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Added sell and buy price rate source support for Bitfinex

This commit is contained in:
b00lean 2015-08-17 00:26:50 +02:00
parent 443ec91d5b
commit 7c75fcc02d
1 changed files with 134 additions and 1 deletions
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135
server_extensions_extra/src/com/generalbytes/batm/server/extensions/extra/bitcoin/exchanges/bitfinex/BitfinexExchange.java
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@ -25,6 +25,8 @@ import java.math.BigDecimal;
import java.util.*;
import com.generalbytes.batm.server.extensions.*;
import com.xeiam.xchange.ExchangeException;
import com.xeiam.xchange.dto.marketdata.OrderBook;
import com.xeiam.xchange.dto.trade.LimitOrder;
import com.xeiam.xchange.dto.trade.OpenOrders;
import org.slf4j.Logger;
@ -42,7 +44,7 @@ import com.xeiam.xchange.service.polling.PollingMarketDataService;
import com.xeiam.xchange.service.polling.PollingTradeService;
import org.slf4j.spi.LocationAwareLogger;
public class BitfinexExchange implements IExchangeAdvanced, IRateSource {
public class BitfinexExchange implements IExchangeAdvanced, IRateSourceAdvanced {
private static final Logger log = LoggerFactory.getLogger("batm.master.BitfinexExchange");
private Exchange exchange = null;
@ -53,6 +55,9 @@ public class BitfinexExchange implements IExchangeAdvanced, IRateSource {
private static HashMap<String,Long> rateTimes = new HashMap<String, Long>();
private static final long MAXIMUM_ALLOWED_TIME_OFFSET = 30 * 1000;
private static volatile long lastCall = -1;
public static final int CALL_PERIOD_MINIMUM = 2100; //cannot be called more often than once in 2 seconds
public BitfinexExchange(String apiKey, String apiSecret) {
this.apiKey = apiKey;
this.apiSecret = apiSecret;
@ -605,4 +610,132 @@ public class BitfinexExchange implements IExchangeAdvanced, IRateSource {
}
}
private BigDecimal getMeasureCryptoAmount() {
return new BigDecimal(10);
}
@Override
public BigDecimal getExchangeRateForBuy(String cryptoCurrency, String fiatCurrency) {
BigDecimal result = calculateBuyPrice(cryptoCurrency, fiatCurrency, getMeasureCryptoAmount());
if (result != null) {
return result.divide(getMeasureCryptoAmount(), 2, BigDecimal.ROUND_UP);
}
return null;
}
@Override
public BigDecimal getExchangeRateForSell(String cryptoCurrency, String fiatCurrency) {
BigDecimal result = calculateSellPrice(cryptoCurrency, fiatCurrency, getMeasureCryptoAmount());
if (result != null) {
return result.divide(getMeasureCryptoAmount(), 2, BigDecimal.ROUND_DOWN);
}
return null;
}
@Override
public BigDecimal calculateBuyPrice(String cryptoCurrency, String fiatCurrency, BigDecimal cryptoAmount) {
waitForPossibleCall();
PollingMarketDataService marketDataService = getExchange().getPollingMarketDataService();
try {
CurrencyPair currencyPair = new CurrencyPair(cryptoCurrency, fiatCurrency);
OrderBook orderBook = marketDataService.getOrderBook(currencyPair);
List<LimitOrder> asks = orderBook.getAsks();
BigDecimal targetAmount = cryptoAmount;
BigDecimal asksTotal = BigDecimal.ZERO;
BigDecimal tradableLimit = null;
Collections.sort(asks, new Comparator<LimitOrder>() {
@Override
public int compare(LimitOrder lhs, LimitOrder rhs) {
return lhs.getLimitPrice().compareTo(rhs.getLimitPrice());
}
});
// log.debug("Selected asks:");
for (LimitOrder ask : asks) {
// log.debug("ask = " + ask);
asksTotal = asksTotal.add(ask.getTradableAmount());
if (targetAmount.compareTo(asksTotal) <= 0) {
tradableLimit = ask.getLimitPrice();
break;
}
}
if (tradableLimit != null) {
log.debug("Called Bitfinex exchange for BUY rate: " + cryptoCurrency + fiatCurrency + " = " + tradableLimit);
return tradableLimit.multiply(cryptoAmount);
}
} catch (ExchangeException e) {
e.printStackTrace();
} catch (IOException e) {
e.printStackTrace();
} catch (Throwable e) {
e.printStackTrace();
}
return null;
}
private void waitForPossibleCall() {
long now = System.currentTimeMillis();
if (lastCall != -1) {
long diff = now - lastCall;
if (diff < CALL_PERIOD_MINIMUM) {
try {
long sleeping = CALL_PERIOD_MINIMUM - diff;
Thread.sleep(sleeping);
} catch (InterruptedException e) {
e.printStackTrace();
}
}
}
lastCall = now;
return;
}
@Override
public BigDecimal calculateSellPrice(String cryptoCurrency, String fiatCurrency, BigDecimal cryptoAmount) {
waitForPossibleCall();
PollingMarketDataService marketDataService = getExchange().getPollingMarketDataService();
try {
CurrencyPair currencyPair = new CurrencyPair(cryptoCurrency, fiatCurrency);
OrderBook orderBook = marketDataService.getOrderBook(currencyPair);
List<LimitOrder> bids = orderBook.getBids();
BigDecimal targetAmount = cryptoAmount;
BigDecimal bidsTotal = BigDecimal.ZERO;
BigDecimal tradableLimit = null;
Collections.sort(bids, new Comparator<LimitOrder>() {
@Override
public int compare(LimitOrder lhs, LimitOrder rhs) {
return rhs.getLimitPrice().compareTo(lhs.getLimitPrice());
}
});
for (LimitOrder bid : bids) {
bidsTotal = bidsTotal.add(bid.getTradableAmount());
if (targetAmount.compareTo(bidsTotal) <= 0) {
tradableLimit = bid.getLimitPrice();
break;
}
}
if (tradableLimit != null) {
log.debug("Called Bitfinex exchange for SELL rate: " + cryptoCurrency + fiatCurrency + " = " + tradableLimit);
return tradableLimit.multiply(cryptoAmount);
}
} catch (ExchangeException e) {
e.printStackTrace();
} catch (IOException e) {
e.printStackTrace();
} catch (Throwable e) {
e.printStackTrace();
}
return null;
}
}