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feat: add exchange UnicornX
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‎README.md

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@@ -30,6 +30,7 @@ Support public market feature (tickData, orderBook)
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| ![huobi_japan](https://user-images.githubusercontent.com/16334718/59976909-caa00b80-9605-11e9-9c5f-8b11aea70944.jpg) | Huobi Japan | HUOBI_JAPAN | * | [ws](https://api-doc.huobi.co.jp/#websocket) |
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| ![okex](https://user-images.githubusercontent.com/16334718/57195022-90f93f80-6f88-11e9-8aaa-f6a515d300ae.jpg) | Okex | OKEX | v3 | [ws](https://www.okex.com/docs/en/#spot_ws-all) |
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| ![okex_korea](https://user-images.githubusercontent.com/16334718/57195022-90f93f80-6f88-11e9-8aaa-f6a515d300ae.jpg) | Okex Korea | OKEX_KOREA | v3 | [ws](https://www.okex.com/docs/en/#spot_ws-all) |
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| ![unicornx](https://user-images.githubusercontent.com/16334718/104712645-20974f80-5766-11eb-8791-707bdb8a3783.png) | UnicornX | UNICORNX | v3 | [ws](https://www.okex.com/docs/en/#spot_ws-all) |
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| ![hubi](https://user-images.githubusercontent.com/16334718/57194945-e4b75900-6f87-11e9-8fea-889fc93a7ba4.jpg) | Hubi | HUBI | * | [ws](https://www.hubi.com/docs/index-en.pdf) |
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| ![bitmex](https://user-images.githubusercontent.com/16334718/57194950-e54fef80-6f87-11e9-8b54-3f2192012306.jpg) | Bitmex | BITMEX | * | [ws](https://www.bitmex.com/app/wsAPI) |
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| ![kraken](https://user-images.githubusercontent.com/16334718/57220400-2dc5e680-7036-11e9-803c-18b14e82921a.jpg) | Kraken | KRAKEN | 0.1.1 | [ws](https://www.kraken.com/features/websocket-api) |

‎reactive-crypto-core/src/main/kotlin/com/njkim/reactivecrypto/core/common/model/ExchangeVendor.kt

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@@ -63,6 +63,8 @@ data class ExchangeVendor(val name: String) {
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val BHEX = getInstance("BHEX")
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@JvmField
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val BITZ = getInstance("BITZ")
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@JvmField
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val UNICORNX = getInstance("UNICORNX")
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@JvmStatic
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fun getInstance(value: String): ExchangeVendor {

‎reactive-crypto-unicornx/build.gradle

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/*
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* Copyright 2019 namjug-kim
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*
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* LINE Corporation licenses this file to you under the Apache License,
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* version 2.0 (the "License"); you may not use this file except in compliance
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* with the License. You may obtain a copy of the License at:
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*
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* https://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
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* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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* License for the specific language governing permissions and limitations
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* under the License.
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*/
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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 project(':reactive-crypto-okex')
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compile "org.jetbrains.kotlin:kotlin-stdlib-jdk8"
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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-unicornx/src/main/kotlin/com/njkim/reactivecrypto/unicornx/UnicornxWebsocketClient.kt

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/*
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* Copyright 2019 namjug-kim
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*
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* LINE Corporation licenses this file to you under the Apache License,
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* version 2.0 (the "License"); you may not use this file except in compliance
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* with the License. You may obtain a copy of the License at:
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*
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* https://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
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* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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* License for the specific language governing permissions and limitations
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* under the License.
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*/
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package com.njkim.reactivecrypto.unicornx
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import com.njkim.reactivecrypto.core.common.model.ExchangeVendor
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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.TickData
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import com.njkim.reactivecrypto.okex.OkexWebsocketClient
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import reactor.core.publisher.Flux
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class UnicornxWebsocketClient : OkexWebsocketClient("wss://real.okex.com:8443/ws/v3?brokerId=185") {
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override fun createDepthSnapshot(subscribeTargets: List<CurrencyPair>): Flux<OrderBook> {
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return super.createDepthSnapshot(subscribeTargets)
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.map { it.copy(exchangeVendor = ExchangeVendor.UNICORNX) }
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}
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override fun createTradeWebsocket(subscribeTargets: List<CurrencyPair>): Flux<TickData> {
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return super.createTradeWebsocket(subscribeTargets)
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.map { it.copy(exchangeVendor = ExchangeVendor.UNICORNX) }
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}
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}

