package com.xeiam.xchange.examples.bitstamp.marketdata;
import java.io.IOException;
import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.Collections;
import java.util.List;
import com.xeiam.xchange.Exchange;
import com.xeiam.xchange.ExchangeFactory;
import com.xeiam.xchange.bitstamp.BitstampExchange;
import com.xeiam.xchange.currency.CurrencyPair;
import com.xeiam.xchange.dto.marketdata.OrderBook;
import com.xeiam.xchange.dto.trade.LimitOrder;
import com.xeiam.xchange.service.polling.PollingMarketDataService;
import com.xeiam.xchart.Chart;
import com.xeiam.xchart.Series;
import com.xeiam.xchart.SeriesMarker;
import com.xeiam.xchart.StyleManager.ChartType;
import com.xeiam.xchart.SwingWrapper;
/**
* Demonstrate requesting OrderBook from Bitstamp and plotting it using XChart.
*/
public class DepthChartDemo {
public static void main(String[] args) throws IOException {
// Use the factory to get the version 1 Bitstamp exchange API using default settings
Exchange bitstampExchange = ExchangeFactory.INSTANCE.createExchange(BitstampExchange.class.getName());
// Interested in the public market data feed (no authentication)
PollingMarketDataService marketDataService = bitstampExchange.getPollingMarketDataService();
System.out.println("fetching data...");
// Get the current orderbook
OrderBook orderBook = marketDataService.getOrderBook(CurrencyPair.BTC_USD);
System.out.println("received data.");
System.out.println("plotting...");
// Create Chart
Chart chart = new Chart(800, 500);
// Customize Chart
chart.setChartTitle("Bitstamp Order Book");
chart.setYAxisTitle("BTC");
chart.setXAxisTitle("USD");
chart.getStyleManager().setChartType(ChartType.Area);
// BIDS
List<Number> xData = new ArrayList<Number>();
List<Number> yData = new ArrayList<Number>();
BigDecimal accumulatedBidUnits = new BigDecimal("0");
for (LimitOrder limitOrder : orderBook.getBids()) {
if (limitOrder.getLimitPrice().doubleValue() > 10) {
xData.add(limitOrder.getLimitPrice());
accumulatedBidUnits = accumulatedBidUnits.add(limitOrder.getTradableAmount());
yData.add(accumulatedBidUnits);
}
}
Collections.reverse(xData);
Collections.reverse(yData);
// Bids Series
Series series = chart.addSeries("bids", xData, yData);
series.setMarker(SeriesMarker.NONE);
// ASKS
xData = new ArrayList<Number>();
yData = new ArrayList<Number>();
BigDecimal accumulatedAskUnits = new BigDecimal("0");
for (LimitOrder limitOrder : orderBook.getAsks()) {
if (limitOrder.getLimitPrice().doubleValue() < 1000) {
xData.add(limitOrder.getLimitPrice());
accumulatedAskUnits = accumulatedAskUnits.add(limitOrder.getTradableAmount());
yData.add(accumulatedAskUnits);
}
}
// Asks Series
series = chart.addSeries("asks", xData, yData);
series.setMarker(SeriesMarker.NONE);
new SwingWrapper(chart).displayChart();
}
}