Bitmex misc merge

xchange-bitmex/src/main/java/info/bitrich/xchangestream/bitmex/BitmexStreamingMarketDataService.java

@@ -7,7 +7,6 @@
 import info.bitrich.xchangestream.service.netty.StreamingObjectMapperHelper;
 import io.reactivex.Observable;
 import org.knowm.xchange.bitmex.BitmexExchange;
-import org.knowm.xchange.bitmex.BitmexPrompt;
 import org.knowm.xchange.currency.CurrencyPair;
 import org.knowm.xchange.dto.marketdata.OrderBook;
 import org.knowm.xchange.dto.marketdata.Ticker;
@@ -41,17 +40,13 @@ public BitmexStreamingMarketDataService(BitmexStreamingService streamingService,
         this.bitmexExchange = bitmexExchange;
     }
 
-    private String getBitmexSymbol(CurrencyPair currencyPair, Object... args) {
-        if (args.length > 0 && args[0] != null) {
-            BitmexPrompt prompt = (BitmexPrompt) args[0];
-            currencyPair = bitmexExchange.determineActiveContract(currencyPair.base.toString(), currencyPair.counter.toString(), prompt);
-        }
+    private String getBitmexSymbol(CurrencyPair currencyPair) {
         return currencyPair.base.toString() + currencyPair.counter.toString();
     }
 
     @Override
     public Observable<OrderBook> getOrderBook(CurrencyPair currencyPair, Object... args) {
-        String instrument = getBitmexSymbol(currencyPair, args);
+        String instrument = getBitmexSymbol(currencyPair);
         String channelName = String.format("orderBookL2:%s", instrument);
 
         return streamingService.subscribeBitmexChannel(channelName).map(s -> {
@@ -74,16 +69,16 @@ public Observable<OrderBook> getOrderBook(CurrencyPair currencyPair, Object... a
         });
     }
 
-    public Observable<BitmexTicker> getRawTicker(CurrencyPair currencyPair, Object... args) {
-        String instrument = getBitmexSymbol(currencyPair, args);
+    public Observable<BitmexTicker> getRawTicker(CurrencyPair currencyPair) {
+        String instrument = getBitmexSymbol(currencyPair);
         String channelName = String.format("quote:%s", instrument);
 
         return streamingService.subscribeBitmexChannel(channelName).map(s -> s.toBitmexTicker());
     }
 
     @Override
     public Observable<Ticker> getTicker(CurrencyPair currencyPair, Object... args) {
-        String instrument = getBitmexSymbol(currencyPair, args);
+        String instrument = getBitmexSymbol(currencyPair);
         String channelName = String.format("quote:%s", instrument);
 
         return streamingService.subscribeBitmexChannel(channelName).map(s -> {
@@ -94,7 +89,7 @@ public Observable<Ticker> getTicker(CurrencyPair currencyPair, Object... args) {
 
     @Override
     public Observable<Trade> getTrades(CurrencyPair currencyPair, Object... args) {
-        String instrument = getBitmexSymbol(currencyPair, args);
+        String instrument = getBitmexSymbol(currencyPair);
         String channelName = String.format("trade:%s", instrument);
 
         return streamingService.subscribeBitmexChannel(channelName).flatMapIterable(s -> {
@@ -108,7 +103,7 @@ public Observable<Trade> getTrades(CurrencyPair currencyPair, Object... args) {
     }
 
 
-    public Observable<BitmexExecution> getExecutions(String symbol) {
+    public Observable<BitmexExecution> getRawExecutions(String symbol) {
         return streamingService.subscribeBitmexChannel("execution:" + symbol).flatMapIterable(s -> {
             JsonNode executions = s.getData();
             List<BitmexExecution> bitmexExecutions = new ArrayList<>(executions.size());
@@ -139,7 +134,7 @@ public void disableDeadMansSwitch() throws IOException {
         streamingService.disableDeadMansSwitch();
     }
 
