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Update libs and methods #1

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14 changes: 4 additions & 10 deletions pom.xml
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Original file line number Diff line number Diff line change
Expand Up @@ -24,20 +24,14 @@
</dependency>

<dependency>
<groupId>com.xeiam.xchange</groupId>
<groupId>org.knowm.xchange</groupId>
<artifactId>xchange-core</artifactId>
<version>1.9.0</version>
<version>4.2.3</version>
</dependency>
<dependency>
<groupId>com.xeiam.xchange</groupId>
<groupId>org.knowm.xchange</groupId>
<artifactId>xchange-bitstamp</artifactId>
<version>1.9.0</version>
</dependency>

<dependency>
<groupId>com.xeiam.xchart</groupId>
<artifactId>xchart</artifactId>
<version>2.2.1</version>
<version>4.2.3</version>
</dependency>

</dependencies>
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14 changes: 8 additions & 6 deletions src/main/java/eu/verdelhan/bitraac/AlgorithmComparator.java
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@@ -1,11 +1,13 @@
package eu.verdelhan.bitraac;

import com.xeiam.xchange.dto.Order;
import com.xeiam.xchange.dto.marketdata.Trade;
import java.math.BigDecimal;

import org.knowm.xchange.dto.Order;
import org.knowm.xchange.dto.marketdata.Trade;

import eu.verdelhan.bitraac.algorithms.TradingAlgorithm;
import eu.verdelhan.bitraac.data.ExchangeAccount;
import eu.verdelhan.bitraac.data.ExchangeMarket;
import java.math.BigDecimal;

public class AlgorithmComparator {

Expand All @@ -20,7 +22,7 @@ public void compare(TradingAlgorithm... algorithms) {
for (TradingAlgorithm algorithm : algorithms) {
processMarketOrder(algorithm, trade);
}
btcUsd = trade.getPrice().getAmount();
btcUsd = trade.getPrice();
}

// Results
Expand All @@ -45,12 +47,12 @@ private void processMarketOrder(TradingAlgorithm algorithm, Trade lastTrade) {
if (order.getType() == Order.OrderType.BID) {
// Buy
if (account.isEnoughUsd(order, lastTrade)) {
account.buy(order.getTradableAmount(), lastTrade.getPrice());
account.buy(order.getOriginalAmount(), lastTrade.getPrice());
}
} else if (order.getType() == Order.OrderType.ASK) {
// Sell
if (account.isEnoughBtc(order)) {
account.sell(order.getTradableAmount(), lastTrade.getPrice());
account.sell(order.getOriginalAmount(), lastTrade.getPrice());
}
}
}
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27 changes: 0 additions & 27 deletions src/main/java/eu/verdelhan/bitraac/ComparativeChart.java
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This file was deleted.

3 changes: 2 additions & 1 deletion src/main/java/eu/verdelhan/bitraac/algorithms/TradingAlgorithm.java
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@@ -1,6 +1,7 @@
package eu.verdelhan.bitraac.algorithms;

import com.xeiam.xchange.dto.Order;
import org.knowm.xchange.dto.Order;

import eu.verdelhan.bitraac.data.ExchangeAccount;

public abstract class TradingAlgorithm {
Expand Down
20 changes: 10 additions & 10 deletions src/main/java/eu/verdelhan/bitraac/data/ExchangeAccount.java
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@@ -1,10 +1,10 @@
package eu.verdelhan.bitraac.data;

import com.xeiam.xchange.dto.Order;
import com.xeiam.xchange.dto.marketdata.Trade;
import java.math.BigDecimal;
import java.math.RoundingMode;
import org.joda.money.BigMoney;

import org.knowm.xchange.dto.Order;
import org.knowm.xchange.dto.marketdata.Trade;

