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

Example 21 with LimitOrder

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

the class dydxStreamingAdaptersTest method dydxOrderBookChanges.

@Test
public void dydxOrderBookChanges() {
    SortedMap<BigDecimal, BigDecimal> sideEntries = new TreeMap<>(Comparator.reverseOrder());
    List<LimitOrder> limitOrders = dydxStreamingAdapters.dydxOrderBookChanges(Order.OrderType.BID, CurrencyPair.ETH_USD, new String[][] { { "1840", "10" }, { "1850", "1" } }, sideEntries, 10, false);
    Assert.assertEquals(2, limitOrders.size());
    Assert.assertEquals(new BigDecimal(1850), limitOrders.get(0).getLimitPrice());
    Assert.assertEquals(new BigDecimal(1), limitOrders.get(0).getOriginalAmount());
    Assert.assertEquals(2, sideEntries.size());
    Assert.assertEquals(new BigDecimal(1850), sideEntries.firstKey());
    Assert.assertEquals(new BigDecimal(1), sideEntries.get(sideEntries.firstKey()));
}

Example 22 with LimitOrder

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

the class BookSanityChecker method hasErrors.

public static String hasErrors(Iterator<LimitOrder> side) {
    if (!side.hasNext())
        return null;
    LimitOrder prev = side.next();
    String check = hasErrors(prev);
    if (check != null)
        return check;
    while (side.hasNext()) {
        LimitOrder curr = side.next();
        check = hasErrors(curr);
        if (check != null)
            return check;
        if (prev.getLimitPrice().compareTo(curr.getLimitPrice()) >= 0)
            return format("Wrong price order for LimitOrders %s, %s", prev, curr);
        prev = curr;
    }
    return null;
}

Example 23 with LimitOrder

use of org.knowm.xchange.dto.trade.LimitOrder 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 24 with LimitOrder

use of org.knowm.xchange.dto.trade.LimitOrder 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 25 with LimitOrder

use of org.knowm.xchange.dto.trade.LimitOrder 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));
}