Examples with OrderBook org.knowm.xchange.dto.marketdata.OrderBook used on opensource projects

Example 11 with OrderBook

use of org.knowm.xchange.dto.marketdata.OrderBook in project XChange by knowm.

the class LakeBTCAdapterTest method testAdaptOrderbook.

@Test
public void testAdaptOrderbook() throws IOException {
    // Read in the JSON from the example resources
    InputStream is = LakeBTCMarketDataJsonTest.class.getResourceAsStream("/org/knowm/xchange/lakebtc/dto/marketdata/example-orderbook-data.json");
    // Use Jackson to parse it
    ObjectMapper mapper = new ObjectMapper();
    LakeBTCOrderBook orderBook = mapper.readValue(is, LakeBTCOrderBook.class);
    OrderBook adaptedOrderBook = LakeBTCAdapters.adaptOrderBook(orderBook, CurrencyPair.BTC_USD);
    List<LimitOrder> asks = adaptedOrderBook.getAsks();
    assertThat(asks.size()).isEqualTo(3);
    LimitOrder order = asks.get(0);
    assertThat(order.getLimitPrice()).isEqualTo("564.87");
    assertThat(order.getOriginalAmount()).isEqualTo("22.371");
    assertThat(order.getCurrencyPair()).isEqualTo(CurrencyPair.BTC_USD);
}

Example 12 with OrderBook

use of org.knowm.xchange.dto.marketdata.OrderBook in project XChange by knowm.

the class BookSanityCheckerTest method testIncorrectBestAskAndBid.

@Test
public void testIncorrectBestAskAndBid() {
    ArrayList<LimitOrder> asks = new ArrayList<>();
    ArrayList<LimitOrder> bids = new ArrayList<>();
    LimitOrder a1 = new LimitOrder(Order.OrderType.ASK, new BigDecimal(0.01), CurrencyPair.ADA_BNB, "1", new Date(), new BigDecimal(0.01));
    asks.add(a1);
    LimitOrder b1 = new LimitOrder(Order.OrderType.BID, new BigDecimal(0.02), CurrencyPair.ADA_BNB, "2", new Date(), new BigDecimal(0.02));
    bids.add(b1);
    OrderBook book = new OrderBook(new Date(), asks, bids);
    Assert.assertEquals(format("Got incorrect best ask and bid %s, %s", a1, b1), BookSanityChecker.hasErrors(book));
}

Example 13 with OrderBook

use of org.knowm.xchange.dto.marketdata.OrderBook in project XChange by knowm.

the class BookSanityCheckerTest method testWithBidNoErrorOnNextOrder.

@Test
public void testWithBidNoErrorOnNextOrder() {
    ArrayList<LimitOrder> asks = new ArrayList<>();
    ArrayList<LimitOrder> bids = new ArrayList<>();
    LimitOrder b1 = new LimitOrder(Order.OrderType.BID, new BigDecimal(-0.01), CurrencyPair.ADA_BNB, "1", new Date(), new BigDecimal(0.01));
    LimitOrder b2 = new LimitOrder(Order.OrderType.BID, new BigDecimal(0.01), CurrencyPair.ADA_BNB, "2", new Date(), new BigDecimal(0.01));
    bids.add(b1);
    bids.add(b2);
    OrderBook book = new OrderBook(new Date(), asks, bids);
    Assert.assertEquals(format("LimitOrder amount is <= 0 for %s", b1), BookSanityChecker.hasErrors(book));
}

Example 14 with OrderBook

use of org.knowm.xchange.dto.marketdata.OrderBook in project XChange by knowm.

the class BookSanityCheckerTest method testWithAsksWithBidsNoErrors.

@Test
public void testWithAsksWithBidsNoErrors() {
    ArrayList<LimitOrder> asks = new ArrayList<>();
    ArrayList<LimitOrder> bids = new ArrayList<>();
    asks.add(new LimitOrder(Order.OrderType.ASK, new BigDecimal(0.02), CurrencyPair.ADA_BNB, "1", new Date(), new BigDecimal(0.02)));
    bids.add(new LimitOrder(Order.OrderType.BID, new BigDecimal(0.01), CurrencyPair.ADA_BNB, "2", new Date(), new BigDecimal(0.01)));
    OrderBook book = new OrderBook(new Date(), asks, bids);
    Assert.assertNull(BookSanityChecker.hasErrors(book));
}

Example 15 with OrderBook

use of org.knowm.xchange.dto.marketdata.OrderBook in project XChange by knowm.

the class FtxStreamingMarketDataService method getOrderBook.

@Override
public Observable<OrderBook> getOrderBook(CurrencyPair currencyPair, Object... args) {
    OrderBook orderBook = new OrderBook(null, Lists.newArrayList(), Lists.newArrayList());
    String channelName = "orderbook:" + FtxAdapters.adaptCurrencyPairToFtxMarket(currencyPair);
    return service.subscribeChannel(channelName).map(res -> {
        try {
            return FtxStreamingAdapters.adaptOrderbookMessage(orderBook, currencyPair, res);
        } catch (IllegalStateException e) {
            LOG.warn("Resubscribing {} channel after adapter error {}", currencyPair, e.getMessage());
            orderBook.getBids().clear();
            orderBook.getAsks().clear();
            // Resubscribe to the channel
            this.service.sendMessage(service.getUnsubscribeMessage(channelName, args));
            this.service.sendMessage(service.getSubscribeMessage(channelName, args));
            return new OrderBook(null, Lists.newArrayList(), Lists.newArrayList(), false);
        }
    }).filter(ob -> ob.getBids().size() > 0 && ob.getAsks().size() > 0);
}