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Example 1 with BitmexReplaceOrderParameters

use of org.knowm.xchange.bitmex.dto.trade.BitmexReplaceOrderParameters in project XChange by knowm.

the class BitmexOrderIT method shouldReplaceOrder.

@Test
public void shouldReplaceOrder() throws Exception {
    final String clOrdId = generateOrderId();
    String orderId = placeLimitOrder(clOrdId, testAskPrice, "10", Order.OrderType.ASK);
    final String replaceId = clOrdId + "replace";
    BitmexReplaceOrderParameters params = new BitmexReplaceOrderParameters.Builder().setOrderQuantity(new BigDecimal("5")).setOrderId(orderId).setOrigClOrdId(clOrdId).setClOrdId(replaceId).build();
    BitmexPrivateOrder bitmexPrivateOrder = tradeService.replaceOrder(params);
    LOG.info("Order was replaced = {}", bitmexPrivateOrder);
    checkPrivateOrder(orderId, testAskPrice, "5", BitmexSide.SELL, bitmexPrivateOrder);
    cancelLimitOrder(replaceId);
}
Also used : BitmexPrivateOrder(org.knowm.xchange.bitmex.dto.marketdata.BitmexPrivateOrder) BitmexReplaceOrderParameters(org.knowm.xchange.bitmex.dto.trade.BitmexReplaceOrderParameters) BigDecimal(java.math.BigDecimal) Test(org.junit.Test)

Example 2 with BitmexReplaceOrderParameters

use of org.knowm.xchange.bitmex.dto.trade.BitmexReplaceOrderParameters in project XChange by knowm.

the class BitmexOrderReplaceTest method testOrderReplace.

