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Example 1 with BitfinexExecutedTradeSymbol

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

the class ExecutedTradesHandlerTest method testExecutedTradesSnapshotUpdateAndNotify.

/**
 * Test the parsing of a executed trades snapshot
 * @throws APIException
 * @throws InterruptedException
 */
@Test(timeout = 10000)
public void testExecutedTradesSnapshotUpdateAndNotify() throws APIException, InterruptedException {
    final String callbackValue = "[[190631057,1518037080162,0.007,8175.9],[190631052,1518037080110,-0.25,8175.8]]";
    final JSONArray jsonArray = new JSONArray(callbackValue);
    final BitfinexExecutedTradeSymbol symbol = new BitfinexExecutedTradeSymbol(BitfinexCurrencyPair.BTC_USD);
    final ExecutorService executorService = Executors.newFixedThreadPool(10);
    final BitfinexApiBroker bitfinexApiBroker = Mockito.mock(BitfinexApiBroker.class);
    Mockito.when(bitfinexApiBroker.getExecutorService()).thenReturn(executorService);
    final QuoteManager quoteManager = new QuoteManager(bitfinexApiBroker);
    Mockito.when(bitfinexApiBroker.getQuoteManager()).thenReturn(quoteManager);
    final CountDownLatch latch = new CountDownLatch(2);
    quoteManager.registerExecutedTradeCallback(symbol, (s, c) -> {
        try {
            Assert.assertEquals(symbol, s);
            if (c.getId() == 190631057) {
                Assert.assertEquals(190631057, c.getId());
                Assert.assertEquals(1518037080162l, c.getTimestamp());
                Assert.assertEquals(0.007, c.getAmount().doubleValue(), DELTA);
                Assert.assertEquals(8175.9, c.getPrice().doubleValue(), DELTA);
            } else if (c.getId() == 190631052) {
                Assert.assertEquals(190631052, c.getId());
                Assert.assertEquals(1518037080110l, c.getTimestamp());
                Assert.assertEquals(-0.25, c.getAmount().doubleValue(), DELTA);
                Assert.assertEquals(8175.8, c.getPrice().doubleValue(), DELTA);
            } else {
                throw new IllegalArgumentException("Illegal call, expected 2 trades");
            }
            latch.countDown();
        } catch (Throwable e) {
            e.printStackTrace();
        }
    });
    final ExecutedTradeHandler handler = new ExecutedTradeHandler();
    handler.handleChannelData(bitfinexApiBroker, symbol, jsonArray);
    latch.await();
}
Also used : BitfinexExecutedTradeSymbol(com.github.jnidzwetzki.bitfinex.v2.entity.symbol.BitfinexExecutedTradeSymbol) BitfinexApiBroker(com.github.jnidzwetzki.bitfinex.v2.BitfinexApiBroker) JSONArray(org.json.JSONArray) ExecutorService(java.util.concurrent.ExecutorService) ExecutedTradeHandler(com.github.jnidzwetzki.bitfinex.v2.callback.channel.ExecutedTradeHandler) QuoteManager(com.github.jnidzwetzki.bitfinex.v2.manager.QuoteManager) CountDownLatch(java.util.concurrent.CountDownLatch) Test(org.junit.Test)

Example 2 with BitfinexExecutedTradeSymbol

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

the class ExecutedTradesHandlerTest method testExecutedTradesUpdateAndNotify.