/**
* An exchange account.
Expand Down Expand Up @@ -61,7 +61,7 @@ public BigDecimal getCurrentBtcBalance() {
*/
public boolean isEnoughUsd(Order order, Trade lastTrade) {
if (order.getType() == Order.OrderType.BID) {
return (order.getTradableAmount().multiply(lastTrade.getPrice().getAmount()).compareTo(currentUsdBalance) <= 0);
return (order.getOriginalAmount().multiply(lastTrade.getPrice()).compareTo(currentUsdBalance) <= 0);
}
return true;
}
Expand All @@ -72,7 +72,7 @@ public boolean isEnoughUsd(Order order, Trade lastTrade) {
*/
public boolean isEnoughBtc(Order order) {
if (order.getType() == Order.OrderType.ASK) {
return (order.getTradableAmount().compareTo(currentBtcBalance) <= 0);
return (order.getOriginalAmount().compareTo(currentBtcBalance) <= 0);
}
return true;
}
Expand All @@ -83,11 +83,11 @@ public boolean isEnoughBtc(Order order) {
* @param amount the amount of BTC to buy
* @param price the unit price
*/
public void buy(BigDecimal amount, BigMoney price) {
public void buy(BigDecimal amount, BigDecimal price) {
// Deducting transaction fee
BigDecimal usdAmount = deductFee(amount.multiply(price.getAmount()));
BigDecimal usdAmount = deductFee(amount.multiply(price));
currentUsdBalance = currentUsdBalance.subtract(usdAmount);
currentBtcBalance = currentBtcBalance.add(usdAmount.divide(price.getAmount(), RoundingMode.HALF_UP));
currentBtcBalance = currentBtcBalance.add(usdAmount.divide(price, RoundingMode.HALF_UP));
// Updating the trade counter
tradeCounter++;
}
Expand All @@ -98,10 +98,10 @@ public void buy(BigDecimal amount, BigMoney price) {
* @param amount the amount of BTC to sell
* @param price the unit price
*/
public void sell(BigDecimal amount, BigMoney price) {
public void sell(BigDecimal amount, BigDecimal price) {
currentBtcBalance = currentBtcBalance.subtract(amount);
// Deducting transaction fee
BigDecimal usdAmount = deductFee(amount.multiply(price.getAmount()));
BigDecimal usdAmount = deductFee(amount.multiply(price));
currentUsdBalance = currentUsdBalance.add(usdAmount);
// Updating the trade counter
tradeCounter++;
Expand Down
31 changes: 16 additions & 15 deletions src/main/java/eu/verdelhan/bitraac/data/ExchangeMarket.java
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@@ -1,14 +1,5 @@
package eu.verdelhan.bitraac.data;

import au.com.bytecode.opencsv.CSVReader;
import com.xeiam.xchange.Exchange;
import com.xeiam.xchange.ExchangeFactory;
import com.xeiam.xchange.bitstamp.BitstampExchange;
import com.xeiam.xchange.currency.Currencies;
import com.xeiam.xchange.dto.marketdata.Trade;
import com.xeiam.xchange.dto.marketdata.Trades;
import com.xeiam.xchange.service.polling.PollingMarketDataService;
import eu.verdelhan.bitraac.AlgorithmComparator;
import java.io.BufferedReader;
import java.io.IOException;
import java.io.InputStreamReader;
Expand All @@ -18,16 +9,25 @@
import java.util.concurrent.TimeUnit;
import java.util.logging.Level;
import java.util.logging.Logger;
import org.joda.money.BigMoney;
import org.joda.money.CurrencyUnit;

import org.knowm.xchange.Exchange;
import org.knowm.xchange.ExchangeFactory;
import org.knowm.xchange.bitstamp.BitstampExchange;
import org.knowm.xchange.currency.CurrencyPair;
import org.knowm.xchange.dto.marketdata.Trade;
import org.knowm.xchange.dto.marketdata.Trades;
import org.knowm.xchange.service.marketdata.MarketDataService;

import au.com.bytecode.opencsv.CSVReader;
import eu.verdelhan.bitraac.AlgorithmComparator;

/**
* An exchange market (e.g. Bitstamp, Mt.Gox, BTC-e, etc.)
*/
public class ExchangeMarket {

private static final Exchange EXCHANGE = ExchangeFactory.INSTANCE.createExchange(BitstampExchange.class.getName());
private static PollingMarketDataService marketDataService = EXCHANGE.getPollingMarketDataService();
private static MarketDataService marketDataService = EXCHANGE.getMarketDataService();

/** The transaction fee ratio (e.g. 0.002 for 0.2%) */
private static final double TRANSACTION_FEE = 0.002;
Expand Down Expand Up @@ -106,7 +106,7 @@ public static ArrayList<Trade> getPreviousTrades() {
public static void dumpBitstampData() {
try
{
Trades trades = marketDataService.getTrades(Currencies.BTC, Currencies.USD);
Trades trades = marketDataService.getTrades(CurrencyPair.BTC_USD);
for (Trade t : trades.getTrades()) {
System.out.println(t);
}
Expand All @@ -129,11 +129,12 @@ private static ArrayList<Trade> getLocalTrades() {
String[] line;
while ((line = csvReader.readNext()) != null) {
Date timestamp = new Date(Long.parseLong(line[0]) * 1000);
BigMoney price = BigMoney.of(CurrencyUnit.USD, new BigDecimal(line[1]));
BigDecimal price = new BigDecimal(line[1]);
BigDecimal tradableAmount = new BigDecimal(line[2]);
Trade trade = new Trade(null, tradableAmount, Currencies.BTC, Currencies.USD, price, timestamp, 0);
Trade trade = new Trade(null, tradableAmount, CurrencyPair.BTC_USD, price, timestamp, "0");
trades.add(trade);
}
csvReader.close();
} catch (IOException ioe) {
Logger.getLogger(AlgorithmComparator.class.getName()).log(Level.SEVERE, "Unable to load trades from CSV", ioe);
}
Expand Down
19 changes: 10 additions & 9 deletions src/main/java/eu/verdelhan/bitraac/data/Period.java
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@@ -1,11 +1,12 @@
package eu.verdelhan.bitraac.data;

import com.xeiam.xchange.dto.marketdata.Trade;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.ArrayList;
import java.util.Date;
import java.util.concurrent.TimeUnit;
import org.joda.money.BigMoney;

import org.knowm.xchange.dto.marketdata.Trade;

