实例介绍
【实例简介】
Building Trading Bots Using Java English | 6 Jan. 2017 | ISBN: 1484225198 | 300 Pages | PDF | 6.22 MB Build an automated currency trading bot from scratch with java. In this book, you will learn about the nitty-gritty of automated trading and have a closer look at Java, the Spring Framework, event-
Building Trading Bots Using Java hekhar Varshney Granges Switzerland ISBN13(pbk):978-1-4842-2519-6 ISBN-13(electronic): 978-1-4842-2520-2 DOI10.1007/978-1-4842-2520-2 Library of Congress Control Number: 2016961228 Copyright o 2016 by Shekhar Varshney This work is subject to copyright All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed Trademarked names, logos, and images may appear in this book. Rather than use a trademark symbol with every occurrence of a trademarked name, logo, or image we use the names, logos, nd images only in an editorial fashion and to the benefit of the trademark owner, with no intention of infringement of the trademark The use in this publication of trade names, trademarks, service marks, and similar terms, even if they are not identified as such, is not to be taken as an expression of opinion as to whetheror not they are subject to proprietary rights While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein Managing Director: Welmoed Spahr Lead Editor: Steve Anglin Editorial Board: Steve Anglin, Pramila Balan, Laura Berendson, Aaron Black, Louise Corrigan, Jonathan gennick, Robert Hutchinson, Celestin Suresh John, Nikhil Karkal James Markham, Susan McDermott, Matthew Moodie, Natalie Pao, Gwenan Spearing Coordinating Editor: Mark Powers Copy Editor: Kezia Endsley Compositor: SPi Global Indexer: SPi Globa Artist: SPi Global Distributed to the book trade worldwide by Springer Science+ Business Media New York, 233 Spring Street, 6th Floor, New York, NY 10013. Phone 1-800-SPRINGER, fax(201)348-4505 e-mailorders-ny@springer-sbm.comorvisitwww.springeronline.com.ApressMedia,Llcis a California LlC and the sole member(owner) is Springer Science Business Media Finance Inc(SSBM Finance Inc). SSBM Finance Inc is a Delaware corporation Forinformationontranslationspleasee-mailrights@apress.comorvisitwww.apress.com Apress and friends of ed books may be purchased in bulk for academic, corporate, or promotional use eBook versions and licenses are also available for most titles For more information reference ourSpecialbUlkSales-ebookLicensingwebpageatwww.apress.com/bulk-sales Any source code or other supplementary materials referenced by the author in this text are availabletoreadersatwww.apress.com.Fordetailedinformationabouthowtolocateyourbooks sourcecodegotowww.apress.com/source-code/.Readerscanalsoaccesssourcecodeat Springerlink in the Supplementary Material section for each chapter. Printed on acid-free paper edicated to the angels in my life my mother, my wife Preshita, and my two daughters Mihika and anya Last but not the least, my college professor, Dr. Rajat Moona, who sowed the seeds of computer programming in my dna Contents at a glance About the author Chapter 1: Introduction to Trading Bota. Chapter 2: Account Management 27 Chapter 3: Tradeable Instruments 47 Chapter 4: Event Streaming: Market Data Events Chapter 5: Historic Instrument Market Data aeEERaar 75 Chapter 6: Placing Orders and trades 97 Chapter 7: Event Streaming: Trade/Order/Account Events 159 Chapter 8: Integration with Twitter aamna ■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■ 175 Chapter 9: Implementing Strategies.am. 203 Chapter 10: Heartbeating ammmmmmmmmmmn 219 Chapter 11: E-Mail Notifications ammmmatmmammmmmmmnmamman 231 Chapter 12: Configuration, Deployment, and Running the Bot 243 Chapter 13: Unit Testing ■■■■■■■■■■■■口■■■■■■■■■■■■■■■■■■■口■■■■■■■■■■■■■■■■■■口■■■■■ 263 Index…277 Contents About the author,i币 Chapter 1: Introduction to Trading Bot m mmmemmIRD ■■■■■■■■■■■■■■■■■■■■■■■■■ What Is a Trading Bot? Why do We need a trading bot?... 3 The capabilities of the Trading Bot Design goals Code organization and software Stack Used . OANDA REST API as Reference Implementation.m....ammann. 