/**
 * Test the parsing of one executed trade
 * @throws APIException
 * @throws InterruptedException
 */
@Test(timeout = 10000)
public void testExecutedTradesUpdateAndNotify() throws APIException, InterruptedException {
    final String callbackValue = "[190631057,1518037080162,0.007,8175.9]";
    final JSONArray jsonArray = new JSONArray(callbackValue);
    final BitfinexExecutedTradeSymbol symbol = new BitfinexExecutedTradeSymbol(BitfinexCurrencyPair.BTC_USD);
    final ExecutorService executorService = Executors.newFixedThreadPool(10);
    final BitfinexApiBroker bitfinexApiBroker = Mockito.mock(BitfinexApiBroker.class);
    Mockito.when(bitfinexApiBroker.getExecutorService()).thenReturn(executorService);
    final QuoteManager quoteManager = new QuoteManager(bitfinexApiBroker);
    Mockito.when(bitfinexApiBroker.getQuoteManager()).thenReturn(quoteManager);
    final CountDownLatch latch = new CountDownLatch(1);
    quoteManager.registerExecutedTradeCallback(symbol, (s, c) -> {
        try {
            Assert.assertEquals(symbol, s);
            Assert.assertEquals(190631057, c.getId());
            Assert.assertEquals(1518037080162l, c.getTimestamp());
            Assert.assertEquals(0.007, c.getAmount().doubleValue(), DELTA);
            Assert.assertEquals(8175.9, c.getPrice().doubleValue(), DELTA);
            latch.countDown();
        } catch (Throwable e) {
            e.printStackTrace();
        }
    });
    final ExecutedTradeHandler handler = new ExecutedTradeHandler();
    handler.handleChannelData(bitfinexApiBroker, symbol, jsonArray);
    latch.await();
}
Also used : BitfinexExecutedTradeSymbol(com.github.jnidzwetzki.bitfinex.v2.entity.symbol.BitfinexExecutedTradeSymbol) BitfinexApiBroker(com.github.jnidzwetzki.bitfinex.v2.BitfinexApiBroker) JSONArray(org.json.JSONArray) ExecutorService(java.util.concurrent.ExecutorService) ExecutedTradeHandler(com.github.jnidzwetzki.bitfinex.v2.callback.channel.ExecutedTradeHandler) QuoteManager(com.github.jnidzwetzki.bitfinex.v2.manager.QuoteManager) CountDownLatch(java.util.concurrent.CountDownLatch) Test(org.junit.Test)

Example 3 with BitfinexExecutedTradeSymbol

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

the class IntegrationTest method testExecutedTradesStream.

/**
 * Test executed trades stream
 */
@Test(timeout = 60000)
public void testExecutedTradesStream() {
    final BitfinexApiBroker bitfinexClient = new BitfinexApiBroker();
    // Await at least 2 callbacks
    final CountDownLatch latch = new CountDownLatch(2);
    try {
        bitfinexClient.connect();
        final BitfinexExecutedTradeSymbol symbol = new BitfinexExecutedTradeSymbol(BitfinexCurrencyPair.BTC_USD);
        final QuoteManager executedTradeManager = bitfinexClient.getQuoteManager();