/**
* A period of time.
Expand Down Expand Up @@ -82,7 +83,7 @@ public Trade getHigh() {
Trade highTrade = null;
if (trades != null) {
for (Trade trade : trades) {
if (highTrade == null || highTrade.getPrice().isLessThan(trade.getPrice())) {
if (highTrade == null || highTrade.getPrice().compareTo(trade.getPrice())==-1) {
highTrade = trade;
}
}
Expand All @@ -97,7 +98,7 @@ public Trade getLow() {
Trade lowTrade = null;
if (trades != null) {
for (Trade trade : trades) {
if (lowTrade == null || lowTrade.getPrice().isGreaterThan(trade.getPrice())) {
if (lowTrade == null || lowTrade.getPrice().compareTo(trade.getPrice())==1) {
lowTrade = trade;
}
}
Expand All @@ -117,11 +118,11 @@ public Trade getLast() {
* (H + L + C) / 3
* @return the typical price
*/
public BigMoney getTypicalPrice() {
BigMoney high = getHigh().getPrice();
BigMoney low = getLow().getPrice();
BigMoney close = getLast().getPrice();
return high.plus(low).plus(close).dividedBy(3, RoundingMode.HALF_UP);
public BigDecimal getTypicalPrice() {
BigDecimal high = getHigh().getPrice();
BigDecimal low = getLow().getPrice();
BigDecimal close = getLast().getPrice();
return high.add(low).add(close).divide(new BigDecimal(3), RoundingMode.HALF_UP);
}

@Override
Expand Down
26 changes: 14 additions & 12 deletions src/main/java/eu/verdelhan/bitraac/example/BinaryAlgorithm.java
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@@ -1,15 +1,17 @@
package eu.verdelhan.bitraac.example;

import com.xeiam.xchange.currency.Currencies;
import com.xeiam.xchange.dto.Order;
import com.xeiam.xchange.dto.marketdata.Trade;
import com.xeiam.xchange.dto.trade.MarketOrder;
import eu.verdelhan.bitraac.algorithms.TradingAlgorithm;
import eu.verdelhan.bitraac.data.ExchangeMarket;
import java.math.BigDecimal;
import java.math.RoundingMode;
import java.util.List;

import org.knowm.xchange.currency.CurrencyPair;
import org.knowm.xchange.dto.Order;
import org.knowm.xchange.dto.marketdata.Trade;
import org.knowm.xchange.dto.trade.MarketOrder;

import eu.verdelhan.bitraac.algorithms.TradingAlgorithm;
import eu.verdelhan.bitraac.data.ExchangeMarket;

public class BinaryAlgorithm extends TradingAlgorithm {

public BinaryAlgorithm(double initialUsdBalance, double initialBtcBalance) {
Expand All @@ -22,16 +24,16 @@ public Order placeOrder() {
double trendCoef = getTrendCoef();
if (trendCoef > 1.04) {
// Up trend
order = new MarketOrder(Order.OrderType.ASK, new BigDecimal(2.2), Currencies.BTC, Currencies.USD);
order = new MarketOrder(Order.OrderType.ASK, new BigDecimal(2.2), CurrencyPair.BTC_USD);
} else if (trendCoef > 1.015) {
// Up trend
order = new MarketOrder(Order.OrderType.ASK, new BigDecimal(2), Currencies.BTC, Currencies.USD);
order = new MarketOrder(Order.OrderType.ASK, new BigDecimal(2), CurrencyPair.BTC_USD);
} else if (trendCoef < 0.99) {
// Down trend
order = new MarketOrder(Order.OrderType.BID, new BigDecimal(2), Currencies.BTC, Currencies.USD);
order = new MarketOrder(Order.OrderType.BID, new BigDecimal(2), CurrencyPair.BTC_USD);
} else if (trendCoef < 0.97) {
// Down trend
order = new MarketOrder(Order.OrderType.BID, new BigDecimal(2.2), Currencies.BTC, Currencies.USD);
order = new MarketOrder(Order.OrderType.BID, new BigDecimal(2.2), CurrencyPair.BTC_USD);
} else {
// Stability
order = null;
Expand All @@ -43,8 +45,8 @@ private double getTrendCoef() {
double trendCoef = 1.0;
if (ExchangeMarket.isEnoughTrades(2)) {
List<Trade> trades = ExchangeMarket.getPreviousTrades();
BigDecimal previousPrice = trades.get(trades.size() - 2).getPrice().getAmount();
BigDecimal lastPrice = trades.get(trades.size() - 1).getPrice().getAmount();
BigDecimal previousPrice = trades.get(trades.size() - 2).getPrice();
BigDecimal lastPrice = trades.get(trades.size() - 1).getPrice();
trendCoef = previousPrice.divide(lastPrice, 12, RoundingMode.HALF_UP).doubleValue();
}
return trendCoef;
Expand Down
26 changes: 14 additions & 12 deletions src/main/java/eu/verdelhan/bitraac/example/MultiIndicatorsAlgorithm.java
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Original file line number Diff line number Diff line change
@@ -1,16 +1,18 @@
package eu.verdelhan.bitraac.example;

