bitrich-info#448 Kraken exchange orderbook timestamp parse incorrect …

…- fixed
dsx-tech · Nov 27, 2019 · 1e4c04b · 1e4c04b
1 parent 8133322
commit 1e4c04b
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Showing 2 changed files with 19 additions and 8 deletions.
diff --git a/xchange-kraken/src/main/java/info/bitrich/xchangestream/kraken/KrakenOrderBookUtils.java b/xchange-kraken/src/main/java/info/bitrich/xchangestream/kraken/KrakenOrderBookUtils.java
@@ -1,10 +1,7 @@
 package info.bitrich.xchangestream.kraken;
 
-import com.fasterxml.jackson.core.JsonProcessingException;
-import com.fasterxml.jackson.databind.JsonNode;
 import info.bitrich.xchangestream.kraken.dto.KrakenOrderBook;
 import info.bitrich.xchangestream.kraken.dto.enums.KrakenOrderBookMessageType;
-import info.bitrich.xchangestream.service.netty.StreamingObjectMapperHelper;
 import org.apache.commons.lang3.StringUtils;
 import org.knowm.xchange.kraken.dto.marketdata.KrakenPublicOrder;
 import org.slf4j.Logger;
@@ -89,12 +86,12 @@ public static KrakenPublicOrder extractKrakenPublicOrder(List<String> list) {
         return new KrakenPublicOrder(
                 new BigDecimal(list.get(0)).stripTrailingZeros(),
                 new BigDecimal(list.get(1)).stripTrailingZeros(),
-                timestampToMs(list.get(2))
-        );
-    }
 
-    private static long timestampToMs(String timestamp) {
-        return new BigDecimal(timestamp).multiply(new BigDecimal(1000)).longValue();
+                //TODO: The XChange Kraken orderbook timestamp is a seconds format since epoch.
+                // But websocket order's timestamp is more accurate. It is required to improve the XChange Kraken for supporting higher precision.
+                // XChange method to fix: org.knowm.xchange.kraken.KrakenAdapters.adaptOrders
+                new BigDecimal(list.get(2)).longValue()
+        );
     }
 
 }
diff --git a/xchange-kraken/src/test/java/info/bitrich/xchangestream/kraken/KrakenOrderBookParseTest.java b/xchange-kraken/src/test/java/info/bitrich/xchangestream/kraken/KrakenOrderBookParseTest.java
@@ -6,8 +6,10 @@
 import info.bitrich.xchangestream.service.netty.StreamingObjectMapperHelper;
 import org.junit.Assert;
 import org.junit.Test;
+import org.knowm.xchange.kraken.dto.marketdata.KrakenPublicOrder;
 
 import java.io.IOException;
+import java.math.BigDecimal;
 import java.util.List;
 
 public class KrakenOrderBookParseTest {
@@ -25,6 +27,14 @@ public void testOrderBookSnapshot() throws IOException {
         Assert.assertEquals(25, krakenOrderBook.getAsk().length);
         Assert.assertNotNull(krakenOrderBook.getBid());
         Assert.assertEquals(25, krakenOrderBook.getBid().length);
+        KrakenPublicOrder firstAsk = krakenOrderBook.getAsk()[0];
+        Assert.assertEquals(0, new BigDecimal("8692").compareTo(firstAsk.getPrice()));
+        Assert.assertEquals(0, new BigDecimal("2.01122372").compareTo(firstAsk.getVolume()));
+        Assert.assertEquals(1561120269L, firstAsk.getTimestamp());
+        KrakenPublicOrder firstBid = krakenOrderBook.getBid()[0];
+        Assert.assertEquals(0, new BigDecimal("8691.9").compareTo(firstBid.getPrice()));
+        Assert.assertEquals(0, new BigDecimal("1.45612927").compareTo(firstBid.getVolume()));
+        Assert.assertEquals(1561120266L, firstBid.getTimestamp());
     }
 
     @Test
@@ -40,5 +50,9 @@ public void testOrderBookUpdate() throws IOException {
         Assert.assertEquals(2, krakenOrderBook.getAsk().length);
         Assert.assertNotNull(krakenOrderBook.getBid());
         Assert.assertEquals(0, krakenOrderBook.getBid().length);
+        KrakenPublicOrder firstAsk = krakenOrderBook.getAsk()[0];
+        Assert.assertEquals(0, new BigDecimal("9618.6").compareTo(firstAsk.getPrice()));
+        Assert.assertEquals(0, BigDecimal.ZERO.compareTo(firstAsk.getVolume()));
+        Assert.assertEquals(1561372908L, firstAsk.getTimestamp());
     }
 }