8 Opening an oanda practice Account 8 0 ANDA JS0 N Keys………… Constructor Dependencies for OANDA Implementations 15 Event-Driven architecture G0 ogle eventBus…18 Provider helper Interface 20 Trading Config class.........mmonann......mtnonnn.......tnn 22 Obtaining the Source Code.aaeeaaaee... 24 Try It Yourself section..aaaaaa.. 24 Chapter 2: Account Managementa 27 Account provider interface 31 A Concrete Implementation for AccountDataProvider 32 Encapsulating Everything Behind a Generic AccountlnfoService 37 Try It yourself 43 VIl CONTENTS Chapter 3: Tradeable Instruments 47 Instrument A Concrete Implementation for InstrumentDataProvider 52 Encapsulating Everything Behind a Generic Instrumentservice 56 Try It yourself 58 Chapter 4: Event Streaming: Market Data Events mmmmmmmmmm. 61 Streaming Market Data Interface. A Concrete Implementation for MarketData StreamingService .m..63 Downstream Market data event dissemination MarketEventcallback……69 Try It Yourself,… 70 Chapter 5: Historic Instrument Market Data mmmmmmmm 75 How to read a candlestick 75 Enum Defining the Candlestick Granularity 76 Define pojo to hold candlestick information 77 Historical Data Provider Interface 79 A Concrete Implementation for HistoricMarketDataProvider n81 Discussion An Alternate Database Implementation 85 Candlesticks for Moving Average Calculations... .88 MovingAverage calculation Service 89 Try lt Yourself Chapter 6: Placing Orders and Trades ■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■ 97 Order pojo definition 98 Order Management provider Interface 101 A Concrete Implementation for Order ManagementProvider ,103 A Simple orderInfoService ,115 CONTENTS Validating Orders Before Execution: PreOrderValidationService... 116 Putting It All Together in an OrderExecution Service .mmmm... 121 Trade pojo definition 124 Trade Management provider Interface 127 A Concrete Implementation for TradeManagementProvider 129 Encapsulating Read Operations Behind TradelnfoService.....m. 136 Try It yourself 144 Chapter 7: Event Streaming: Trade/order/Account Events m 159 Streaming Event Interface 161 A Concrete Implementation for Events StreamingService 162 Try It Yourself 171 Chapter 8: Integration with Twitter ■■■■■■■■■■■■■■■■■■■■ 175 Creating a Twitter Application 175 Spring Social 180 Using and Configuring Spring Social 180 Harvesting FX Tweets 181 Tweetharvester Interface wmmm. 185 XTWeethandler Interface,,,……… AbstractFxtweethandler base class 186 User-Specific TweetHandlers Try lt Yourself. Chapter 9: Implementing Strategies.aa 203 Copy Twitter Strategy 204 Fade the Move Strategy 210 Try It Yourself 214 CONTENTS Chapter 10: Heartbeating ammammmmmmmmmmmmmmm 219 HeartBeatPayload. ..m......m. 219 Streaming the Heartbeat Interface 220 A Concrete Implementation for HeartBeatstreamingService 221 HeartBeatcallback Interface 223 DefaultheartBeatservice 223 Try It Yourself 226 Chapter 11: E-Mail notifications n 231 Notification Design. EmailPayLoad poJo EmailContentgenerator interface……232 Sample Implementations. EventEmailNotifier service mm...m. 235 Try It Yourself. 237 Chapter 12: Configuration, Deployment, and running the bot m 243 Configuring the Trading Bot 243 Core Beans configuration 244 Twitter-Related Beans Configuration.....................247 Provider Beans Configuration 248 Strategies configuration …254 Services Configuration 254 Building the Bot...,,,,,…,,……256 Running the bot.....,,……259 CONTENTS Chapter 13: Unit Testing a263 Using Mockito as a Mocking Framework. Mocking Http iNteraction..............m....................e........................ 264 Mocking Streams. The versatile verify Mockit0…....,.,,… 271 Mocking Twitter Interaction . EclEmma Code Coverage Tool for Eclipse ide.n DDDDDDDDDm 274 Index ■■■■■■■■ ■■■■■■■■■■■口E n277 【实例截图】
【核心代码】
