[bybit] Support orderbook

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

@@ -7,6 +7,7 @@
 import jakarta.ws.rs.core.MediaType;
 import java.io.IOException;
 import org.knowm.xchange.bybit.dto.BybitResult;
+import org.knowm.xchange.bybit.dto.marketdata.BybitOrderbook;
 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;
@@ -26,6 +27,17 @@ BybitResult<BybitTickers<BybitTicker>> getTicker24h(
       @QueryParam("category") String category, @QueryParam("symbol") String symbol)
       throws IOException, BybitException;
 
+  /**
+   * @apiSpec <a href="https://bybit-exchange.github.io/docs/v5/market/orderbook">API</a>
+   */
+  @GET
+  @Path("/orderbook")
+  BybitResult<BybitOrderbook> getOrderbook(
+      @QueryParam("category") String category,
+      @QueryParam("symbol") String symbol,
+      @QueryParam("limit") String limit)
+      throws IOException, BybitException;
+
   /**
    * @apiSpec <a href="https://bybit-exchange.github.io/docs/v5/market/instrument">API</a>
    */

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

@@ -0,0 +1,62 @@
+package org.knowm.xchange.bybit.dto.marketdata;
+
+import com.fasterxml.jackson.annotation.JsonProperty;
+import java.math.BigDecimal;
+import java.util.Collections;
+import java.util.List;
+import java.util.Map;
+import java.util.SortedMap;
+import java.util.TreeMap;
+import java.util.function.BiConsumer;
+import lombok.Builder;
+import lombok.Value;
+import lombok.extern.jackson.Jacksonized;
+
+@Builder
+@Jacksonized
+@Value
+public class BybitOrderbook {
+
+  @JsonProperty("s")
+  String symbol;
+
+  @JsonProperty("b")
+  List<String[]> bids;
+
+  @JsonProperty("a")
+  List<String[]> asks;
+
+  @JsonProperty("ts")
+  long timestamp;
+
+  @JsonProperty("u")
+  long updateId;
+
+  @JsonProperty("seq")
+  long crossSequence;
+
+  @JsonProperty("cts")
+  long crossTimestamp;
+
+  public SortedMap<BigDecimal, BigDecimal> getBids() {
+    TreeMap<BigDecimal, BigDecimal> bidsMap = new TreeMap<>((k1, k2) -> -k1.compareTo(k2));
+    convertToSortedMap(bidsMap, bids);
+    return Collections.unmodifiableSortedMap(bidsMap);
+  }
+
+  public SortedMap<BigDecimal, BigDecimal> getAsks() {
+    TreeMap<BigDecimal, BigDecimal> asksMap = new TreeMap<>();
+    convertToSortedMap(asksMap, asks);
+    return Collections.unmodifiableSortedMap(asksMap);
+  }
+
+  private void convertToSortedMap(SortedMap<BigDecimal, BigDecimal> result, List<String[]> asks) {
+    BiConsumer<String[], Map<BigDecimal, BigDecimal>> entryProcessor =
+        (entry, map) -> {
+          BigDecimal price = new BigDecimal(entry[0]);
+          BigDecimal qty = new BigDecimal(entry[1]);
+          map.put(price, qty);
+        };
+    asks.forEach(e -> entryProcessor.accept(e, result));
+  }
+}

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

@@ -1,20 +1,27 @@
 package org.knowm.xchange.bybit.service;
 