‎reactive-crypto-unicornx/src/test/java/com/njkim/reactivecrypto/unicornx/UnicornxWebsocketClientJavaTest.java

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/*
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* Copyright 2019 namjug-kim
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*
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* LINE Corporation licenses this file to you under the Apache License,
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* version 2.0 (the "License"); you may not use this file except in compliance
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* with the License. You may obtain a copy of the License at:
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*
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* https://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
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* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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* License for the specific language governing permissions and limitations
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* under the License.
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*/
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package com.njkim.reactivecrypto.unicornx;
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import com.njkim.reactivecrypto.core.common.model.ExchangeVendor;
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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.TickData;
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import org.junit.Test;
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import reactor.core.publisher.Flux;
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import reactor.test.StepVerifier;
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import java.math.BigDecimal;
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import java.util.Collections;
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import static org.assertj.core.api.Assertions.assertThat;
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public class UnicornxWebsocketClientJavaTest {
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@Test
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public void unicornx_tick_data_subscribe() {
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// given
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CurrencyPair targetCurrencyPair = CurrencyPair.parse("BTC", "USDT");
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Flux<TickData> tickDataFlux = new UnicornxWebsocketClient()
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.createTradeWebsocket(Collections.singletonList(targetCurrencyPair));
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// when
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StepVerifier.create(tickDataFlux.limitRequest(2))
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// then
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.assertNext(tickData -> {
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assertThat(tickData).isNotNull();
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assertThat(tickData.getCurrencyPair())
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.isEqualTo(targetCurrencyPair);
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assertThat(tickData.getExchangeVendor())
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.isEqualTo(ExchangeVendor.UNICORNX);
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assertThat(tickData.getPrice())
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.isGreaterThan(BigDecimal.ZERO);
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assertThat(tickData.getQuantity())
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.isGreaterThan(BigDecimal.ZERO);
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})
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.assertNext(tickData -> {
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assertThat(tickData).isNotNull();
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assertThat(tickData.getCurrencyPair())
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.isEqualTo(targetCurrencyPair);
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assertThat(tickData.getExchangeVendor())
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.isEqualTo(ExchangeVendor.UNICORNX);
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assertThat(tickData.getPrice())
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.isGreaterThan(BigDecimal.ZERO);
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assertThat(tickData.getQuantity())
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.isGreaterThan(BigDecimal.ZERO);
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})
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.verifyComplete();
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}
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@Test
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public void unicornx_orderBook_subscribe() {
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// given
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CurrencyPair targetCurrencyPair = CurrencyPair.parse("BTC", "USDT");
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Flux<OrderBook> orderBookFlux = new UnicornxWebsocketClient()
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.createDepthSnapshot(Collections.singletonList(targetCurrencyPair));
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// when
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StepVerifier.create(orderBookFlux.limitRequest(2))
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// then
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.assertNext(orderBook -> {
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assertThat(orderBook).isNotNull();
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assertThat(orderBook.getCurrencyPair())
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.isEqualTo(targetCurrencyPair);
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assertThat(orderBook.getExchangeVendor())
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.isEqualTo(ExchangeVendor.UNICORNX);
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assertThat(orderBook.getAsks())
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.isNotEmpty();
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assertThat(orderBook.getBids())
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.isNotEmpty();
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assertThat(orderBook.getAsks().get(0).getQuantity())
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.isGreaterThan(BigDecimal.ZERO);
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assertThat(orderBook.getBids().get(0).getQuantity())
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.isGreaterThan(BigDecimal.ZERO);
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assertThat(orderBook.getAsks().get(0).getPrice())
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.withFailMessage("ask price must be bigger than bid price")
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.isGreaterThan(orderBook.getBids().get(0).getPrice());
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assertThat(orderBook.getAsks().get(0).getPrice())
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.withFailMessage("asks must be sorted by price asc")
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.isLessThan(orderBook.getAsks().get(1).getPrice());
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assertThat(orderBook.getBids().get(0).getPrice())
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.withFailMessage("bids must be sorted by price desc")
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.isGreaterThan(orderBook.getBids().get(1).getPrice());
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})
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.assertNext(orderBook -> {
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assertThat(orderBook).isNotNull();
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assertThat(orderBook.getCurrencyPair())
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.isEqualTo(targetCurrencyPair);
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assertThat(orderBook.getExchangeVendor())
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.isEqualTo(ExchangeVendor.UNICORNX);
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assertThat(orderBook.getAsks())
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.isNotEmpty();
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assertThat(orderBook.getBids())
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.isNotEmpty();
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assertThat(orderBook.getAsks().get(0).getQuantity())
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.isGreaterThan(BigDecimal.ZERO);
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assertThat(orderBook.getBids().get(0).getQuantity())
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.isGreaterThan(BigDecimal.ZERO);
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assertThat(orderBook.getAsks().get(0).getPrice())
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.withFailMessage("ask price must be bigger than bid price")
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.isGreaterThan(orderBook.getBids().get(0).getPrice());
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assertThat(orderBook.getAsks().get(0).getPrice())
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.withFailMessage("asks must be sorted by price asc")
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.isLessThan(orderBook.getAsks().get(1).getPrice());
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assertThat(orderBook.getBids().get(0).getPrice())
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.withFailMessage("bids must be sorted by price desc")
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.isGreaterThan(orderBook.getBids().get(1).getPrice());
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})
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.verifyComplete();
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}
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}

