L4

DecisionMaker.java

@@ -0,0 +1,134 @@
+import java.util.ArrayList;
+import java.io.BufferedReader;
+import java.io.FileReader;
+import java.time.LocalDate;
+
+public class DecisionMaker 
+{
+	private ArrayList<Quotation> historical;
+	private double expAverage;
+
+	public class Quotation {
+
+		private String date;
+		private double close, volume;
+
+		public Quotation(String date, double close, double volume) {
+			this.date = date;
+			this.close = close;
+			this.volume = volume;
+		}
+
+		public String getDate() {
+			return date;
+		}
+
+		public double getClose() {
+			return close;
+		}
+
+		public double getVolume() {
+			return volume;
+		}
+
+		@Override
+		public String toString() {
+			return String.format("%s kurs: %.2f wolumen: %.2f", date, close, volume);
+		}
+	}
+
+	//tworzenie agenta decyzyjnego w oparciu o dane historyczne i analizowany przedzial czasowy (data w formacie rrrr-mm-dd)
+	public DecisionMaker(String csvFile, String dateToAnalyzeFrom) throws Exception {
+		historical = new ArrayList<>();
+		LocalDate today=LocalDate.now(), since = LocalDate.parse(dateToAnalyzeFrom);
+
+		if(today.isBefore(since)) throw new IllegalArgumentException("Podana data musi by� wcze�niejsza od dzisiejszej!");
+		else if (since.isBefore(LocalDate.of(2019, 1, 1))) throw new IllegalArgumentException("Podana data musi by� p�niejsza ni� 1 stycznia 2020r.");
+		else {
+
+			try {
+				BufferedReader buffer = new BufferedReader(new FileReader(csvFile));
+				String [] dane; String line="";
+
+				while( (line=buffer.readLine()) != null) {
+
+					dane = line.replaceAll("[^0-9.;-]", "").split(";");
+					historical.add(new Quotation(dane[0], Double.parseDouble(dane[1]), Double.parseDouble(dane[2])));
+					if(line.contains(dateToAnalyzeFrom)) break;
+				}
+
+				buffer.close();
+			} 
+			catch (Exception e) {
+				System.out.println("Nie mo�na odnale�� pliku!");
+			}
+
+			expAverage=exponentialAverage();
+		}
+
+	}
+
+	public ArrayList<Quotation> getHistorical() {
+		return historical;
+	}
+
+	public double getExpAverage() {
+		return expAverage;
+	}
+
+	public int makeDecision(double currentPrice) {
+
+		double currentAverage = exponentialAverage(currentPrice);
+
+		// jesli wykres sredniej exponencjalnej przecina sie z wykresem kursu waluty od dolu wysylany jest sygnal kupna
+
+		if(expAverage<currentPrice && currentPrice <= currentAverage) {
+			System.out.println("KUP");
+			return 1;
+		}
+
+		// jesli wykres sredniej exponencjalnej przecina sie z wykresem kursu waluty od gory wysylany jest sygnal sprzedazy
+		else if(expAverage>=currentPrice && currentPrice > currentAverage) {
+			System.out.println("SPRZEDAJ");
+			return -1;
+		}
+
+		else {
+			System.out.println("CZEKAJ");
+			return 0;
+		}
+	}
+
+	// wyliczanie sredniej wazonej eksponencjalnej na podstawie danych historycznych
+	private double exponentialAverage() {
+
+		int N = historical.size();
+		double sum = 0, weights = 0;
+
+		for(int i=0; i<N-1; i++) {
+
+			double factorial = Math.pow(1-(2/(N+1)), i);
+			sum += historical.get(i).close*factorial;
+			weights += factorial;
+		}
+
+		return sum/weights;
+	}
+
+	// wyliczanie sredniej wazonej eksponencjalnej na podstawie danych historycznych oraz obecnego kursu
+	public double exponentialAverage(double currentPrice) {
+
+		int N = historical.size();
+		double sum = currentPrice, weights = 1.0;
+
+		for(int i=1; i<N+1; i++) {
+
+			double factorial = Math.pow(1-(2/(N+1)), i);
+			sum += historical.get(i-1).close*factorial;
+			weights += factorial;
+		}
+
+		return sum/weights;
+	}
+
+}