-    public Observable<BitmexFunding> getFunding() {
+    public Observable<BitmexFunding> getRawFunding() {
         String channelName = "funding";
         return streamingService.subscribeBitmexChannel(channelName).map(BitmexWebSocketTransaction::toBitmexFunding);
     }

xchange-bitmex/src/main/java/info/bitrich/xchangestream/bitmex/BitmexStreamingTradeService.java

@@ -2,7 +2,6 @@
 
 
 import info.bitrich.xchangestream.bitmex.dto.BitmexOrder;
-import info.bitrich.xchangestream.core.StreamingTradeService;
 import io.reactivex.Observable;
 import org.knowm.xchange.currency.CurrencyPair;
 import org.knowm.xchange.dto.Order;
@@ -15,15 +14,14 @@
 /**
  * Created by Declan
  */
-public class BitmexStreamingTradeService implements StreamingTradeService {
+public class BitmexStreamingTradeService {
 
     private final BitmexStreamingService streamingService;
 
     public BitmexStreamingTradeService(BitmexStreamingService streamingService) {
         this.streamingService = streamingService;
     }
 
-    @Override
     public Observable<Order> getOrders(CurrencyPair currencyPair, Object... args) {
         String channelName = "order";
         String instrument = currencyPair.base.toString() + currencyPair.counter.toString();
@@ -35,9 +33,4 @@ public Observable<Order> getOrders(CurrencyPair currencyPair, Object... args) {
                     .map(BitmexOrder::toOrder).collect(Collectors.toList());
         });
     }
-
-    @Override
-    public void submitOrder(Order order, CurrencyPair var1, Object... var2) {
-        throw new NotYetImplementedForExchangeException();
-    }
 }

xchange-bitmex/src/test/java/info/bitrich/xchangestream/bitmex/BitmexAuthenticatedExample.java

@@ -1,9 +1,7 @@
 package info.bitrich.xchangestream.bitmex;
 
-import info.bitrich.xchangestream.bitmex.dto.BitmexExecution;
 import info.bitrich.xchangestream.core.StreamingExchange;
 import info.bitrich.xchangestream.core.StreamingExchangeFactory;
-import io.reactivex.Observable;
 import org.knowm.xchange.ExchangeSpecification;
 import org.knowm.xchange.currency.CurrencyPair;
 import org.knowm.xchange.utils.CertHelper;
@@ -55,7 +53,7 @@ public static void main(String[] args) throws Exception {
        /* streamingMarketDataService.getTrades(xbtUsd)
                 .subscribe(trade -> LOG.info("TRADE: {}", trade),
                         throwable -> LOG.error("ERROR in getting trades: ", throwable));*/
-        streamingMarketDataService.getExecutions("XBTUSD").subscribe(bitmexExecution -> {
+        streamingMarketDataService.getRawExecutions("XBTUSD").subscribe(bitmexExecution -> {
             LOG.info("bitmexExecution = {}", bitmexExecution);
         });
         try {

xchange-bitmex/src/test/java/info/bitrich/xchangestream/bitmex/BitmexDeadManSwitchTest.java

@@ -1,13 +1,10 @@
 package info.bitrich.xchangestream.bitmex;
 
-import info.bitrich.xchangestream.bitmex.dto.BitmexLimitOrder;
 import info.bitrich.xchangestream.core.StreamingExchange;
 import org.junit.Ignore;
 import org.junit.Test;
 import org.knowm.xchange.ExchangeFactory;
 import org.knowm.xchange.ExchangeSpecification;
-import org.knowm.xchange.bitmex.dto.marketdata.BitmexPrivateOrder;
-import org.knowm.xchange.bitmex.dto.trade.BitmexSide;
 import org.knowm.xchange.bitmex.service.BitmexMarketDataService;
 import org.knowm.xchange.bitmex.service.BitmexTradeService;
 import org.knowm.xchange.currency.CurrencyPair;
@@ -19,7 +16,6 @@
 import org.slf4j.LoggerFactory;
 
 import java.math.BigDecimal;
-import java.util.List;
 
 import static org.knowm.xchange.bitmex.BitmexPrompt.PERPETUAL;
 
