Examples of OrderBook

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

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    // Use Jackson to parse it
    ObjectMapper mapper = new ObjectMapper();
    CryptoTradeDepth depth = mapper.readValue(is, CryptoTradeDepth.class);

    OrderBook orderBook = CryptoTradeAdapters.adaptOrderBook(CurrencyPair.BTC_USD, depth);

    List<LimitOrder> asks = orderBook.getAsks();
    assertThat(asks.size()).isEqualTo(3);

    LimitOrder ask = asks.get(0);
    assertThat(ask.getLimitPrice()).isEqualTo(new BigDecimal("102"));
    assertThat(ask.getTradableAmount()).isEqualTo("0.81718312");

    List<LimitOrder> bids = orderBook.getBids();
    assertThat(bids.size()).isEqualTo(3);

    LimitOrder bid = bids.get(2);
    assertThat(bid.getLimitPrice()).isEqualTo(new BigDecimal("99.03"));
    assertThat(bid.getTradableAmount()).isEqualTo("4");
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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  public static OrderBook adaptOrderbook(BitcoiniumOrderbook bitcoiniumOrderbook, CurrencyPair currencyPair) {

    List<LimitOrder> asks = createOrders(currencyPair, Order.OrderType.ASK, bitcoiniumOrderbook.getAsks());
    List<LimitOrder> bids = createOrders(currencyPair, Order.OrderType.BID, bitcoiniumOrderbook.getBids());
    Date date = new Date(bitcoiniumOrderbook.getBitcoiniumTicker().getTimestamp()); // Note, this is the timestamp of the piggy-backed Ticker.
    return new OrderBook(date, asks, bids);

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

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    // Use Jackson to parse it
    ObjectMapper mapper = new ObjectMapper();
    BitcoiniumOrderbook bitcoiniumDepth = mapper.readValue(is, BitcoiniumOrderbook.class);

    OrderBook orderBook = BitcoiniumAdapters.adaptOrderbook(bitcoiniumDepth, CurrencyPair.BTC_USD);

    // Verify all fields filled
    assertThat(orderBook.getAsks().get(0).getLimitPrice()).isEqualTo(new BigDecimal("522.9"));
    assertThat(orderBook.getAsks().get(0).getType()).isEqualTo(OrderType.ASK);
    assertThat(orderBook.getAsks().get(0).getTradableAmount()).isEqualTo(new BigDecimal("1.07"));
    assertThat(orderBook.getAsks().get(0).getCurrencyPair()).isEqualTo(CurrencyPair.BTC_USD);
  }
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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  public static OrderBook adaptOrderBook(BitfinexDepth btceDepth, CurrencyPair currencyPair) {

    OrdersContainer asksOrdersContainer = adaptOrders(btceDepth.getAsks(), currencyPair, OrderType.ASK);
    OrdersContainer bidsOrdersContainer = adaptOrders(btceDepth.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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   * @param currencyPair
   * @return
   */
  public static OrderBook adaptOrderBook(BitbayOrderBook bitbayOrderBook, CurrencyPair currencyPair) {

    OrderBook orderBook =
        new OrderBook(new Date(), transformArrayToLimitOrders(bitbayOrderBook.getAsks(), OrderType.ASK, currencyPair), transformArrayToLimitOrders(bitbayOrderBook.getBids(), OrderType.BID,
            currencyPair));

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

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    List<LimitOrder> asks = adaptOrderBook(BitVcDepth.getAsks(), ASK, currencyPair);
    Collections.reverse(asks);

    List<LimitOrder> bids = adaptOrderBook(BitVcDepth.getBids(), 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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  @Test
  public void testAdaptOrderBookBTCChinaDepth() throws IOException {

    BTCChinaDepth btcChinaDepth = mapper.readValue(getClass().getResource("/marketdata/example-depth-data.json"), BTCChinaDepth.class);
    OrderBook orderBook = BTCChinaAdapters.adaptOrderBook(btcChinaDepth, CurrencyPair.BTC_CNY);

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

    // bid 4.51@544.83
    assertEquals(new BigDecimal("544.83"), bids.get(0).getLimitPrice());
    assertEquals(new BigDecimal("4.51"), bids.get(0).getTradableAmount());
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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  public static OrderBook adaptOrderBook(CurrencyPair currencyPair, CryptoTradeDepth cryptoTradeDepth) {

    List<LimitOrder> asks = CryptoTradeAdapters.adaptOrders(cryptoTradeDepth.getAsks(), currencyPair, OrderType.ASK);
    List<LimitOrder> bids = CryptoTradeAdapters.adaptOrders(cryptoTradeDepth.getBids(), currencyPair, OrderType.BID);

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

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  @Test
  public void testAdaptOrderBook() throws IOException {

    BTCChinaGetMarketDepthResponse response = mapper.readValue(getClass().getResourceAsStream("dto/trade/response/getMarketDepth2.json"), BTCChinaGetMarketDepthResponse.class);
    OrderBook orderBook = BTCChinaAdapters.adaptOrderBook(response.getResult().getMarketDepth(), CurrencyPair.BTC_CNY);
    List<LimitOrder> bids = orderBook.getBids();
    List<LimitOrder> asks = orderBook.getAsks();
    assertEquals(2, bids.size());
    assertEquals(2, asks.size());

    // bid 1@99
    assertEquals(new BigDecimal("99"), bids.get(0).getLimitPrice());
    assertEquals(new BigDecimal("1"), bids.get(0).getTradableAmount());
    assertEquals(CurrencyPair.BTC_CNY, bids.get(0).getCurrencyPair());
    assertEquals(OrderType.BID, bids.get(0).getType());

    // bid 2@98
    assertEquals(new BigDecimal("98"), bids.get(1).getLimitPrice());
    assertEquals(new BigDecimal("2"), bids.get(1).getTradableAmount());
    assertEquals(CurrencyPair.BTC_CNY, bids.get(1).getCurrencyPair());
    assertEquals(OrderType.BID, bids.get(1).getType());

    // ask 0.997@100
    assertEquals(new BigDecimal("100"), asks.get(0).getLimitPrice());
    assertEquals(new BigDecimal("0.997"), asks.get(0).getTradableAmount());
    assertEquals(CurrencyPair.BTC_CNY, asks.get(0).getCurrencyPair());
    assertEquals(OrderType.ASK, asks.get(0).getType());

    // ask 2@101
    assertEquals(new BigDecimal("101"), asks.get(1).getLimitPrice());
    assertEquals(new BigDecimal("2"), asks.get(1).getTradableAmount());
    assertEquals(CurrencyPair.BTC_CNY, asks.get(1).getCurrencyPair());
    assertEquals(OrderType.ASK, asks.get(1).getType());

    assertEquals(1407060232000L, orderBook.getTimeStamp().getTime());
  }
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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    LimitOrder bidOrder = new LimitOrder(OrderType.BID, BigDecimal.ONE, CurrencyPair.BTC_USD, "", null, BigDecimal.TEN);

    List<LimitOrder> asks = new ArrayList<LimitOrder>(Arrays.asList(askOrder));
    List<LimitOrder> bids = new ArrayList<LimitOrder>(Arrays.asList(bidOrder));
    Date timeStamp = new Date(0);
    orderBook = new OrderBook(timeStamp, asks, bids);

  }
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