Examples with BitfinexCurrencyPair com.github.jnidzwetzki.bitfinex.v2.entity.BitfinexCurrencyPair used on opensource projects

Example 6 with BitfinexCurrencyPair

use of com.github.jnidzwetzki.bitfinex.v2.entity.BitfinexCurrencyPair in project crypto-bot by jnidzwetzki.

the class BarMegerTest method testBarMerger4.

/**
 * Test three Bar merge with other timestamps
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 6000)
public void testBarMerger4() throws InterruptedException, IOException, ParseException {
    final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
    final CountDownLatch latch = new CountDownLatch(2);
    final BiConsumer<BitfinexCurrencyPair, Bar> BarConsumer = (s, t) -> {
        latch.countDown();
    };
    final BarMerger BarMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, BarConsumer);
    BarMerger.addNewPrice(parser.parse("01:01:23").getTime(), 1.0, 5.0);
    BarMerger.addNewPrice(parser.parse("01:01:33").getTime(), 2.0, 5.0);
    BarMerger.addNewPrice(parser.parse("02:02:53").getTime(), 2.0, 5.0);
    BarMerger.close();
    latch.await();
}

Example 7 with BitfinexCurrencyPair

use of com.github.jnidzwetzki.bitfinex.v2.entity.BitfinexCurrencyPair in project crypto-bot by jnidzwetzki.

the class BarMegerTest method testBarMerger2.

/**
 * Test two Bar merge
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 5000)
public void testBarMerger2() throws InterruptedException, IOException, ParseException {
    final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
    final CountDownLatch latch = new CountDownLatch(1);
    final BiConsumer<BitfinexCurrencyPair, Bar> BarConsumer = (s, t) -> {
        Assert.assertEquals(10, t.getVolume().doubleValue(), DELTA);
        Assert.assertEquals(1.0, t.getMinPrice().doubleValue(), DELTA);
        Assert.assertEquals(2.0, t.getMaxPrice().doubleValue(), DELTA);
        latch.countDown();
    };
    final BarMerger BarMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, BarConsumer);
    BarMerger.addNewPrice(parser.parse("01:01:13").getTime(), 1.0, 5.0);
    BarMerger.addNewPrice(parser.parse("01:01:23").getTime(), 2.0, 5.0);
    BarMerger.close();
    latch.await();
}

Example 8 with BitfinexCurrencyPair

use of com.github.jnidzwetzki.bitfinex.v2.entity.BitfinexCurrencyPair in project crypto-bot by jnidzwetzki.

the class BarMegerTest method testBarMerger1.

/**
 * Test one Bar
 * @throws InterruptedException
 * @throws IOException
 */
@Test(timeout = 5000)
public void testBarMerger1() throws InterruptedException, IOException {
    final CountDownLatch latch = new CountDownLatch(1);
    final BiConsumer<BitfinexCurrencyPair, Bar> BarConsumer = (s, t) -> {
        latch.countDown();
    };
    final BarMerger BarMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, BarConsumer);
    BarMerger.addNewPrice(1000000, 1.0, 5.0);
    BarMerger.close();
    latch.await();
}

Example 9 with BitfinexCurrencyPair

use of com.github.jnidzwetzki.bitfinex.v2.entity.BitfinexCurrencyPair in project crypto-bot by jnidzwetzki.

the class TestCapitalAllocation method testCapitalAllocationExchange1.

@Test
public void testCapitalAllocationExchange1() throws APIException {
    final PortfolioManager portfolioManager = buildPortfolioManager();
    final Map<BitfinexCurrencyPair, CurrencyEntry> entries = new HashMap<>();
    final CurrencyEntry entry1 = new CurrencyEntry(BitfinexCurrencyPair.BTC_USD, 1000, 990);
    entries.put(BitfinexCurrencyPair.BTC_USD, entry1);
    portfolioManager.calculatePositionSizes(entries);
    // Max loss = 10, max capital allocation 50%
    Assert.assertEquals(0.45, entry1.getPositionSize(), DELTA);
}

Example 10 with BitfinexCurrencyPair

use of com.github.jnidzwetzki.bitfinex.v2.entity.BitfinexCurrencyPair in project crypto-bot by jnidzwetzki.

the class TestCapitalAllocation method testCapitalAllocationExchangeMaxPositionLoss1.

@Test
public void testCapitalAllocationExchangeMaxPositionLoss1() throws APIException {
    final PortfolioManager portfolioManager = buildPortfolioManager();
    final Map<BitfinexCurrencyPair, CurrencyEntry> entries = new HashMap<>();
    final CurrencyEntry entry1 = new CurrencyEntry(BitfinexCurrencyPair.BTC_USD, 1000, 0);
    entries.put(BitfinexCurrencyPair.BTC_USD, entry1);
    portfolioManager.calculatePositionSizes(entries);
    // Max loss = 10, max capital allocation 50%
    Assert.assertEquals(0.045, entry1.getPositionSize(), DELTA);
}