Package info.bitrich.xchangestream.binance

Class BinanceStreamingMarketDataService

java.lang.Object

info.bitrich.xchangestream.binance.BinanceStreamingMarketDataService

All Implemented Interfaces:

StreamingMarketDataService

public class BinanceStreamingMarketDataService
extends Object
implements StreamingMarketDataService

Constructor Summary

Constructors

Constructor	Description
BinanceStreamingMarketDataService(BinanceStreamingService service, BinanceMarketDataService marketDataService, Runnable onApiCall, String orderBookUpdateFrequencyParameter, boolean realtimeOrderBookTicker, int oderBookFetchLimitParameter)

Method Summary

Modifier and Type	Method	Description
io.reactivex.rxjava3.core.Observable<List<BinanceTicker24h>>	allRollingWindow(KlineInterval windowSize)
io.reactivex.rxjava3.core.Observable<FundingRate>	getFundingRate(Instrument instrument, Object... args)	Get funding rate of specific instrument.
io.reactivex.rxjava3.core.Observable<BinanceKline>	getKlines(Instrument instrument, KlineInterval interval)
io.reactivex.rxjava3.core.Observable<OrderBook>	getOrderBook(CurrencyPair currencyPair, Object... args)	Get an order book representing the current offered exchange rates (market depth).
io.reactivex.rxjava3.core.Observable<OrderBook>	getOrderBook(Instrument instrument, Object... args)
io.reactivex.rxjava3.core.Observable<List<OrderBookUpdate>>	getOrderBookUpdates(Instrument instrument, Object... args)	Api to get binance incremental order book updates.
io.reactivex.rxjava3.core.Observable<BinanceBookTicker>	getRawBookTicker(Instrument instrument)
io.reactivex.rxjava3.core.Observable<BinanceTicker24h>	getRawTicker(Instrument instrument)
io.reactivex.rxjava3.core.Observable<BinanceRawTrade>	getRawTrades(Instrument instrument)
io.reactivex.rxjava3.core.Observable<Ticker>	getTicker(CurrencyPair currencyPair, Object... args)	Get a ticker representing the current exchange rate.
io.reactivex.rxjava3.core.Observable<Ticker>	getTicker(Instrument instrument, Object... args)
io.reactivex.rxjava3.core.Observable<Trade>	getTrades(CurrencyPair currencyPair, Object... args)	Get the trades performed by the exchange.
io.reactivex.rxjava3.core.Observable<Trade>	getTrades(Instrument instrument, Object... args)
void	openSubscriptions(ProductSubscription productSubscription, KlineSubscription klineSubscription)	Registers subscriptions with the streaming service for the given products.
io.reactivex.rxjava3.core.Observable<BinanceTicker24h>	rollingWindow(Instrument instrument, KlineInterval windowSize)
void	unsubscribe(Instrument instrument, BinanceSubscriptionType subscriptionType)	Live Unsubscription that should be called in the Observable.doOnDispose().
void	unsubscribeAllRollingWindow(KlineInterval klineInterval)
void	unsubscribeKline(Instrument instrument, KlineInterval klineInterval)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface info.bitrich.xchangestream.core.StreamingMarketDataService

getCandleStick, getFundingRates, getOrderBookTicker

Constructor Details

BinanceStreamingMarketDataService

public BinanceStreamingMarketDataService(BinanceStreamingService service,
 BinanceMarketDataService marketDataService,
 Runnable onApiCall,
 String orderBookUpdateFrequencyParameter,
 boolean realtimeOrderBookTicker,
 int oderBookFetchLimitParameter)

Method Details

getOrderBook

public io.reactivex.rxjava3.core.Observable<OrderBook> getOrderBook(CurrencyPair currencyPair,
 Object... args)

Description copied from interface: StreamingMarketDataService

Get an order book representing the current offered exchange rates (market depth).

Warning: The library will attempt to keep the snapshots returned in sync with the exchange using the approaches published by that exchange. However, there are currently no guarantees that messages will not be skipped, or that any initial state message will be sent on connection. Emits NotConnectedException when not connected to the WebSocket API.

Specified by:

getOrderBook in interface StreamingMarketDataService

Parameters:

currencyPair - Currency pair of the order book

Returns:

Observable that emits OrderBook when exchange sends the update.

getTicker

public io.reactivex.rxjava3.core.Observable<Ticker> getTicker(CurrencyPair currencyPair,
 Object... args)

Description copied from interface: StreamingMarketDataService

Get a ticker representing the current exchange rate. Emits NotConnectedException When not connected to the WebSocket API.

