Building Trading Bots Using Java [2016]
Building Trading Bots Using JavaEnglish | 6 Jan. 2017 | ISBN: 1484225198 | 300 Pages | PDF | 6.22 MBBuild 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 Javahekhar VarshneyGrangesSwitzerlandISBN13(pbk):978-1-4842-2519-6ISBN-13(electronic): 978-1-4842-2520-2DOI10.1007/978-1-4842-2520-2Library of Congress Control Number: 2016961228Copyright o 2016 by Shekhar VarshneyThis work is subject to copyright All rights are reserved by the Publisher, whether the wholeor part of the material is concerned, specifically the rights of translation, reprinting, reuse ofillustrations, recitation, broadcasting, reproduction on microfilms or in any other physicalway, and transmission or information storage and retrieval, electronic adaptation, computersoftware, or by similar or dissimilar methodology now known or hereafter developedTrademarked names, logos, and images may appear in this book. Rather than use a trademarksymbol 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 nointention of infringement of the trademarkThe use in this publication of trade names, trademarks, service marks, and similar terms, even ifthey are not identified as such, is not to be taken as an expression of opinion as to whetheror notthey are subject to proprietary rightsWhile the advice and information in this book are believed to be true and accurate at thedate of publication, neither the authors nor the editors nor the publisher can accept any legalresponsibility for any errors or omissions that may be made. The publisher makes no warranty,express or implied, with respect to the material contained hereinManaging Director: Welmoed SpahrLead Editor: Steve AnglinEditorial Board: Steve Anglin, Pramila Balan, Laura Berendson, Aaron Black, Louise Corrigan,Jonathan gennick, Robert Hutchinson, Celestin Suresh John, Nikhil KarkalJames Markham, Susan McDermott, Matthew Moodie, Natalie Pao, Gwenan SpearingCoordinating Editor: Mark PowersCopy Editor: Kezia EndsleyCompositor: SPi GlobalIndexer: SPi GlobaArtist: SPi GlobalDistributed 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)348-4505e-mailorders-ny@springer-sbm.comorvisitwww.springeronline.com.ApressMedia,Llcisa California LlC and the sole member(owner) is Springer Science Business Media FinanceInc(SSBM Finance Inc). SSBM Finance Inc is a Delaware corporationForinformationontranslationspleasee-mailrights@apress.comorvisitwww.apress.comApress and friends of ed books may be purchased in bulk for academic, corporate, or promotionaluse eBook versions and licenses are also available for most titles For more information referenceourSpecialbUlkSales-ebookLicensingwebpageatwww.apress.com/bulk-salesAny source code or other supplementary materials referenced by the author in this text