Examples of OrderBook

Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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  @Test
  public void testAdaptOrderBookForFullDepth() throws JsonParseException, JsonMappingException, IOException {

    CoinsetterListDepth coinsetterListDepth = ObjectMapperHelper.readValue(getClass().getResource("dto/marketdata/full_depth.json"), CoinsetterListDepth.class);
    OrderBook orderBook = CoinsetterAdapters.adaptOrderBook(coinsetterListDepth);

    assertEquals(1323424234L, orderBook.getTimeStamp().getTime());

    // asks should be sorted ascending
    List<LimitOrder> asks = orderBook.getAsks();

    assertEquals(new BigDecimal("0.0"), asks.get(0).getLimitPrice());
    assertEquals(new BigDecimal("0.0"), asks.get(0).getTradableAmount());

    assertEquals(new BigDecimal("1000.0"), asks.get(9).getLimitPrice());
    assertEquals(new BigDecimal("0.92"), asks.get(9).getTradableAmount());

    // bids should be sorted descending
    List<LimitOrder> bids = orderBook.getBids();

    assertEquals(new BigDecimal("703.0"), bids.get(0).getLimitPrice());
    assertEquals(new BigDecimal("0.15"), bids.get(0).getTradableAmount());

    assertEquals(new BigDecimal("700.0"), bids.get(1).getLimitPrice());
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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  public static OrderBook adaptOrderBook(KrakenDepth krakenDepth, CurrencyPair currencyPair) {

    OrdersContainer asksOrdersContainer = adaptOrders(krakenDepth.getAsks(), currencyPair, OrderType.ASK);
    OrdersContainer bidsOrdersContainer = adaptOrders(krakenDepth.getBids(), currencyPair, OrderType.BID);

    return new OrderBook(new Date(Math.max(asksOrdersContainer.getTimestamp(), bidsOrdersContainer.getTimestamp())), asksOrdersContainer.getLimitOrders(), bidsOrdersContainer.getLimitOrders());
  }
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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      // String type = groupedOrder.getString("type");
      String totalamount = groupedOrder.getString("totalamount");
      bids.add(new LimitOrder.Builder(OrderType.BID, currencyPair).limitPrice(new BigDecimal(price)).tradableAmount(new BigDecimal(totalamount)).build());
    }

    return new OrderBook(new Date(), asks, bids);
  }
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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  public static OrderBook adaptOrderBook(HitbtcOrderBook hitbtcOrderBook, CurrencyPair currencyPair) {

    List<LimitOrder> asks = adaptMarketOrderToLimitOrder(hitbtcOrderBook.getAsks(), OrderType.ASK, currencyPair);
    List<LimitOrder> bids = adaptMarketOrderToLimitOrder(hitbtcOrderBook.getBids(), OrderType.BID, currencyPair);

    return new OrderBook(new Date(), asks, bids);
  }
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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   */
  public static OrderBook adaptOrders(CampBXOrderBook orderBook, CurrencyPair currencyPair) {

    List<LimitOrder> asks = createOrders(currencyPair, Order.OrderType.ASK, orderBook.getAsks());
    List<LimitOrder> bids = createOrders(currencyPair, Order.OrderType.BID, orderBook.getBids());
    return new OrderBook(null, asks, bids);
  }
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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      }
    }

    BitfinexDepth bitfinexDepth = getBitfinexOrderBook(BitfinexUtils.toPairString(currencyPair), limitBids, limitAsks);

    OrderBook orderBook = BitfinexAdapters.adaptOrderBook(bitfinexDepth, currencyPair);

    return orderBook;
  }
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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    KrakenDepthResult krakenDepthResult = mapper.readValue(is, KrakenDepthResult.class);
    Map<String, KrakenDepth> krakenDepths = krakenDepthResult.getResult();
    String krakenAssetPair = "XXBTZEUR";
    KrakenDepth krakenDepth = krakenDepths.get(krakenAssetPair);

    OrderBook orderBook = KrakenAdapters.adaptOrderBook(krakenDepth, CurrencyPair.BTC_EUR);

    List<LimitOrder> asks = orderBook.getAsks();

    assertThat(asks.size()).isEqualTo(3);
    LimitOrder order = asks.get(0);
    assertThat(order.getLimitPrice()).isEqualTo(new BigDecimal("530.75513"));
    assertThat(order.getTradableAmount()).isEqualTo("0.248");
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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  public static OrderBook adaptOrderBook(CexIODepth depth, CurrencyPair currencyPair) {

    List<LimitOrder> asks = createOrders(currencyPair, Order.OrderType.ASK, depth.getAsks());
    List<LimitOrder> bids = createOrders(currencyPair, Order.OrderType.BID, depth.getBids());
    Date date = new Date(depth.getTimestamp() * 1000);
    return new OrderBook(date, asks, bids);
  }
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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  @Test
  public void testAdaptDepth() throws JSONException, IOException {

    JSONObject jsonObject = new JSONObject(IOUtils.toString(getClass().getResource("grouporder.json"), Charsets.UTF_8));
    OrderBook depth = BTCChinaJSONObjectAdapters.adaptDepth(jsonObject);

    // asks should be sorted ascending
    assertEquals(OrderType.ASK, depth.getAsks().get(0).getType());
    assertEquals(new BigDecimal("2403.37"), depth.getAsks().get(0).getLimitPrice());
    assertEquals(new BigDecimal("0.113"), depth.getAsks().get(0).getTradableAmount());

    assertEquals(OrderType.ASK, depth.getAsks().get(1).getType());
    assertEquals(new BigDecimal("2403.39"), depth.getAsks().get(1).getLimitPrice());
    assertEquals(new BigDecimal("4.9328"), depth.getAsks().get(1).getTradableAmount());

    // bids should be sorted descending
    assertEquals(OrderType.BID, depth.getBids().get(0).getType());
    assertEquals(new BigDecimal("2401.8"), depth.getBids().get(0).getLimitPrice());
    assertEquals(new BigDecimal("3.2666"), depth.getBids().get(0).getTradableAmount());

    assertEquals(OrderType.BID, depth.getBids().get(1).getType());
    assertEquals(new BigDecimal("2401.73"), depth.getBids().get(1).getLimitPrice());
    assertEquals(new BigDecimal("0.6024"), depth.getBids().get(1).getTradableAmount());
  }
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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    // Adapt to XChange DTOs
    List<LimitOrder> asks = ANXAdapters.adaptOrders(anxDepthWrapper.getAnxDepth().getAsks(), currencyPair.baseSymbol, currencyPair.counterSymbol, "ask", "");
    List<LimitOrder> bids = ANXAdapters.adaptOrders(anxDepthWrapper.getAnxDepth().getBids(), currencyPair.baseSymbol, currencyPair.counterSymbol, "bid", "");
    Date date = new Date(anxDepthWrapper.getAnxDepth().getMicroTime() / 1000);
    return new OrderBook(date, asks, bids);
  }
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