/**
* Given a new LimitOrder, it will replace and old matching limit order in the orderbook or simply
* get added. Finally, it is sorted.
*
* @param limitOrder
*/
public void update(LimitOrder limitOrder) {
if (limitOrder.getType().equals(OrderType.ASK)) {
Iterator<LimitOrder> it = asks.iterator();
while (it.hasNext()) {
LimitOrder order = it.next();
if (order.getLimitPrice().compareTo(limitOrder.getLimitPrice())
== 0) { // they are equal. found it!
it.remove();
break;
}
}
asks.add(limitOrder); // just add it
Collections.sort(asks); // finally sort
} else {
Iterator<LimitOrder> it = bids.iterator();
while (it.hasNext()) {
LimitOrder order = it.next();
if (order.getLimitPrice().compareTo(limitOrder.getLimitPrice())
== 0) { // they are equal. found it!
it.remove();
break;
}
}
bids.add(limitOrder); // just add it
Collections.sort(bids); // finally sort
}
}
@Override
public String placeLimitOrder(LimitOrder limitOrder) throws IOException, BitstampException {
Assert.isTrue(
limitOrder.getCurrencyPair().equals(CurrencyPair.BTC_USD),
"Currency Pair must be USD/BTC!!!");
BitstampOrder bitstampOrder;
if (limitOrder.getType() == BID) {
bitstampOrder = buyBitStampOrder(limitOrder.getTradableAmount(), limitOrder.getLimitPrice());
} else {
bitstampOrder = sellBitstampOrder(limitOrder.getTradableAmount(), limitOrder.getLimitPrice());
}
if (bitstampOrder.getErrorMessage() != null) {
throw new ExchangeException(bitstampOrder.getErrorMessage());
}
return Integer.toString(bitstampOrder.getId());
}
@Override
public String placeLimitOrder(LimitOrder order) throws IOException, TheRockException {
final TheRockOrder placedOrder =
placeOrder(
order.getCurrencyPair(),
order.getTradableAmount(),
order.getLimitPrice(),
TheRockAdapters.adaptSide(order.getType()),
TheRockOrder.Type.limit);
return placedOrder.getId().toString();
}
public KrakenOrderResponse placeKrakenLimitOrder(LimitOrder limitOrder) throws IOException {
KrakenType type = KrakenType.fromOrderType(limitOrder.getType());
KrakenOrderBuilder krakenOrderBuilder =
KrakenStandardOrder.getLimitOrderBuilder(
limitOrder.getCurrencyPair(),
type,
limitOrder.getLimitPrice().toString(),
limitOrder.getTradableAmount())
.withOrderFlags(limitOrder.getOrderFlags());
return placeKrakenOrder(krakenOrderBuilder.buildOrder());
}
public BitfinexOrderStatusResponse placeBitfinexLimitOrder(
LimitOrder limitOrder, BitfinexOrderType bitfinexOrderType, boolean hidden)
throws IOException {
String pair = BitfinexUtils.toPairString(limitOrder.getCurrencyPair());
String type = limitOrder.getType().equals(Order.OrderType.BID) ? "buy" : "sell";
String orderType = bitfinexOrderType.toString();
BitfinexNewOrderRequest request;
if (hidden) {
request =
new BitfinexNewHiddenOrderRequest(
String.valueOf(exchange.getNonceFactory().createValue()),
pair,
limitOrder.getTradableAmount(),
limitOrder.getLimitPrice(),
"bitfinex",
type,
orderType);
} else {
request =
new BitfinexNewOrderRequest(
String.valueOf(exchange.getNonceFactory().createValue()),
pair,
limitOrder.getTradableAmount(),
limitOrder.getLimitPrice(),
"bitfinex",
type,
orderType);
}
try {
BitfinexOrderStatusResponse newOrder =
bitfinex.newOrder(apiKey, payloadCreator, signatureCreator, request);
return newOrder;
} catch (BitfinexException e) {
throw new ExchangeException(e.getMessage());
}
}
/**
* Given an OrderBookUpdate, it will replace and old matching limit order in the orderbook or
* simply get added. Finally, it is sorted.
*
* @param limitOrder
*/
public void update(OrderBookUpdate orderBookUpdate) {
// First, we need to remove orders with the same limit price
Iterator<LimitOrder> it;
if (orderBookUpdate.getLimitOrder().getType() == OrderType.ASK) {
it = this.asks.iterator();
} else {
it = this.bids.iterator();
}
while (it.hasNext()) {
LimitOrder order = it.next();
if (order.getLimitPrice().compareTo(orderBookUpdate.getLimitOrder().getLimitPrice())
== 0) { // they are equal. found it!
it.remove();
break;
}
}
// If volume is not zero we need to add a new limit order with the updated amount
if (orderBookUpdate.getTotalVolume().compareTo(BigDecimal.ZERO) != 0) {
OrderType type = orderBookUpdate.getLimitOrder().getType();
BigDecimal tradeableAmount = orderBookUpdate.getTotalVolume();
String tradeableIdentifier = orderBookUpdate.getLimitOrder().getTradableIdentifier();
String transitionCurrency = orderBookUpdate.getLimitOrder().getTransactionCurrency();
String id = orderBookUpdate.getLimitOrder().getId();
Date date = orderBookUpdate.getLimitOrder().getTimestamp();
BigMoney limit = orderBookUpdate.getLimitOrder().getLimitPrice();
LimitOrder updatedOrder =
new LimitOrder(
type, tradeableAmount, tradeableIdentifier, transitionCurrency, id, date, limit);
if (orderBookUpdate.getLimitOrder().getType() == OrderType.ASK) {
asks.add(updatedOrder);
Collections.sort(asks);
} else {
bids.add(updatedOrder);
Collections.sort(bids);
}
}
}