Exchange.java

@@ -0,0 +1,221 @@
+import java.net.URL;
+import java.util.ArrayList;
+
+public class Exchange 
+{
+	private JSONParser parser;
+	private String name, currency1, currency2;
+	private ArrayList <Offer> bids, asks;
+
+	public Exchange(String name, String currency1, String currency2, int quantity) {
+		this.name = name;
+		this.currency1 = currency1;
+		this.currency2 = currency2;
+		this.bids = new ArrayList<Offer>();
+		this.asks = new ArrayList<Offer>();
+		createParser();
+		fillData(quantity);
+	}
+
+	public ArrayList<Offer> getBids() {
+		return bids;
+	}
+
+	public ArrayList<Offer> getAsks() {
+		return asks;
+	}
+
+	public void printOrderbook() {
+
+		System.out.println("\n------------------------------------------------\n"+ name + " Exchange\t("+currency1+" - "+currency2+")");
+		System.out.println("\nBIDS\n------------------------------------------------");
+
+		for(Offer bid : bids) {
+			System.out.println("BID: " + bid);
+		}
+		System.out.println("------------------------------------------------\n\nASKS\n------------------------------------------------");
+
+
+		for(Offer ask : asks) {
+			System.out.println("ASK: " + ask);
+		}
+		System.out.println("------------------------------------------------");
+	}
+
+	public void update(int quantity) {
+		parser.updateData();
+		fillData(quantity);
+	}
+
+	private void fillData(int quantity) {
+		switch(name) {
+			case "BitBay":
+				bitbayData(quantity);
+				break;
+			case "CEX.IO":
+				cexioData(quantity);
+				break;
+			case "WhiteBit":
+				whitebitData(quantity);
+				break;
+			case "Ftx":
+				ftxData(quantity);
+				break;
+			default:
+				System.out.println("Nie obs�ugiwane �r�d�o!");
+		}
+	}
+
+	private void bitbayData(int quantity) {
+
+		String [] tab = parser.getData(); 
+		int i=0, counter=0;
+
+		tab[0]=tab[0].replace("bids", "");
+
+		for(; !tab[i].contains("asks"); i+=2) {
+
+			if(counter < quantity) {
+				if(bids.size()==counter) bids.add(new Offer(Double.parseDouble(tab[i]),Double.parseDouble(tab[i+1])));
+				else bids.set(counter, new Offer(Double.parseDouble(tab[i]),Double.parseDouble(tab[i+1])));
+				counter++;
+			}
+		}
+
+		counter = 0;
+		tab[i]=tab[i].replace("asks", "");
+
+		for(; i<tab.length-1; i+=2) {
+
+			if(counter < quantity) {
+				if(asks.size()==counter) asks.add(new Offer(Double.parseDouble(tab[i]),Double.parseDouble(tab[i+1])));
+				else asks.set(counter, new Offer(Double.parseDouble(tab[i]),Double.parseDouble(tab[i+1])));
+				counter++;
+			}
+		}
+
+		bids.trimToSize(); asks.trimToSize();
+	}
+
+	private void cexioData(int quantity) {
+
+		String [] tab = parser.getData(); 
+		int i=1, counter=0;
+
+		tab[1]=tab[1].replace("bids", "");	
+
+		for(; !tab[i].contains("asks"); i+=2) {
+
+			if(counter < quantity) {
+				if(bids.size()==counter) bids.add(new Offer(Double.parseDouble(tab[i]),Double.parseDouble(tab[i+1])));
+				else bids.set(counter, new Offer(Double.parseDouble(tab[i]),Double.parseDouble(tab[i+1])));
+				counter++;
+			}
+		}
+
+		counter = 0;
+		tab[i]=tab[i].replace("asks", "");
+
+		for(; !tab[i].contains("pair"); i+=2) {
+
+			if(counter < quantity) {
+				if(asks.size()==counter) asks.add(new Offer(Double.parseDouble(tab[i]),Double.parseDouble(tab[i+1])));
+				else asks.set(counter, new Offer(Double.parseDouble(tab[i]),Double.parseDouble(tab[i+1])));
+				counter++;
+			}
+		}
+
+		bids.trimToSize(); asks.trimToSize();