‎reactive-crypto-unicornx/src/test/kotlin/com/njkim/reactivecrypto/unicornx/ExchangeClientFactoryTest.kt

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/*
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* Copyright 2019 namjug-kim
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*
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* LINE Corporation licenses this file to you under the Apache License,
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* version 2.0 (the "License"); you may not use this file except in compliance
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* with the License. You may obtain a copy of the License at:
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*
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* https://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
12+
* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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* License for the specific language governing permissions and limitations
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* under the License.
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*/
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package com.njkim.reactivecrypto.unicornx
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import com.njkim.reactivecrypto.core.ExchangeClientFactory
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import com.njkim.reactivecrypto.core.common.model.ExchangeVendor
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import com.njkim.reactivecrypto.core.websocket.ExchangeWebsocketClient
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import org.assertj.core.api.Assertions.assertThat
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import org.junit.Test
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class ExchangeClientFactoryTest {
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@Test
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fun `create unicornx websocket client`() {
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val exchangeWebsocketClient = ExchangeClientFactory.websocket(ExchangeVendor.UNICORNX)
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assertThat(exchangeWebsocketClient).isNotNull
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assertThat(exchangeWebsocketClient).isInstanceOf(ExchangeWebsocketClient::class.java)
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assertThat(exchangeWebsocketClient).isExactlyInstanceOf(UnicornxWebsocketClient::class.java)
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}
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}

‎reactive-crypto-unicornx/src/test/kotlin/com/njkim/reactivecrypto/unicornx/UnicornxWebsocketClientTest.kt

