Merge pull request #4809 from rizer1980/okx_orderbook-timestamp_to-PR

[OKX} orderbook orders timestamp
knowm · Apr 8, 2024 · 7f53dca · 7f53dca
2 parents 9d9b0b4 + fe18777
commit 7f53dca
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Showing 3 changed files with 25 additions and 42 deletions.
diff --git a/xchange-okex/src/main/java/org/knowm/xchange/okex/OkexAdapters.java b/xchange-okex/src/main/java/org/knowm/xchange/okex/OkexAdapters.java
@@ -190,27 +190,28 @@ public static OkexOrderRequest adaptOrder(
   }
 
   public static LimitOrder adaptLimitOrder(
-      OkexPublicOrder okexPublicOrder, Instrument instrument, OrderType orderType) {
+      OkexPublicOrder okexPublicOrder, Instrument instrument, OrderType orderType, Date timestamp) {
     return adaptOrderbookOrder(
-        okexPublicOrder.getVolume(), okexPublicOrder.getPrice(), instrument, orderType);
+        okexPublicOrder.getVolume(), okexPublicOrder.getPrice(), instrument, orderType,timestamp);
   }
 
   public static OrderBook adaptOrderBook(
       List<OkexOrderbook> okexOrderbooks, Instrument instrument) {
     List<LimitOrder> asks = new ArrayList<>();
     List<LimitOrder> bids = new ArrayList<>();
+    Date timeStamp = new Date(Long.parseLong(okexOrderbooks.get(0).getTs()));
 
     okexOrderbooks
         .get(0)
         .getAsks()
-        .forEach(okexAsk -> asks.add(adaptLimitOrder(okexAsk, instrument, OrderType.ASK)));
+        .forEach(okexAsk -> asks.add(adaptLimitOrder(okexAsk, instrument, OrderType.ASK, timeStamp)));
 
     okexOrderbooks
         .get(0)
         .getBids()
-        .forEach(okexBid -> bids.add(adaptLimitOrder(okexBid, instrument, OrderType.BID)));
+        .forEach(okexBid -> bids.add(adaptLimitOrder(okexBid, instrument, OrderType.BID, timeStamp)));
 
-    return new OrderBook(Date.from(Instant.now()), asks, bids);
+    return new OrderBook(timeStamp, asks, bids);
   }
 
   public static OrderBook adaptOrderBook(
@@ -219,9 +220,9 @@ public static OrderBook adaptOrderBook(
   }
 
   public static LimitOrder adaptOrderbookOrder(
-      BigDecimal amount, BigDecimal price, Instrument instrument, Order.OrderType orderType) {
+      BigDecimal amount, BigDecimal price, Instrument instrument, Order.OrderType orderType, Date timestamp) {
 
-    return new LimitOrder(orderType, amount, instrument, "", null, price);
+    return new LimitOrder(orderType, amount, instrument, "", timestamp, price);
   }
 
   public static Ticker adaptTicker(OkexTicker okexTicker) {

diff --git a/xchange-okex/src/main/java/org/knowm/xchange/okex/dto/marketdata/OkexOrderbook.java b/xchange-okex/src/main/java/org/knowm/xchange/okex/dto/marketdata/OkexOrderbook.java
@@ -3,7 +3,9 @@
 import com.fasterxml.jackson.annotation.JsonCreator;
 import com.fasterxml.jackson.annotation.JsonProperty;
 import java.util.List;
+import lombok.Getter;
 
+@Getter
 public class OkexOrderbook {
 
   private final List<OkexPublicOrder> asks;
@@ -22,14 +24,6 @@ public OkexOrderbook(
     this.ts = ts;
   }
 
-  public List<OkexPublicOrder> getAsks() {
-    return asks;
-  }
-
-  public List<OkexPublicOrder> getBids() {
-    return bids;
-  }
-
   @Override
   public String toString() {
     return "OkexOrderbookResponse{" + "asks=" + asks + ", bids=" + bids + '}';

diff --git a/...am-okex/src/main/java/info/bitrich/xchangestream/okex/OkexStreamingMarketDataService.java b/...am-okex/src/main/java/info/bitrich/xchangestream/okex/OkexStreamingMarketDataService.java
@@ -105,13 +105,13 @@ public Observable<OrderBook> getOrderBook(Instrument instrument, Object... args)
               // "books5" channel pushes 5 depth levels every time.
               String action =
                   channelName.equals(ORDERBOOK5) ? "snapshot" : jsonNode.get("action").asText();
+              List<OkexOrderbook> okexOrderbooks =
+                  mapper.treeToValue(
+                      jsonNode.get("data"),
+                      mapper
+                          .getTypeFactory()
+                          .constructCollectionType(List.class, OkexOrderbook.class));
               if ("snapshot".equalsIgnoreCase(action)) {
-                List<OkexOrderbook> okexOrderbooks =
-                    mapper.treeToValue(
-                        jsonNode.get("data"),
-                        mapper
-                            .getTypeFactory()
-                            .constructCollectionType(List.class, OkexOrderbook.class));
                 OrderBook orderBook = OkexAdapters.adaptOrderBook(okexOrderbooks, instrument);
                 orderBookMap.put(instId, orderBook);
                 return Observable.just(orderBook);
@@ -121,36 +121,24 @@ public Observable<OrderBook> getOrderBook(Instrument instrument, Object... args)
                   LOG.error(String.format("Failed to get orderBook, instId=%s.", instId));
                   return Observable.fromIterable(new LinkedList<>());
                 }
-                List<OkexPublicOrder> asks =
-                    mapper.treeToValue(
-                        jsonNode.get("data").get(0).get("asks"),
-                        mapper
-                            .getTypeFactory()
-                            .constructCollectionType(List.class, OkexPublicOrder.class));
-                asks.forEach(
+                Date timestamp = new Timestamp(
+                    Long.parseLong(okexOrderbooks.get(0).getTs()));
+                okexOrderbooks.get(0).getAsks().forEach(
                     okexPublicOrder ->
                         orderBook.update(
                             OkexAdapters.adaptLimitOrder(
-                                okexPublicOrder, instrument, Order.OrderType.ASK)));
-
-                List<OkexPublicOrder> bids =
-                    mapper.treeToValue(
-                        jsonNode.get("data").get(0).get("bids"),
-                        mapper
-                            .getTypeFactory()
-                            .constructCollectionType(List.class, OkexPublicOrder.class));
-                bids.forEach(
+                                okexPublicOrder, instrument, Order.OrderType.ASK, timestamp)));
+                okexOrderbooks.get(0).getBids().forEach(
                     okexPublicOrder ->
                         orderBook.update(
                             OkexAdapters.adaptLimitOrder(
-                                okexPublicOrder, instrument, Order.OrderType.BID)));
+                                okexPublicOrder, instrument, Order.OrderType.BID, timestamp)));
                 if (orderBookUpdatesSubscriptions.get(instrument) != null) {
                   orderBookUpdatesSubscriptions(
                       instrument,
-                      asks,
-                      bids,
-                      new Timestamp(
-                          Long.parseLong(jsonNode.get("data").get(0).get("ts").asText())));
+                      okexOrderbooks.get(0).getAsks(),
+                      okexOrderbooks.get(0).getBids(),
+                      timestamp);
                 }
                 return Observable.just(orderBook);