areavailabletoreadersatwww.apress.com.Fordetailedinformationabouthowtolocateyourbookssourcecodegotowww.apress.com/source-code/.ReaderscanalsoaccesssourcecodeatSpringerlink in the Supplementary Material section for each chapter.Printed on acid-free paperedicated to the angels in my lifemy mother, my wife Preshita, and my two daughters Mihika and anyaLast but not the least, my college professor, Dr. Rajat Moona,who sowed the seeds of computer programming in my dnaContents at a glanceAbout the authorChapter 1: Introduction to Trading Bota.Chapter 2: Account Management27Chapter 3: Tradeable Instruments47Chapter 4: Event Streaming: Market Data EventsChapter 5: Historic Instrument Market Data aeEERaar75Chapter 6: Placing Orders and trades97Chapter 7: Event Streaming: Trade/Order/Account Events159Chapter 8: Integration with Twitter aamna■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■175Chapter 9: Implementing Strategies.am.203Chapter 10: Heartbeating ammmmmmmmmmmn 219Chapter 11: E-Mail Notifications ammmmatmmammmmmmmnmamman 231Chapter 12: Configuration, Deployment, and Running the Bot 243Chapter 13: Unit Testing■■■■■■■■■■■■口■■■■■■■■■■■■■■■■■■■口■■■■■■■■■■■■■■■■■■口■■■■■263Index…277ContentsAbout the author,i币Chapter 1: Introduction to Trading Bot m mmmemmIRD■■■■■■■■■■■■■■■■■■■■■■■■■What Is a Trading Bot?Why do We need a trading bot?...3The capabilities of the Trading BotDesign goalsCode organization and software Stack Used .OANDA REST API as Reference Implementation.m....ammann. 8Opening an oanda practice Account80 ANDA JS0 N Keys…………Constructor Dependencies for OANDA Implementations15Event-Driven architectureG0 ogle eventBus…18Provider helper Interface20Trading Config class.........mmonann......mtnonnn.......tnn 22Obtaining the Source Code.aaeeaaaee... 24Try It Yourself section..aaaaaa.. 24Chapter 2: Account Managementa27Account provider interface31A Concrete Implementation for AccountDataProvider32Encapsulating Everything Behind a Generic AccountlnfoService37Try It yourself43VIlCONTENTSChapter 3: Tradeable Instruments47InstrumentA Concrete Implementation for InstrumentDataProvider52Encapsulating Everything Behind a Generic Instrumentservice56Try It yourself58Chapter 4: Event Streaming: Market Data Events mmmmmmmmmm. 61Streaming Market Data Interface.A Concrete Implementation for MarketData StreamingService .m..63Downstream Market data event disseminationMarketEventcallback……69Try It Yourself,…70Chapter 5: Historic Instrument Market Data mmmmmmmm 75How to read a candlestick75Enum Defining the Candlestick Granularity76Define pojo to hold candlestick information77Historical Data Provider Interface79A Concrete Implementation for HistoricMarketDataProvidern81Discussion An Alternate Database Implementation85Candlesticks for Moving Average Calculations....88MovingAverage calculation Service89Try lt YourselfChapter 6: Placing Orders and Trades■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■97Order pojo definition98Order Management provider Interface101A Concrete Implementation for Order ManagementProvider,103A Simple orderInfoService,115CONTENTSValidating Orders Before Execution: PreOrderValidationService... 