本文整理了Java中org.knowm.xchange.dto.marketdata.OrderBook.getOrders()
方法的一些代码示例,展示了OrderBook.getOrders()
的具体用法。这些代码示例主要来源于Github
/Stackoverflow
/Maven
等平台,是从一些精选项目中提取出来的代码,具有较强的参考意义,能在一定程度帮忙到你。OrderBook.getOrders()
方法的具体详情如下:
包路径:org.knowm.xchange.dto.marketdata.OrderBook
类名称:OrderBook
方法名:getOrders
暂无
代码示例来源:origin: knowm/XChange
/**
* Given a new LimitOrder, it will replace a matching limit order in the orderbook if one is
* found, or add the new LimitOrder if one is not. timeStamp will be updated if the new timestamp
* is non-null and in the future.
*
* @param limitOrder the new LimitOrder
*/
public void update(LimitOrder limitOrder) {
update(getOrders(limitOrder.getType()), limitOrder);
updateDate(limitOrder.getTimestamp());
}
代码示例来源:origin: knowm/XChange
/**
* Given an OrderBookUpdate, it will replace a matching limit order in the orderbook if one is
* found, or add a new if one is not. timeStamp will be updated if the new timestamp is non-null
* and in the future.
*
* @param orderBookUpdate the new OrderBookUpdate
*/
public void update(OrderBookUpdate orderBookUpdate) {
LimitOrder limitOrder = orderBookUpdate.getLimitOrder();
List<LimitOrder> limitOrders = getOrders(limitOrder.getType());
int idx = Collections.binarySearch(limitOrders, limitOrder);
if (idx >= 0) {
limitOrders.remove(idx);
} else {
idx = -idx - 1;
}
if (orderBookUpdate.getTotalVolume().compareTo(BigDecimal.ZERO) != 0) {
LimitOrder updatedOrder = withAmount(limitOrder, orderBookUpdate.getTotalVolume());
limitOrders.add(idx, updatedOrder);
}
updateDate(limitOrder.getTimestamp());
}
代码示例来源:origin: bitrich-info/xchange-stream
public static String hasErrors(OrderBook book) {
List<LimitOrder> asks = book.getOrders(Order.OrderType.ASK);
if (!Objects.equals(asks, book.getAsks())) return "Asks did not match for OrderBook";
List<LimitOrder> bids = book.getOrders(Order.OrderType.BID);
if (!Objects.equals(bids, book.getBids())) return "Bids did not match for OrderBook";
LimitOrder bestAsk = null;
if (!asks.isEmpty()) {
bestAsk = asks.get(0);
String askCheck = hasErrors(asks.iterator());
if (askCheck != null) return askCheck;
}
LimitOrder bestBid = null;
if (!bids.isEmpty()) {
bestBid = bids.get(0);
String bidCheck = hasErrors(CollectionUtils.descendingIterable(bids).iterator());
if (bidCheck != null) return bidCheck;
}
if (bestAsk != null && bestBid != null
&& bestAsk.getLimitPrice().compareTo(bestBid.getLimitPrice()) <= 0)
return format("Got incorrect best ask and bid %s, %s", bestAsk, bestBid);
return null;
}
代码示例来源:origin: org.knowm.xchange/xchange-core
/**
* Given a new LimitOrder, it will replace a matching limit order in the orderbook if one is
* found, or add the new LimitOrder if one is not. timeStamp will be updated if the new timestamp
* is non-null and in the future.
*
* @param limitOrder the new LimitOrder
*/
public void update(LimitOrder limitOrder) {
update(getOrders(limitOrder.getType()), limitOrder);
updateDate(limitOrder.getTimestamp());
}
代码示例来源:origin: org.knowm.xchange/xchange-core
/**
* Given an OrderBookUpdate, it will replace a matching limit order in the orderbook if one is
* found, or add a new if one is not. timeStamp will be updated if the new timestamp is non-null
* and in the future.
*
* @param orderBookUpdate the new OrderBookUpdate
*/
public void update(OrderBookUpdate orderBookUpdate) {
LimitOrder limitOrder = orderBookUpdate.getLimitOrder();
List<LimitOrder> limitOrders = getOrders(limitOrder.getType());
int idx = Collections.binarySearch(limitOrders, limitOrder);
if (idx >= 0) {
limitOrders.remove(idx);
} else {
idx = -idx - 1;
}
if (orderBookUpdate.getTotalVolume().compareTo(BigDecimal.ZERO) != 0) {
LimitOrder updatedOrder = withAmount(limitOrder, orderBookUpdate.getTotalVolume());
limitOrders.add(idx, updatedOrder);
}
updateDate(limitOrder.getTimestamp());
}
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