new oder book and order execution system

src/main/java/chart/Chart.java

@@ -171,7 +171,7 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
     @Override
     public void UpdateQuote(Quote q) {
         // System.out.print("Quote Received\n");
-        this.realTimeAdd(q.time, (float) q.price, q.volume);
+        this.realTimeAdd(q.time, (float) q.price, (float)q.volume);
     //    this.invalidate();
         this.repaint();
     }

src/main/java/gui/AskBook.java

@@ -27,6 +27,7 @@ package gui;
 
 import sesim.Order_old.*;
 import java.util.ArrayList;
+import sesim.Exchange.*;
 
 /**
  *
@@ -36,7 +37,7 @@ public class AskBook extends OrderBook {
 
     @Override
     ArrayList getOrderBook() {
-        return MainWin.se.getOrderBook(OrderType_old.ask,40);
+        return MainWin.se.getOrderBook(OrderType.ASK,40);
     }
     
     @Override
@@ -48,7 +49,7 @@ public class AskBook extends OrderBook {
         if (MainWin.se == null) {
             return;
         }
-        MainWin.se.addBookReceiver(OrderType_old.ask, this);
+        MainWin.se.addBookReceiver(OrderType.ASK, this);
         
     }
 

src/main/java/gui/BidBook.java

@@ -27,6 +27,7 @@ package gui;
 
 import sesim.Order_old.*;
 import java.util.ArrayList;
+import sesim.Exchange.*;
 
 /**
  *
@@ -36,13 +37,13 @@ public class BidBook extends OrderBook {
 
     @Override
     ArrayList getOrderBook() {
-        return MainWin.se.getOrderBook(OrderType_old.bid, 40);
+        return MainWin.se.getOrderBook(OrderType.BID, 40);
     }
 
     public BidBook() {
         if (MainWin.se == null) {
             return;
         }
-        MainWin.se.addBookReceiver(OrderType_old.bid, this);
+        MainWin.se.addBookReceiver(OrderType.BID, this);
     }
 }

src/main/java/gui/MainWin.java

@@ -33,6 +33,7 @@ import sesim.Exchange;
 import sesim.BuyOrder;
 import javax.swing.UIManager;
 import javax.swing.*;
+import sesim.AccountData;
 
 
 /**
@@ -52,6 +53,30 @@ public class MainWin extends javax.swing.JFrame {
      
         initComponents();
         
+        
+            double aid1 = se.createAccount(100, 100);
+        double aid2 = se.createAccount(100, 100);
+
+        AccountData a1 = se.getAccountData(aid1);
+        AccountData a2 = se.getAccountData(aid2);
+        
+        se.createOrder(aid2, Exchange.OrderType.ASK, 20, 11);
+        se.createOrder(aid2, Exchange.OrderType.ASK, 10, 10);
+        se.createOrder(aid2, Exchange.OrderType.ASK, 10, 9);
+        se.createOrder(aid1, Exchange.OrderType.BID, 50, 7);
+
+        /*
+        System.out.print("Exec Orders\n");
+        se.executeOrders();
+        System.out.print("Executed Orders\n");
+
+        a1 = se.getAccountData(aid1);
+        a2 = se.getAccountData(aid2);
+        */
+        
+        
+     
+/*        
              AutoTraderLIst at = new AutoTraderLIst();
 //        RandomTraderConfig rcfg = new RandomTraderConfig();
         SwitchingTraderConfig rcfg = new SwitchingTraderConfig();
@@ -61,6 +86,7 @@ public class MainWin extends javax.swing.JFrame {
         
         SwitchingTraderConfig scfg = new SwitchingTraderConfig();
         at.add(1, scfg, se, 1000000, 0);
+        */
         
     }
 

src/main/java/gui/OrderBook.java

@@ -26,6 +26,7 @@
 package gui;
 
 import sesim.Exchange;
+import sesim.Exchange.*;
 import java.util.ArrayList;
 import java.util.Formatter;
 import javax.swing.table.AbstractTableModel;
@@ -96,7 +97,7 @@ public abstract class OrderBook extends javax.swing.JPanel implements Exchange.B
 
     protected class OrderBookListModel extends AbstractTableModel {
 
-        private ArrayList list;
+        private ArrayList <OrderBookItem> list;
         //private final boolean desc = false;
 
         public OrderBookListModel() {
@@ -113,7 +114,7 @@ public abstract class OrderBook extends javax.swing.JPanel implements Exchange.B
             this.fireTableDataChanged();
             
             this.update_calls++;
-            int hc = this.hashCode();
+        //    int hc = this.hashCode();
             //System.out.print("Update/ColCalls = " + update_calls + "/" + colcount_calls + " HC: " + hc + "\n");
         }
  
