[BYBIT] get candlestick history

xchange-bybit/src/main/java/org/knowm/xchange/bybit/Bybit.java

@@ -7,6 +7,8 @@
 import jakarta.ws.rs.core.MediaType;
 import java.io.IOException;
 import org.knowm.xchange.bybit.dto.BybitResult;
+import org.knowm.xchange.bybit.dto.marketdata.BybitKline;
+import org.knowm.xchange.bybit.dto.marketdata.BybitKlines;
 import org.knowm.xchange.bybit.dto.marketdata.instruments.BybitInstrumentInfo;
 import org.knowm.xchange.bybit.dto.marketdata.instruments.BybitInstrumentsInfo;
 import org.knowm.xchange.bybit.dto.marketdata.tickers.BybitTicker;
@@ -42,4 +44,18 @@ BybitResult<BybitInstrumentsInfo<BybitInstrumentInfo>> getInstrumentsInfo(
   @Path("/tickers")
   BybitResult<BybitTickers<BybitTicker>> getTickers(@QueryParam("category") String category)
       throws IOException, BybitException;
+
+  /**
+   * @apiSpec <a href="https://bybit-exchange.github.io/docs/v5/market/kline">API</a>
+   */
+  @GET
+  @Path("/kline")
+  BybitResult<BybitKlines> getKlines(
+      @QueryParam("category") String category,
+      @QueryParam("symbol") String symbol,
+      @QueryParam("interval") String interval,
+      @QueryParam("start") Long start,
+      @QueryParam("end") Long end,
+      @QueryParam("limit") Integer limit)
+      throws IOException, BybitException;
 }

xchange-bybit/src/main/java/org/knowm/xchange/bybit/BybitAdapters.java

@@ -22,6 +22,8 @@
 import org.knowm.xchange.bybit.dto.account.allcoins.BybitAllCoinBalance;
 import org.knowm.xchange.bybit.dto.account.allcoins.BybitAllCoinsBalance;
 import org.knowm.xchange.bybit.dto.account.walletbalance.BybitCoinWalletBalance;
+import org.knowm.xchange.bybit.dto.marketdata.BybitKline;
+import org.knowm.xchange.bybit.dto.marketdata.BybitKlines;
 import org.knowm.xchange.bybit.dto.marketdata.instruments.BybitInstrumentInfo;
 import org.knowm.xchange.bybit.dto.marketdata.instruments.linear.BybitLinearInverseInstrumentInfo;
 import org.knowm.xchange.bybit.dto.marketdata.instruments.option.BybitOptionInstrumentInfo;
@@ -49,6 +51,8 @@
 import org.knowm.xchange.dto.Order.OrderType;
 import org.knowm.xchange.dto.account.Balance;
 import org.knowm.xchange.dto.account.Wallet;
+import org.knowm.xchange.dto.marketdata.CandleStick;
+import org.knowm.xchange.dto.marketdata.CandleStickData;
 import org.knowm.xchange.dto.marketdata.Ticker;
 import org.knowm.xchange.dto.marketdata.Ticker.Builder;
 import org.knowm.xchange.dto.meta.InstrumentMetaData;
@@ -568,4 +572,27 @@ public static BybitAmendOrderPayload adaptChangeOrder(LimitOrder order, BybitCat
         null,
         null);
   }
+
+  public static CandleStickData adaptCandleStickData(
+      BybitKlines bybitKlines, BybitCategory category) {
+    Instrument instrument =
+        convertBybitSymbolToInstrument(bybitKlines.getSymbol(), category);
+    List<CandleStick> candleSticks = new ArrayList<>();
+    for (BybitKline bybitKline : bybitKlines.getList()) {
+      candleSticks.add(adaptBybitKline(bybitKline));
+    }
+    return new CandleStickData(instrument, candleSticks);
+  }
+
+  private static CandleStick adaptBybitKline(BybitKline bybitKline) {
+    return new CandleStick.Builder()
+        .timestamp(new Date(Long.parseLong(bybitKline.getStartTime())))
+        .open(new BigDecimal(bybitKline.getOpenPrice()))
+        .high(new BigDecimal(bybitKline.getHighPrice()))
+        .low(new BigDecimal(bybitKline.getLowPrice()))
+        .close(new BigDecimal(bybitKline.getClosePrice()))
+        .volume(new BigDecimal(bybitKline.getVolume()))
+        .quotaVolume(new BigDecimal(bybitKline.getTurnover()))
+        .build();
+  }
 }

xchange-bybit/src/main/java/org/knowm/xchange/bybit/dto/marketdata/BybitKline.java

