount, currencyPair, price, timestamp, tradeId, orderId, feeAmount, currencyPair.counterSymbol);
trades.add(trade);
}
}
return new UserTrades(trades, lastTradeId, TradeSortType.SortByID);
}
}