Package com.xeiam.xchange.dto.marketdata

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

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  public static OrderBook adaptOrderBook(final CurrencyPair currencyPair, final JustcoinDepth justcoinDepth) {

    final List<LimitOrder> asks = JustcoinAdapters.adaptOrders(justcoinDepth.getAsks(), currencyPair, OrderType.ASK);
    final List<LimitOrder> bids = JustcoinAdapters.adaptOrders(justcoinDepth.getBids(), currencyPair, OrderType.BID);

    return new OrderBook(null, asks, bids);
  }
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    // Adapt to XChange DTOs
    List<LimitOrder> asks = VaultOfSatoshiAdapters.adaptOrders(vaultOfSatoshiDepth.getAsks(), currencyPair, "ask", "");
    List<LimitOrder> bids = VaultOfSatoshiAdapters.adaptOrders(vaultOfSatoshiDepth.getBids(), currencyPair, "bid", "");

    return new OrderBook(new Date(vaultOfSatoshiDepth.getTimestamp() / 1000L), asks, bids);
  }
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    // 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.getTradableAmount()).isEqualTo("22.371");
    assertThat(order.getCurrencyPair()).isEqualTo(CurrencyPair.BTC_USD);
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    return limitOrders;
  }

  public static OrderBook adaptOrderBook(LakeBTCOrderBook lakeBTCOrderBook, CurrencyPair currencyPair) {

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

    return orderBook;
  }
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    } else {
      timeStamp = new Date();
      asks = Collections.emptyList();
      bids = Collections.emptyList();
    }
    return new OrderBook(timeStamp, asks, bids);
  }
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      BigDecimal[] bid = bids[i];
      LimitOrder order = new LimitOrder.Builder(OrderType.BID, CurrencyPair.BTC_USD).limitPrice(bid[0]).tradableAmount(bid[1]).build();
      bidOrders.add(order);
    }

    return new OrderBook(timeStamp, askOrders, bidOrders);
  }
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      }

      @Override
      public void onDepth(CoinsetterPair[] depth) {

        OrderBook orderBook = CoinsetterAdapters.adaptOrderBook(depth);
        putEvent(new DefaultExchangeEvent(ExchangeEventType.DEPTH, null, orderBook));
      }
    });
  }
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      }
    }
    if (depth == null) {
      depth = getPoloniexDepth(currencyPair);
    }
    OrderBook orderBook = PoloniexAdapters.adaptPoloniexDepth(depth, currencyPair);
    return orderBook;
  }
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  @Test
  public void testAdaptOrderBook() throws JsonParseException, JsonMappingException, IOException {

    CoinsetterPair[] coinsetterPairs = ObjectMapperHelper.readValue(getClass().getResource("dto/marketdata/depth-websockets.json"), CoinsetterPair[].class);
    OrderBook orderBook = CoinsetterAdapters.adaptOrderBook(coinsetterPairs);

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

    assertEquals(new BigDecimal("514.49"), asks.get(0).getLimitPrice());
    assertEquals(new BigDecimal("0.51"), asks.get(0).getTradableAmount());

    assertEquals(new BigDecimal("514.5"), asks.get(1).getLimitPrice());
    assertEquals(new BigDecimal("0.49"), asks.get(1).getTradableAmount());

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

    assertEquals(new BigDecimal("512.51"), bids.get(0).getLimitPrice());
    assertEquals(new BigDecimal("0.03"), bids.get(0).getTradableAmount());

    assertEquals(new BigDecimal("512.5"), bids.get(1).getLimitPrice());
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  @Test
  public void testAdaptOrderBookForDepth() throws JsonParseException, JsonMappingException, IOException {

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

    // 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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