@@ -145,15 +146,15 @@ public abstract class OrderBook extends javax.swing.JPanel implements Exchange.B
 
         @Override
         public Object getValueAt(int r, int c) {
-            sesim.Order_old o;
+            OrderBookItem o;
 
             int s = list.size();
             //System.out.print("Looking for Value at" + r + ":" + c + " w size:" + s + "\n");
 
             if (!getDesc()) {
-                o = (sesim.Order_old) list.get(r);
+                o = list.get(r);
             } else {
-                o = (sesim.Order_old) list.get(list.size() - r - 1);
+                o = list.get(list.size() - r - 1);
             }
             Formatter f = new Formatter();
             switch (c) {

src/main/java/sesim/Exchange.java

@@ -23,7 +23,8 @@ public class Exchange extends Thread {
         protected double id;
         protected double shares;
         protected double money;
-        protected HashMap <Long,Order> orders;
+        
+        protected HashMap<Long, Order> orders;
 
         @Override
         public int compareTo(Object a) {
@@ -34,6 +35,8 @@ public class Exchange extends Thread {
         Account(double money, double shares) {
             id = (Math.random() + (account_id.getNext()));
             orders = new HashMap();
+            this.money = money;
+            this.shares = shares;
         }
     }
 
@@ -93,9 +96,9 @@ public class Exchange extends Thread {
         long created;
         Account account;
 
-        Order(Account account,OrderType type, double volume, double limit) {
+        Order(Account account, OrderType type, double volume, double limit) {
             id = order_id.getNext();
-            this.account=account;
+            this.account = account;
             this.type = type;
             this.limit = limit;
             this.volume = volume;
@@ -124,8 +127,6 @@ public class Exchange extends Thread {
 
     }
 
-    
-
     class BidBook extends TreeSet {
 
         TreeSet t = new TreeSet();
@@ -182,23 +183,23 @@ public class Exchange extends Thread {
     final private ArrayList<BookReceiver> ask_bookreceivers = new ArrayList<>();
     final private ArrayList<BookReceiver> bid_bookreceivers = new ArrayList<>();
 
-    private ArrayList<BookReceiver> selectBookReceiver(OrderType_old t) {
+    private ArrayList<BookReceiver> selectBookReceiver(OrderType t) {
         switch (t) {
-            case ask:
+            case ASK:
                 return ask_bookreceivers;
-            case bid:
+            case BID:
                 return bid_bookreceivers;
         }
         return null;
     }
 
-    public void addBookReceiver(OrderType_old t, BookReceiver br) {
+    public void addBookReceiver(OrderType t, BookReceiver br) {
         ArrayList<BookReceiver> bookreceivers;
         bookreceivers = selectBookReceiver(t);
         bookreceivers.add(br);
     }
 
-    void updateBookReceivers(OrderType_old t) {
+    void updateBookReceivers(OrderType t) {
         ArrayList<BookReceiver> bookreceivers;
         bookreceivers = selectBookReceiver(t);
 
@@ -273,19 +274,32 @@ public class Exchange extends Thread {
 
     }
     
-    public ArrayList<Order_old> getOrderBook(OrderType_old t, int depth) {
+    public class OrderBookItem {
+        public long id;
+        public double limit;
+        public double volume;
+    }
 
-        TreeSet<Order_old> book = selectOrderBook(t);
+    public ArrayList<OrderBookItem> getOrderBook(OrderType type, int depth) {
+
+        TreeSet<Order> book = order_books.get(type);
         if (book == null) {
             return null;
         }
 
-        ArrayList<Order_old> ret = new ArrayList<>();
+        ArrayList<OrderBookItem> ret = new ArrayList<>();
-        Iterator<Order_old> it = book.iterator();
+
+        Iterator<Order> it = book.iterator();
+        
         for (int i = 0; i < depth && it.hasNext(); i++) {
-            Order_old o;
+
-            o = it.next();
+            Order o  = it.next();
-            ret.add(o);
+            OrderBookItem n = new OrderBookItem();
+            n.id=o.id;
+            n.limit=o.limit;
+            n.volume=o.volume;
+            
+            ret.add(n);
             //System.out.print("Order_old" + o.limit);
             //System.out.println();
         }
@@ -345,15 +359,14 @@ public class Exchange extends Thread {
         tradelock.lock();
         TreeSet<Order_old> book = this.selectOrderBook(o.type);
         book.remove(o);
-        this.updateBookReceivers(o.type);
+/*        this.updateBookReceivers(o.type);
         o.account.pending.remove(o);
         o.status = OrderStatus.canceled;
         tradelock.unlock();
+        */
 
