package com.xeiam.xchange.bitfinex.v1;
import com.xeiam.xchange.bitfinex.v1.dto.marketdata.BitfinexLevel;
import com.xeiam.xchange.bitfinex.v1.dto.trade.BitfinexOrderStatusResponse;
import com.xeiam.xchange.bitfinex.v1.dto.trade.BitfinexTradeResponse;
import com.xeiam.xchange.currency.CurrencyPair;
import com.xeiam.xchange.dto.Order;
import com.xeiam.xchange.dto.Order.OrderType;
import com.xeiam.xchange.dto.marketdata.Trade;
import com.xeiam.xchange.dto.marketdata.Trades;
import com.xeiam.xchange.dto.trade.LimitOrder;
import com.xeiam.xchange.dto.trade.OpenOrders;
import java.math.BigDecimal;
import org.junit.Test;
import static org.junit.Assert.*;
public class BitfinexAdaptersTest {
private final static String MARKET = "bitfinex";
private final static String EXCHANGE = "exchange";
private final static String SYMBOL = "BTCUSD";
@Test
public void testAdaptOrdersToOrdersContainer() {
BitfinexLevel[] levels = initLevels();
BitfinexAdapters.OrdersContainer container = BitfinexAdapters.adaptOrders(levels, CurrencyPair.BTC_USD, OrderType.BID);
BitfinexLevel lastLevel = levels[levels.length - 1];
assertEquals(lastLevel.getTimestamp().multiply(new BigDecimal(1000l)).longValue(), container.getTimestamp());
assertEquals(container.getLimitOrders().size(), levels.length);
for (int i = 0; i < levels.length; i++) {
LimitOrder order = container.getLimitOrders().get(i);
long expectedTimestampMillis = levels[i].getTimestamp().multiply(new BigDecimal(1000l)).longValue();
assertEquals(levels[i].getAmount(), order.getTradableAmount());
assertEquals(expectedTimestampMillis, order.getTimestamp().getTime());
assertEquals(levels[i].getPrice(), order.getLimitPrice());
}
}
/**
* Create 60 {@link BitfinexLevel}s. The values increase as the array index does. The timestamps
* increase by 1 second + 1 minute + 1 hour + 1 day in order to test the correct handling of the
* given timestamp.
*
* @return The generated responses.
*/
private BitfinexLevel[] initLevels() {
BitfinexLevel[] responses = new BitfinexLevel[60];
for (int i = 0; i < responses.length; i++) {
BigDecimal price = new BigDecimal(350l + i);
BigDecimal timestamp = new BigDecimal("1414669893.823615468").add(new BigDecimal(i * (1 + 60 + 60 * 60 + 60 * 60 * 24)));
BigDecimal amount = new BigDecimal(1l + i);
responses[i] = new BitfinexLevel(price, amount, timestamp);
}
return responses;
}
@Test
public void testAdaptOrdersToOpenOrders() {
BitfinexOrderStatusResponse[] responses = initOrderStatusResponses();
OpenOrders orders = BitfinexAdapters.adaptOrders(responses);
assertEquals(orders.getOpenOrders().size(), responses.length);
for (int i = 0; i < responses.length; i++) {
LimitOrder order = orders.getOpenOrders().get(i);
long expectedTimestampMillis = responses[i].getTimestamp().multiply(new BigDecimal(1000l)).longValue();
Order.OrderType expectedOrderType = responses[i].getSide().equalsIgnoreCase("buy")
? Order.OrderType.BID
: Order.OrderType.ASK;
assertEquals(String.valueOf(responses[i].getId()), order.getId());
assertEquals(responses[i].getRemainingAmount(), order.getTradableAmount());
assertEquals(BitfinexAdapters.adaptCurrencyPair(SYMBOL), order.getCurrencyPair());
assertEquals(expectedOrderType, order.getType());
assertEquals(expectedTimestampMillis, order.getTimestamp().getTime());
assertEquals(responses[i].getPrice(), order.getLimitPrice());
}
}
/**
* Create 60 {@link BitfinexOrderStatusResponse}s. The values increase as array index does. The
* timestamps increase by 1 second + 1 minute + 1 hour + 1 day in order to test the correct
* handling of the given timestamp.
