com.xeiam.xchange.dto.marketdata.OrderBook类的使用及代码示例

x33g5p2x  于2022-01-25 转载在 其他  
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本文整理了Java中com.xeiam.xchange.dto.marketdata.OrderBook类的一些代码示例，展示了OrderBook类的具体用法。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类的具体详情如下：
包路径：com.xeiam.xchange.dto.marketdata.OrderBook
类名称：OrderBook

OrderBook介绍

暂无

代码示例

代码示例来源：origin: com.xeiam.xchange/xchange-mintpal

public static OrderBook adaptOrderBook(final CurrencyPair currencyPair, final List<MintPalPublicOrders> mintPalOrderBook) {
 final boolean firstIsBids = mintPalOrderBook.get(0).getType().equalsIgnoreCase("buy");
 final List<LimitOrder> bids = firstIsBids ? adaptOrders(currencyPair, OrderType.BID, mintPalOrderBook.get(0)) : adaptOrders(currencyPair, OrderType.BID, mintPalOrderBook.get(1));
 final List<LimitOrder> asks = firstIsBids ? adaptOrders(currencyPair, OrderType.ASK, mintPalOrderBook.get(1)) : adaptOrders(currencyPair, OrderType.ASK, mintPalOrderBook.get(0));
 return new OrderBook(null, asks, bids);
}

代码示例来源：origin: com.xeiam.xchange/xchange-coinfloor

public Map<String, Object> adaptOrderOpened(String data) {
 Map<String, Object> resultMap = new HashMap<String, Object>();
 CoinfloorOrder rawRetObj;
 try {
  rawRetObj = streamObjectMapper.readValue(data, CoinfloorOrder.class);
 } catch (IOException e) {
  throw new ExchangeException("JSON parse error", e);
 }
 synchronized (cachedDataSynchronizationObject) {
  List<LimitOrder> bidList = (cachedOrderBook == null ? new ArrayList<LimitOrder>() : cachedOrderBook.getBids());
  List<LimitOrder> askList = (cachedOrderBook == null ? new ArrayList<LimitOrder>() : cachedOrderBook.getAsks());
  if (rawRetObj.getBaseQty().doubleValue() > 0) {
   bidList.add(adaptOrder(rawRetObj));
  } else {
   askList.add(adaptOrder(rawRetObj));
  }
  cachedOrderBook = new OrderBook(null, askList, bidList);
 }
 resultMap.put("generic", adaptOrder(rawRetObj));
 resultMap.put("raw", rawRetObj);
 return resultMap;
}

代码示例来源：origin: sutra/huobi-client

if (depth.getBids().size() >= 2) {
  BigDecimal bid0 = depth.getBids().get(0).getLimitPrice();
  BigDecimal bid1 = depth.getBids().get(1).getLimitPrice();
  if (bid0.compareTo(bid1) <= 0) {
    throw new RuntimeException("bids in depth should be ordered from highest to lowest.");
if (depth.getAsks().size() >= 2) {
  BigDecimal ask0 = depth.getAsks().get(0).getLimitPrice();
  BigDecimal ask1 = depth.getAsks().get(1).getLimitPrice();
  if (ask0.compareTo(ask1) >= 0) {
    throw new RuntimeException("asks in depth should be ordered from lowest to highest.");

代码示例来源：origin: com.xeiam.xchange/xchange-loyalbit

public static OrderBook adaptOrderBook(LoyalbitOrderBook loyalbitOrderBook, CurrencyPair currencyPair) {
 List<LimitOrder> asks = createOrders(currencyPair, Order.OrderType.ASK, loyalbitOrderBook.getAsks());
 List<LimitOrder> bids = createOrders(currencyPair, Order.OrderType.BID, loyalbitOrderBook.getBids());
 return new OrderBook(new Date(), asks, bids);
}

代码示例来源：origin: com.xeiam.xchange/xchange-coinfloor

public Map<String, Object> adaptOrders(String data) throws ExchangeException {
 Map<String, Object> resultMap = new HashMap<String, Object>();
 CoinfloorOrderbook rawRetObj;
 try {
  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(null, askList, bidList);
  cachedOrderBook = orderbook;
 }
 resultMap.put("generic", orderbook);
 return resultMap;
}

