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

Example 31 with BitfinexCurrencyPair

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

the class BarMegerTest method testBarMerger3.

/**
 * Test three Bar merge
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 6000)
public void testBarMerger3() 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("01:02:53").getTime(), 2.0, 5.0);
    BarMerger.close();
    latch.await();
}

Example 32 with BitfinexCurrencyPair

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

the class TestCapitalAllocation method testCapitalAllocationExchangeMaxPositionLoss2.

@Test
public void testCapitalAllocationExchangeMaxPositionLoss2() 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);
    final CurrencyEntry entry2 = new CurrencyEntry(BitfinexCurrencyPair.IOT_USD, 1000, 990);
    entries.put(BitfinexCurrencyPair.IOT_USD, entry2);
    portfolioManager.calculatePositionSizes(entries);
    // Max loss = 10, max capital allocation 50%
    Assert.assertEquals(0.045, entry1.getPositionSize(), DELTA);
    Assert.assertEquals(0.45, entry2.getPositionSize(), DELTA);
}

Example 33 with BitfinexCurrencyPair

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

the class TestCapitalAllocation method testCapitalAllocationExchangeMaxPositionLoss3.

@Test
public void testCapitalAllocationExchangeMaxPositionLoss3() 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);
    final CurrencyEntry entry2 = new CurrencyEntry(BitfinexCurrencyPair.IOT_USD, 1000, 990);
    entries.put(BitfinexCurrencyPair.IOT_USD, entry2);
    final CurrencyEntry entry3 = new CurrencyEntry(BitfinexCurrencyPair.XRP_USD, 1000, 500);
    entries.put(BitfinexCurrencyPair.XRP_USD, entry3);
    portfolioManager.calculatePositionSizes(entries);
    // Max loss = 10, max capital allocation 50%
    Assert.assertEquals(0.045, entry1.getPositionSize(), DELTA);
    Assert.assertEquals(0.45, entry2.getPositionSize(), DELTA);
    Assert.assertEquals(0.09, entry3.getPositionSize(), DELTA);
}

Example 34 with BitfinexCurrencyPair

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

the class TestCapitalAllocation method testCapitalAllocationExchange3.

@Test
public void testCapitalAllocationExchange3() 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);
    final CurrencyEntry entry2 = new CurrencyEntry(BitfinexCurrencyPair.IOT_USD, 1000, 990);
    entries.put(BitfinexCurrencyPair.IOT_USD, entry2);
    final CurrencyEntry entry3 = new CurrencyEntry(BitfinexCurrencyPair.XRP_USD, 1000, 990);
    entries.put(BitfinexCurrencyPair.XRP_USD, entry3);
    portfolioManager.calculatePositionSizes(entries);
    // Max loss = 10, max capital allocation 50%
    Assert.assertEquals(0.3, entry1.getPositionSize(), DELTA);
    Assert.assertEquals(0.3, entry2.getPositionSize(), DELTA);
    Assert.assertEquals(0.3, entry3.getPositionSize(), DELTA);
}

Example 35 with BitfinexCurrencyPair

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

the class PositionHandler method handlePositionCallback.

/**
 * Handle a position update
 * @param bitfinexApiBroker
 * @param positions
 */
private void handlePositionCallback(final BitfinexApiBroker bitfinexApiBroker, final JSONArray positions) {
    final String currencyString = positions.getString(0);
    BitfinexCurrencyPair currency = BitfinexCurrencyPair.fromSymbolString(currencyString);
    final Position position = new Position(currency);
    position.setStatus(positions.getString(1));
    position.setAmount(positions.getBigDecimal(2));
    position.setBasePrice(positions.getBigDecimal(3));
    position.setMarginFunding(positions.getBigDecimal(4));
    position.setMarginFundingType(positions.getBigDecimal(5));
    position.setPl(positions.optBigDecimal(6, BigDecimal.valueOf(-1)));
    position.setPlPercent(positions.optBigDecimal(7, BigDecimal.valueOf(-1)));
    position.setPriceLiquidation(positions.optBigDecimal(8, BigDecimal.valueOf(-1)));
    position.setLeverage(positions.optBigDecimal(9, BigDecimal.valueOf(-1)));
    bitfinexApiBroker.getPositionManager().updatePosition(position);
}