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.Observable<OrderBook>	getOrderBook(CurrencyPair currencyPair, Object... args)	Get an order book representing the current offered exchange rates (market depth).
io.reactivex.Observable<OrderBookUpdate>	getOrderBookUpdates(CurrencyPair currencyPair, Object... args)	Api to get binance incremental order book updates.
io.reactivex.Observable<BinanceBookTicker>	getRawBookTicker(CurrencyPair currencyPair, Object... args)
io.reactivex.Observable<BinanceTicker24h>	getRawTicker(CurrencyPair currencyPair, Object... args)
io.reactivex.Observable<BinanceRawTrade>	getRawTrades(CurrencyPair currencyPair, Object... args)
io.reactivex.Observable<Ticker>	getTicker(CurrencyPair currencyPair, Object... args)	Get a ticker representing the current exchange rate.
io.reactivex.Observable<Trade>	getTrades(CurrencyPair currencyPair, Object... args)	Get the trades performed by the exchange.
void	openSubscriptions(ProductSubscription productSubscription)	Registers subsriptions with the streaming service for the given products.
void	unsubscribe(CurrencyPair currencyPair, BinanceSubscriptionType subscriptionType)	Live Unsubscription that should be called in the Observable.doOnDispose().

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

getOrderBook, getTicker, getTrades

Constructor Details

BinanceStreamingMarketDataService

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

Method Details

getOrderBook

public io.reactivex.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.

getRawTicker

public io.reactivex.Observable<BinanceTicker24h> getRawTicker(CurrencyPair currencyPair,
Object... args)

getRawBookTicker

public io.reactivex.Observable<BinanceBookTicker> getRawBookTicker(CurrencyPair currencyPair,
Object... args)

getRawTrades

public io.reactivex.Observable<BinanceRawTrade> getRawTrades(CurrencyPair currencyPair,
Object... args)

getOrderBookUpdates

public io.reactivex.Observable<OrderBookUpdate> getOrderBookUpdates(CurrencyPair currencyPair,
Object... args)

Api to get binance incremental order book updates. As binance websocket provides only api to get incremental updates getOrderBook(CurrencyPair, 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(CurrencyPair, Object...) at the same time.

getTicker

public io.reactivex.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.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.

openSubscriptions

public void openSubscriptions(ProductSubscription productSubscription)

Registers subsriptions 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(CurrencyPair currencyPair,
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.