info.bitrich.xchangestream.poloniex2.dto.PoloniexOrderbook Maven / Gradle / Ivy

Go to download

Show more of this group Show more artifacts with this name
Show all versions of xchange-stream-poloniex2 Show documentation

There is a newer version: 5.2.0

Show newest version

package info.bitrich.xchangestream.poloniex2.dto;

import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.List;
import java.util.Map;
import java.util.SortedMap;
import org.knowm.xchange.poloniex.dto.marketdata.PoloniexDepth;

/** Created by Lukas Zaoralek on 11.11.17. */
public class PoloniexOrderbook {
  public static BigDecimal zero = new BigDecimal(0);

  private SortedMap asks;
  private SortedMap bids;

  public PoloniexOrderbook(
      SortedMap asks, SortedMap bids) {
    this.asks = asks;
    this.bids = bids;
  }

  public void modify(OrderbookModifiedEvent modifiedEvent) {
    SortedMap side = modifiedEvent.getType().equals("0") ? asks : bids;
    BigDecimal price = modifiedEvent.getPrice();
    BigDecimal volume = modifiedEvent.getVolume();

    side.remove(price);
    if (volume.compareTo(zero) != 0) {
      side.put(price, volume);
    }
  }

  private List> toPoloniexDepthLevels(SortedMap side) {
    List> poloniexDepthSide = new ArrayList<>(side.size());
    for (Map.Entry level : side.entrySet()) {
      List poloniexLevel = new ArrayList<>(2);
      poloniexLevel.add(level.getKey());
      poloniexLevel.add(level.getValue());
      poloniexDepthSide.add(poloniexLevel);
    }

    return poloniexDepthSide;
  }

  public PoloniexDepth toPoloniexDepth() {
    PoloniexDepth orderbook = new PoloniexDepth();

    List> poloniexDepthAsk = toPoloniexDepthLevels(asks);
    List> poloniexDepthBid = toPoloniexDepthLevels(bids);

    orderbook.setAsks(poloniexDepthAsk);
    orderbook.setBids(poloniexDepthBid);
    return orderbook;
  }
}