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Added the OrderBook class

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This commit is contained in:
Nelson R. Perez 2017-03-27 15:33:00 -05:00
parent cb30d27c35
commit 8bd9f293a4
4 changed files with 185 additions and 31 deletions
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1
graphenej/src/main/java/de/bitsharesmunich/graphenej/Converter.java
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@ -3,7 +3,6 @@ package de.bitsharesmunich.graphenej;
import java.math.BigDecimal;
import java.math.MathContext;
import com.google.common.primitives.UnsignedLong;
import de.bitsharesmunich.graphenej.errors.IncompleteAssetError;
import de.bitsharesmunich.graphenej.models.BucketObject;

81
graphenej/src/main/java/de/bitsharesmunich/graphenej/OrderBook.java Normal file
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@ -0,0 +1,81 @@
package de.bitsharesmunich.graphenej;
import com.google.common.primitives.UnsignedLong;
import java.util.List;
import de.bitsharesmunich.graphenej.operations.LimitOrderCreateOperation;
/**
* This class will maintain a snapshot of the order book between two assets.
*
* It also provides a handy method that should return the appropriate LimitOrderCreateOperation
* object needed in case the user wants to perform market-priced operations.
*
* It is important to keep the order book updated, ideally by listening to blockchain events, and calling the 'update' method.
*
* Created by nelson on 3/25/17.
*/
public class OrderBook {
private List<LimitOrder> limitOrders;
public OrderBook(List<LimitOrder> limitOrders){
this.limitOrders = limitOrders;
}
/**
* Replaces the current limit order by the list provided as parameter.
* @param limitOrders: New list of orders
*/
public void update(List<LimitOrder> limitOrders){
this.limitOrders = limitOrders;
}
public void update(LimitOrder limitOrder){
//TODO: Implement the method that will update a single limit order from the order book
}
/**
* Method used to exchange a specific amount of an asset (The base) for another one (The quote) at market value.
*
* It should analyze the order book and figure out the optimal amount of the base asset to give
* away in order to obtain the desired amount of the quote asset.
*
* @param seller: User account of the seller, used to build the limit order create operation
* @param myBaseAsset: The asset the user is willing to give away
* @param myQuoteAmount: The amount of a given asset the user wants
*
* @return An instance of the LimitOrderCreateOperation class, which is ready to be broadcasted.
*/
public LimitOrderCreateOperation exchange(UserAccount seller, Asset myBaseAsset, AssetAmount myQuoteAmount){
long totalBought = 0;
long totalSold = 0;
for(int i = 0; i < this.limitOrders.size() && totalBought < myQuoteAmount.getAmount().longValue(); i++){
LimitOrder order = this.limitOrders.get(i);
// If the base asset is the same as our quote asset, we have a match
if(order.getSellPrice().base.getAsset().getObjectId().equals(myQuoteAmount.getAsset().getObjectId())){
// My quote amount, is the order's base amount
long orderAmount = order.getSellPrice().base.getAmount().longValue();
// The amount of the quote asset we still need
long stillNeed = myQuoteAmount.getAmount().longValue() - totalBought;
// If the offered amount is greater than what we still need, we exchange just what we need
if(orderAmount >= stillNeed) {
totalBought += stillNeed;
totalSold += (order.getSellPrice().quote.getAmount().longValue() * stillNeed) / order.getSellPrice().base.getAmount().longValue();;
}else{
// If the offered amount is less than what we need, we exchange the whole order
totalBought += orderAmount;
totalSold += order.getSellPrice().quote.getAmount().longValue();
}
}
}
AssetAmount toSell = new AssetAmount(UnsignedLong.valueOf(totalSold), myBaseAsset);
AssetAmount toReceive = myQuoteAmount;
LimitOrderCreateOperation buyOrder = new LimitOrderCreateOperation(seller, toSell, toReceive, true);
return buyOrder;
}
}

15
graphenej/src/main/java/de/bitsharesmunich/graphenej/operations/LimitOrderCreateOperation.java
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@ -4,13 +4,18 @@ import com.google.common.primitives.Bytes;
import com.google.gson.JsonArray;
import com.google.gson.JsonElement;
import com.google.gson.JsonObject;
import de.bitsharesmunich.graphenej.*;
import java.nio.ByteBuffer;
import java.text.SimpleDateFormat;
import java.util.Date;
import java.util.TimeZone;
import de.bitsharesmunich.graphenej.AssetAmount;
import de.bitsharesmunich.graphenej.BaseOperation;
import de.bitsharesmunich.graphenej.OperationType;
import de.bitsharesmunich.graphenej.UserAccount;
import de.bitsharesmunich.graphenej.Util;
/**
* Operation used to denote the creation of a limit order on the blockchain.