116Putting It All Together in an OrderExecution Service .mmmm... 121Trade pojo definition124Trade Management provider Interface127A Concrete Implementation for TradeManagementProvider129Encapsulating Read Operations Behind TradelnfoService.....m. 136Try It yourself144Chapter 7: Event Streaming: Trade/order/Account Events m 159Streaming Event Interface161A Concrete Implementation for Events StreamingService162Try It Yourself171Chapter 8: Integration with Twitter■■■■■■■■■■■■■■■■■■■■175Creating a Twitter Application175Spring Social180Using and Configuring Spring Social180Harvesting FX Tweets181Tweetharvester Interface wmmm. 185XTWeethandler Interface,,,………AbstractFxtweethandler base class186User-Specific TweetHandlersTry lt Yourself.Chapter 9: Implementing Strategies.aa203Copy Twitter Strategy204Fade the Move Strategy210Try It Yourself214CONTENTSChapter 10: Heartbeating ammammmmmmmmmmmmmmm 219HeartBeatPayload. ..m......m. 219Streaming the Heartbeat Interface220A Concrete Implementation for HeartBeatstreamingService221HeartBeatcallback Interface223DefaultheartBeatservice223Try It Yourself226Chapter 11: E-Mail notifications n231Notification Design.EmailPayLoad poJoEmailContentgenerator interface……232Sample Implementations.EventEmailNotifier service mm...m. 235Try It Yourself.237Chapter 12: Configuration, Deployment, and running the bot m 243Configuring the Trading Bot243Core Beans configuration244Twitter-Related Beans Configuration.....................247Provider Beans Configuration248Strategies configuration…254Services Configuration254Building the Bot...,,,,,…,,……256Running the bot.....,,……259CONTENTSChapter 13: Unit Testinga263Using Mockito as a Mocking Framework.Mocking Http iNteraction..............m....................e........................ 264Mocking Streams.The versatile verify Mockit0…....,.,,…271Mocking Twitter Interaction .EclEmma Code Coverage Tool for Eclipse ide.nDDDDDDDDDm274Index■■■■■■■■■■■■■■■■■■■口En277
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用systemVue解决雷达测试方案中需要全面考虑到各种问题2010-9-10全数字式相控阵雷达H 8-Element Digital T/R ModuleH 8-Element Digital T/R ModuleFiber-optie 8-Element Digital T/R Module Hup/down linksA: Waveform andcontrol wordsKH DACUp/DownPower AmpB: Echo Data〔 m lines)ADCConverterRx protectorDigital T/R Module (Low-cost cell phonePower/ Coolingtechnolog Element Level.