Package com.xeiam.xchange.dto.marketdata

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

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    List<LimitOrder> asks = BTCChinaAdapters.adaptOrders(btcChinaDepth.getAsksArray(), currencyPair, OrderType.ASK);
    Collections.reverse(asks);
    List<LimitOrder> bids = BTCChinaAdapters.adaptOrders(btcChinaDepth.getBidsArray(), currencyPair, OrderType.BID);

    return new OrderBook(BTCChinaAdapters.adaptDate(btcChinaDepth.getDate()), asks, bids);
  }
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  public static OrderBook adaptOrderBook(BTCChinaMarketDepth marketDepth, CurrencyPair currencyPair) {

    List<LimitOrder> asks = adaptLimitOrders(marketDepth.getAsks(), OrderType.ASK, currencyPair);
    List<LimitOrder> bids = adaptLimitOrders(marketDepth.getBids(), OrderType.BID, currencyPair);
    return new OrderBook(adaptDate(marketDepth.getDate()), asks, bids);
  }
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    return limitOrders;
  }

  public static OrderBook adaptOrderBook(BitMarketOrderBook bitMarketOrderBook, CurrencyPair currencyPair) {

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

    return orderBook;
  }
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    List<LimitOrder> asks = adaptLimitOrders(OrderType.ASK, depth.getAsks(), currencyPair);
    Collections.reverse(asks);

    List<LimitOrder> bids = adaptLimitOrders(OrderType.BID, depth.getBids(), currencyPair);
    return new OrderBook(new Date(), asks, bids);
  }
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  }

  private static void generic(PollingMarketDataService marketDataService) throws IOException {

    // Get the latest order book data for BTC/CAD
    OrderBook orderBook = marketDataService.getOrderBook(CurrencyPair.BTC_CAD);

    System.out.println("Current Order Book size for BTC / CAD: " + (orderBook.getAsks().size() + orderBook.getBids().size()));

    System.out.println("First Ask: " + orderBook.getAsks().get(0).toString());

    System.out.println("First Bid: " + orderBook.getBids().get(0).toString());

    System.out.println(orderBook.toString());
  }
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    // Interested in the public polling market data feed (no authentication)
    PollingMarketDataService marketDataService = okcoinExchange.getPollingMarketDataService();

    // Get the latest full order book data for NMC/XRP
    OrderBook orderBook = marketDataService.getOrderBook(CurrencyPair.BTC_CNY);
    System.out.println(orderBook.toString());
    System.out.println("full orderbook size: " + (orderBook.getAsks().size() + orderBook.getBids().size()));

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

    OrderBook orderBook = BTERAdapters.adaptOrderBook(depth, CurrencyPair.LTC_BTC);

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

    LimitOrder ask = asks.get(0);
    assertThat(ask.getLimitPrice()).isEqualTo("0.1785");
    assertThat(ask.getTradableAmount()).isEqualTo("1324.111");
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  }

  @Test
  public void testAdapter() {

    final OrderBook orderBook = JustcoinAdapters.adaptOrderBook(CurrencyPair.BTC_USD, justcoinDepth);

    final LimitOrder ask = orderBook.getAsks().get(0);
    assertThat(ask.getTradableAmount()).isEqualTo(justcoinDepth.getAsks().get(0).get(1));
    assertThat(ask.getLimitPrice()).isEqualTo(justcoinDepth.getAsks().get(0).get(0));
    final LimitOrder bid = orderBook.getBids().get(0);
    assertThat(bid.getTradableAmount()).isEqualTo(justcoinDepth.getBids().get(0).get(1));
    assertThat(bid.getLimitPrice()).isEqualTo(justcoinDepth.getBids().get(0).get(0));
  }
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    // Interested in the public polling market data feed (no authentication)
    PollingMarketDataService krakenMarketDataService = krakenExchange.getPollingMarketDataService();

    // Get the latest full order book data for NMC/XRP
    OrderBook orderBook = krakenMarketDataService.getOrderBook(CurrencyPair.BTC_EUR);
    System.out.println(orderBook.toString());
    System.out.println("full orderbook size: " + (orderBook.getAsks().size() + orderBook.getBids().size()));

    // Get the latest partial size order book data for NMC/XRP
    orderBook = krakenMarketDataService.getOrderBook(CurrencyPair.BTC_EUR, 3L);
    System.out.println(orderBook.toString());
    System.out.println("partial orderbook size: " + (orderBook.getAsks().size() + orderBook.getBids().size()));
  }
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      rawRetObj = streamObjectMapper.readValue(data, CoinfloorOrderbook.class);
    } catch (IOException e) {
      throw new ExchangeException("JSON parse error", e);
    }
    resultMap.put("raw", rawRetObj);
    OrderBook orderbook;

    synchronized (cachedDataSynchronizationObject) {
      List<LimitOrder> bidList = (cachedOrderBook == null ? new ArrayList<LimitOrder>() : cachedOrderBook.getBids());
      List<LimitOrder> askList = (cachedOrderBook == null ? new ArrayList<LimitOrder>() : cachedOrderBook.getAsks());
      List<CoinfloorOrder> orders = rawRetObj.getOrders();

      if (orders != null) {
        for (CoinfloorOrder order : orders) {
          if (order.getBaseQty().doubleValue() > 0) {
            bidList.add(adaptOrder(order));
          }
          else {
            askList.add(adaptOrder(order));
          }
        }
      }

      orderbook = new OrderBook(new Date(), askList, bidList);
      cachedOrderBook = orderbook;
    }
    resultMap.put("generic", orderbook);

    return resultMap;
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