public void start() throws ExecutionException, InterruptedException {
// Use the default MtGox settings
Exchange mtGoxExchange = ExchangeFactory.INSTANCE.createExchange(MtGoxExchange.class.getName());
// Configure BTC/USD ticker stream for MtGox
ExchangeStreamingConfiguration btcusdConfiguration =
new MtGoxStreamingConfiguration(10, 10000, Currencies.BTC, Currencies.USD, false);
// Interested in the public streaming market data feed (no authentication)
StreamingExchangeService btcusdStreamingMarketDataService =
mtGoxExchange.getStreamingExchangeService(btcusdConfiguration);
// Requesting initial order book using the polling service
PollingMarketDataService marketDataService = mtGoxExchange.getPollingMarketDataService();
MarketDataRunnable.book = marketDataService.getPartialOrderBook(Currencies.BTC, Currencies.USD);
// Open the connections to the exchange
btcusdStreamingMarketDataService.connect();
ExecutorService executorService = Executors.newSingleThreadExecutor();
Future<?> mtGoxMarketDataFuture =
executorService.submit(new MarketDataRunnable(btcusdStreamingMarketDataService));
// the thread waits here until the Runnable is done.
mtGoxMarketDataFuture.get();
executorService.shutdown();
// Disconnect and exit
System.out.println(Thread.currentThread().getName() + ": Disconnecting...");
btcusdStreamingMarketDataService.disconnect();
}
@Override
public void run() {
try {
while (true) {
ExchangeEvent exchangeEvent = streamingExchangeService.getNextEvent();
if (exchangeEvent.getEventType() == ExchangeEventType.TICKER) {
MarketDataRunnable.lastTicker = (Ticker) exchangeEvent.getPayload();
} else if (exchangeEvent.getEventType() == ExchangeEventType.TRADE) {
Trade trade = (Trade) exchangeEvent.getPayload();
System.out.println(trade.toString());
} else if (exchangeEvent.getEventType() == ExchangeEventType.DEPTH) {
OrderBookUpdate update = (OrderBookUpdate) exchangeEvent.getPayload();
if (update.getLimitOrder().getTransactionCurrency().equals("USD")
&& MarketDataRunnable.lastTicker != null) {
MarketDataRunnable.book.update(update);
if (MarketDataRunnable.book
.getAsks()
.get(0)
.getLimitPrice()
.compareTo(MarketDataRunnable.lastTicker.getAsk())
!= 0) {
System.out.println(
"ERROR IN ORDERBOOK (ASKS) -> BOOK PRICE:"
+ MarketDataRunnable.book
.getAsks()
.get(0)
.getLimitPrice()
.getAmount()
.doubleValue()
+ " TICKER PRICE:"
+ MarketDataRunnable.lastTicker.getAsk().getAmount().doubleValue());
} else {
System.out.println(
"ASKS BOOK OK!! "
+ MarketDataRunnable.lastTicker.getAsk().getAmount().doubleValue());
}
if (MarketDataRunnable.book
.getBids()
.get(0)
.getLimitPrice()
.compareTo(MarketDataRunnable.lastTicker.getBid())
!= 0) {
System.out.println(
"ERROR IN ORDERBOOK (BIDS) -> -> BOOK_PRICE:"
+ MarketDataRunnable.book
.getBids()
.get(0)
.getLimitPrice()
.getAmount()
.doubleValue()
+ " TICKER_PRICE:"
+ MarketDataRunnable.lastTicker.getBid().getAmount().doubleValue());
} else {
System.out.println(
"BIDS BOOK OK!! "
+ MarketDataRunnable.lastTicker.getBid().getAmount().doubleValue());
}
}
}
}
} catch (InterruptedException e) {
System.out.println("ERROR in Runnable!!!");
}
}