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

Example 16 with OrderBook

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

the class BookSanityCheckerTest method testWithAsksLimitOrderError.

@Test
public void testWithAsksLimitOrderError() {
    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);
    OrderBook book = new OrderBook(new Date(), asks, bids);
    Assert.assertEquals(format("LimitOrder amount is <= 0 for %s", a1), BookSanityChecker.hasErrors(book));
}

Example 17 with OrderBook

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

the class BookSanityCheckerTest method testWithBidsWrongPriceOrder.

@Test
public void testWithBidsWrongPriceOrder() {
    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(0.02), CurrencyPair.ADA_BNB, "2", new Date(), new BigDecimal(0.02));
    bids.add(b1);
    bids.add(b2);
    OrderBook book = new OrderBook(new Date(), asks, bids);
    Assert.assertEquals(format("Wrong price order for LimitOrders %s, %s", b2, b1), BookSanityChecker.hasErrors(book));
}

Example 18 with OrderBook

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

the class BookSanityCheckerTest method testNoBidsNoErrors.

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

Example 19 with OrderBook

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

the class CryptopiaAdapters method adaptOrderBook.

/**
 * Adapts a CryptopiaOrderBook to an OrderBook Object
 *
 * @param cryptopiaOrderBook The exchange specific order book
 * @param currencyPair (e.g. BTC/USD)
 * @return The XChange OrderBook
 */
public static OrderBook adaptOrderBook(CryptopiaOrderBook cryptopiaOrderBook, CurrencyPair currencyPair) {
    List<LimitOrder> asks = createOrders(currencyPair, Order.OrderType.ASK, cryptopiaOrderBook.getAsks());
    List<LimitOrder> bids = createOrders(currencyPair, Order.OrderType.BID, cryptopiaOrderBook.getBids());
    return new OrderBook(new Date(), asks, bids);
}

Example 20 with OrderBook

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

the class OrderBookTest method testSerializeDeserialize.

@Test
public void testSerializeDeserialize() throws IOException {
    OrderBook jsonCopy = ObjectMapperHelper.viaJSON(orderBook);
    assertThat(jsonCopy.getTimeStamp()).isEqualTo(orderBook.getTimeStamp());
}