@@ -0,0 +1,22 @@
+package org.knowm.xchange.bybit.dto.marketdata;
+
+import com.fasterxml.jackson.annotation.JsonFormat;
+import java.math.BigDecimal;
+import lombok.Builder;
+import lombok.Value;
+import lombok.extern.jackson.Jacksonized;
+
+@Builder
+@Jacksonized
+@Value
+@JsonFormat(shape = JsonFormat.Shape.ARRAY)
+public class BybitKline {
+
+  String startTime;
+  String openPrice;
+  String highPrice;
+  String lowPrice;
+  String closePrice;
+  String volume;
+  String turnover;
+}

xchange-bybit/src/main/java/org/knowm/xchange/bybit/dto/marketdata/BybitKlines.java

@@ -0,0 +1,14 @@
+package org.knowm.xchange.bybit.dto.marketdata;
+
+import com.fasterxml.jackson.annotation.JsonProperty;
+import lombok.Data;
+import lombok.EqualsAndHashCode;
+import org.knowm.xchange.bybit.dto.BybitCategorizedPayload;
+
+@Data
+@EqualsAndHashCode(callSuper = true)
+public class BybitKlines extends BybitCategorizedPayload<BybitKline> {
+
+  @JsonProperty("symbol")
+  String symbol;
+}

xchange-bybit/src/main/java/org/knowm/xchange/bybit/service/BybitMarketDataService.java

@@ -14,11 +14,15 @@
 import org.knowm.xchange.bybit.dto.marketdata.tickers.spot.BybitSpotTicker;
 import org.knowm.xchange.client.ResilienceRegistries;
 import org.knowm.xchange.currency.CurrencyPair;
+import org.knowm.xchange.dto.marketdata.CandleStickData;
 import org.knowm.xchange.dto.marketdata.Ticker;
 import org.knowm.xchange.exceptions.NotYetImplementedForExchangeException;
 import org.knowm.xchange.instrument.Instrument;
 import org.knowm.xchange.service.marketdata.MarketDataService;
 import org.knowm.xchange.service.marketdata.params.Params;
+import org.knowm.xchange.service.trade.params.CandleStickDataParams;
+import org.knowm.xchange.service.trade.params.DefaultCandleStickParam;
+import org.knowm.xchange.service.trade.params.DefaultCandleStickParamWithLimit;
 import org.knowm.xchange.utils.Assert;
 
 public class BybitMarketDataService extends BybitMarketDataServiceRaw implements MarketDataService {
@@ -63,6 +67,12 @@ public Ticker getTicker(CurrencyPair currencyPair, Object... args) throws IOExce
     return getTicker((Instrument) currencyPair, args);
   }
 
+  @Override
+  public CandleStickData getCandleStickData(CurrencyPair currencyPair, CandleStickDataParams params)
+      throws IOException {
+    return getCandleStickData((Instrument) currencyPair, params);
+  }
+
   @Override
   public List<Ticker> getTickers(Params params) throws IOException {
     // get category
@@ -102,4 +112,45 @@ public List<Ticker> getTickers(Params params) throws IOException {
     }
     return result;
   }
+
+  public CandleStickData getCandleStickData(Instrument instrument, CandleStickDataParams params)
+      throws IOException {
+    String interval;
+    Long start;
+    Long end;
+    Integer limit = null;
+    if (params instanceof DefaultCandleStickParamWithLimit) {
+      DefaultCandleStickParamWithLimit checkedParams = (DefaultCandleStickParamWithLimit) params;
+      start =
+          checkedParams.getStartDate() == null ? null : checkedParams.getStartDate().getTime();
+      end = checkedParams.getEndDate() == null ? null : checkedParams.getEndDate().getTime();
+      interval = String.valueOf(checkedParams.getPeriodInSecs() / 60);
+      if (checkedParams.getPeriodInSecs() == 86400) {
+        interval = "D";
+      } else if (checkedParams.getPeriodInSecs() == 604800) {
+        interval = "W";
+      } else if (checkedParams.getPeriodInSecs() == 2592000) {
+        interval = "M";
+      }
+      limit = checkedParams.getLimit();
+    } else if (params instanceof DefaultCandleStickParam) {
+      DefaultCandleStickParam checkedParams = (DefaultCandleStickParam) params;
+      start =
+          checkedParams.getStartDate() == null ? null : checkedParams.getStartDate().getTime();
+      end = checkedParams.getEndDate() == null ? null : checkedParams.getEndDate().getTime();
+      interval = String.valueOf(checkedParams.getPeriodInSecs() / 60);
+      if (checkedParams.getPeriodInSecs() == 86400) {
+        interval = "D";
+      } else if (checkedParams.getPeriodInSecs() == 604800) {
+        interval = "W";
+      } else if (checkedParams.getPeriodInSecs() == 2592000) {
+        interval = "M";
+      }
+    } else {
+      throw new IllegalArgumentException("CandleStickDataParams must be DefaultCandleStickParam or DefaultCandleStickParamWithLimit");
+    }
+    BybitCategory category = BybitAdapters.getCategory(instrument);
+    String symbol = BybitAdapters.convertToBybitSymbol(instrument);
+    return getCandleStickDataRaw(category, symbol, interval, start, end, limit);
+  }
 }