Warning: There are currently no guarantees that messages will not be skipped, or that any initial state message will be sent on connection.

Specified by:

getTicker in interface StreamingMarketDataService

Parameters:

currencyPair - Currency pair of the ticker

Returns:

Observable that emits Ticker when exchange sends the update.

getTrades

public io.reactivex.rxjava3.core.Observable<Trade> getTrades(CurrencyPair currencyPair,
 Object... args)

Description copied from interface: StreamingMarketDataService

Get the trades performed by the exchange. Emits NotConnectedException When not connected to the WebSocket API.

Warning: There are currently no guarantees that messages will not be skipped.

Specified by:

getTrades in interface StreamingMarketDataService

Parameters:

currencyPair - Currency pair of the trades

Returns:

Observable that emits Trade when exchange sends the update.

getOrderBook

public io.reactivex.rxjava3.core.Observable<OrderBook> getOrderBook(Instrument instrument,
 Object... args)

Specified by:

getOrderBook in interface StreamingMarketDataService

getTicker

public io.reactivex.rxjava3.core.Observable<Ticker> getTicker(Instrument instrument,
 Object... args)

Specified by:

getTicker in interface StreamingMarketDataService

getTrades

public io.reactivex.rxjava3.core.Observable<Trade> getTrades(Instrument instrument,
 Object... args)

Specified by:

getTrades in interface StreamingMarketDataService

getFundingRate

public io.reactivex.rxjava3.core.Observable<FundingRate> getFundingRate(Instrument instrument,
 Object... args)

Description copied from interface: StreamingMarketDataService

Get funding rate of specific instrument.

Specified by:

getFundingRate in interface StreamingMarketDataService

Parameters:

instrument - Instrument to get the funding rate for

Returns:

Observable that emits FundingRate when exchange sends the update.

getRawTicker

public io.reactivex.rxjava3.core.Observable<BinanceTicker24h> getRawTicker(Instrument instrument)

rollingWindow

public io.reactivex.rxjava3.core.Observable<BinanceTicker24h> rollingWindow(Instrument instrument,
 KlineInterval windowSize)

allRollingWindow

public io.reactivex.rxjava3.core.Observable<List<BinanceTicker24h>> allRollingWindow(KlineInterval windowSize)

getRawBookTicker

public io.reactivex.rxjava3.core.Observable<BinanceBookTicker> getRawBookTicker(Instrument instrument)

getRawTrades

public io.reactivex.rxjava3.core.Observable<BinanceRawTrade> getRawTrades(Instrument instrument)

getKlines

public io.reactivex.rxjava3.core.Observable<BinanceKline> getKlines(Instrument instrument,
 KlineInterval interval)

getOrderBookUpdates

public io.reactivex.rxjava3.core.Observable<List<OrderBookUpdate>> getOrderBookUpdates(Instrument instrument,
 Object... args)

Api to get binance incremental order book updates. As binance websocket provides only api to get incremental updates getOrderBook(Instrument, Object...) have to build book from rest and websocket which leads to delay before the order book will be received by subscriber. This api provides the ability to start receiving updates immediately. It is allowed to subscribe to this api and getOrderBook(Instrument, Object...) at the same time.

Specified by:

getOrderBookUpdates in interface StreamingMarketDataService

Returns:

Observable that emits OrderBookUpdate when exchange sends the orderBook snapshot.

openSubscriptions

public void openSubscriptions(ProductSubscription productSubscription,
 KlineSubscription klineSubscription)

Registers subscriptions with the streaming service for the given products.

As we receive messages as soon as the connection is open, we need to register subscribers to handle these before the first messages arrive.

unsubscribe

public void unsubscribe(Instrument instrument,
 BinanceSubscriptionType subscriptionType)

Live Unsubscription that should be called in the Observable.doOnDispose(). This is required to stop receiving data from the stream. This method also clear the subscription from the appropriate map.

unsubscribeKline

public void unsubscribeKline(Instrument instrument,
 KlineInterval klineInterval)

unsubscribeAllRollingWindow

public void unsubscribeAllRollingWindow(KlineInterval klineInterval)