bitrich-info#448 revew fix - order timestamp more accurate now

dsx-tech · Dec 4, 2019 · 25566b2 · 25566b2
1 parent 1e4c04b
commit 25566b2
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Showing 2 changed files with 5 additions and 4 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
@@ -29,6 +29,7 @@ public class KrakenOrderBookUtils {
     private static final String BID_UPDATE = "b";
 
     private static final int EXPECTED_ORDER_BOOK_ARRAY_SIZE = 4;
+    private static final BigDecimal BIG_DECIMAL_1000 = new BigDecimal(1000);
 
     @SuppressWarnings("unchecked")
     public static KrakenOrderBook parse(List jsonParseResult) {
@@ -90,7 +91,7 @@ public static KrakenPublicOrder extractKrakenPublicOrder(List<String> list) {
                 //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()
+                new BigDecimal(list.get(2)).multiply(BIG_DECIMAL_1000).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
@@ -30,11 +30,11 @@ public void testOrderBookSnapshot() throws IOException {
         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());
+        Assert.assertEquals(1561120269939L, 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());
+        Assert.assertEquals(1561120266647L, firstBid.getTimestamp());
     }
 
     @Test
@@ -53,6 +53,6 @@ public void testOrderBookUpdate() throws IOException {
         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());
+        Assert.assertEquals(1561372908562L, firstAsk.getTimestamp());
     }
 }