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

Example 1 with BitfinexTick

use of com.github.jnidzwetzki.bitfinex.v2.entity.BitfinexTick 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 2 with BitfinexTick

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

the class IntegrationTest method testTickerStream.

/**
 * Test the tick stream
 */
@Test(timeout = 60000)
public void testTickerStream() {
    final BitfinexApiBroker bitfinexClient = new BitfinexApiBroker();
    // Await at least 2 callbacks
    final CountDownLatch latch = new CountDownLatch(2);
    try {
        bitfinexClient.connect();
        final BitfinexTickerSymbol symbol = new BitfinexTickerSymbol(BitfinexCurrencyPair.BTC_USD);
        final QuoteManager orderbookManager = bitfinexClient.getQuoteManager();
        final BiConsumer<BitfinexTickerSymbol, BitfinexTick> callback = (c, o) -> {
            latch.countDown();
        };
        orderbookManager.registerTickCallback(symbol, callback);
        orderbookManager.subscribeTicker(symbol);
        latch.await();
        Assert.assertTrue(bitfinexClient.isTickerActive(symbol));
        orderbookManager.unsubscribeTicker(symbol);
        Assert.assertFalse(bitfinexClient.isTickerActive(symbol));
        Assert.assertTrue(orderbookManager.removeTickCallback(symbol, callback));
        Assert.assertFalse(orderbookManager.removeTickCallback(symbol, callback));
    } catch (Exception e) {
        // Should not happen
        e.printStackTrace();
        Assert.assertTrue(false);
    } finally {
        bitfinexClient.close();
    }
}

Example 3 with BitfinexTick

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

the class IntegrationTest method testCandleStream.

/**
 * Test the candle stream
 */
@Test(timeout = 10000)
public void testCandleStream() {
    final BitfinexApiBroker bitfinexClient = new BitfinexApiBroker();
    // Await at least 10 callbacks
    final CountDownLatch latch = new CountDownLatch(10);
    try {
        bitfinexClient.connect();
        final BitfinexCandlestickSymbol symbol = new BitfinexCandlestickSymbol(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1);
        final QuoteManager orderbookManager = bitfinexClient.getQuoteManager();
        final BiConsumer<BitfinexCandlestickSymbol, BitfinexTick> callback = (c, o) -> {
            latch.countDown();
        };
        orderbookManager.registerCandlestickCallback(symbol, callback);
        orderbookManager.subscribeCandles(symbol);
        latch.await();
        orderbookManager.unsubscribeCandles(symbol);
        Assert.assertTrue(orderbookManager.removeCandlestickCallback(symbol, callback));
        Assert.assertFalse(orderbookManager.removeCandlestickCallback(symbol, callback));
    } catch (Exception e) {
        // Should not happen
        e.printStackTrace();
        Assert.assertTrue(false);
    } finally {
        bitfinexClient.close();
    }
}

Example 4 with BitfinexTick

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

the class TickHandler method handleChannelData.

/**
 * Handle a tick callback
 * @param channel
 * @param subarray
 */
@Override
public void handleChannelData(final BitfinexApiBroker bitfinexApiBroker, final BitfinexStreamSymbol channelSymbol, final JSONArray jsonArray) throws APIException {
    final BitfinexTickerSymbol currencyPair = (BitfinexTickerSymbol) channelSymbol;
    // 0 = BID
    // 2 = ASK
    // 6 = Price
    final BigDecimal price = jsonArray.getBigDecimal(6);
    // Volume is set to 0, because the ticker contains only the daily volume
    final BitfinexTick tick = new BitfinexTick(System.currentTimeMillis(), price, price, price, price);
    bitfinexApiBroker.getQuoteManager().handleNewTick(currencyPair, tick);
}

Example 5 with BitfinexTick

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

the class BasePortfolioManager method getTotalPortfolioValueInUSD.

@Override
protected double getTotalPortfolioValueInUSD() throws APIException {
    final List<Wallet> wallets = getAllWallets();
    double totalValue = 0;
    for (final Wallet wallet : wallets) {
        final String curreny = wallet.getCurreny();
        if (curreny.equals("USD")) {
            totalValue = totalValue + wallet.getBalance();
        } else {
            final String symbol = "t" + curreny + "USD";
            try {
                final BitfinexCurrencyPair bitfinexCurrencyPair = BitfinexCurrencyPair.fromSymbolString(symbol);
                final BitfinexTickerSymbol bitfinexSymbol = new BitfinexTickerSymbol(bitfinexCurrencyPair);
                final BitfinexTick lastTick = bitfinexApiBroker.getQuoteManager().getLastTick(bitfinexSymbol);
                if (lastTick != null) {
                    final double rate = lastTick.getClose();
                    final double value = rate * wallet.getBalance();
                    totalValue = totalValue + value;
                } else {
                    logger.debug("Unable to find tick for {}, appraise wallet with 0 USD", symbol);
                }
            } catch (IllegalArgumentException e) {
                logger.debug("Unkown symbol {}, ignoring wallet", symbol);
            }
        }
    }
    return totalValue;
}