@@ -62,13 +58,13 @@ public void testDeadmanSwitch() throws Exception {
 
         final BitmexStreamingMarketDataService streamingMarketDataService = (BitmexStreamingMarketDataService) exchange.getStreamingMarketDataService();
 //        streamingMarketDataService.authenticate();
-        CurrencyPair xbtUsd = CurrencyPair.XBT_USD;
+        CurrencyPair xbtUsd = exchange.determineActiveContract(CurrencyPair.XBT_USD.base.toString(), CurrencyPair.XBT_USD.counter.toString(), PERPETUAL);
 
-        streamingMarketDataService.getExecutions("XBTUSD").subscribe(bitmexExecution -> {
+        streamingMarketDataService.getRawExecutions("XBTUSD").subscribe(bitmexExecution -> {
             logger.info("!!!!EXECUTION!!!! = {}", bitmexExecution);
         });
 
-        OrderBook orderBook = marketDataService.getOrderBook(CurrencyPair.XBT_USD, PERPETUAL);
+        OrderBook orderBook = marketDataService.getOrderBook(xbtUsd);
         //    OrderBook orderBook = marketDataService.getOrderBook(new CurrencyPair(Currency.ADA,
         // Currency.BTC), BitmexPrompt.QUARTERLY);
         //    OrderBook orderBook = marketDataService.getOrderBook(new CurrencyPair(Currency.BTC,

xchange-bitmex/src/test/java/info/bitrich/xchangestream/bitmex/BitmexManualExample.java

@@ -15,7 +15,7 @@ public class BitmexManualExample {
     private static final Logger LOG = LoggerFactory.getLogger(BitmexManualExample.class);
 
     public static void main(String[] args) {
-        StreamingExchange exchange = StreamingExchangeFactory.INSTANCE.createExchange(BitmexStreamingExchange.class.getName());
+        BitmexStreamingExchange exchange = (BitmexStreamingExchange) StreamingExchangeFactory.INSTANCE.createExchange(BitmexStreamingExchange.class.getName());
         exchange.connect().blockingAwait();
 
         exchange.messageDelay().subscribe(delay -> LOG.info("Message delay: " + delay));
@@ -45,16 +45,17 @@ public static void main(String[] args) {
                         throwable -> LOG.error("ERROR in getting trades: ", throwable));
 
         // BIQUARTERLY Contract
-        streamingMarketDataService.getOrderBook(xbtUsd, BitmexPrompt.BIQUARTERLY).subscribe(orderBook -> {
+        CurrencyPair xbtUsdBiquarterly = exchange.determineActiveContract(CurrencyPair.XBT_USD.base.toString(), CurrencyPair.XBT_USD.counter.toString(), BitmexPrompt.BIQUARTERLY);
+        streamingMarketDataService.getOrderBook(xbtUsdBiquarterly).subscribe(orderBook -> {
             LOG.info("BIQUARTERLY Contract First ask: {}", orderBook.getAsks().get(0));
             LOG.info("BIQUARTERLY Contract First bid: {}", orderBook.getBids().get(0));
         }, throwable -> LOG.error("ERROR in getting BIQUARTERLY Contract order book: ", throwable));
 
-        streamingMarketDataService.getTicker(xbtUsd, BitmexPrompt.BIQUARTERLY).subscribe(ticker -> {
+        streamingMarketDataService.getTicker(xbtUsdBiquarterly).subscribe(ticker -> {
             LOG.info("BIQUARTERLY Contract TICKER: {}", ticker);
         }, throwable -> LOG.error("ERROR in getting BIQUARTERLY Contract ticker: ", throwable));
 
-        exchange.getStreamingMarketDataService().getTrades(xbtUsd, BitmexPrompt.BIQUARTERLY)
+        exchange.getStreamingMarketDataService().getTrades(xbtUsdBiquarterly)
                 .subscribe(trade -> LOG.info("BIQUARTERLY Contract TRADE: {}", trade),
                         throwable -> LOG.error("ERROR in getting BIQUARTERLY Contract trades: ", throwable));
 

xchange-bitmex/src/test/java/info/bitrich/xchangestream/bitmex/BitmexOrderIT.java