*
* @return The generated responses.
*/
private BitfinexOrderStatusResponse[] initOrderStatusResponses() {
BitfinexOrderStatusResponse[] responses = new BitfinexOrderStatusResponse[60];
for (int i = 0; i < responses.length; i++) {
BigDecimal price = new BigDecimal(350l + i);
BigDecimal avgExecutionPrice = price.add(new BigDecimal(0.25 * i));
String side = i % 2 == 0 ? "buy" : "sell";
String type = "limit";
BigDecimal timestamp = new BigDecimal("1414658239.41373654").add(new BigDecimal(i * (1 + 60 + 60 * 60 + 60 * 60 * 24)));
boolean isLive = false;
boolean isCancelled = false;
boolean wasForced = false;
BigDecimal originalAmount = new BigDecimal("70");
BigDecimal remainingAmount = originalAmount.subtract(new BigDecimal(i * 1));
BigDecimal executedAmount = originalAmount.subtract(remainingAmount);
responses[i] = new BitfinexOrderStatusResponse(i, SYMBOL, EXCHANGE, price, avgExecutionPrice, side, type, timestamp, isLive, isCancelled, wasForced, originalAmount, remainingAmount, executedAmount);
}
return responses;
}
@Test
public void testAdaptTradeHistory() {
BitfinexTradeResponse[] responses = initTradeResponses();
Trades trades = BitfinexAdapters.adaptTradeHistory(responses, SYMBOL);
assertEquals(trades.getTrades().size(), responses.length);
for (int i = 0; i < responses.length; i++) {
Trade trade = trades.getTrades().get(i);
long expectedTimestampMillis = responses[i].getTimestamp().multiply(new BigDecimal(1000l)).longValue();
Order.OrderType expectedOrderType = responses[i].getType().equalsIgnoreCase("buy")
? OrderType.BID
: OrderType.ASK;
assertEquals(responses[i].getPrice(), trade.getPrice());
assertEquals(responses[i].getAmount(), trade.getTradableAmount());
assertEquals(BitfinexAdapters.adaptCurrencyPair(SYMBOL), trade.getCurrencyPair());
assertEquals(expectedTimestampMillis, trade.getTimestamp().getTime());
assertEquals(expectedOrderType, trade.getType());
assertEquals(responses[i].getTradeId(), trade.getId());
}
}
/**
* Create 60 {@link BitfinexTradeResponse}s. The values increase as array index does. The
* timestamps increase by 1 second + 1 minute + 1 hour + 1 day in order to test the correct
* handling of the given timestamp.
*
* @return The generated responses.
*/
private BitfinexTradeResponse[] initTradeResponses() {
BitfinexTradeResponse[] responses = new BitfinexTradeResponse[60];
int tradeId = 2000;
int orderId = 1000;
for (int i = 0; i < responses.length; i++) {
BigDecimal price = new BigDecimal(350l + i);
BigDecimal amount = new BigDecimal(1l + i);
BigDecimal timestamp = new BigDecimal("1414658239.41373654").add(new BigDecimal(i * (1 + 60 + 60 * 60 + 60 * 60 * 24)));
String type = i % 2 == 0 ? "buy" : "sell";
String tradeIdString = String.valueOf(tradeId++);
String orderIdString = String.valueOf(orderId++);
BigDecimal feeAmount = new BigDecimal(0l);
String feeCurrency = "USD";
responses[i] = new BitfinexTradeResponse(price, amount, timestamp, MARKET, type, tradeIdString, orderIdString, feeAmount, feeCurrency);
}
return responses;
}
}