feat: Set limit on order book size (#165)

gazbert · Nov 24, 2024 · 9f4f1ba · 9f4f1ba
1 parent b8095c6
commit 9f4f1ba
Show file tree

Hide file tree

Showing 4 changed files with 422 additions and 7,613 deletions.
diff --git a/bxbot-exchanges/src/integration-test/java/com/gazbert/bxbot/exchanges/CoinbaseIT.java b/bxbot-exchanges/src/integration-test/java/com/gazbert/bxbot/exchanges/CoinbaseIT.java
@@ -28,6 +28,7 @@
 import static org.easymock.EasyMock.replay;
 import static org.easymock.EasyMock.verify;
 import static org.junit.Assert.assertFalse;
+import static org.junit.jupiter.api.Assertions.assertEquals;
 
 import com.gazbert.bxbot.exchange.api.AuthenticationConfig;
 import com.gazbert.bxbot.exchange.api.ExchangeAdapter;
@@ -92,8 +93,8 @@ public void testPublicApiCalls() throws Exception {
     exchangeAdapter.init(exchangeConfig);
 
     final MarketOrderBook orderBook = exchangeAdapter.getMarketOrders(MARKET_ID);
-    assertFalse(orderBook.getBuyOrders().isEmpty());
-    assertFalse(orderBook.getSellOrders().isEmpty());
+    assertEquals(100, orderBook.getBuyOrders().size());
+    assertEquals(100, orderBook.getSellOrders().size());
 
     verify(authenticationConfig, networkConfig, otherConfig, exchangeConfig);
   }

diff --git a/bxbot-exchanges/src/main/java/com/gazbert/bxbot/exchanges/CoinbaseExchangeAdapter.java b/bxbot-exchanges/src/main/java/com/gazbert/bxbot/exchanges/CoinbaseExchangeAdapter.java
@@ -73,6 +73,8 @@ public class CoinbaseExchangeAdapter extends AbstractExchangeAdapter
 
   private static final String PRODUCT_BOOK = "/market/product_book";
   private static final String PRODUCT_ID_PARAM = "product_id";
+  private static final String PRODUCT_BOOK_LIMIT_PARAM = "limit";
+  private static final int PRODUCT_BOOK_LIMIT_VALUE = 100;
 
   private static final String UNEXPECTED_ERROR_MSG =
       "Unexpected error has occurred in Coinbase Advanced Trade Exchange Adapter. ";
@@ -122,6 +124,7 @@ public MarketOrderBook getMarketOrders(String marketId)
     try {
       final Map<String, String> params = createRequestParamMap();
       params.put(PRODUCT_ID_PARAM, marketId);
+      params.put(PRODUCT_BOOK_LIMIT_PARAM, String.valueOf(PRODUCT_BOOK_LIMIT_VALUE));
 
       final ExchangeHttpResponse response = sendPublicRequestToExchange(PRODUCT_BOOK, params);