Examples with LimitOrder org.knowm.xchange.dto.trade.LimitOrder used on opensource projects

Example 16 with LimitOrder

use of org.knowm.xchange.dto.trade.LimitOrder 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 17 with LimitOrder

use of org.knowm.xchange.dto.trade.LimitOrder 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 18 with LimitOrder

use of org.knowm.xchange.dto.trade.LimitOrder 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 19 with LimitOrder

use of org.knowm.xchange.dto.trade.LimitOrder 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 20 with LimitOrder

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

the class dydxStreamingAdapters method dydxOrderBookChanges.

public static List<LimitOrder> dydxOrderBookChanges(org.knowm.xchange.dto.Order.OrderType orderType, CurrencyPair currencyPair, String[][] changes, SortedMap<BigDecimal, BigDecimal> sideEntries, int maxDepth, boolean isV1) {
    if (sideEntries == null) {
        return Collections.emptyList();
    }
    if (changes != null) {
        for (String[] level : changes) {
            BigDecimal price;
            BigDecimal volume;
            if (isV1) {
                price = new BigDecimal(level[level.length - 2]).movePointRight(amounts.get(currencyPair.base) - amounts.get(currencyPair.counter));
                volume = new BigDecimal(level[level.length - 1]).movePointLeft(amounts.get(currencyPair.base));
            } else {
                price = new BigDecimal(level[level.length - 2]);
                volume = new BigDecimal(level[level.length - 1]);
            }
            sideEntries.put(price, volume);
        }
    }
    Stream<Map.Entry<BigDecimal, BigDecimal>> stream = sideEntries.entrySet().stream().filter(level -> level.getValue().compareTo(BigDecimal.ZERO) != 0);
    if (maxDepth != 0) {
        stream = stream.limit(maxDepth);
    }
    return stream.map(level -> new LimitOrder(orderType, level.getValue(), currencyPair, "0", null, level.getKey())).collect(Collectors.toList());
}