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

Example 16 with BitfinexCurrencyPair

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

the class EMABot method registerTicker.

protected void registerTicker(final BitfinexApiBroker bitfinexApiBroker) throws InterruptedException, APIException {
    logger.info("Register ticker");
    for (final BitfinexCurrencyPair currency : tradedCurrencies) {
        tickMerger.put(currency, new BarMerger(currency, TIMEFRAME, (s, t) -> barDoneCallback(s, t)));
        final BitfinexTickerSymbol symbol = new BitfinexTickerSymbol(currency);
        bitfinexApiBroker.getQuoteManager().subscribeTicker(symbol);
        logger.info("Wait for ticker");
        while (!bitfinexApiBroker.isTickerActive(symbol)) {
            Thread.sleep(100);
        }
        bitfinexApiBroker.getQuoteManager().registerTickCallback(symbol, (s, c) -> handleTickCallback(s, c));
    }
}

Example 17 with BitfinexCurrencyPair

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

the class HistoricalCandlesHelper method requestHistoricalCandles.

/**
 * Request historical candles
 *
 * @param bitfinexApiBroker
 * @param timeframe
 * @param tradedCurrencies
 * @return
 * @throws InterruptedException
 * @throws APIException
 */
public static Map<BitfinexCandlestickSymbol, TimeSeries> requestHistoricalCandles(final BitfinexApiBroker bitfinexApiBroker, final Timeframe timeframe, final List<BitfinexCurrencyPair> tradedCurrencies) throws InterruptedException, APIException {
    logger.info("Request historical candles");
    final Map<BitfinexCandlestickSymbol, TimeSeries> timeSeries = new HashMap<>();
    for (final BitfinexCurrencyPair currency : tradedCurrencies) {
        final String bitfinexString = currency.toBitfinexString();
        final BaseTimeSeries currencyTimeSeries = new BaseTimeSeries(bitfinexString);
        final BitfinexCandlestickSymbol barSymbol = new BitfinexCandlestickSymbol(currency, timeframe);
        timeSeries.put(barSymbol, currencyTimeSeries);
        final CountDownLatch tickCountdown = new CountDownLatch(100);
        // Add bars to timeseries callback
        final BiConsumer<BitfinexCandlestickSymbol, BitfinexTick> callback = (channelSymbol, tick) -> {
            final TimeSeries timeSeriesToAdd = timeSeries.get(channelSymbol);
            final Bar bar = BarConverter.convertBitfinexTick(tick);
            try {
                timeSeriesToAdd.addBar(bar);
                tickCountdown.countDown();
            } catch (IllegalArgumentException e) {
                logger.error("Unable to add tick {} to time series, last tick is {}", bar, timeSeriesToAdd.getLastBar());
            }
        };
        bitfinexApiBroker.getQuoteManager().registerCandlestickCallback(barSymbol, callback);
        bitfinexApiBroker.getQuoteManager().subscribeCandles(barSymbol);
        // Wait for 100 bars or 10 seconds. All snapshot ticks are handled in
        // a synchronized block, so we receive the full snapshot even if we
        // call removeTickCallback.
        tickCountdown.await(10, TimeUnit.SECONDS);
        bitfinexApiBroker.getQuoteManager().registerCandlestickCallback(barSymbol, callback);
        bitfinexApiBroker.getQuoteManager().unsubscribeCandles(barSymbol);
        logger.info("Loaded ticks for symbol {} {}", bitfinexString, +timeSeries.get(barSymbol).getEndIndex());
    }
    return timeSeries;
}

Example 18 with BitfinexCurrencyPair

use of com.github.jnidzwetzki.bitfinex.v2.entity.BitfinexCurrencyPair in project bitfinex-v2-wss-api-java by jnidzwetzki.

the class TickHandlerTest method testTickUpdateAndNotify.