     }
 
-    
-
     /**
      * Transfer shares from one account to another account
      *
@@ -371,13 +384,25 @@ public class Exchange extends Thread {
 
     long nextQuoteId = 0;
 
+    private void removeOrderIfExecuted(Order o) {
+        if (o.volume != 0) {
+            return;
+        }
+        o.account.orders.remove(o.id);
+        order_books.get(o.type).pollFirst();
+
+    }
+
     /**
      *
      */
     public void executeOrders() {
 
-        TreeSet <Order> bid=order_books.get(OrderType.BID);
+        TreeSet<Order> bid = order_books.get(OrderType.BID);
-        TreeSet <Order> ask=order_books.get(OrderType.ASK);
+        TreeSet<Order> ask = order_books.get(OrderType.ASK);
+        
+        double volume_total=0;
+        double money_total=0;
 
         while (!bid.isEmpty() && !ask.isEmpty()) {
 
@@ -394,82 +419,29 @@ public class Exchange extends Thread {
             double price = b.id < a.id ? b.limit : a.limit;
             double volume = b.volume >= a.volume ? a.volume : b.volume;
 
+            // Transfer money and shares
             transferMoneyAndShares(b.account, a.account, volume * price, -volume);
 
-            System.out.print(price+","+volume);
+            // Update volume
-            
-            
-            System.exit(0);
-
-
-/*            if (a.volume == 0) {
-                // This order is fully executed, remove 
-                a.account.orderpending = false;
-                a.status = OrderStatus.executed;
-
-                a.account.pending.remove(a);
-
-                ask.pollFirst();
-                this.updateBookReceivers(OrderType_old.ask);
-                continue;
-            }
-
-            if (b.volume == 0) {
-                // This order is fully executed, remove 
-                b.account.orderpending = false;
-                b.status = OrderStatus.executed;
-                b.account.pending.remove(b);
-                bid.pollFirst();
-                this.updateBookReceivers(OrderType_old.bid);
-                continue;
-            }
-*/
-            if (b.limit >= a.limit) {
-
-                price = b.id < a.id ? b.limit : a.limit;
-
-                /*         if (b.id < a.id) {
-                    price = b.limit;
-                } else {
-                    price = a.limit;
-                }
-                 */
-                if (b.volume >= a.volume) {
-                    volume = a.volume;
-                } else {
-                    volume = b.volume;
-                }
-
-//                transferShares(a.account, b.account, volume, price);
-
-                //       b.account.Buy(a.account, volume, price);
             b.volume -= volume;
             a.volume -= volume;
             
-                lastprice = price;
+            volume_total+=volume;
-//                lastsvolume = volume;
+            money_total+=price*volume;
+
+            removeOrderIfExecuted(a);
+            removeOrderIfExecuted(b);
+
+        }
+        
         
         Quote q = new Quote();
+        q.price=money_total/volume_total;
+        q.volume=volume_total;
+        q.time=System.currentTimeMillis();
         
-//                q.volume = volume;
+        System.out.print("Price" + q.price + "," + q.volume + "\n");
-                q.price = price;
-                q.time = System.currentTimeMillis();
 
-                q.ask = a.limit;
-                q.bid = b.limit;
-                q.id = nextQuoteId++;
-
-                this.updateQuoteReceivers(q);
-                this.updateBookReceivers(OrderType_old.bid);
-                this.updateBookReceivers(OrderType_old.ask);
-
-                quoteHistory.add(q);
-                continue;
-
-            }
-
-            return;
-        }
     }
 
     private void executeOrders_old() {
@@ -492,7 +464,7 @@ public class Exchange extends Thread {
                 a.account.pending.remove(a);
 
                 ask.pollFirst();
-                this.updateBookReceivers(OrderType_old.ask);
+//                this.updateBookReceivers(OrderType_old.ask);
                 continue;
             }
 
@@ -502,7 +474,7 @@ public class Exchange extends Thread {
                 b.status = OrderStatus.executed;
                 b.account.pending.remove(b);
                 bid.pollFirst();
-                this.updateBookReceivers(OrderType_old.bid);
+//                this.updateBookReceivers(OrderType_old.bid);
                 continue;
             }
 
@@ -545,8 +517,8 @@ public class Exchange extends Thread {
                 q.id = nextQuoteId++;
 
                 this.updateQuoteReceivers(q);
-                this.updateBookReceivers(OrderType_old.bid);
+//                this.updateBookReceivers(OrderType_old.bid);
-                this.updateBookReceivers(OrderType_old.ask);
+//                this.updateBookReceivers(OrderType_old.ask);
 