Building Trading Bots Using Java English | 6 Jan. 2017 | ISBN: 1484225198 | 300 Pages | PDF | 6.22 MB Build an automated currency trading bot from scratch with java. In this book, you will learn about the nitty-gritty of automated trading and have a closer look at Java, the Spring Framework, event-
Building Trading Bots Using Java hekhar Varshney Granges Switzerland ISBN13(pbk):978-1-4842-2519-6 ISBN-13(electronic): 978-1-4842-2520-2 DOI10.1007/978-1-4842-2520-2 Library of Congress Control Number: 2016961228 Copyright o 2016 by Shekhar Varshney This work is subject to copyright All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed Trademarked names, logos, and images may appear in this book. Rather than use a trademark symbol with every occurrence of a trademarked name, logo, or image we use the names, logos, nd images only in an editorial fashion and to the benefit of the trademark owner, with no intention of infringement of the trademark The use in this publication of trade names, trademarks, service marks, and similar terms, even if they are not identified as such, is not to be taken as an expression of opinion as to whetheror not they are subject to proprietary rights While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein Managing Director: Welmoed Spahr Lead Editor: Steve Anglin Editorial Board: Steve Anglin, Pramila Balan, Laura Berendson, Aaron Black, Louise Corrigan, Jonathan gennick, Robert Hutchinson, Celestin Suresh John, Nikhil Karkal James Markham, Susan McDermott, Matthew Moodie, Natalie Pao, Gwenan Spearing Coordinating Editor: Mark Powers Copy Editor: Kezia Endsley Compositor: SPi Global Indexer: SPi Globa Artist: SPi Global Distributed to the book trade worldwide by Springer Science+ Business Media New York, 233 Spring Street, 6th Floor, New York, NY 10013. Phone 1-800-SPRINGER, fax(201)348-4505 e-mailorders-ny@springer-sbm.comorvisitwww.springeronline.com.ApressMedia,Llcis a California LlC and the sole member(owner) is Springer Science Business Media Finance Inc(SSBM Finance Inc). SSBM Finance Inc is a Delaware corporation Forinformationontranslationspleasee-mailrights@apress.comorvisitwww.apress.com Apress and friends of ed books may be purchased in bulk for academic, corporate, or promotional use eBook versions and licenses are also available for most titles For more information reference ourSpecialbUlkSales-ebookLicensingwebpageatwww.apress.com/bulk-sales Any source code or other supplementary materials referenced by the author in this text are availabletoreadersatwww.apress.com.Fordetailedinformationabouthowtolocateyourbooks sourcecodegotowww.apress.com/source-code/.Readerscanalsoaccesssourcecodeat Springerlink in the Supplementary Material section for each chapter. Printed on acid-free paper edicated to the angels in my life my mother, my wife Preshita, and my two daughters Mihika and anya Last but not the least, my college professor, Dr. Rajat Moona, who sowed the seeds of computer programming in my dna Contents at a glance About the author Chapter 1: Introduction to Trading Bota. Chapter 2: Account Management 27 Chapter 3: Tradeable Instruments 47 Chapter 4: Event Streaming: Market Data Events Chapter 5: Historic Instrument Market Data aeEERaar 75 Chapter 6: Placing Orders and trades 97 Chapter 7: Event Streaming: Trade/Order/Account Events 159 Chapter 8: Integration with Twitter aamna ■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■ 175 Chapter 9: Implementing Strategies.am. 203 Chapter 10: Heartbeating ammmmmmmmmmmn 219 Chapter 11: E-Mail Notifications ammmmatmmammmmmmmnmamman 231 Chapter 12: Configuration, Deployment, and Running the Bot 243 Chapter 13: Unit Testing ■■■■■■■■■■■■口■■■■■■■■■■■■■■■■■■■口■■■■■■■■■■■■■■■■■■口■■■■■ 263 Index…277 Contents About the author,i币 Chapter 1: Introduction to Trading Bot m mmmemmIRD ■■■■■■■■■■■■■■■■■■■■■■■■■ What Is a Trading Bot? Why do We need a trading bot?... 3 The capabilities of the Trading Bot Design goals Code organization and software Stack Used . OANDA REST API as Reference Implementation.m....ammann. 