Examples with OptionsContract org.knowm.xchange.derivative.OptionsContract used on opensource projects

Example 1 with OptionsContract

use of org.knowm.xchange.derivative.OptionsContract in project XChange by knowm.

the class InstrumentDeserializer method deserialize.

@Override
public Instrument deserialize(JsonParser jsonParser, final DeserializationContext ctxt) throws IOException {
    final ObjectCodec oc = jsonParser.getCodec();
    final JsonNode node = oc.readTree(jsonParser);
    final String instrumentString = node.asText();
    long count = instrumentString.chars().filter(ch -> ch == '/').count();
    // CurrencyPair (Base/Counter) i.e. BTC/USD
    if (count == 1)
        return new CurrencyPair(instrumentString);
    // Futures/Swaps (Base/Counter/Prompt) i.e. BTC/USD/200925
    if (count == 2)
        return new FuturesContract(instrumentString);
    // Options (Base/Counter/Prompt/StrikePrice/Put?Call) i.e. BTC/USD/200925/8956.67/P
    if (count == 4)
        return new OptionsContract(instrumentString);
    else
        return null;
}

Example 2 with OptionsContract

use of org.knowm.xchange.derivative.OptionsContract in project XChange by knowm.

the class DeribitAdapters method adaptOptionsContract.

public static OptionsContract adaptOptionsContract(DeribitInstrument instrument) {
    CurrencyPair currencyPair = new CurrencyPair(instrument.getBaseCurrency(), IMPLIED_COUNTER);
    Date expireDate = instrument.getExpirationTimestamp();
    String[] parts = instrument.getInstrumentName().split("-");
    if (parts.length != 4) {
        throw new IllegalArgumentException("Could not parse options contract from '" + instrument.getInstrumentName() + "'");
    }
    BigDecimal strike = new BigDecimal(parts[2]);
    OptionsContract.OptionType type = OptionsContract.OptionType.fromString(parts[3]);
    return new OptionsContract.Builder().currencyPair(currencyPair).expireDate(expireDate).strike(strike).type(type).build();
}

Example 3 with OptionsContract

use of org.knowm.xchange.derivative.OptionsContract in project XChange by knowm.

the class DeribitAdaptersTest method adaptTicker.

// @Test
public void adaptTicker() throws IOException {
    // given
    InputStream is = DeribitTrade.class.getResourceAsStream("/org/knowm/xchange/deribit/v2/dto/marketdata/example-ticker.json");
    ObjectMapper mapper = new ObjectMapper();
    DeribitTicker deribitTicker = mapper.readValue(is, DeribitTicker.class);
    // when
    Ticker ticker = DeribitAdapters.adaptTicker(deribitTicker);
    // then
    assertThat(ticker).isNotNull();
    assertThat(ticker.getInstrument()).isEqualTo(new OptionsContract("BTC/USD/190503/5000/P"));
    assertThat(ticker.getOpen()).isEqualTo(new BigDecimal("0.5"));
    assertThat(ticker.getLast()).isEqualTo(new BigDecimal("0.0075"));
    assertThat(ticker.getBid()).isEqualTo(new BigDecimal("0.01"));
    assertThat(ticker.getAsk()).isEqualTo(new BigDecimal("0.0135"));
    assertThat(ticker.getHigh()).isEqualTo(new BigDecimal("0.0625"));
    assertThat(ticker.getLow()).isEqualTo(new BigDecimal("0.0005"));
    assertThat(ticker.getVolume()).isEqualTo(new BigDecimal("0.5"));
    assertThat(ticker.getBidSize()).isEqualTo(new BigDecimal("5"));
    assertThat(ticker.getAskSize()).isEqualTo(new BigDecimal("5"));
    assertThat(ticker.getTimestamp().getTime()).isEqualTo(1556125162701L);
}

Example 4 with OptionsContract

use of org.knowm.xchange.derivative.OptionsContract in project XChange by knowm.

the class DeribitExchange method updateExchangeMetaData.

public void updateExchangeMetaData() throws IOException {
    Map<Currency, CurrencyMetaData> currencies = exchangeMetaData.getCurrencies();
    Map<FuturesContract, DerivativeMetaData> futures = exchangeMetaData.getFutures();
    Map<OptionsContract, DerivativeMetaData> options = exchangeMetaData.getOptions();
    List<DeribitCurrency> activeDeribitCurrencies = ((DeribitMarketDataServiceRaw) marketDataService).getDeribitCurrencies();
    currencies.clear();
    futures.clear();
    options.clear();
    for (DeribitCurrency deribitCurrency : activeDeribitCurrencies) {
        currencies.put(new Currency(deribitCurrency.getCurrency()), DeribitAdapters.adaptMeta(deribitCurrency));
        List<DeribitInstrument> deribitInstruments = ((DeribitMarketDataServiceRaw) marketDataService).getDeribitInstruments(deribitCurrency.getCurrency(), null, null);
        for (DeribitInstrument deribitInstrument : deribitInstruments) {
            if (deribitInstrument.getKind() == Kind.future) {
                futures.put(DeribitAdapters.adaptFuturesContract(deribitInstrument), DeribitAdapters.adaptMeta(deribitInstrument));
            } else {
                options.put(DeribitAdapters.adaptOptionsContract(deribitInstrument), DeribitAdapters.adaptMeta(deribitInstrument));
            }
        }
    }
}