数字模块:包含微波电路,数字电路,时钟电路和光电路的复杂系统数字波束合成大容量高速数据传输技术高性能信号处理机:: Agilent Technologies日程安排●概述雷达信号的模拟雷达信号的分析模块级(T/R组件)测试接- Agilent Technologies2010-9-10雷达系统测试需要的激励信号基带Q波你号,∈○数字基带信号注入信号注入中频信号注入(距离和多勒放大器铝器中频放大放大二玉振LO这接收机替换信号处理饥信号类型测试应用技术要求正弦波信号替代系统本振等电路性能测试功率,频率精度,柞位噪声调制信号则试接收机或关键部件性能功率,频率精度,调制带宽,调制能力,调制精度大真信号则试接收机或关键处玨器性能号带宽,失真处理能力,信号幅度精度带信号则试模拟或数字基带电路性能模拟,数字信号输出能丿,数字接口形式,速率Agilent Technologies常用雷达信号类型及特点(1信号类型信号特点备注简单脉冲信号载波频率,重复周期和脉冲宽度固定或慢速变化雷达常用信号捷变信号脉冲重复间限脉冲间或脉冲组间)迅速变化,包用于动目标显示,脉冲多括参差,滑动和抖动笔形式。普勒等雷达频率捷变信号信号载波须率(脉冲内和脉冲间极脉沖组间)快速变用于雷达抗干扰术化率分集信号同时和接近问时发射的具有多个载波的信号用于雷达抗十扰技术极化变信弓射频徼波信号的极化方式(脉冲内,脉冲间和脉产组用户雷达抗干扰技术间)快速变化双脉冲信号在每个内有两个相邻的脉冲,脉冲隔为脉冲宽用于抗回答式干扰信号度的若干倍。双路信号具有一定相关性的两路信号同时发射。两路信号的用户反侦察秋抗干扰信号和载波频率可以相同也可个同。脉冲玉缩信号具备很大的时宽带宽积。包含线性调频,非线性频用于预警雷达和高分辨力信号,一相编码信号,多相编码信号和频率编鶴信号」雷达接- Agilent Technologies2010-9-10常用雷达信号类型及特点(2)信号类型信号特点备注脉冲编码信号|多为脉冲串形式,采用脉冲位置编码和脉冲幅度编码方用于航管,敌我识别和指令系统等。相参脉冲串信号在每个发射多个相邻的脉冲,包利均匀脉冲串信是一种大时宽信号,用于号,非均匀脉冲串信号和频率编码脉冲串信号等。搜索和跟踪雷达应用。连续波信号时间连续信号。包含单频连续波信号,多频连续波信号,用于日标测返,雷达高度调频连续波信号和二编码连续波信号。计和放撞雷达。分们频谱信号具有噪声类似柬声词制传性。时宽带宽积大。包含噪|用于目标识别和抗干扰等声突似噪声调频或调相信号超宽带冲激信号超宽带信号,无载波。用户目标识别,高分辨目标成像笭雷达:: Agilent Technologies脉冲压缩雷达信号问题:作用距离和标分辨率接- Agilent Technologies52010-9-10脉冲压缩雷达信号问题:作用距离和标分辨率R脉冲压缩雷达信号H(TransmitterSTALODETWeightingH*(w)_MANMatchedReduces sllFilterReceive△接- Agilent Technologies2010-9-10先进信号源仪表的合成信号功能E8257DPSG模拟信号源E8267DPSG矢量信号源频率范围覆盖至44GH67GH烦率覆盖/0.01Hz步进全部覆盖E8257功能及指标136cm-20dBm功率范围/08dB幅度精度唯一片微菠频段矢量调制信号源优良的相噪性能:-113dBc/H@?0 kHz offset20Gh;频率可实时合成微波段PSK,FSK,MSK,0AM信号AM,FM,FM,脉冲调制能力内部/外部Q存储器完成仟意波信号合成脉冲二:时间为:10ns.开关比:80dB160MHz/2GH洞制带宽选择步进/列表/斜坡扫描功能配合软什/分析仪表非实时合成复杂信号配合宽带仨意产生器实时合成复杂信号E品EEEg堂皇E8257D超大功率输出选件(521)Maximum output power(dBm)382570-J21 maximun uutput puweI10 to 250 MHz+7=27rp+28{-31typ-24 typ)186:020GH+24(-2e Marum wai ahle(messrS)Maximun leve ad powar sheaf ea" l12141620GHz的接- Agilent Technologies2010-9-10改善的E8257D信号源的相位噪声性能四04Hz)GHZGHz8010 GHz0⑩四1GHz-13-140-160170101001k10k100k1M10M100ML(f(dBc/Hz) vs f(Hz):: Agilent Technologies矢量信号合成系统输出接口件输出层信号数据存馅和调制。合成实际信号信号源输出信号的验证和定标宽带信号合路合成信号的验证和定标仪表下载的信号波形数据用户使用界面层用信号库文件根据测试要求对信号信号设置软件界面频率,时间标识等进行定义型号任务测试模式,:,,,控制仪表和数据下载软件数接口信号建立设汁层雷达信号模型建立息2雷达信号库建立通信信号模型建立通信信号厍建立用户采集信号库仿真信号的软件验证仿真信号实验信号采集数君雷达信亏库数字通信信号库验证工具B Agilent Technologies2010-9-10宽带信号模拟系统计算机及信号参数设置欤件LAN控制N241A多通道上丰宽带冮意波发生器宽带宽带微波微波微波微波矢量信号源矢量信号源矢量信号源矢量信号源矢量信号源信号信号信号信号合路系统曰盟系统输出宽带输出信号信号参数检测仪表:: Agilent Technologies高性能宽带任意波发生器一N8241A15Bt125G采样DAC电路Spurious Free Dynamic Range(SFDR每个仪表内置两个DAC杂波扣制性能高-65 dBcMarkerIMDb5443d8高相位噪声性能>-120dBc∥Hzat10kHzOffset at 1.25GHz低噪声>.150dBc/Hz225 MHZ275 MHZG Tones Spaced 2.5 MHz w/1.25GS/s clock接- Agilent Technologies2010-9-10宽带矢量调制信号合成会BA76 dBI RE Caded: unspecied beloy 20 MHa)平中产,叶提供宽带调制能力输出频率可选调制带宽为合成宽带基带信号软件合成雷达信号波形波形排序功能实现宽带捷变频信号建京软件欢系统系统误差诖行测试和校准系统基带时坤和本振参考与被测相参宽带矢量信号源仪表配置说明或矢量信号源频率范围为信号源输出须率范围调制情宽为:信号源外调制(标准配置宽带任意波发生器前面板频率范围为信号源输出颏※范围入调制带宽为:信号源宽带调制(选件)宽带任意波发生器率范围为信号源输出频率范调制带宽为后面板宽带输入波形计算矢量信号源宽带调制(选件宽带任意波发生器频率范围为信号源输出频率范围调制情宽为接- Agilent Technologies10
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