SwitchingTrader + Chart

This commit is contained in:
7u83
2016-12-30 13:53:35 +01:00
parent 7025647166
commit 4f30bcbc30
15 changed files with 1256 additions and 139 deletions

View File

@ -15,7 +15,7 @@ public class Exchange extends Thread {
/**
* Histrory of quotes
*/
public ArrayList<Quote> quoteHistory;
public TreeSet<Quote> quoteHistory = new TreeSet<>();
/**
* Constructor
@ -24,35 +24,20 @@ public class Exchange extends Thread {
this.ask = new TreeSet<>();
this.bid = new TreeSet<>();
this.qrlist = new ArrayList<>();
this.quoteHistory = new ArrayList<>();
}
public SortedSet <Quote> getQuoteHistory(int seconds){
long ct = System.currentTimeMillis() - seconds * 1000;
Quote e = new Quote();
e.time=ct;
SortedSet<Quote> l = quoteHistory.tailSet(e);
return l;
}
// Class to describe an executed order
public class Quote {
double bid;
double bid_volume;
double ask;
double ask_volume;
public double price;
public long volume;
public long time;
public void print(){
System.out.print("Quite ("
+time
+") :"
+price
+" / "
+volume
+"\n"
);
}
}
// QuoteReceiver has to be implemented by objects that wants
// to receive quote updates
@ -97,7 +82,7 @@ public class Exchange extends Thread {
i.next().UpdateOrderBook();
}
try {
sleep(0);
sleep(10);
} catch (InterruptedException e) {
System.out.println("I was Interrupted");
}
@ -314,6 +299,10 @@ public class Exchange extends Thread {
q.volume = volume;
q.price = price;
q.time = System.currentTimeMillis();
q.ask=a.limit;
q.bid=b.limit;
this.UpdateQuoteReceivers(q);
this.updateBookReceivers(OrderType.bid);
@ -328,7 +317,7 @@ public class Exchange extends Thread {
);
*/
//quoteHistory.add(q);
quoteHistory.add(q);
continue;
}

60
src/SeSim/Quote.java Normal file
View File

@ -0,0 +1,60 @@
/*
* Copyright (c) 2016, 7u83 <7u83@mail.ru>
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
*
* * Redistributions of source code must retain the above copyright notice, this
* list of conditions and the following disclaimer.
* * Redistributions in binary form must reproduce the above copyright notice,
* this list of conditions and the following disclaimer in the documentation
* and/or other materials provided with the distribution.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
* ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.
*/
package SeSim;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public class Quote implements Comparable {
public double bid;
public double bid_volume;
public double ask;
public double ask_volume;
public double price;
public long volume;
public long time;
public void print() {
System.out.print("Quote ("
+ time
+ ") :"
+ price
+ " / "
+ volume
+ "\n"
);
}
@Override
public int compareTo(Object o) {
Quote q = (Quote)o;
return (int)(this.time-q.time);
}
}