Examples with BarMerger com.github.jnidzwetzki.cryptobot.util.BarMerger used on opensource projects

Example 6 with BarMerger

use of com.github.jnidzwetzki.cryptobot.util.BarMerger in project crypto-bot by jnidzwetzki.

the class BarMegerTest method testTickMerger4.

/**
 * Test three tick merge with other timestamps
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 6000)
public void testTickMerger4() throws InterruptedException, IOException, ParseException {
    final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
    final CountDownLatch latch = new CountDownLatch(2);
    final BiConsumer<BitfinexCurrencyPair, Bar> tickConsumer = (s, t) -> {
        latch.countDown();
    };
    final BarMerger tickMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, tickConsumer);
    tickMerger.addNewPrice(parser.parse("01:01:23").getTime(), 1.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:33").getTime(), 2.0, 5.0);
    tickMerger.addNewPrice(parser.parse("02:02:53").getTime(), 2.0, 5.0);
    tickMerger.close();
    latch.await();
}

Example 7 with BarMerger

use of com.github.jnidzwetzki.cryptobot.util.BarMerger in project crypto-bot by jnidzwetzki.

the class BarMegerTest method testTickMerger3.

/**
 * Test three tick merge
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 6000)
public void testTickMerger3() throws InterruptedException, IOException, ParseException {
    final SimpleDateFormat parser = new SimpleDateFormat("HH:mm:ss");
    final CountDownLatch latch = new CountDownLatch(2);
    final BiConsumer<BitfinexCurrencyPair, Bar> tickConsumer = (s, t) -> {
        latch.countDown();
    };
    final BarMerger tickMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, tickConsumer);
    tickMerger.addNewPrice(parser.parse("01:01:23").getTime(), 1.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:33").getTime(), 2.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:02:53").getTime(), 2.0, 5.0);
    tickMerger.close();
    latch.await();
}

Example 8 with BarMerger

use of com.github.jnidzwetzki.cryptobot.util.BarMerger in project crypto-bot by jnidzwetzki.

the class BarMegerTest method testEmptyTickMerger.

/**
 * Test close tickmerger without any tick
 * @throws IOException
 */
public void testEmptyTickMerger() throws IOException {
    final BarMerger tickMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, (s, t) -> {
    });
    tickMerger.close();
}

Example 9 with BarMerger

use of com.github.jnidzwetzki.cryptobot.util.BarMerger 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 10 with BarMerger

use of com.github.jnidzwetzki.cryptobot.util.BarMerger in project crypto-bot by jnidzwetzki.

the class BarMegerTest method testTickMerger2.

/**
 * Test two tick merge
 * @throws InterruptedException
 * @throws IOException
 * @throws ParseException
 */
@Test(timeout = 5000)
public void testTickMerger2() 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(10, t.getVolume().doubleValue(), DELTA);
        Assert.assertEquals(1.0, t.getMinPrice().doubleValue(), DELTA);
        Assert.assertEquals(2.0, t.getMaxPrice().doubleValue(), DELTA);
        latch.countDown();
    };
    final BarMerger tickMerger = new BarMerger(BitfinexCurrencyPair.BTC_USD, Timeframe.MINUTES_1, tickConsumer);
    tickMerger.addNewPrice(parser.parse("01:01:13").getTime(), 1.0, 5.0);
    tickMerger.addNewPrice(parser.parse("01:01:23").getTime(), 2.0, 5.0);
    tickMerger.close();
    latch.await();
}