*
@ -42,6 +47,14 @@ public class LimitOrderCreateOperation extends BaseOperation {
private int expiration;
private boolean fillOrKill;
public LimitOrderCreateOperation(UserAccount seller, AssetAmount toSell, AssetAmount minToReceive, boolean fillOrKill){
super(OperationType.LIMIT_ORDER_CREATE_OPERATION);
this.seller = seller;
this.amountToSell = toSell;
this.minToReceive = minToReceive;
this.fillOrKill = fillOrKill;
}
/**
* @param seller: Id of the seller
* @param toSell: Id of the asset to sell

109
graphenej/src/test/java/de/bitsharesmunich/graphenej/api/GetLimitOrdersTest.java
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@ -1,71 +1,89 @@
package de.bitsharesmunich.graphenej.api;
import com.google.common.primitives.UnsignedLong;
import com.neovisionaries.ws.client.WebSocket;
import com.neovisionaries.ws.client.WebSocketException;
import com.neovisionaries.ws.client.WebSocketFactory;
import org.junit.After;
import org.junit.Assert;
import org.junit.Before;
import org.junit.Test;
import java.io.IOException;
import java.security.NoSuchAlgorithmException;
import java.util.List;
import javax.net.ssl.SSLContext;
import de.bitsharesmunich.graphenej.Asset;
import de.bitsharesmunich.graphenej.AssetAmount;
import de.bitsharesmunich.graphenej.Converter;
import de.bitsharesmunich.graphenej.LimitOrder;
import de.bitsharesmunich.graphenej.OrderBook;
import de.bitsharesmunich.graphenej.UserAccount;
import de.bitsharesmunich.graphenej.interfaces.WitnessResponseListener;
import de.bitsharesmunich.graphenej.models.BaseResponse;
import de.bitsharesmunich.graphenej.models.WitnessResponse;
import de.bitsharesmunich.graphenej.operations.LimitOrderCreateOperation;
import de.bitsharesmunich.graphenej.test.NaiveSSLContext;
import static org.hamcrest.CoreMatchers.is;
/**
* Created by nelson on 3/24/17.
*/
public class GetLimitOrdersTest {
private String BLOCK_PAY_DE = System.getenv("BLOCKPAY_DE");
private final Asset base = new Asset("1.3.120", "EUR", 4);
private UserAccount seller = new UserAccount("1.2.143563");
private final Asset base = new Asset("1.3.0", "BTS", 5);
private final Asset quote = new Asset("1.3.121", "USD", 4);
private SSLContext context;
private WebSocket mWebSocket;
@Before
public void setUp() throws Exception {
}
@Test
public void testGetLimitOrders(){
SSLContext context = null;
try {
context = NaiveSSLContext.getInstance("TLS");
WebSocketFactory factory = new WebSocketFactory();
// Set the custom SSL context.
