binancej/src/main/java/com/sigmaflare/binancej/entities/transform/OrderBookDepthResponseDeserializer.java

package com.sigmaflare.binancej.entities.transform;

import com.fasterxml.jackson.core.JsonParser;
import com.fasterxml.jackson.databind.DeserializationContext;
import com.fasterxml.jackson.databind.JsonNode;
import com.fasterxml.jackson.databind.deser.std.StdDeserializer;
import com.sigmaflare.binancej.entities.OrderBookDepth;
import com.sigmaflare.binancej.entities.OrderBookPricing;

import java.io.IOException;
import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.List;

/**
 * A custom deserializer for OrderBookDepth. Binance returns some non-standard looking data
 * in it's array, so we convert the entire thing into our own representation here to make
 * it easier to use.
 */
public class OrderBookDepthResponseDeserializer extends StdDeserializer<OrderBookDepth> {

    public OrderBookDepthResponseDeserializer() {
        this(null);
    }

    public OrderBookDepthResponseDeserializer(Class<?> vc) {
        super(vc);
    }

    @Override
    public OrderBookDepth deserialize(JsonParser jp, DeserializationContext context) throws IOException {
        JsonNode node = jp.getCodec().readTree(jp);

        Long lastUpdateId = node.get("lastUpdateId").asLong();
        List<OrderBookPricing> bids = new ArrayList<>();
        List<OrderBookPricing> asks = new ArrayList<>();


        // NOTE: Jackson nodes don't seem to support conversion to streams

        for (JsonNode n : node.get("bids")) {
            bids.add(OrderBookPricing
                .builder()
                .price(new BigDecimal(n.get(0).asText()))
                .quantity(new BigDecimal(n.get(1).asText()))
                .build()
            );
        }

        for (JsonNode n : node.get("asks")) {
            asks.add(OrderBookPricing
                .builder()
                .price(new BigDecimal(n.get(0).asText()))
                .quantity(new BigDecimal(n.get(1).asText()))
                .build()
            );
        }

        return OrderBookDepth
            .builder()
            .lastUpdateId(lastUpdateId)
            .bids(bids)
            .asks(asks)
            .build();
    }
}