代码示例来源：origin: com.xeiam.xchange/xchange-btccentral

/**
 * @param marketDepth
 * @param currencyPair
 * @return new order book
 */
public static OrderBook adaptMarketDepth(BTCCentralMarketDepth marketDepth, CurrencyPair currencyPair) {
 List<LimitOrder> asks = adaptMarketOrderToLimitOrder(marketDepth.getAsks(), OrderType.ASK, currencyPair);
 List<LimitOrder> bids = adaptMarketOrderToLimitOrder(marketDepth.getBids(), OrderType.BID, currencyPair);
 Collections.reverse(bids);
 return new OrderBook(null, asks, bids);
}

代码示例来源：origin: com.xeiam.xchange/xchange-coinfloor

List<LimitOrder> bidList = (cachedOrderBook == null ? new ArrayList<LimitOrder>() : cachedOrderBook.getBids());
List<LimitOrder> askList = (cachedOrderBook == null ? new ArrayList<LimitOrder>() : cachedOrderBook.getAsks());
if (rawRetObj.getBaseQty().doubleValue() > 0) {
 for (int i = 0; i < bidList.size(); i++) {
cachedOrderBook = new OrderBook(null, askList, bidList);

代码示例来源：origin: com.xeiam.xchange/xchange-cryptsy

public static List<OrderBook> adaptPublicOrderBooks(Map<Integer, CryptsyPublicOrderbook> cryptsyOrderBooks) {
 List<OrderBook> orderBooks = new ArrayList<OrderBook>();
 for (CryptsyPublicOrderbook cryptsyOrderBook : cryptsyOrderBooks.values()) {
  CurrencyPair currencyPair = adaptCurrencyPair(cryptsyOrderBook.getLabel());
  List<LimitOrder> asks = adaptPublicOrders(cryptsyOrderBook.getSellOrders(), OrderType.ASK, currencyPair);
  List<LimitOrder> bids = adaptPublicOrders(cryptsyOrderBook.getBuyOrders(), OrderType.BID, currencyPair);
  orderBooks.add(new OrderBook(null, asks, bids));
 }
 return orderBooks;
}

代码示例来源：origin: com.xeiam.xchange/xchange-coinfloor

List<LimitOrder> bidList = (cachedOrderBook == null ? new ArrayList<LimitOrder>() : cachedOrderBook.getBids());
List<LimitOrder> askList = (cachedOrderBook == null ? new ArrayList<LimitOrder>() : cachedOrderBook.getAsks());
if (rawRetObj.getBidId() != 0) {
 for (int i = 0; i < bidList.size(); i++) {
cachedOrderBook = new OrderBook(null, askList, bidList);

代码示例来源：origin: com.xeiam.xchange/xchange-huobi

public static OrderBook adaptOrderBook(BitVcFuturesDepth depth, CurrencyPair currencyPair) {
 List<LimitOrder> asks = adaptOrderBook(depth.getAsks(), ASK, currencyPair);
 List<LimitOrder> bids = adaptOrderBook(depth.getBids(), BID, currencyPair);
 // ask side is flipped
 Collections.sort(asks);
 return new OrderBook(null, asks, bids);
}

代码示例来源：origin: com.xeiam.xchange/xchange-bitstamp

private OrderBook parseOrderBook(String rawJson) throws IOException {
 BitstampStreamingOrderBook bitstampOrderBook = streamObjectMapper.readValue(rawJson, BitstampStreamingOrderBook.class);
 List<LimitOrder> asks = BitstampAdapters.createOrders(CurrencyPair.BTC_USD, Order.OrderType.ASK, bitstampOrderBook.getAsks());
 List<LimitOrder> bids = BitstampAdapters.createOrders(CurrencyPair.BTC_USD, Order.OrderType.BID, bitstampOrderBook.getBids());
 return new OrderBook(null, asks, bids);
}

代码示例来源：origin: com.xeiam.xchange/xchange-btctrade

public static OrderBook adaptOrderBook(BTCTradeDepth btcTradeDepth, CurrencyPair currencyPair) {
 List<LimitOrder> asks = adaptLimitOrders(btcTradeDepth.getAsks(), currencyPair, OrderType.ASK);
 Collections.reverse(asks);
 List<LimitOrder> bids = adaptLimitOrders(btcTradeDepth.getBids(), currencyPair, OrderType.BID);
 return new OrderBook(null, asks, bids);
}

代码示例来源：origin: com.xeiam.xchange/xchange-ripple

return new OrderBook(null, asks, bids);