xchange-bybit/src/main/java/org/knowm/xchange/bybit/service/BybitMarketDataServiceRaw.java

@@ -5,11 +5,17 @@
 import org.knowm.xchange.bybit.BybitExchange;
 import org.knowm.xchange.bybit.dto.BybitCategory;
 import org.knowm.xchange.bybit.dto.BybitResult;
+import org.knowm.xchange.bybit.dto.marketdata.BybitKline;
+import org.knowm.xchange.bybit.dto.marketdata.BybitKlines;
 import org.knowm.xchange.bybit.dto.marketdata.instruments.BybitInstrumentInfo;
 import org.knowm.xchange.bybit.dto.marketdata.instruments.BybitInstrumentsInfo;
 import org.knowm.xchange.bybit.dto.marketdata.tickers.BybitTicker;
 import org.knowm.xchange.bybit.dto.marketdata.tickers.BybitTickers;
 import org.knowm.xchange.client.ResilienceRegistries;
+import org.knowm.xchange.currency.CurrencyPair;
+import org.knowm.xchange.dto.marketdata.CandleStickData;
+import org.knowm.xchange.exceptions.NotYetImplementedForExchangeException;
+import org.knowm.xchange.service.trade.params.CandleStickDataParams;
 
 public class BybitMarketDataServiceRaw extends BybitBaseService {
 
@@ -48,4 +54,19 @@ public BybitResult<BybitTickers<BybitTicker>> getTickers(BybitCategory category)
     }
     return result;
   }
+
+  public CandleStickData getCandleStickDataRaw(
+      BybitCategory category,
+      String symbol,
+      String interval,
+      Long start,
+      Long end,
+      Integer limit)
+      throws IOException {
+    BybitResult<BybitKlines> result = bybit.getKlines(category.getValue(), symbol, interval, start, end, limit);
+    if (!result.isSuccess()) {
+      throw BybitAdapters.createBybitExceptionFromResult(result);
+    }
+    return BybitAdapters.adaptCandleStickData(result.getResult(), category);
+  }
 }

xchange-bybit/src/test/java/org/knowm/xchange/bybit/examples/BybitGetCandlesHistoryExample.java

@@ -0,0 +1,49 @@
+package org.knowm.xchange.bybit.examples;
+
+import java.io.IOException;
+import java.util.Date;
+import org.knowm.xchange.Exchange;
+import org.knowm.xchange.ExchangeFactory;
+import org.knowm.xchange.ExchangeSpecification;
+import org.knowm.xchange.bybit.BybitExchange;
+import org.knowm.xchange.currency.CurrencyPair;
+import org.knowm.xchange.dto.marketdata.CandleStick;
+import org.knowm.xchange.dto.marketdata.CandleStickData;
+import org.knowm.xchange.service.marketdata.MarketDataService;
+import org.knowm.xchange.service.trade.params.DefaultCandleStickParam;
+import org.knowm.xchange.service.trade.params.DefaultCandleStickParamWithLimit;
+
+public class BybitGetCandlesHistoryExample {
+
+  public static void main(String[] args) throws IOException {
+    ExchangeSpecification exchangeSpecification =
+        new BybitExchange().getDefaultExchangeSpecification();
+    exchangeSpecification.setExchangeSpecificParametersItem(Exchange.USE_SANDBOX, true);
+    Exchange exchange = ExchangeFactory.INSTANCE.createExchange(exchangeSpecification);
+
+    MarketDataService marketDataService = exchange.getMarketDataService();
+
+    // 3600 seconds interval (1 hour)
+    long periodInSecs = 3600;
+    // Last 240 minutes
+    long endTime = System.currentTimeMillis();
+    long startTime = endTime - (240 * 60 * 1000);
+
+    DefaultCandleStickParam params =
+        new DefaultCandleStickParam(new Date(startTime), new Date(endTime), periodInSecs);
+
+    CandleStickData candleStickData =
+        marketDataService.getCandleStickData(CurrencyPair.BTC_USDT, params);
+
+    System.out.println("Instrument: " + candleStickData.getInstrument());
+    for (CandleStick candleStick : candleStickData.getCandleSticks()) {
+      System.out.println(candleStick);
+    }
+    startTime = endTime - (24 * 10 * 60 * 60 * 1000); // 10 days, 240 bars
+    DefaultCandleStickParamWithLimit paramsWithLimit =
+        new DefaultCandleStickParamWithLimit(new Date(startTime), new Date(endTime), periodInSecs, 240);
+    candleStickData =
+        marketDataService.getCandleStickData(CurrencyPair.BTC_USDT, paramsWithLimit);
+    System.out.println("response size: " + candleStickData.getCandleSticks().size());
+  }
+}

