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

Example 21 with BitfinexCurrencyPair

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

the class BarMegerTest method testTickAlignment2.

/**
 * Test the alignment of the ticks
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 10000)
public void testTickAlignment2() throws InterruptedException, IOException, ParseException {
    final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
    final CountDownLatch latch = new CountDownLatch(4);
    final BiConsumer<BitfinexCurrencyPair, Bar> tickConsumer = (s, t) -> {
        Assert.assertTrue(t.getEndTime().getMinute() == 14 || t.getEndTime().getMinute() == 29 || t.getEndTime().getMinute() == 44 || t.getEndTime().getMinute() == 59);
        Assert.assertEquals(59, t.getEndTime().getSecond());
        latch.countDown();
    };
    final BarMerger tickMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_15, tickConsumer);
    tickMerger.addNewPrice(parser.parse("01:01:00").getTime(), 1.0, 5.0);
    tickMerger.addNewPrice(parser.parse("02:41:33").getTime(), 2.0, 5.0);
    tickMerger.addNewPrice(parser.parse("10:33:11").getTime(), 2.0, 5.0);
    tickMerger.addNewPrice(parser.parse("22:22:53").getTime(), 2.0, 5.0);
    tickMerger.close();
    latch.await();
}

Example 22 with BitfinexCurrencyPair

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

the class BarMegerTest method testTickMerger1.

/**
 * Test one tick
 * @throws InterruptedException
 * @throws IOException
 */
@Test(timeout = 5000)
public void testTickMerger1() throws InterruptedException, IOException {
    final CountDownLatch latch = new CountDownLatch(1);
    final BiConsumer<BitfinexCurrencyPair, Bar> tickConsumer = (s, t) -> {
        latch.countDown();
    };
    final BarMerger tickMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, tickConsumer);
    tickMerger.addNewPrice(1000000, 1.0, 5.0);
    tickMerger.close();
    latch.await();
}

Example 23 with BitfinexCurrencyPair

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

the class BarMegerTest method testTickMergerMinMax.

/**
 * Test tick merger min max
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 6000)
public void testTickMergerMinMax() 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(1.0, t.getMinPrice().doubleValue(), DELTA);
        Assert.assertEquals(8.0, t.getMaxPrice().doubleValue(), DELTA);
        Assert.assertEquals(3.0, t.getOpenPrice().doubleValue(), DELTA);
        Assert.assertEquals(4.5, t.getClosePrice().doubleValue(), DELTA);
        latch.countDown();
    };
    final BarMerger tickMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, tickConsumer);
    tickMerger.addNewPrice(parser.parse("01:01:01").getTime(), 3.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:02").getTime(), 2.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:03").getTime(), 8.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:04").getTime(), 1.5, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:05").getTime(), 2.5, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:06").getTime(), 1.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:07").getTime(), 4.5, 5.0);
    tickMerger.close();
    latch.await();
}

Example 24 with BitfinexCurrencyPair

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

the class DonchianBot method registerTicker.

/**
 * Register the ticker
 * @throws InterruptedException
 * @throws APIException
 */
protected void registerTicker() throws InterruptedException, APIException {
    logger.info("Register ticker");
    for (final BitfinexCurrencyPair currency : tradedCurrencies) {
        // Subscribe ticket on all connections (needed for wallet in USD conversion)
        for (final BitfinexApiBroker bitfinexApiBroker : apiBrokerList) {
            final BitfinexTickerSymbol symbol = new BitfinexTickerSymbol(currency);
            bitfinexApiBroker.getQuoteManager().subscribeTicker(symbol);
            logger.info("Wait for ticker");
            while (!bitfinexApiBroker.isTickerActive(symbol)) {
                Thread.sleep(100);
            }
        }
        // Use only one connection for merging
        tickMerger.put(currency, new BarMerger(currency, TIMEFRAME, (s, t) -> barDoneCallback(s, t)));
        final BitfinexTickerSymbol symbol = new BitfinexTickerSymbol(currency);
        apiBrokerList.get(0).getQuoteManager().registerTickCallback(symbol, (s, c) -> handleBarCallback(s, c));
    }
}

Example 25 with BitfinexCurrencyPair

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

the class DonchianBot method applySystemToPortfolioManager.

/**
 * Apply the orders to the portfolio manager
 * @param portfolioManager
 */
private void applySystemToPortfolioManager(final PortfolioManager portfolioManager) {
    try {
        final Map<BitfinexCurrencyPair, CurrencyEntry> entries = new HashMap<>();
        final Map<BitfinexCurrencyPair, Double> exits = new HashMap<>();
        for (final BitfinexCurrencyPair currencyPair : tradedCurrencies) {
            final boolean open = portfolioManager.isPositionOpen(currencyPair.getCurrency1());
            // The channel values
            final double upperValue = getUpperChannelValue(currencyPair).doubleValue();
            final double lowerValue = getLowerChannelValue(currencyPair).doubleValue();
            final double channelSize = upperValue - lowerValue;
            // The prices
            final double entryPrice = adjustEntryPrice(upperValue);
            final double exitPrice = adjustExitPrice(lowerValue);
            if (!open) {
                final double lastPrice = getLastPriceForSymbol(currencyPair);
                // Filter entry orders to reduce capital allocation
                final double upperChannelHalf = lowerValue + (channelSize / 2);
                if (lastPrice > upperChannelHalf) {
                    final CurrencyEntry currencyEntry = new CurrencyEntry(currencyPair, entryPrice, exitPrice);
                    entries.put(currencyPair, currencyEntry);
                } else {
                    logger.info("Entry order for {} suppressed because price {} is to low {}", currencyPair, lastPrice, upperChannelHalf);
                }
            } else {
                exits.put(currencyPair, exitPrice);
            }
        }
        portfolioManager.syncOrders(entries, exits);
    } catch (APIException e) {
        logger.error("Got exception while executing trading system", e);
    } catch (InterruptedException e) {
        logger.error("Got interrupted exception");
        Thread.currentThread().interrupt();
    }
}