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Margin stuff

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7u83 2018-12-31 14:11:18 +01:00
parent d661de2892
commit 3853beac19
1 changed files with 15 additions and 9 deletions
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22
src/opensesim/world/TradingEngine.java
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@ -250,7 +250,6 @@ class TradingEngine implements TradingAPI {
this.checkSLOrders(price);
}
*/
//
// Match limited orders against limited orders
//
@ -291,6 +290,8 @@ class TradingEngine implements TradingAPI {
double avdiff = b.limit * volume - price * volume;
b.account.addAvail(assetpair.getCurrency(), avdiff);
// b.account.addMarginAvail(assetpair.getCurrency(), avdiff/b.account.getLeverage());
finishTrade(b, a, price, volume);
if (!compact_history) {
@ -432,15 +433,21 @@ class TradingEngine implements TradingAPI {
case BUYLIMIT: {
// verfify available currency for a buy limit order
AbstractAsset currency = this.assetpair.getCurrency();
Double avail = account.getAvail(currency);
Double avail = 0.0; ///account.getMarginAvail(currency);
Double margin = account.getValue(assetpair.getCurrency());
// return if not enough money is available
if (avail < v * l) {
return null;
if (avail * account.getLeverage() < v * l) {
// return null;
}
// reduce the available money
account.assets_avail.put(currency, avail - v * l);
// account.assets_avail.put(currency, avail - v * l);
account.addAvail(currency, -(v * l));
//account.addMarginAvail(currency, -((v * l)/account.getLeverage()));
order_limit = l;
break;
@ -477,8 +484,7 @@ class TradingEngine implements TradingAPI {
// not enough items of asset (shares) available
return null;
}
account.assets_avail
.put(asset, avail - v);
account.assets_avail.put(asset, avail - v);
order_limit = l;
break;
@ -498,7 +504,7 @@ class TradingEngine implements TradingAPI {
}
}
executeOrders();
last_quote.price=200;
for (FiringEvent e : book_listener) {
e.fire();
}