代码示例来源：origin: com.xeiam.xchange/xchange-cavirtex

@Override
public OrderBook getOrderBook(CurrencyPair currencyPair, Object... args) throws IOException {
 // Request data
 VirtExDepth virtExDepth = getVirtExOrderBook(currencyPair);
 // Adapt to XChange DTOs
 List<LimitOrder> asks = VirtExAdapters.adaptOrders(virtExDepth.getAsks(), currencyPair, "ask", "");
 Collections.reverse(asks);
 List<LimitOrder> bids = VirtExAdapters.adaptOrders(virtExDepth.getBids(), currencyPair, "bid", "");
 return new OrderBook(null, asks, bids);
}

代码示例来源：origin: com.xeiam.xchange/xchange-bitso

public static OrderBook adaptOrderBook(BitsoOrderBook bitsoOrderBook, CurrencyPair currencyPair, int timeScale) {
 List<LimitOrder> asks = createOrders(currencyPair, Order.OrderType.ASK, bitsoOrderBook.getAsks());
 List<LimitOrder> bids = createOrders(currencyPair, Order.OrderType.BID, bitsoOrderBook.getBids());
 Date date = new Date(bitsoOrderBook.getTimestamp() * timeScale); // polled order books provide a timestamp in seconds, stream in ms
 return new OrderBook(date, asks, bids);
}

代码示例来源：origin: com.xeiam.xchange/xchange-cointrader

public static OrderBook adaptOrderBook(CointraderOrderBook cointraderOrderBook) {
 List<LimitOrder> asks = new ArrayList<LimitOrder>();
 List<LimitOrder> bids = new ArrayList<LimitOrder>();
 for (CointraderOrderBook.Entry obe : cointraderOrderBook.getData()) {
  if (CointraderOrder.Type.Buy.equals(obe.getType())) {
   bids.add(new LimitOrder(Order.OrderType.BID, obe.getQuantity(), obe.getCurrencyPair(), null, obe.getCreated(), obe.getPrice()));
  } else {
   asks.add(new LimitOrder(Order.OrderType.ASK, obe.getQuantity(), obe.getCurrencyPair(), null, obe.getCreated(), obe.getPrice()));
  }
 }
 Collections.sort(bids, BID_COMPARATOR);
 Collections.sort(asks, ASK_COMPARATOR);
 return new OrderBook(new Date(), asks, bids);
}

代码示例来源：origin: com.xeiam.xchange/xchange-bitfinex

public static OrderBook adaptOrderBook(BitfinexDepth btceDepth, CurrencyPair currencyPair) {
 OrdersContainer asksOrdersContainer = adaptOrders(btceDepth.getAsks(), currencyPair, OrderType.ASK);
 OrdersContainer bidsOrdersContainer = adaptOrders(btceDepth.getBids(), currencyPair, OrderType.BID);
 return new OrderBook(new Date(Math.max(asksOrdersContainer.getTimestamp(), bidsOrdersContainer.getTimestamp())),
   asksOrdersContainer.getLimitOrders(), bidsOrdersContainer.getLimitOrders());
}

代码示例来源：origin: com.xeiam.xchange/xchange-okcoin

public static OrderBook adaptOrderBook(OkCoinDepth depth, CurrencyPair currencyPair) {
 List<LimitOrder> asks = adaptLimitOrders(OrderType.ASK, depth.getAsks(), currencyPair);
 Collections.reverse(asks);
 List<LimitOrder> bids = adaptLimitOrders(OrderType.BID, depth.getBids(), currencyPair);
 return new OrderBook(depth.getTimestamp(), asks, bids);
}

代码示例来源：origin: com.xeiam.xchange/xchange-kraken

public static OrderBook adaptOrderBook(KrakenDepth krakenDepth, CurrencyPair currencyPair) {
 OrdersContainer asksOrdersContainer = adaptOrders(krakenDepth.getAsks(), currencyPair, OrderType.ASK);
 OrdersContainer bidsOrdersContainer = adaptOrders(krakenDepth.getBids(), currencyPair, OrderType.BID);
 return new OrderBook(new Date(Math.max(asksOrdersContainer.getTimestamp(), bidsOrdersContainer.getTimestamp())),
   asksOrdersContainer.getLimitOrders(), bidsOrdersContainer.getLimitOrders());
}

代码示例来源：origin: com.xeiam.xchange/xchange-bitstamp

/**
 * Adapts a com.xeiam.xchange.bitstamp.api.model.OrderBook to a OrderBook Object
 *
 * @param currencyPair (e.g. BTC/USD)
 * @param currency The currency (e.g. USD in BTC/USD)
 * @param timeScale polled order books provide a timestamp in seconds, stream in ms
 * @return The XChange OrderBook
 */
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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