package com.xeiam.xchange.coinbase;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.Date;
import java.util.List;
import com.xeiam.xchange.coinbase.dto.account.CoinbaseUser;
import com.xeiam.xchange.coinbase.dto.marketdata.CoinbaseHistoricalSpotPrice;
import com.xeiam.xchange.coinbase.dto.marketdata.CoinbaseMoney;
import com.xeiam.xchange.coinbase.dto.marketdata.CoinbasePrice;
import com.xeiam.xchange.coinbase.dto.marketdata.CoinbaseSpotPriceHistory;
import com.xeiam.xchange.coinbase.dto.trade.CoinbaseTransfer;
import com.xeiam.xchange.coinbase.dto.trade.CoinbaseTransferType;
import com.xeiam.xchange.coinbase.dto.trade.CoinbaseTransfers;
import com.xeiam.xchange.currency.CurrencyPair;
import com.xeiam.xchange.dto.Order.OrderType;
import com.xeiam.xchange.dto.account.AccountInfo;
import com.xeiam.xchange.dto.marketdata.Ticker;
import com.xeiam.xchange.dto.marketdata.Trades.TradeSortType;
import com.xeiam.xchange.dto.trade.UserTrade;
import com.xeiam.xchange.dto.trade.UserTrades;
import com.xeiam.xchange.dto.trade.Wallet;
/**
* jamespedwards42
*/
public final class CoinbaseAdapters {
private CoinbaseAdapters() {
}
public static AccountInfo adaptAccountInfo(final CoinbaseUser user) {
final String username = user.getEmail();
final CoinbaseMoney balance = user.getBalance();
final Wallet wallet = new Wallet(balance.getCurrency(), balance.getAmount());
final List<Wallet> wallets = new ArrayList<Wallet>();
wallets.add(wallet);
final AccountInfo accountInfo = new AccountInfo(username, wallets);
return accountInfo;
}
public static UserTrades adaptTrades(final CoinbaseTransfers transfers) {
final List<UserTrade> trades = new ArrayList<UserTrade>();
for (final CoinbaseTransfer transfer : transfers.getTransfers())
trades.add(adaptTrade(transfer));
return new UserTrades(trades, TradeSortType.SortByTimestamp);
}
public static UserTrade adaptTrade(final CoinbaseTransfer transfer) {
final OrderType orderType = adaptOrderType(transfer.getType());
final CoinbaseMoney btcAmount = transfer.getBtcAmount();
final BigDecimal tradableAmount = btcAmount.getAmount();
final String tradableIdentifier = btcAmount.getCurrency();
final CoinbaseMoney subTotal = transfer.getSubtotal();
final String transactionCurrency = subTotal.getCurrency();
final BigDecimal price = subTotal.getAmount().divide(tradableAmount, RoundingMode.HALF_EVEN);
final Date timestamp = transfer.getCreatedAt();
final String id = transfer.getTransactionId();
final BigDecimal feeAmount = transfer.getCoinbaseFee().getAmount();
final String feeCurrency = transfer.getCoinbaseFee().getCurrency();
return new UserTrade(orderType, tradableAmount, new CurrencyPair(tradableIdentifier, transactionCurrency), price, timestamp, id, id, feeAmount, feeCurrency);
}
public static OrderType adaptOrderType(final CoinbaseTransferType transferType) {
switch (transferType) {
case BUY:
return OrderType.BID;
case SELL:
return OrderType.ASK;
}
return null;
}
private static final int TWENTY_FOUR_HOURS_IN_MILLIS = 1000 * 60 * 60 * 24;
public static Ticker adaptTicker(final CurrencyPair currencyPair, final CoinbasePrice buyPrice, final CoinbasePrice sellPrice, final CoinbaseMoney spotRate,
final CoinbaseSpotPriceHistory coinbaseSpotPriceHistory) {
final Ticker.Builder tickerBuilder =
new Ticker.Builder().currencyPair(currencyPair).ask(buyPrice.getSubTotal().getAmount()).bid(sellPrice.getSubTotal().getAmount()).last(spotRate.getAmount());
// Get the 24 hour high and low spot price if the history is provided.
if (coinbaseSpotPriceHistory != null) {
BigDecimal observedHigh = spotRate.getAmount();
BigDecimal observedLow = spotRate.getAmount();
Date twentyFourHoursAgo = null;
// The spot price history list is sorted in descending order by timestamp when deserialized.
for (final CoinbaseHistoricalSpotPrice historicalSpotPrice : coinbaseSpotPriceHistory.getSpotPriceHistory()) {
if (twentyFourHoursAgo == null)
twentyFourHoursAgo = new Date(historicalSpotPrice.getTimestamp().getTime() - TWENTY_FOUR_HOURS_IN_MILLIS);
else if (historicalSpotPrice.getTimestamp().before(twentyFourHoursAgo))
break;
final BigDecimal spotPriceAmount = historicalSpotPrice.getSpotRate();
if (spotPriceAmount.compareTo(observedLow) < 0)
observedLow = spotPriceAmount;
else if (spotPriceAmount.compareTo(observedHigh) > 0)
observedHigh = spotPriceAmount;
}
tickerBuilder.high(observedHigh).low(observedLow);
}
return tickerBuilder.build();
}
}