Examples of OrderBook

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

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        bidList.add(adaptOrder(rawRetObj));
      }
      else {
        askList.add(adaptOrder(rawRetObj));
      }
      cachedOrderBook = new OrderBook(new Date(), askList, bidList);
    }

    resultMap.put("generic", adaptOrder(rawRetObj));
    resultMap.put("raw", rawRetObj);
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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            askList.remove(i);
            break;
          }
        }
      }
      cachedOrderBook = new OrderBook(new Date(), askList, bidList);
    }

    resultMap.put("generic", adaptOrder(rawRetObj));
    resultMap.put("raw", rawRetObj);
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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            askList.remove(i);
            break;
          }
        }
      }
      cachedOrderBook = new OrderBook(new Date(), askList, bidList);

      OrderType type = (rawRetObj.getBidId() > rawRetObj.getAskId() ? OrderType.BID : OrderType.ASK);
      BigDecimal limitPrice = rawRetObj.getPrice();

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

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    // Interested in the public polling market data feed (no authentication)
    PollingMarketDataService marketDataService = exchange.getPollingMarketDataService();

    // Get the latest order book data for GHs/BTC
    OrderBook orderBook = marketDataService.getOrderBook(new CurrencyPair(Currencies.GHs, Currencies.BTC));

    System.out.println("Current Order Book size for GHS/BTC: " + (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("Timestamp: " + orderBook.getTimeStamp().toString());
    // System.out.println(orderBook.toString());
  }
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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    List<LimitOrder> asks = BTERAdapters.adaptOrders(depth.getAsks(), currencyPair, OrderType.ASK);
    Collections.reverse(asks);
    List<LimitOrder> bids = BTERAdapters.adaptOrders(depth.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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  public static OrderBook adaptPoloniexDepth(PoloniexDepth depth, CurrencyPair currencyPair) {

    List<LimitOrder> asks = adaptPoloniexPublicOrders(depth.getAsks(), OrderType.ASK, currencyPair);
    List<LimitOrder> bids = adaptPoloniexPublicOrders(depth.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 adaptOrderBook(BitstampOrderBook bitstampOrderBook, CurrencyPair currencyPair, int timeScale) {

    List<LimitOrder> asks = createOrders(currencyPair, Order.OrderType.ASK, bitstampOrderBook.getAsks());
    List<LimitOrder> bids = createOrders(currencyPair, Order.OrderType.BID, bitstampOrderBook.getBids());
    Date date = new Date(bitstampOrderBook.getTimestamp() * timeScale); // polled order books provide a timestamp in seconds, stream in ms
    return new OrderBook(date, asks, bids);
  }
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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    // Adapt to XChange DTOs
    List<LimitOrder> asks = VirtExAdapters.adaptOrders(virtExDepth.getAsks(), currencyPair.counterSymbol, "ask", "");
    List<LimitOrder> bids = VirtExAdapters.adaptOrders(virtExDepth.getBids(), currencyPair.counterSymbol, "bid", "");

    return new OrderBook(null, 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();
    BitstampOrderBook bitstampOrderBook = mapper.readValue(is, BitstampOrderBook.class);

    OrderBook orderBook = BitstampAdapters.adaptOrderBook(bitstampOrderBook, CurrencyPair.BTC_USD, 1000);
    assertThat(orderBook.getBids().size()).isEqualTo(1281);

    // verify all fields filled
    assertThat(orderBook.getBids().get(0).getLimitPrice().toString()).isEqualTo("123.09");
    assertThat(orderBook.getBids().get(0).getType()).isEqualTo(OrderType.BID);
    assertThat(orderBook.getBids().get(0).getTradableAmount()).isEqualTo(new BigDecimal("0.16248274"));
    assertThat(orderBook.getBids().get(0).getCurrencyPair()).isEqualTo(CurrencyPair.BTC_USD);
    SimpleDateFormat f = new SimpleDateFormat("yyyy-MM-dd HH:mm:ss");
    f.setTimeZone(TimeZone.getTimeZone("UTC"));
    String dateString = f.format(orderBook.getTimeStamp());
    assertThat(dateString).isEqualTo("2013-09-10 12:31:44");
  }
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Examples of com.xeiam.xchange.dto.marketdata.OrderBook

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    // Interested in the public market data feed (no authentication)
    PollingMarketDataService marketDataService = anx.getPollingMarketDataService();

    // Get the current full orderbook
    OrderBook fullOrderBook = marketDataService.getOrderBook(CurrencyPair.BTC_USD);
    for (LimitOrder limitOrder : fullOrderBook.getAsks()) {
      System.out.println(limitOrder);
    }
    int i = 0;
    for (LimitOrder limitOrder : fullOrderBook.getBids()) {
      System.out.println(i + " : " + limitOrder);
      i++;
    }

    System.out.println("Current Full Order Book size for BTC / USD: " + (fullOrderBook.getAsks().size() + fullOrderBook.getBids().size()));

  }
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