private static void raw(Exchange krakenExchange) throws IOException { // Interested in the public market data feed (no authentication) KrakenMarketDataServiceRaw krakenMarketDataService = (KrakenMarketDataServiceRaw) krakenExchange.getMarketDataService(); // Get the latest full order book data KrakenDepth depth = krakenMarketDataService.getKrakenDepth(CurrencyPair.BTC_EUR, Long.MAX_VALUE); System.out.println(depth.toString()); System.out.println("size: " + (depth.getAsks().size() + depth.getBids().size())); // Get the latest partial size order book data depth = krakenMarketDataService.getKrakenDepth(CurrencyPair.BTC_EUR, 3L); System.out.println(depth.toString()); System.out.println("size: " + (depth.getAsks().size() + depth.getBids().size())); } }
public static OrderBook adaptOrderBook(KrakenDepth krakenDepth, CurrencyPair currencyPair) { OrdersContainer asksOrdersContainer = adaptOrders(krakenDepth.getAsks(), currencyPair, OrderType.ASK); OrdersContainer bidsOrdersContainer = adaptOrders(krakenDepth.getBids(), currencyPair, OrderType.BID); return new OrderBook( new Date(Math.max(asksOrdersContainer.getTimestamp(), bidsOrdersContainer.getTimestamp())), asksOrdersContainer.getLimitOrders(), bidsOrdersContainer.getLimitOrders()); }
public static OrderBook adaptOrderBook(KrakenDepth krakenDepth, CurrencyPair currencyPair) { OrdersContainer asksOrdersContainer = adaptOrders(krakenDepth.getAsks(), currencyPair, OrderType.ASK); OrdersContainer bidsOrdersContainer = adaptOrders(krakenDepth.getBids(), currencyPair, OrderType.BID); return new OrderBook( new Date(Math.max(asksOrdersContainer.getTimestamp(), bidsOrdersContainer.getTimestamp())), asksOrdersContainer.getLimitOrders(), bidsOrdersContainer.getLimitOrders()); }