@Test
@Ignore
public void testOrderReplace() throws Exception {
    CertHelper.trustAllCerts();
    BitmexStreamingExchange exchange = (BitmexStreamingExchange) ExchangeFactory.INSTANCE.createExchange(BitmexStreamingExchange.class);
    ExchangeSpecification defaultExchangeSpecification = exchange.getDefaultExchangeSpecification();
    defaultExchangeSpecification.setExchangeSpecificParametersItem("Use_Sandbox", true);
    defaultExchangeSpecification.setApiKey("QW8Ao_gx38e-8KFvDkFn-Ym4");
    defaultExchangeSpecification.setSecretKey("tn7rpzvOXSKThZD0f-xXehtydt4OTHZVf42gCCyxPixiiVOb");
    // defaultExchangeSpecification.setShouldLoadRemoteMetaData(true);
    // defaultExchangeSpecification.setProxyHost("localhost");
    // defaultExchangeSpecification.setProxyPort(9999);
    // 
    // defaultExchangeSpecification.setExchangeSpecificParametersItem(StreamingExchange.SOCKS_PROXY_HOST, "localhost");
    // 
    // defaultExchangeSpecification.setExchangeSpecificParametersItem(StreamingExchange.SOCKS_PROXY_PORT, 8889);
    defaultExchangeSpecification.setExchangeSpecificParametersItem(StreamingExchange.USE_SANDBOX, true);
    defaultExchangeSpecification.setExchangeSpecificParametersItem(StreamingExchange.ACCEPT_ALL_CERITICATES, true);
    // 
    // defaultExchangeSpecification.setExchangeSpecificParametersItem(StreamingExchange.ENABLE_LOGGING_HANDLER, true);
    exchange.applySpecification(defaultExchangeSpecification);
    exchange.connect().blockingAwait();
    BitmexMarketDataService marketDataService = (BitmexMarketDataService) exchange.getMarketDataService();
    BitmexTradeService tradeService = (BitmexTradeService) exchange.getTradeService();
    final BitmexStreamingMarketDataService streamingMarketDataService = (BitmexStreamingMarketDataService) exchange.getStreamingMarketDataService();
    // streamingMarketDataService.authenticate();
    CurrencyPair xbtUsd = exchange.determineActiveContract(CurrencyPair.XBT_USD.base.toString(), CurrencyPair.XBT_USD.counter.toString(), PERPETUAL);
    streamingMarketDataService.getRawExecutions("XBTUSD").subscribe(bitmexExecution -> {
        logger.info("!!!!EXECUTION!!!! = {}", bitmexExecution);
    });
    OrderBook orderBook = marketDataService.getOrderBook(xbtUsd);
    // OrderBook orderBook = marketDataService.getOrderBook(new CurrencyPair(Currency.ADA,
    // Currency.BTC), BitmexPrompt.QUARTERLY);
    // OrderBook orderBook = marketDataService.getOrderBook(new CurrencyPair(Currency.BTC,
    // Currency.USD), BitmexPrompt.BIQUARTERLY);
    System.out.println("orderBook = " + orderBook);
    String nosOrdId = System.currentTimeMillis() + "";
    BigDecimal originalOrderSize = new BigDecimal("300");
    // BigDecimal price = new BigDecimal("10000");
    BigDecimal price = orderBook.getBids().get(0).getLimitPrice().add(new BigDecimal("100"));
    LimitOrder limitOrder = new LimitOrder.Builder(Order.OrderType.ASK, CurrencyPair.XBT_USD).originalAmount(originalOrderSize).limitPrice(price).id(nosOrdId).build();
    String xbtusd = tradeService.placeLimitOrder(limitOrder);
    logger.info("!!!!!PRIVATE_ORDER!!!! {}", xbtusd);
    Thread.sleep(5000);
    System.out.println();
    System.out.println();
    System.out.println();
    logger.info("Replacing");
    String replacedOrderId = nosOrdId + "replace";
    BitmexReplaceOrderParameters params = new BitmexReplaceOrderParameters.Builder().setOrderQuantity(originalOrderSize.divide(BigDecimal.valueOf(2))).setOrderId(xbtusd).setOrigClOrdId(nosOrdId).setClOrdId(replacedOrderId).build();
    BitmexPrivateOrder replaceBPO = tradeService.replaceOrder(params);
    // logger.info("!!!!!PRIVATE_ORDER_REPLACE!!!! {}",xbtusd);
    Thread.sleep(10000);
    System.out.println();
    System.out.println();
    System.out.println();
    List<BitmexPrivateOrder> bitmexPrivateOrders = tradeService.cancelBitmexOrder(null, replacedOrderId);
    for (BitmexPrivateOrder bitmexPrivateOrder : bitmexPrivateOrders) {
        logger.info("!!!!!PRIVATE_ORDER_CANCEL!!!! {}", bitmexPrivateOrder);
    }
    Thread.sleep(10000);
    // BitmexPrivateOrder bitmexPrivateOrder =
    // tradeService.replaceLimitOrder(
    // "XBTUSD",
    // originalOrderSize.divide(new BigDecimal("2")),
    // null,
    // orderId,
    // //            null, null,
    // nosOrdId + "replace",
    // nosOrdId);
    // System.out.println("bitmexPrivateOrder = " + bitmexPrivateOrder);
    tradeService.cancelAllOrders();
    exchange.disconnect();
}
Also used : OrderBook(org.knowm.xchange.dto.marketdata.OrderBook) BigDecimal(java.math.BigDecimal) BitmexMarketDataService(org.knowm.xchange.bitmex.service.BitmexMarketDataService) BitmexPrivateOrder(org.knowm.xchange.bitmex.dto.marketdata.BitmexPrivateOrder) BitmexTradeService(org.knowm.xchange.bitmex.service.BitmexTradeService) ExchangeSpecification(org.knowm.xchange.ExchangeSpecification) BitmexReplaceOrderParameters(org.knowm.xchange.bitmex.dto.trade.BitmexReplaceOrderParameters) LimitOrder(org.knowm.xchange.dto.trade.LimitOrder) CurrencyPair(org.knowm.xchange.currency.CurrencyPair) Ignore(org.junit.Ignore) Test(org.junit.Test)

Aggregations

BigDecimal (java.math.BigDecimal)2 Test (org.junit.Test)2 BitmexPrivateOrder (org.knowm.xchange.bitmex.dto.marketdata.BitmexPrivateOrder)2 BitmexReplaceOrderParameters (org.knowm.xchange.bitmex.dto.trade.BitmexReplaceOrderParameters)2 Ignore (org.junit.Ignore)1 ExchangeSpecification (org.knowm.xchange.ExchangeSpecification)1 BitmexMarketDataService (org.knowm.xchange.bitmex.service.BitmexMarketDataService)1 BitmexTradeService (org.knowm.xchange.bitmex.service.BitmexTradeService)1 CurrencyPair (org.knowm.xchange.currency.CurrencyPair)1 OrderBook (org.knowm.xchange.dto.marketdata.OrderBook)1 LimitOrder (org.knowm.xchange.dto.trade.LimitOrder)1