        final BiConsumer<BitfinexExecutedTradeSymbol, ExecutedTrade> callback = (c, o) -> {
            latch.countDown();
        };
        executedTradeManager.registerExecutedTradeCallback(symbol, callback);
        executedTradeManager.subscribeExecutedTrades(symbol);
        latch.await();
        executedTradeManager.unsubscribeExecutedTrades(symbol);
        Assert.assertTrue(executedTradeManager.removeExecutedTradeCallback(symbol, callback));
        Assert.assertFalse(executedTradeManager.removeExecutedTradeCallback(symbol, callback));
    } catch (Exception e) {
        // Should not happen
        e.printStackTrace();
        Assert.assertTrue(false);
    } finally {
        bitfinexClient.close();
    }
}
Also used : ExecutedTrade(com.github.jnidzwetzki.bitfinex.v2.entity.ExecutedTrade) BitfinexApiBroker(com.github.jnidzwetzki.bitfinex.v2.BitfinexApiBroker) BitfinexTick(com.github.jnidzwetzki.bitfinex.v2.entity.BitfinexTick) OrderbookEntry(com.github.jnidzwetzki.bitfinex.v2.entity.OrderbookEntry) OrderBookPrecision(com.github.jnidzwetzki.bitfinex.v2.entity.OrderBookPrecision) Test(org.junit.Test) Timeframe(com.github.jnidzwetzki.bitfinex.v2.entity.Timeframe) BitfinexCandlestickSymbol(com.github.jnidzwetzki.bitfinex.v2.entity.symbol.BitfinexCandlestickSymbol) OrderbookManager(com.github.jnidzwetzki.bitfinex.v2.manager.OrderbookManager) OrderBookFrequency(com.github.jnidzwetzki.bitfinex.v2.entity.OrderBookFrequency) APIException(com.github.jnidzwetzki.bitfinex.v2.entity.APIException) BitfinexCurrencyPair(com.github.jnidzwetzki.bitfinex.v2.entity.BitfinexCurrencyPair) OrderbookConfiguration(com.github.jnidzwetzki.bitfinex.v2.entity.OrderbookConfiguration) CountDownLatch(java.util.concurrent.CountDownLatch) RawOrderbookConfiguration(com.github.jnidzwetzki.bitfinex.v2.entity.RawOrderbookConfiguration) BitfinexTickerSymbol(com.github.jnidzwetzki.bitfinex.v2.entity.symbol.BitfinexTickerSymbol) RawOrderbookManager(com.github.jnidzwetzki.bitfinex.v2.manager.RawOrderbookManager) QuoteManager(com.github.jnidzwetzki.bitfinex.v2.manager.QuoteManager) RawOrderbookEntry(com.github.jnidzwetzki.bitfinex.v2.entity.RawOrderbookEntry) BiConsumer(java.util.function.BiConsumer) ExecutedTrade(com.github.jnidzwetzki.bitfinex.v2.entity.ExecutedTrade) Assert(org.junit.Assert) BitfinexExecutedTradeSymbol(com.github.jnidzwetzki.bitfinex.v2.entity.symbol.BitfinexExecutedTradeSymbol) BitfinexExecutedTradeSymbol(com.github.jnidzwetzki.bitfinex.v2.entity.symbol.BitfinexExecutedTradeSymbol) BitfinexApiBroker(com.github.jnidzwetzki.bitfinex.v2.BitfinexApiBroker) CountDownLatch(java.util.concurrent.CountDownLatch) QuoteManager(com.github.jnidzwetzki.bitfinex.v2.manager.QuoteManager) APIException(com.github.jnidzwetzki.bitfinex.v2.entity.APIException) Test(org.junit.Test)