 import java.io.IOException;
+import java.time.Instant;
 import java.util.ArrayList;
+import java.util.Date;
 import java.util.List;
+import java.util.stream.Collectors;
 import org.knowm.xchange.bybit.BybitAdapters;
 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.BybitOrderbook;
 import org.knowm.xchange.bybit.dto.marketdata.tickers.BybitTicker;
 import org.knowm.xchange.bybit.dto.marketdata.tickers.BybitTickers;
 import org.knowm.xchange.bybit.dto.marketdata.tickers.linear.BybitLinearInverseTicker;
 import org.knowm.xchange.bybit.dto.marketdata.tickers.option.BybitOptionTicker;
 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.Order.OrderType;
+import org.knowm.xchange.dto.marketdata.OrderBook;
 import org.knowm.xchange.dto.marketdata.Ticker;
+import org.knowm.xchange.dto.trade.LimitOrder;
 import org.knowm.xchange.exceptions.NotYetImplementedForExchangeException;
 import org.knowm.xchange.instrument.Instrument;
 import org.knowm.xchange.service.marketdata.MarketDataService;
@@ -102,4 +109,38 @@ public List<Ticker> getTickers(Params params) throws IOException {
     }
     return result;
   }
+
+  @Override
+  public OrderBook getOrderBook(Instrument instrument, Object... args) throws IOException {
+    Assert.notNull(instrument, "Null instrument");
+
+    BybitCategory category = BybitAdapters.getCategory(instrument);
+    int limitDepth = 100;
+    if (args != null && args.length > 0 && args[0] instanceof Integer) {
+      limitDepth = (Integer) args[0];
+    }
+
+    BybitResult<BybitOrderbook> response =
+        getOrderbook(category, BybitAdapters.convertToBybitSymbol(instrument), limitDepth);
+
+    return convertOrderBook(response.getResult(), instrument);
+  }
+
+  @Override
+  public OrderBook getOrderBook(CurrencyPair currencyPair, Object... args) throws IOException {
+    return getOrderBook((Instrument) currencyPair, args);
+  }
+
+  public static OrderBook convertOrderBook(BybitOrderbook ob, Instrument pair) {
+    List<LimitOrder> bids =
+        ob.getBids().entrySet().stream()
+            .map(e -> new LimitOrder(OrderType.BID, e.getValue(), pair, null, null, e.getKey()))
+            .collect(Collectors.toList());
+    List<LimitOrder> asks =
+        ob.getAsks().entrySet().stream()
+            .map(e -> new LimitOrder(OrderType.ASK, e.getValue(), pair, null, null, e.getKey()))
+            .collect(Collectors.toList());
+    return new OrderBook(
+        Date.from(Instant.ofEpochMilli(ob.getTimestamp())), asks, bids);
+  }
 }

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

@@ -5,6 +5,7 @@
 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.BybitOrderbook;
 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;
@@ -48,4 +49,18 @@ public BybitResult<BybitTickers<BybitTicker>> getTickers(BybitCategory category)
     }
     return result;
   }
+
+  public BybitResult<BybitOrderbook> getOrderbook(
+      BybitCategory category, String symbol, int limit) throws IOException {
+    BybitResult<BybitOrderbook> result =
+        bybit.getOrderbook(
+            category.getValue(),
+            symbol,
+            limit > 0 ? String.valueOf(limit) : null);
+
+    if (!result.isSuccess()) {
+      throw BybitAdapters.createBybitExceptionFromResult(result);
+    }
+    return result;
+  }
 }

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

@@ -23,6 +23,7 @@
 import org.knowm.xchange.bybit.dto.marketdata.tickers.linear.BybitLinearInverseTicker;
 import org.knowm.xchange.bybit.dto.marketdata.tickers.option.BybitOptionTicker;
 import org.knowm.xchange.bybit.dto.marketdata.tickers.spot.BybitSpotTicker;
+import org.knowm.xchange.bybit.dto.marketdata.BybitOrderbook;
 
 public class BybitMarketDataServiceRawTest extends BaseWiremockTest {
 
@@ -42,6 +43,10 @@ private void initInstrumentsInfoStub(String responseBody) throws IOException {
     initGetStub("/v5/market/instruments-info", responseBody);
   }
 
