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

Example 1 with Timeframe

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

the class DonchianBot method run.

@Override
public void run() {
    try {
        logger.info("===============================================");
        logger.info("Starting with {} API keys", apiBrokerList.size());
        logger.info("===============================================");
        for (final BitfinexApiBroker bitfinexApiBroker : apiBrokerList) {
            bitfinexApiBroker.connect();
        }
        final Map<BitfinexCandlestickSymbol, TimeSeries> historicalCandles = HistoricalCandlesHelper.requestHistoricalCandles(apiBrokerList.get(0), TIMEFRAME, tradedCurrencies);
        historicalCandles.forEach((k, v) -> timeSeries.put(k.getSymbol(), v));
        registerTicker();
        while (true) {
            if (tickerLatch != null) {
                tickerLatch.await();
            }
            executeSystem();
            tickerLatch = new CountDownLatch(tradedCurrencies.size());
        }
    } catch (Throwable e) {
        logger.error("Got exception", e);
    }
}

Example 2 with Timeframe

use of com.github.jnidzwetzki.bitfinex.v2.entity.Timeframe 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 3 with Timeframe

use of com.github.jnidzwetzki.bitfinex.v2.entity.Timeframe 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 4 with Timeframe

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

the class QuoteManager method subscribeCandles.

/**
 * Subscribe candles for a symbol
 * @param currencyPair
 * @param timeframe
 */
public void subscribeCandles(final BitfinexCandlestickSymbol symbol) {
    final SubscribeCandlesCommand command = new SubscribeCandlesCommand(symbol);
    bitfinexApiBroker.sendCommand(command);
}

Example 5 with Timeframe

use of com.github.jnidzwetzki.bitfinex.v2.entity.Timeframe 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));
    }
}