@Override
public CoinbaseSpotPriceHistory deserialize(JsonParser jp, DeserializationContext ctxt)
throws IOException, JsonProcessingException {
final List<CoinbaseHistoricalSpotPrice> historicalPrices =
new ArrayList<CoinbaseHistoricalSpotPrice>();
// If there is a better way to get to the actual String returned please replace this section.
final Reader reader = (Reader) ctxt.getParser().getTokenLocation().getSourceRef();
reader.reset();
final StringBuilder historyStringBuilder = new StringBuilder();
for (int c = reader.read(); c > 0; c = reader.read()) historyStringBuilder.append((char) c);
// Parse in reverse because they are inconsistent with the number of decimals for the rates
// which makes it difficult to differentiate from the following year. Going in reverse
// we can rely on the comma.
final String entireHistoryString = historyStringBuilder.reverse().toString();
final Matcher matcher = historicalRateStringPatternInReverse.matcher(entireHistoryString);
while (matcher.find()) {
final String rateString = new StringBuilder(matcher.group(1)).reverse().toString();
final BigDecimal spotRate = new BigDecimal(rateString);
final String timestampString = new StringBuilder(matcher.group(2)).reverse().toString();
final Date timestamp = DateUtils.fromISO8601DateString(timestampString);
final CoinbaseHistoricalSpotPrice historicalSpotPrice =
new CoinbaseHistoricalSpotPrice(timestamp, spotRate);
historicalPrices.add(historicalSpotPrice);
}
Collections.sort(historicalPrices, Collections.reverseOrder());
return new CoinbaseSpotPriceHistory(historicalPrices);
}
@Test
public void testTradeAdapter() throws IOException {
// Read in the JSON from the example resources
InputStream is =
MtGoxAdapterTest.class.getResourceAsStream("/v0/marketdata/example-trades-data-v0.json");
// Use Jackson to parse it
ObjectMapper mapper = new ObjectMapper();
MtGoxTrades[] mtGoxTrades = mapper.readValue(is, MtGoxTrades[].class);
Trades trades = MtGoxAdapters.adaptTrades(mtGoxTrades);
System.out.println(trades.getTrades().size());
assertTrue("Trades size should be 609", trades.getTrades().size() == 609);
// verify all fields filled
// System.out.println(trades.getTrades().get(0).toString());
assertTrue(
"Price should be 16.75",
trades.getTrades().get(0).getPrice().getAmount().doubleValue() == 16.75);
assertTrue("Order type should be Bid", trades.getTrades().get(0).getType() == OrderType.BID);
assertTrue(
"TradableAmount should be 0.09910328",
trades.getTrades().get(0).getTradableAmount().doubleValue() == 0.09910328);
assertTrue(
"TradableIdentifier should be BTC",
trades.getTrades().get(0).getTradableIdentifier().equals("BTC"));
assertTrue(
"TransactionCurrency should be USD",
trades.getTrades().get(0).getTransactionCurrency().equals("USD"));
// Unix 1358803625 = Mon, 21 Jan 2013 21:27:05 GMT
assertThat(
"2013-01-21 21:27:05 GMT",
is(equalTo(DateUtils.toUTCString(trades.getTrades().get(0).getTimestamp()))));
}
@Test
public void testDeserializeSpotRateHistory() throws IOException {
// Read in the JSON from the example resources
InputStream is =
CoinbaseMarketDataJsonTest.class.getResourceAsStream(
"/marketdata/example-spot-rate-history-data.json");
String spotPriceHistoryString;
Scanner scanner = null;
try {
scanner = new Scanner(is);
spotPriceHistoryString = scanner.useDelimiter("\\A").next();
} finally {
scanner.close();
}
CoinbaseSpotPriceHistory spotPriceHistory =
CoinbaseSpotPriceHistory.fromRawString(spotPriceHistoryString);
List<CoinbaseHistoricalSpotPrice> spotPriceHistoryList = spotPriceHistory.getSpotPriceHistory();
assertThat(spotPriceHistoryList.size()).isEqualTo(10);
CoinbaseHistoricalSpotPrice historicalSpotPrice = spotPriceHistoryList.get(0);
assertThat(historicalSpotPrice.getSpotRate()).isEqualTo("719.79");
assertThat(historicalSpotPrice.getTimestamp())
.isEqualTo(DateUtils.fromISO8601DateString("2014-02-08T13:21:51-08:00"));
}
/**
* Adapts a CexIOTrade to a Trade Object
*
* @param trade CexIO trade object
* @param currencyPair trade currencies
* @return The XChange Trade
*/
public static Trade adaptTrade(CexIOTrade trade, CurrencyPair currencyPair) {
BigDecimal amount = trade.getAmount();
BigDecimal price = trade.getPrice();
Date date = DateUtils.fromMillisUtc(trade.getDate() * 1000L);
// Cex.IO API does not return trade type
return new Trade(null, amount, currencyPair, price, date, String.valueOf(trade.getTid()));
}
/**
* Adapts a Transaction[] to a Trades Object
*
* @param transactions The Bitstamp transactions
* @param tradableIdentifier The tradeable identifier (e.g. BTC in BTC/USD)
* @param currency The currency (e.g. USD in BTC/USD)
* @return The XChange Trades
*/
public static Trades adaptTrades(
BitstampTransaction[] transactions, String tradableIdentifier, String currency) {
List<Trade> trades = new ArrayList<Trade>();
for (BitstampTransaction tx : transactions) {
trades.add(
new Trade(
null,
tx.getAmount(),
tradableIdentifier,
currency,
BigMoney.of(CurrencyUnit.of(currency), tx.getPrice()),
DateUtils.fromMillisUtc(tx.getDate() * 1000L),
tx.getTid()));
}
return new Trades(trades);
}
@Test
public void testTradeAdapter() throws IOException {
// Read in the JSON from the example resources
InputStream is =
BitcurexTradesJSONTest.class.getResourceAsStream("/marketdata/example-trades-data.json");
// Use Jackson to parse it
ObjectMapper mapper = new ObjectMapper();
BitcurexTrade[] BitcurexTrades = mapper.readValue(is, BitcurexTrade[].class);
Trades trades = BitcurexAdapters.adaptTrades(BitcurexTrades, CurrencyPair.BTC_EUR);
assertThat(trades.getTrades().size()).isEqualTo(70);
// Verify all fields filled
assertThat(trades.getTrades().get(0).getPrice().doubleValue() == 70.00000000);
assertThat(trades.getTrades().get(0).getTradableAmount().doubleValue() == 23.99500000);
assertThat(DateUtils.toUTCString(trades.getTrades().get(0).getTimestamp()))
.isEqualTo("2013-07-29 16:53:28 GMT");
}
public static OpenOrders adaptOpenOrders(List<CexIOOrder> cexIOOrderList) {
List<LimitOrder> limitOrders = new ArrayList<LimitOrder>();
for (CexIOOrder cexIOOrder : cexIOOrderList) {
Order.OrderType orderType =
cexIOOrder.getType() == CexIOOrder.Type.buy ? Order.OrderType.BID : Order.OrderType.ASK;
String id = Long.toString(cexIOOrder.getId());
limitOrders.add(
new LimitOrder(
orderType,
cexIOOrder.getPending(),
new CurrencyPair(
cexIOOrder.getTradableIdentifier(), cexIOOrder.getTransactionCurrency()),
id,
DateUtils.fromMillisUtc(cexIOOrder.getTime()),
cexIOOrder.getPrice()));
}
return new OpenOrders(limitOrders);
}