+  private void initOrderbookStub(String responseBody) throws IOException {
+    initGetStub("/v5/market/orderbook", responseBody);
+  }
+
   @Test
   public void testGetLinearInverseInstrumentsInfo() throws Exception {
     initInstrumentsInfoStub("/getInstrumentLinear.json5");
@@ -257,4 +262,23 @@ public void testGetSpotTicker() throws Exception {
     assertThat(actualTicker.getVolume24h()).isEqualTo(new BigDecimal("11801.27771"));
     assertThat(actualTicker.getUsdIndexPrice()).isEqualTo(new BigDecimal("20784.12009279"));
   }
+
+  @Test
+  public void testGetSpotOrderbook() throws Exception {
+    initOrderbookStub("/getOrderbookSpot.json5");
+
+    BybitOrderbook orderbook =
+        marketDataServiceRaw.getOrderbook(BybitCategory.SPOT, "BTCUSDT", 100).getResult();
+
+    assertThat(orderbook.getSymbol()).isEqualTo("BTCUSDT");
+    assertThat(orderbook.getTimestamp()).isEqualTo(1716863719031L);
+    assertThat(orderbook.getUpdateId()).isEqualTo(230704L);
+    assertThat(orderbook.getCrossSequence()).isEqualTo(1432604333L);
+    assertThat(orderbook.getBids()).hasSize(2);
+    assertThat(orderbook.getAsks()).hasSize(2);
+    assertThat(orderbook.getBids().get(new BigDecimal("65485.47"))).isEqualTo(new BigDecimal("47.081829"));
+    assertThat(orderbook.getBids().get(new BigDecimal("65484.00"))).isEqualTo(new BigDecimal("10.0"));
+    assertThat(orderbook.getAsks().get(new BigDecimal("65557.7"))).isEqualTo(new BigDecimal("16.606555"));
+    assertThat(orderbook.getAsks().get(new BigDecimal("65558.0"))).isEqualTo(new BigDecimal("5.0"));
+  }
 }

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

@@ -9,6 +9,7 @@
 import org.knowm.xchange.Exchange;
 import org.knowm.xchange.currency.CurrencyPair;
 import org.knowm.xchange.derivative.FuturesContract;
+import org.knowm.xchange.dto.marketdata.OrderBook;
 import org.knowm.xchange.dto.marketdata.Ticker;
 import org.knowm.xchange.service.marketdata.MarketDataService;
 
@@ -65,4 +66,17 @@ public void testGetTickerWithSpotArg() throws Exception {
     assertThat(ticker.getAskSize()).isEqualTo(new BigDecimal("1.862172"));
     assertThat(ticker.getPercentageChange()).isEqualTo(new BigDecimal("0.0068"));
   }
+
+  @Test
+  public void testGetOrderBook() throws Exception {
+    initGetStub("/v5/market/orderbook", "/getOrderbookSpot.json5");
+
+    OrderBook orderBook = marketDataService.getOrderBook(CurrencyPair.BTC_USD);
+
+    assertThat(orderBook.getBids()).hasSize(2);
+    assertThat(orderBook.getAsks()).hasSize(2);
+    assertThat(orderBook.getBids().get(0).getLimitPrice()).isEqualTo(new BigDecimal("65485.47"));
+    assertThat(orderBook.getBids().get(0).getInstrument()).isEqualTo(CurrencyPair.BTC_USD);
+    assertThat(orderBook.getAsks().get(0).getLimitPrice()).isEqualTo(new BigDecimal("65557.7"));
+  }
 }

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

@@ -0,0 +1,21 @@
+{
+  "retCode": 0,
+  "retMsg": "OK",
+  "result": {
+    "s": "BTCUSDT",
+    "a": [
+      ["65557.7", "16.606555"],
+      ["65558.0", "5.0"]
+    ],
+    "b": [
+      ["65485.47", "47.081829"],
+      ["65484.00", "10.0"]
+    ],
+    "ts": 1716863719031,
+    "u": 230704,
+    "seq": 1432604333,
+    "cts": 1716863718905
+  },
+  "retExtInfo": {},
+  "time": 1716863719382
+}