/**
 * Test the parsing of one tick
 * @throws APIException
 * @throws InterruptedException
 */
@Test(timeout = 20000)
public void testTickUpdateAndNotify() throws APIException, InterruptedException {
    final String callbackValue = "[26123,41.4645776,26129,33.68138507,2931,0.2231,26129,144327.10936387,26149,13139]";
    final JSONArray jsonArray = new JSONArray(callbackValue);
    final BitfinexCurrencyPair currencyPair = BitfinexCurrencyPair.BTC_USD;
    final BitfinexTickerSymbol symbol = new BitfinexTickerSymbol(currencyPair);
    final ExecutorService executorService = Executors.newFixedThreadPool(10);
    final BitfinexApiBroker bitfinexApiBroker = Mockito.mock(BitfinexApiBroker.class);
    Mockito.when(bitfinexApiBroker.getExecutorService()).thenReturn(executorService);
    final QuoteManager tickerManager = new QuoteManager(bitfinexApiBroker);
    Mockito.when(bitfinexApiBroker.getQuoteManager()).thenReturn(tickerManager);
    final CountDownLatch latch = new CountDownLatch(1);
    tickerManager.registerTickCallback(symbol, (s, c) -> {
        try {
            Assert.assertEquals(symbol, s);
            Assert.assertEquals(26129, c.getOpen().doubleValue(), DELTA);
            Assert.assertEquals(26129, c.getClose().doubleValue(), DELTA);
            Assert.assertEquals(26129, c.getHigh().doubleValue(), DELTA);
            Assert.assertEquals(26129, c.getLow().doubleValue(), DELTA);
            Assert.assertEquals(BitfinexTick.INVALID_VOLUME.doubleValue(), c.getVolume().doubleValue(), DELTA);
        } catch (Throwable e) {
            System.out.println(e);
            throw e;
        }
        latch.countDown();
    });
    Assert.assertEquals(-1, tickerManager.getHeartbeatForSymbol(symbol));
    Assert.assertEquals(null, tickerManager.getLastTick(symbol));
    final TickHandler tickHandler = new TickHandler();
    final long now = System.currentTimeMillis();
    tickHandler.handleChannelData(bitfinexApiBroker, symbol, jsonArray);
    // Tick callbacks are handled async
    latch.await();
    Assert.assertTrue(now <= tickerManager.getHeartbeatForSymbol(symbol));
    Assert.assertTrue(tickerManager.getLastTick(symbol) != null);
    Assert.assertTrue(tickerManager.getLastTick(symbol) != null);
}

Example 19 with BitfinexCurrencyPair

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

the class BarMegerTest method testTickMerger2.

/**
 * Test two tick merge
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 5000)
public void testTickMerger2() throws InterruptedException, IOException, ParseException {
    final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
    final CountDownLatch latch = new CountDownLatch(1);
    final BiConsumer<BitfinexCurrencyPair, Bar> tickConsumer = (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 tickMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, tickConsumer);
    tickMerger.addNewPrice(parser.parse("01:01:13").getTime(), 1.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:23").getTime(), 2.0, 5.0);
    tickMerger.close();
    latch.await();
}

Example 20 with BitfinexCurrencyPair

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

the class BarMegerTest method testTickAlignment1.

/**
 * Test the alignment of the ticks
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 10000)
public void testTickAlignment1() throws InterruptedException, IOException, ParseException {
    final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
    final CountDownLatch latch = new CountDownLatch(3);
    final BiConsumer<BitfinexCurrencyPair, Bar> tickConsumer = (s, t) -> {
        Assert.assertTrue(t.getEndTime().getSecond() == 59);
        latch.countDown();
    };
    final BarMerger tickMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, tickConsumer);
    tickMerger.addNewPrice(parser.parse("01:01:23").getTime(), 1.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:02:33").getTime(), 2.0, 5.0);
    tickMerger.addNewPrice(parser.parse("02:03:53").getTime(), 2.0, 5.0);
    tickMerger.addNewPrice(parser.parse("22:22:53").getTime(), 2.0, 5.0);
    tickMerger.close();
    latch.await();
}