8 Opening an oanda practice Account 8 0 ANDA JS0 N Keys………… Constructor Dependencies for OANDA Implementations 15 Event-Driven architecture G0 ogle eventBus…18 Provider helper Interface 20 Trading Config class.........mmonann......mtnonnn.......tnn 22 Obtaining the Source Code.aaeeaaaee... 24 Try It Yourself section..aaaaaa.. 24 Chapter 2: Account Managementa 27 Account provider interface 31 A Concrete Implementation for AccountDataProvider 32 Encapsulating Everything Behind a Generic AccountlnfoService 37 Try It yourself 43 VIl CONTENTS Chapter 3: Tradeable Instruments 47 Instrument A Concrete Implementation for InstrumentDataProvider 52 Encapsulating Everything Behind a Generic Instrumentservice 56 Try It yourself 58 Chapter 4: Event Streaming: Market Data Events mmmmmmmmmm. 61 Streaming Market Data Interface. A Concrete Implementation for MarketData StreamingService .m..63 Downstream Market data event dissemination MarketEventcallback……69 Try It Yourself,… 70 Chapter 5: Historic Instrument Market Data mmmmmmmm 75 How to read a candlestick 75 Enum Defining the Candlestick Granularity 76 Define pojo to hold candlestick information 77 Historical Data Provider Interface 79 A Concrete Implementation for HistoricMarketDataProvider n81 Discussion An Alternate Database Implementation 85 Candlesticks for Moving Average Calculations... .88 MovingAverage calculation Service 89 Try lt Yourself Chapter 6: Placing Orders and Trades ■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■ 97 Order pojo definition 98 Order Management provider Interface 101 A Concrete Implementation for Order ManagementProvider ,103 A Simple orderInfoService ,115 CONTENTS Validating Orders Before Execution: PreOrderValidationService... 116 Putting It All Together in an OrderExecution Service .mmmm... 121 Trade pojo definition 124 Trade Management provider Interface 127 A Concrete Implementation for TradeManagementProvider 129 Encapsulating Read Operations Behind TradelnfoService.....m. 136 Try It yourself 144 Chapter 7: Event Streaming: Trade/order/Account Events m 159 Streaming Event Interface 161 A Concrete Implementation for Events StreamingService 162 Try It Yourself 171 Chapter 8: Integration with Twitter ■■■■■■■■■■■■■■■■■■■■ 175 Creating a Twitter Application 175 Spring Social 180 Using and Configuring Spring Social 180 Harvesting FX Tweets 181 Tweetharvester Interface wmmm. 185 XTWeethandler Interface,,,……… AbstractFxtweethandler base class 186 User-Specific TweetHandlers Try lt Yourself. Chapter 9: Implementing Strategies.aa 203 Copy Twitter Strategy 204 Fade the Move Strategy 210 Try It Yourself 214 CONTENTS Chapter 10: Heartbeating ammammmmmmmmmmmmmmm 219 HeartBeatPayload. ..m......m. 219 Streaming the Heartbeat Interface 220 A Concrete Implementation for HeartBeatstreamingService 221 HeartBeatcallback Interface 223 DefaultheartBeatservice 223 Try It Yourself 226 Chapter 11: E-Mail notifications n 231 Notification Design. EmailPayLoad poJo EmailContentgenerator interface……232 Sample Implementations. EventEmailNotifier service mm...m. 235 Try It Yourself. 237 Chapter 12: Configuration, Deployment, and running the bot m 243 Configuring the Trading Bot 243 Core Beans configuration 244 Twitter-Related Beans Configuration.....................247 Provider Beans Configuration 248 Strategies configuration …254 Services Configuration 254 Building the Bot...,,,,,…,,……256 Running the bot.....,,……259 CONTENTS Chapter 13: Unit Testing a263 Using Mockito as a Mocking Framework. Mocking Http iNteraction..............m....................e........................ 264 Mocking Streams. The versatile verify Mockit0…....,.,,… 271 Mocking Twitter Interaction . EclEmma Code Coverage Tool for Eclipse ide.n DDDDDDDDDm 274 Index ■■■■■■■■ ■■■■■■■■■■■口E n277 【实例截图】
【核心代码】
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