factory.setSSLContext(context);
WebSocket mWebSocket = factory.createSocket(BLOCK_PAY_DE);
mWebSocket = factory.createSocket(BLOCK_PAY_DE);
}
@Test
public void testGetLimitOrders(){
try {
mWebSocket.addListener(new GetLimitOrders(base.getObjectId(), quote.getObjectId(), 100, new WitnessResponseListener() {
@Override
public void onSuccess(WitnessResponse response) {
List<LimitOrder> orders = (List<LimitOrder>) response.result;
Assert.assertThat("Checking that we have orders", orders.isEmpty(), is(false));
Converter converter = new Converter();
System.out.println();
double baseToQuoteExchange, quoteToBaseExchange;
for(LimitOrder order : orders){
if(order.getSellPrice().base.getAsset().getObjectId().equals(base.getObjectId())){
order.getSellPrice().base.getAsset().setPrecision(base.getPrecision());
order.getSellPrice().quote.getAsset().setPrecision(quote.getPrecision());
double baseToQuoteExchange = converter.getConversionRate(order.getSellPrice(), Converter.BASE_TO_QUOTE);
double quoteToBaseExchange = converter.getConversionRate(order.getSellPrice(), Converter.QUOTE_TO_BASE);
System.out.println(String.format("base to quote: %.5f, quote to base: %.5f", baseToQuoteExchange, quoteToBaseExchange));
baseToQuoteExchange = converter.getConversionRate(order.getSellPrice(), Converter.BASE_TO_QUOTE);
quoteToBaseExchange = converter.getConversionRate(order.getSellPrice(), Converter.QUOTE_TO_BASE);
System.out.println(String.format("> id: %s, base to quote: %.5f, quote to base: %.5f", order.getObjectId(), baseToQuoteExchange, quoteToBaseExchange));
}else{
order.getSellPrice().base.getAsset().setPrecision(quote.getPrecision());
order.getSellPrice().quote.getAsset().setPrecision(base.getPrecision());
baseToQuoteExchange = converter.getConversionRate(order.getSellPrice(), Converter.BASE_TO_QUOTE);
quoteToBaseExchange = converter.getConversionRate(order.getSellPrice(), Converter.QUOTE_TO_BASE);
System.out.println(String.format("< id: %s, base to quote: %.5f, quote to base: %.5f", order.getObjectId(), baseToQuoteExchange, quoteToBaseExchange));
}
}
synchronized (GetLimitOrdersTest.this){
GetLimitOrdersTest.this.notifyAll();
}
}
}
@Override
public void onError(BaseResponse.Error error) {
@ -75,18 +93,62 @@ public class GetLimitOrdersTest {
}
}
}));
mWebSocket.connect();
System.out.println("Waiting..");
synchronized (this){
wait();
}
System.out.println("Released!");
} catch (NoSuchAlgorithmException e) {
System.out.println("NoSuchAlgorithmException. Msg: " + e.getMessage());
} catch (WebSocketException e) {
System.out.println("WebSocketException. Msg: " + e.getMessage());
} catch (IOException e) {
System.out.println("IOException. Msg: " + e.getMessage());
} catch (InterruptedException e) {
System.out.println("InterruptedException. Msg: "+e.getMessage());
}
}
/**
* This method is designed to test how the OrderBook class handles data obtained
* from the GetLimitOrders API call.
*/
@Test
public void testOrderBook(){
LimitOrderCreateOperation limitOrderOperation;
try {
mWebSocket.addListener(new GetLimitOrders(base.getObjectId(), quote.getObjectId(), 100, new WitnessResponseListener() {
@Override
public void onSuccess(WitnessResponse response) {
List<LimitOrder> orders = (List<LimitOrder>) response.result;
OrderBook orderBook = new OrderBook(orders);
AssetAmount toBuy = new AssetAmount(UnsignedLong.valueOf(9850000), quote);
LimitOrderCreateOperation operation = orderBook.exchange(seller, base, toBuy);
// Testing the successfull creation of a limit order create operation
Assert.assertTrue(operation != null);
synchronized (GetLimitOrdersTest.this){
GetLimitOrdersTest.this.notifyAll();
}
}
@Override
public void onError(BaseResponse.Error error) {
System.out.println("onError. Msg: "+error.message);
synchronized (GetLimitOrdersTest.this){
GetLimitOrdersTest.this.notifyAll();
}
}
}));
mWebSocket.connect();
synchronized (this){
wait();
}
} catch (WebSocketException e) {
System.out.println("WebSocketException. Msg: " + e.getMessage());
} catch (InterruptedException e) {
System.out.println("InterruptedException. Msg: "+e.getMessage());
}
@ -94,7 +156,6 @@ public class GetLimitOrdersTest {
@After
public void tearDown() throws Exception {
mWebSocket.disconnect();
}
}