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/*
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* Copyright 2019 namjug-kim
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*
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* LINE Corporation licenses this file to you under the Apache License,
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* version 2.0 (the "License"); you may not use this file except in compliance
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* with the License. You may obtain a copy of the License at:
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*
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* https://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
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* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
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* License for the specific language governing permissions and limitations
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* under the License.
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*/
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package com.njkim.reactivecrypto.unicornx
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import com.njkim.reactivecrypto.core.common.model.ExchangeVendor
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import com.njkim.reactivecrypto.core.common.model.currency.CurrencyPair
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import com.njkim.reactivecrypto.core.common.util.toEpochMilli
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import mu.KotlinLogging
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import org.assertj.core.api.Assertions
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import org.junit.Test
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import reactor.test.StepVerifier
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import java.math.BigDecimal
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class UnicornxWebsocketClientTest {
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private val log = KotlinLogging.logger {}
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@Test
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fun `unicornx tick data subscribe`() {
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// given
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val targetCurrencyPair = CurrencyPair.parse("BTC", "USDT")
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val tickDataFlux = UnicornxWebsocketClient()
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.createTradeWebsocket(listOf(targetCurrencyPair))
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// when
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StepVerifier.create(tickDataFlux.limitRequest(2))
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// then
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.assertNext {
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Assertions.assertThat(it).isNotNull
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Assertions.assertThat(it.currencyPair)
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.isEqualTo(targetCurrencyPair)
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Assertions.assertThat(it.exchangeVendor)
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.isEqualTo(ExchangeVendor.UNICORNX)
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Assertions.assertThat(it.price)
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.isGreaterThan(BigDecimal.ZERO)
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Assertions.assertThat(it.quantity)
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.isGreaterThan(BigDecimal.ZERO)
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}
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.assertNext {
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Assertions.assertThat(it).isNotNull
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Assertions.assertThat(it.currencyPair)
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.isEqualTo(targetCurrencyPair)
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Assertions.assertThat(it.exchangeVendor)
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.isEqualTo(ExchangeVendor.UNICORNX)
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Assertions.assertThat(it.price)
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.isGreaterThan(BigDecimal.ZERO)
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Assertions.assertThat(it.quantity)
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.isGreaterThan(BigDecimal.ZERO)
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}
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.verifyComplete()
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}
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@Test
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fun `unicornx orderBook subscribe`() {
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// given
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val targetCurrencyPair = CurrencyPair.parse("BTC", "USDT")
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val orderBookFlux = UnicornxWebsocketClient()
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.createDepthSnapshot(listOf(targetCurrencyPair))
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var prevTimestamp = 0L
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// when
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StepVerifier.create(orderBookFlux.limitRequest(5))
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.expectNextCount(3)
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// then
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.assertNext {
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prevTimestamp = it.eventTime.toEpochMilli()
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Assertions.assertThat(it).isNotNull
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Assertions.assertThat(it.currencyPair)
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.isEqualTo(targetCurrencyPair)
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Assertions.assertThat(it.exchangeVendor)
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.isEqualTo(ExchangeVendor.UNICORNX)
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Assertions.assertThat(it.asks)
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.isNotEmpty
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Assertions.assertThat(it.bids)
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.isNotEmpty
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Assertions.assertThat(it.asks[0].quantity)
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.isGreaterThan(BigDecimal.ZERO)
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Assertions.assertThat(it.bids[0].quantity)
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.isGreaterThan(BigDecimal.ZERO)
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Assertions.assertThat(it.asks[0].price)
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.withFailMessage("ask price must be bigger than bid price")
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.isGreaterThan(it.bids[0].price)
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Assertions.assertThat(it.asks[0].price)
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.withFailMessage("asks must be sorted by price asc")
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.isLessThan(it.asks[1].price)
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Assertions.assertThat(it.bids[0].price)
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.withFailMessage("bids must be sorted by price desc")
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.isGreaterThan(it.bids[1].price)
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}
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.assertNext {
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Assertions.assertThat(prevTimestamp)
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.isNotEqualTo(it.eventTime.toEpochMilli())
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Assertions.assertThat(it).isNotNull
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Assertions.assertThat(it.currencyPair)
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.isEqualTo(targetCurrencyPair)
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Assertions.assertThat(it.exchangeVendor)
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.isEqualTo(ExchangeVendor.UNICORNX)
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Assertions.assertThat(it.asks)
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.isNotEmpty
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Assertions.assertThat(it.bids)
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.isNotEmpty
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Assertions.assertThat(it.asks[0].quantity)
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.isGreaterThan(BigDecimal.ZERO)
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Assertions.assertThat(it.bids[0].quantity)
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.isGreaterThan(BigDecimal.ZERO)
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Assertions.assertThat(it.asks[0].price)
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.withFailMessage("ask price must be bigger than bid price")
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.isGreaterThan(it.bids[0].price)
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Assertions.assertThat(it.asks[0].price)
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.withFailMessage("asks must be sorted by price asc")
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.isLessThan(it.asks[1].price)
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Assertions.assertThat(it.bids[0].price)
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.withFailMessage("bids must be sorted by price desc")
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.isGreaterThan(it.bids[1].price)
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}
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.verifyComplete()
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}
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}

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