SwitchingTrader + Chart
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@ -15,7 +15,7 @@ public class Exchange extends Thread {
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/**
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* Histrory of quotes
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*/
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public ArrayList<Quote> quoteHistory;
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public TreeSet<Quote> quoteHistory = new TreeSet<>();
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/**
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* Constructor
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@ -24,35 +24,20 @@ public class Exchange extends Thread {
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this.ask = new TreeSet<>();
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this.bid = new TreeSet<>();
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this.qrlist = new ArrayList<>();
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this.quoteHistory = new ArrayList<>();
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}
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public SortedSet <Quote> getQuoteHistory(int seconds){
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long ct = System.currentTimeMillis() - seconds * 1000;
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Quote e = new Quote();
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e.time=ct;
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SortedSet<Quote> l = quoteHistory.tailSet(e);
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return l;
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}
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// Class to describe an executed order
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public class Quote {
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double bid;
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double bid_volume;
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double ask;
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double ask_volume;
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public double price;
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public long volume;
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public long time;
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public void print(){
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System.out.print("Quite ("
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+time
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+") :"
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+price
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+" / "
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+volume
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+"\n"
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);
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}
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}
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// QuoteReceiver has to be implemented by objects that wants
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// to receive quote updates
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@ -97,7 +82,7 @@ public class Exchange extends Thread {
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i.next().UpdateOrderBook();
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}
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try {
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sleep(0);
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sleep(10);
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} catch (InterruptedException e) {
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System.out.println("I was Interrupted");
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}
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@ -314,6 +299,10 @@ public class Exchange extends Thread {
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q.volume = volume;
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q.price = price;
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q.time = System.currentTimeMillis();
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q.ask=a.limit;
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q.bid=b.limit;
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this.UpdateQuoteReceivers(q);
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this.updateBookReceivers(OrderType.bid);
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@ -328,7 +317,7 @@ public class Exchange extends Thread {
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);
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*/
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//quoteHistory.add(q);
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quoteHistory.add(q);
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continue;
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}
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60
src/SeSim/Quote.java
Normal file
60
src/SeSim/Quote.java
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@ -0,0 +1,60 @@
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/*
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* Copyright (c) 2016, 7u83 <7u83@mail.ru>
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* All rights reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions are met:
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*
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* * Redistributions of source code must retain the above copyright notice, this
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* list of conditions and the following disclaimer.
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* * Redistributions in binary form must reproduce the above copyright notice,
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* this list of conditions and the following disclaimer in the documentation
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* and/or other materials provided with the distribution.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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* ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
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* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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* POSSIBILITY OF SUCH DAMAGE.
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*/
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package SeSim;
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/**
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*
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* @author 7u83 <7u83@mail.ru>
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*/
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public class Quote implements Comparable {
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public double bid;
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public double bid_volume;
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public double ask;
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public double ask_volume;
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public double price;
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public long volume;
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public long time;
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public void print() {
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System.out.print("Quote ("
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+ time
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+ ") :"
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+ price
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+ " / "
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+ volume
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+ "\n"
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);
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}
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@Override
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public int compareTo(Object o) {
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Quote q = (Quote)o;
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return (int)(this.time-q.time);
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}
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}
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