@@ -37,7 +37,7 @@
  * @author Nikita Belenkiy on 18/05/2018.
  */
 public class BitmexOrderIT {
-    private static final CurrencyPair xbtUsd = CurrencyPair.XBT_USD;
+    private CurrencyPair xbtUsd = CurrencyPair.XBT_USD;
     private static final Logger LOG = LoggerFactory.getLogger(BitmexTest.class);
 
     private static final BigDecimal priceShift = new BigDecimal("50");
@@ -46,22 +46,24 @@ public class BitmexOrderIT {
     private BigDecimal testBidPrice;
 
     private BitmexTradeService tradeService;
-    private StreamingExchange exchange;
+    private BitmexStreamingExchange exchange;
 
     @Before
     public void setup() throws IOException {
         LocalExchangeConfig localConfig = PropsLoader.loadKeys(
                 "bitmex.secret.keys", "bitmex.secret.keys.origin", "bitmex");
-        exchange = StreamingExchangeFactory.INSTANCE.createExchange(BitmexStreamingExchange.class.getName());
+        exchange = (BitmexStreamingExchange) StreamingExchangeFactory.INSTANCE.createExchange(BitmexStreamingExchange.class.getName());
 
         exchange.applySpecification(BitmexTestsCommons.getExchangeSpecification(localConfig,
                 exchange.getDefaultExchangeSpecification()));
         exchange.connect().blockingAwait();
 
+        xbtUsd = exchange.determineActiveContract(CurrencyPair.XBT_USD.base.toString(), CurrencyPair.XBT_USD.counter.toString(), PERPETUAL);
+
         BitmexMarketDataService marketDataService =
                 (BitmexMarketDataService) exchange.getMarketDataService();
 
-        OrderBook orderBook = marketDataService.getOrderBook(xbtUsd, PERPETUAL);
+        OrderBook orderBook = marketDataService.getOrderBook(xbtUsd);
         List<LimitOrder> asks = orderBook.getAsks();
         // todo : for the streaming service best ask is at 0 pos
         BigDecimal topPriceAsk = getPrice(asks, asks.size() - 1);
@@ -206,7 +208,7 @@ public void shouldGetExecutionOnFill() {
         }, 1, TimeUnit.SECONDS);
 
         Observable<BitmexExecution> executionObservable = ((BitmexStreamingMarketDataService)
-                exchange.getStreamingMarketDataService()).getExecutions("XBTUSD");
+                exchange.getStreamingMarketDataService()).getRawExecutions("XBTUSD");
         executionObservable.test()
                 .awaitCount(5)
                 .assertNever(execution -> Objects.equals(execution.getClOrdID(), clOrdId))

xchange-bitmex/src/test/java/info/bitrich/xchangestream/bitmex/BitmexOrderReplaceTest.java

@@ -62,12 +62,12 @@ public void testOrderReplace() throws Exception {
 
         final BitmexStreamingMarketDataService streamingMarketDataService = (BitmexStreamingMarketDataService) exchange.getStreamingMarketDataService();
 //        streamingMarketDataService.authenticate();
-        CurrencyPair xbtUsd = CurrencyPair.XBT_USD;
+        CurrencyPair xbtUsd = exchange.determineActiveContract(CurrencyPair.XBT_USD.base.toString(), CurrencyPair.XBT_USD.counter.toString(), PERPETUAL);
 
-        streamingMarketDataService.getExecutions("XBTUSD").subscribe(bitmexExecution -> {
+        streamingMarketDataService.getRawExecutions("XBTUSD").subscribe(bitmexExecution -> {
             logger.info("!!!!EXECUTION!!!! = {}", bitmexExecution);
         });
-        OrderBook orderBook = marketDataService.getOrderBook(CurrencyPair.XBT_USD, PERPETUAL);
+        OrderBook orderBook = marketDataService.getOrderBook(xbtUsd);
         //    OrderBook orderBook = marketDataService.getOrderBook(new CurrencyPair(Currency.ADA,
         // Currency.BTC), BitmexPrompt.QUARTERLY);
         //    OrderBook orderBook = marketDataService.getOrderBook(new CurrencyPair(Currency.BTC,