+	}
+
+	private void whitebitData(int quantity) {
+
+		String [] tab = parser.getData(); 
+		int i=0, counter=0;
+
+		tab[0]=tab[0].replace("asks", "");
+
+		for(; !tab[i].contains("bids"); i+=2) {
+
+			if(counter < quantity) {
+				if(asks.size()==counter) asks.add(new Offer(Double.parseDouble(tab[i]),Double.parseDouble(tab[i+1])));
+				else asks.set(counter, new Offer(Double.parseDouble(tab[i]),Double.parseDouble(tab[i+1])));
+				counter++;
+			}
+		}
+
+		counter = 0;
+		tab[i]=tab[i].replace("bids", "");
+
+		for(; i<tab.length-1; i+=2) {
+
+			if(counter < quantity) {
+				if(bids.size()==counter) bids.add(new Offer(Double.parseDouble(tab[i]),Double.parseDouble(tab[i+1])));
+				else bids.set(counter, new Offer(Double.parseDouble(tab[i]),Double.parseDouble(tab[i+1])));
+				counter++;
+			}
+		}
+
+		bids.trimToSize(); asks.trimToSize();
+	}
+
+	private void ftxData(int quantity) {
+
+		String [] tab = parser.getData(); 
+		int i=0, counter=0;
+
+		tab[0]=tab[0].replace("resultasks", "");	
+
+
+		for(; !tab[i].contains("bids"); i+=2) {
+
+			if(counter < quantity) {
+				if(asks.size()==counter) asks.add(new Offer(Double.parseDouble(tab[i]),Double.parseDouble(tab[i+1])));
+				else asks.set(counter, new Offer(Double.parseDouble(tab[i]),Double.parseDouble(tab[i+1])));
+				counter++;
+			}
+		}
+
+		counter = 0;
+		tab[i]=tab[i].replace("bids", "");
+
+		for(; !tab[i].contains("suc"); i+=2) {
+
+			if(counter < quantity) {
+				if(bids.size()==counter) bids.add(new Offer(Double.parseDouble(tab[i]),Double.parseDouble(tab[i+1])));
+				else bids.set(counter, new Offer(Double.parseDouble(tab[i]),Double.parseDouble(tab[i+1])));
+				counter++;
+			}
+		}
+
+		bids.trimToSize(); asks.trimToSize();
+	}
+
+	private void createParser()
+	{
+		String address="";
+		switch(name) {
+		case "BitBay":
+			address=String.format("https://bitbay.net/API/Public/%s%s/orderbook.json", currency1, currency2);
+			break;
+		case "CEX.IO":
+			address=String.format("https://cex.io/api/order_book/%s/%s/", currency1, currency2);
+			break;
+		case "WhiteBit":
+			address=String.format("https://whitebit.com/api/v1/public/depth/result?market=%s_%s&limit=10", currency1, currency2);
+			break;
+		case "Ftx":
+			address=String.format("https://ftx.com/api//markets/%s_%s/orderbook", currency1, currency2);
+			break;
+		default:
+			System.out.println("Nie obs�ugiwane �r�d�o!");
+		}
+
+		try {
+			if(address!="") this.parser = new JSONParser(new URL(address));
+		}
+		catch (Exception e){
+			e.printStackTrace();
+		}
+	}
+}

JSONParser.java

@@ -0,0 +1,39 @@
+import java.net.URL;
+import java.net.URLConnection;
+import java.io.BufferedReader;
+import java.io.InputStreamReader;
+
+public class JSONParser 
+{
+	private URL source;
+	private String [] data;
+
+	public JSONParser(URL source) {
+		this.source = source;
+		try {
+			updateData();
+		} 
+		catch (Exception e) {
+			e.printStackTrace();
+		}
+	}
+
+	public String [] getData() {
+		return data;
+	}
+
+	public void updateData() {
+		try {
+			URLConnection connection = source.openConnection();
+			connection.addRequestProperty("User-Agent", "Mozilla");
+			connection.connect();
+
+			BufferedReader buffer = new BufferedReader(new InputStreamReader(connection.getInputStream()));
+			data = buffer.readLine().replaceAll("[:\\[\\]\\{\\}\"]", "").split(",");
+		} 
+		catch (Exception e) {
+			e.printStackTrace();
+		}
+	}
+
+}