                 /*                System.out.print(
                         "Executed: "
@@ -592,7 +564,7 @@ public class Exchange extends Thread {
         }
 
         if (ret) {
-            this.updateBookReceivers(o.type);
+//            this.updateBookReceivers(o.type);
         }
         return ret;
     }
@@ -615,8 +587,7 @@ public class Exchange extends Thread {
         return o;
     }
 
-    
+    private void addOrderToBook(Order o) {
-    private void addOrderToBook(Order o){
         order_books.get(o.type).add(o);
 
     }
@@ -636,14 +607,50 @@ public class Exchange extends Thread {
             return -1;
         }
 
-        Order o = new Order(a,type, volume, limit);
+        Order o = new Order(a, type, volume, limit);
         addOrderToBook(o);
-        a.orders.put(o.id,o);
+        a.orders.put(o.id, o);
+        
+        this.executeOrders();
+        this.updateBookReceivers(type);
 
         return o.id;
     }
 
+    public AccountData getAccountData(double account_id) {
+        Account a = accounts.get(account_id);
+        if (a == null) {
+            return null;
+        }
 
+        AccountData ad = new AccountData();
+        ad.id = account_id;
+        ad.money = a.money;
+        ad.shares = a.shares;
+        return ad;
+    }
+    
+    public ArrayList <OrderData> getOpenOrders(double account_id){
+        
+        Account a = accounts.get(account_id);
+        if (a==null)
+            return null;
+        
+        ArrayList <OrderData>al = new ArrayList();
+        
+        Iterator it = a.orders.entrySet().iterator();
+        while (it.hasNext()){
+            Order o = (Order)it.next();
+            OrderData od = new OrderData();
+            od.limit=o.limit;
+            od.volume=o.initial_volume;
+            od.executed=o.initial_volume-o.volume;
+            od.id=o.id;
+            al.add(od);
+        }
+        
+        return al;
+    }
 
 
     /*

src/main/java/sesim/Locker.java

@@ -33,11 +33,15 @@ import java.util.concurrent.Semaphore;
  */
 public class Locker {
 
-    private final Semaphore avail = new Semaphore(1, true);
+    private final Semaphore AVAIL = new Semaphore(1, true);
 
+    /**
+     * 
+     * @return
+     */
     public boolean lock() {
         try {
-            avail.acquire();
+            AVAIL.acquire();
         } catch (InterruptedException e) {
             return false;
         }
@@ -45,7 +49,7 @@ public class Locker {
     }
 
     public void unlock() {
-        avail.release();
+        AVAIL.release();
     }
 
 }

src/main/java/sesim/OrderData.java

@@ -30,5 +30,9 @@ package sesim;
  * @author 7u83 <7u83@mail.ru>
  */
 public class OrderData {
+    long id;
+    double limit;
+    double volume;
+    double executed;
     
 }

src/main/java/sesim/Quote.java

@@ -37,7 +37,7 @@ public class Quote implements Comparable {
     public double ask_volume;
 
     public double price;
-    public long volume;
+    public double volume;
     public long time;
     
     Locker lock = new Locker();

src/test/java/sesim/Test.java

@@ -30,26 +30,52 @@ package sesim;
  * @author tobias
  */
 public class Test {
+
+    static void print_account(AccountData ad) {
+        System.out.print(
+                "Account ID:"
+                + ad.id
+                + " Ballance:"
+                + ad.money
+                + " Shares:"
+                + ad.shares
+                + "\n"
+        );
+    }
+
     /**
      * @param args the command line arguments
      */
     public static void main(String[] args) {
         Exchange se = new Exchange();
 
-        double aid1 = se.createAccount(100, 110);
+        double aid1 = se.createAccount(100, 100);
+        double aid2 = se.createAccount(100, 100);
 
+        AccountData a1 = se.getAccountData(aid1);
+        AccountData a2 = se.getAccountData(aid2);
+        Test.print_account(a1);
+        Test.print_account(a2);
 
-        double aid2 = se.createAccount(100, 110);
+        se.createOrder(aid2, Exchange.OrderType.ASK, 20, 11);
-        se.createOrder(aid2, Exchange.OrderType.ASK, 50, 9);
+        se.createOrder(aid2, Exchange.OrderType.ASK, 10, 10);
+        se.createOrder(aid2, Exchange.OrderType.ASK, 10, 9);
         se.createOrder(aid1, Exchange.OrderType.BID, 50, 11);
 
-        
+        System.out.print("Exec Orders\n");
         se.executeOrders();
+        System.out.print("Executed Orders\n");
+
+        a1 = se.getAccountData(aid1);
+        a2 = se.getAccountData(aid2);
+        Test.print_account(a1);
+        Test.print_account(a2);
+        
+        
+        
 
         //S/ystem.out.print(aid);
         //System.out.print("\n");
-        
-        
     }
 
 }