xchange-bybit/src/test/java/org/knowm/xchange/bybit/service/BybitMarketDataServiceTest.java

@@ -9,8 +9,10 @@
 import org.knowm.xchange.Exchange;
 import org.knowm.xchange.currency.CurrencyPair;
 import org.knowm.xchange.derivative.FuturesContract;
+import org.knowm.xchange.dto.marketdata.CandleStickData;
 import org.knowm.xchange.dto.marketdata.Ticker;
 import org.knowm.xchange.service.marketdata.MarketDataService;
+import org.knowm.xchange.service.trade.params.DefaultCandleStickParam;
 
 public class BybitMarketDataServiceTest extends BaseWiremockTest {
 
@@ -65,4 +67,31 @@ public void testGetTickerWithSpotArg() throws Exception {
     assertThat(ticker.getAskSize()).isEqualTo(new BigDecimal("1.862172"));
     assertThat(ticker.getPercentageChange()).isEqualTo(new BigDecimal("0.0068"));
   }
+
+  @Test
+  public void testGetCandleStickData() throws Exception {
+    initGetStub("/v5/market/kline", "/getKlines.json5");
+
+    CandleStickData candleStickData =
+        marketDataService
+            .getCandleStickData(
+                CurrencyPair.BTC_USDT, new DefaultCandleStickParam(new Date(1670601600000L), new Date(1670608800000L), 60));
+
+    assertThat(candleStickData.getInstrument().toString()).isEqualTo("BTC/USDT");
+    assertThat(candleStickData.getCandleSticks()).hasSize(3);
+    assertThat(candleStickData.getCandleSticks().get(0).getTimestamp())
+        .isEqualTo(new Date(1670608800000L));
+    assertThat(candleStickData.getCandleSticks().get(0).getOpen())
+        .isEqualTo(new BigDecimal("17071"));
+    assertThat(candleStickData.getCandleSticks().get(0).getHigh())
+        .isEqualTo(new BigDecimal("17073"));
+    assertThat(candleStickData.getCandleSticks().get(0).getLow())
+        .isEqualTo(new BigDecimal("17027"));
+    assertThat(candleStickData.getCandleSticks().get(0).getClose())
+        .isEqualTo(new BigDecimal("17055.5"));
+    assertThat(candleStickData.getCandleSticks().get(0).getVolume())
+        .isEqualTo(new BigDecimal("268611"));
+    assertThat(candleStickData.getCandleSticks().get(0).getQuotaVolume())
+        .isEqualTo(new BigDecimal("15.74462667"));
+  }
 }

xchange-bybit/src/test/resources/getKlines.json5

@@ -0,0 +1,39 @@
+{
+  "retCode": 0,
+  "retMsg": "OK",
+  "result": {
+    "symbol": "BTCUSDT",
+    "category": "inverse",
+    "list": [
+      [
+        "1670608800000",
+        "17071",
+        "17073",
+        "17027",
+        "17055.5",
+        "268611",
+        "15.74462667"
+      ],
+      [
+        "1670605200000",
+        "17071.5",
+        "17071.5",
+        "17061",
+        "17071",
+        "4177",
+        "0.24469757"
+      ],
+      [
+        "1670601600000",
+        "17086.5",
+        "17088",
+        "16978",
+        "17071.5",
+        "6356",
+        "0.37288112"
+      ]
+    ]
+  },
+  "retExtInfo": {},
+  "time": 1672025956592
+}

xchange-core/src/main/java/org/knowm/xchange/dto/marketdata/CandleStick.java

@@ -4,9 +4,11 @@
 import com.fasterxml.jackson.databind.annotation.JsonPOJOBuilder;
 import java.math.BigDecimal;
 import java.util.Date;
+import lombok.ToString;
 
 /** Data object representing a CandleStick */
 @JsonDeserialize(builder = CandleStick.Builder.class)
+@ToString
 public class CandleStick {
 
   private final BigDecimal open;