import com.xeiam.xchange.currency.Currencies;
import com.xeiam.xchange.dto.Order;
import com.xeiam.xchange.dto.trade.MarketOrder;
import java.math.BigDecimal;
import java.math.RoundingMode;

import org.knowm.xchange.currency.CurrencyPair;
import org.knowm.xchange.dto.Order;
import org.knowm.xchange.dto.trade.MarketOrder;

import eu.verdelhan.bitraac.algorithms.TradingAlgorithm;
import eu.verdelhan.bitraac.data.ExchangeMarket;
import eu.verdelhan.bitraac.indicators.AroonDown;
import eu.verdelhan.bitraac.indicators.AroonUp;
import eu.verdelhan.bitraac.indicators.PPO;
import eu.verdelhan.bitraac.indicators.ROC;
import java.math.BigDecimal;
import java.math.RoundingMode;

public class MultiIndicatorsAlgorithm extends TradingAlgorithm {

Expand All @@ -35,29 +37,29 @@ public Order placeOrder() {
BigDecimal btcBalance = getExchangeAccount().getCurrentBtcBalance();
btcBalance = btcBalance.subtract(TRADE_MARGIN);
if (btcBalance.compareTo(BigDecimal.ZERO) == 1) {
order = new MarketOrder(Order.OrderType.ASK, btcBalance, Currencies.BTC, Currencies.USD);
order = new MarketOrder(Order.OrderType.ASK, btcBalance, CurrencyPair.BTC_USD);
}
} else if (isOversold()) {
// Oversold
BigDecimal lastTradePrice = ExchangeMarket.getPreviousTrades().get(ExchangeMarket.getPreviousTrades().size() - 1).getPrice().getAmount();
BigDecimal lastTradePrice = ExchangeMarket.getPreviousTrades().get(ExchangeMarket.getPreviousTrades().size() - 1).getPrice();
BigDecimal btcToBeBought = getExchangeAccount().getCurrentUsdBalance().divide(lastTradePrice, RoundingMode.HALF_UP).subtract(TRADE_MARGIN);
if (btcToBeBought.compareTo(BigDecimal.ZERO) == 1) {
order = new MarketOrder(Order.OrderType.BID, btcToBeBought, Currencies.BTC, Currencies.USD);
order = new MarketOrder(Order.OrderType.BID, btcToBeBought, CurrencyPair.BTC_USD);
}
} else {
double ppo = getTrendStrength();
if (ppo > 0.5) {
// Strong up trend
order = new MarketOrder(Order.OrderType.ASK, new BigDecimal(2), Currencies.BTC, Currencies.USD);
order = new MarketOrder(Order.OrderType.ASK, new BigDecimal(2), CurrencyPair.BTC_USD);
} else if (ppo > 0.1) {
// Up trend
order = new MarketOrder(Order.OrderType.ASK, new BigDecimal(0.5), Currencies.BTC, Currencies.USD);
order = new MarketOrder(Order.OrderType.ASK, new BigDecimal(0.5), CurrencyPair.BTC_USD);
} else if (ppo < -0.1) {
// Down trend
order = new MarketOrder(Order.OrderType.BID, new BigDecimal(0.5), Currencies.BTC, Currencies.USD);
order = new MarketOrder(Order.OrderType.BID, new BigDecimal(0.5), CurrencyPair.BTC_USD);
} else if (ppo < -0.4) {
// Strong down trend
order = new MarketOrder(Order.OrderType.BID, new BigDecimal(2), Currencies.BTC, Currencies.USD);
order = new MarketOrder(Order.OrderType.BID, new BigDecimal(2), CurrencyPair.BTC_USD);
} else {
// Stability
order = null;
Expand Down
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