Examples with GeminiLimitOrder info.bitrich.xchangestream.gemini.dto.GeminiLimitOrder used on opensource projects

Example 1 with GeminiLimitOrder

use of info.bitrich.xchangestream.gemini.dto.GeminiLimitOrder in project XChange by knowm.

the class GeminiStreamingMarketDataService method getOrderBook.

@Override
public Observable<OrderBook> getOrderBook(CurrencyPair currencyPair, Object... args) {
    int maxDepth = (int) MoreObjects.firstNonNull(args.length > 0 ? args[0] : null, 1);
    Observable<GeminiOrderbook> subscribedOrderbookSnapshot = service.subscribeChannel(currencyPair, maxDepth, maxDepth).filter(s -> filterEventsByReason(s, "change", "initial") || filterEventsByReason(s, "change", "place") || filterEventsByReason(s, "change", "cancel") || filterEventsByReason(s, "change", "trade")).filter(// filter out updates that arrive before initial book
    s -> orderbooks.get(currencyPair) != null || filterEventsByReason(s, "change", "initial")).map((JsonNode s) -> {
        if (filterEventsByReason(s, "change", "initial")) {
            GeminiWebSocketTransaction transaction = mapper.treeToValue(s, GeminiWebSocketTransaction.class);
            GeminiOrderbook orderbook = transaction.toGeminiOrderbook(currencyPair);
            orderbooks.put(currencyPair, orderbook);
            return orderbook;
        }
        if (filterEventsByReason(s, "change", "place") || filterEventsByReason(s, "change", "cancel") || filterEventsByReason(s, "change", "trade")) {
            GeminiWebSocketTransaction transaction = mapper.treeToValue(s, GeminiWebSocketTransaction.class);
            GeminiLimitOrder[] levels = transaction.toGeminiLimitOrdersUpdate();
            GeminiOrderbook orderbook = orderbooks.get(currencyPair);
            orderbook.updateLevels(levels);
            return orderbook;
        }
        throw new NotYetImplementedForExchangeException(" Unknown message type, even after filtering: " + s.toString());
    });
    return subscribedOrderbookSnapshot.map(geminiOrderbook -> GeminiAdaptersX.toOrderbook(geminiOrderbook, maxDepth, new Date()));
}