Example 4 with BitfinexExecutedTradeSymbol

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

the class QuoteManager method unsubscribeExecutedTrades.

/**
 * Unsubscribe a executed trades channel
 * @param currencyPair
 * @param orderBookPrecision
 * @param orderBookFrequency
 * @param pricePoints
 */
public void unsubscribeExecutedTrades(final BitfinexExecutedTradeSymbol tradeSymbol) {
    final int channel = bitfinexApiBroker.getChannelForSymbol(tradeSymbol);
    if (channel == -1) {
        throw new IllegalArgumentException("Unknown symbol: " + tradeSymbol);
    }
    final UnsubscribeChannelCommand command = new UnsubscribeChannelCommand(channel);
    bitfinexApiBroker.sendCommand(command);
    bitfinexApiBroker.removeChannelForSymbol(tradeSymbol);
}
Also used : UnsubscribeChannelCommand(com.github.jnidzwetzki.bitfinex.v2.commands.UnsubscribeChannelCommand)

Example 5 with BitfinexExecutedTradeSymbol

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

the class BitfinexApiBroker method resubscribeChannels.

/**
 * Resubscribe the old ticker
 * @throws InterruptedException
 * @throws APIException
 */
private void resubscribeChannels() throws InterruptedException, APIException {
    final Map<Integer, BitfinexStreamSymbol> oldChannelIdSymbolMap = new HashMap<>();
    synchronized (channelIdSymbolMap) {
        oldChannelIdSymbolMap.putAll(channelIdSymbolMap);
        channelIdSymbolMap.clear();
        channelIdSymbolMap.notifyAll();
    }
    // Resubscribe channels
    for (BitfinexStreamSymbol symbol : oldChannelIdSymbolMap.values()) {
        if (symbol instanceof BitfinexTickerSymbol) {
            sendCommand(new SubscribeTickerCommand((BitfinexTickerSymbol) symbol));
        } else if (symbol instanceof BitfinexExecutedTradeSymbol) {
            sendCommand(new SubscribeTradesCommand((BitfinexExecutedTradeSymbol) symbol));
        } else if (symbol instanceof BitfinexCandlestickSymbol) {
            sendCommand(new SubscribeCandlesCommand((BitfinexCandlestickSymbol) symbol));
        } else if (symbol instanceof OrderbookConfiguration) {
            sendCommand(new SubscribeOrderbookCommand((OrderbookConfiguration) symbol));
        } else if (symbol instanceof RawOrderbookConfiguration) {
            sendCommand(new SubscribeRawOrderbookCommand((RawOrderbookConfiguration) symbol));
        } else {
            logger.error("Unknown stream symbol: {}", symbol);
        }
    }
    waitForChannelResubscription(oldChannelIdSymbolMap);
}
Also used : BitfinexExecutedTradeSymbol(com.github.jnidzwetzki.bitfinex.v2.entity.symbol.BitfinexExecutedTradeSymbol) HashMap(java.util.HashMap) SubscribeOrderbookCommand(com.github.jnidzwetzki.bitfinex.v2.commands.SubscribeOrderbookCommand) RawOrderbookConfiguration(com.github.jnidzwetzki.bitfinex.v2.entity.RawOrderbookConfiguration) OrderbookConfiguration(com.github.jnidzwetzki.bitfinex.v2.entity.OrderbookConfiguration) SubscribeTradesCommand(com.github.jnidzwetzki.bitfinex.v2.commands.SubscribeTradesCommand) BitfinexTickerSymbol(com.github.jnidzwetzki.bitfinex.v2.entity.symbol.BitfinexTickerSymbol) SubscribeCandlesCommand(com.github.jnidzwetzki.bitfinex.v2.commands.SubscribeCandlesCommand) SubscribeTickerCommand(com.github.jnidzwetzki.bitfinex.v2.commands.SubscribeTickerCommand) RawOrderbookConfiguration(com.github.jnidzwetzki.bitfinex.v2.entity.RawOrderbookConfiguration) BitfinexCandlestickSymbol(com.github.jnidzwetzki.bitfinex.v2.entity.symbol.BitfinexCandlestickSymbol) BitfinexStreamSymbol(com.github.jnidzwetzki.bitfinex.v2.entity.symbol.BitfinexStreamSymbol) SubscribeRawOrderbookCommand(com.github.jnidzwetzki.bitfinex.v2.commands.SubscribeRawOrderbookCommand)

Aggregations

BitfinexExecutedTradeSymbol (com.github.jnidzwetzki.bitfinex.v2.entity.symbol.BitfinexExecutedTradeSymbol)8 BitfinexApiBroker (com.github.jnidzwetzki.bitfinex.v2.BitfinexApiBroker)4 OrderbookConfiguration (com.github.jnidzwetzki.bitfinex.v2.entity.OrderbookConfiguration)4 RawOrderbookConfiguration (com.github.jnidzwetzki.bitfinex.v2.entity.RawOrderbookConfiguration)4 BitfinexCandlestickSymbol (com.github.jnidzwetzki.bitfinex.v2.entity.symbol.BitfinexCandlestickSymbol)4 BitfinexTickerSymbol (com.github.jnidzwetzki.bitfinex.v2.entity.symbol.BitfinexTickerSymbol)4 JSONArray (org.json.JSONArray)4 Test (org.junit.Test)4 ExecutedTradeHandler (com.github.jnidzwetzki.bitfinex.v2.callback.channel.ExecutedTradeHandler)3 SubscribeTradesCommand (com.github.jnidzwetzki.bitfinex.v2.commands.SubscribeTradesCommand)3 QuoteManager (com.github.jnidzwetzki.bitfinex.v2.manager.QuoteManager)3 CountDownLatch (java.util.concurrent.CountDownLatch)3 SubscribeCandlesCommand (com.github.jnidzwetzki.bitfinex.v2.commands.SubscribeCandlesCommand)2 SubscribeOrderbookCommand (com.github.jnidzwetzki.bitfinex.v2.commands.SubscribeOrderbookCommand)2 SubscribeRawOrderbookCommand (com.github.jnidzwetzki.bitfinex.v2.commands.SubscribeRawOrderbookCommand)2 SubscribeTickerCommand (com.github.jnidzwetzki.bitfinex.v2.commands.SubscribeTickerCommand)2 UnsubscribeChannelCommand (com.github.jnidzwetzki.bitfinex.v2.commands.UnsubscribeChannelCommand)2 APIException (com.github.jnidzwetzki.bitfinex.v2.entity.APIException)2 ExecutedTrade (com.github.jnidzwetzki.bitfinex.v2.entity.ExecutedTrade)2 ExecutorService (java.util.concurrent.ExecutorService)2