This application calculates the Volume Weighted Average Price (VWAP) for BTC-USD. It utilizes the Gemini API to fetch trade entries and calculate VWAP.
Ensure that you have the following installed:
Java 17or higher
The project is formatted with Spotless according to Google Java Style.
To build the project, including external dependencies, open your terminal/command line, navigate to the project directory and run the following command:
./gradlew clean shadowJar
Once you've built the project, you can run the application using the following command:
java -jar build/libs/btcusd-1.0.0-release.jar
When the application starts, it will fetch trade entries from the Gemini API and store them in an in-memory trade history, represented by a Deque.
The application then starts three tasks:
- FetchTradeEntriesTask.java fetches new trade entries from the Gemini API every 10 seconds and adds them to the trade history.
- CalculateVWAPTask.java calculates the VWAP for the last two and ten minutes every two minutes and prints the results.
- RemoveOldTradesTask.java removes trade entries older than 11 minutes from the trade history every three minutes.
The initial call to the Gemini API fetches all trade entries from the last ten minutes. We can get a hunch if this number is correct by running the following command (assuming you have jq installed), assuming there are 500 trades or less:
curl https://api.gemini.com/v1/trades/btcusd\?limit_trades\=500\×tamp\=<TIMESTAMP> | jq lengthWhere <TIMESTAMP> is the timestamp displayed as the application starts.