Work on new Trading API
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ba03d4d292
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@ -363,7 +363,7 @@ public class MasterChart extends javax.swing.JPanel implements QuoteReceiver {
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}//GEN-LAST:event_chartMouseMoved
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private void chartMousePressed(java.awt.event.MouseEvent evt) {//GEN-FIRST:event_chartMousePressed
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System.out.printf("Mauspress\n");
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// System.out.printf("Mauspress\n");
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this.formMousePressed(evt);
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}//GEN-LAST:event_chartMousePressed
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@ -38,6 +38,7 @@ import java.io.File;
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import java.io.IOException;
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import java.io.InputStream;
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import java.util.Scanner;
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import java.util.Set;
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import javax.swing.JDialog;
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import javax.swing.JFileChooser;
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import javax.swing.JOptionPane;
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@ -45,6 +46,7 @@ import javax.swing.JOptionPane;
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import javax.swing.filechooser.FileFilter;
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import javax.swing.filechooser.FileNameExtensionFilter;
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import opensesim.gui.AssetPairEditor.NewJDialog;
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import static opensesim.gui.Globals.getWorld;
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import opensesim.gui.exchangeeditor.ExchangeListDialog;
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import org.json.JSONArray;
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@ -54,9 +56,13 @@ import opensesim.old_sesim.AutoTraderInterface;
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import opensesim.old_sesim.Exchange;
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import opensesim.old_sesim.Scheduler;
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import opensesim.old_sesim.Scheduler.TimerTaskDef;
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import opensesim.world.AbstractAsset;
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import opensesim.world.AssetPair;
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import opensesim.world.GodWorld;
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import opensesim.world.Order;
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import opensesim.world.Trader;
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import opensesim.world.TradingAPI;
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import opensesim.world.World;
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import opensesim.world.scheduler.EventListener;
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@ -601,13 +607,33 @@ public class SeSimApplication extends javax.swing.JFrame {
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void startSim() {
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GodWorld godworld = new GodWorld(Globals.getWorld());
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// GodWorld godworld = new GodWorld(Globals.getWorld());
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JSONObject cfg = new JSONObject("{"
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+ "strategy: opensesim.trader.SimpleTrader"
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+ "}");
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Trader t = godworld.createTrader(cfg);
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t.start();
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TradingAPI api;
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AbstractAsset c,a;
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c=godworld.getAssetBySymbol("EUR");
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a=godworld.getAssetBySymbol("AAPL");
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AssetPair p = new AssetPair(c,a);
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opensesim.world.Exchange ex = godworld.getDefaultExchange();
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api = ex.getAPI(p);
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Set<Order> ob;
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ob = api.getOrderBook(Order.Type.BUY);
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for (Order o: ob){
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System.out.printf("Volume: %d\n",o.getVolume());
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}
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opensesim.world.scheduler.Scheduler s = godworld.getScheduler();
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@ -25,8 +25,12 @@
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*/
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package opensesim.trader;
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import opensesim.world.AbstractAsset;
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import opensesim.world.AbstractTrader;
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import opensesim.world.AssetPair;
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import opensesim.world.Exchange;
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import opensesim.world.Order;
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import opensesim.world.TradingAPI;
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import opensesim.world.World;
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import opensesim.world.scheduler.Event;
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import opensesim.world.scheduler.EventListener;
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@ -40,6 +44,8 @@ public class SimpleTrader extends AbstractTrader implements EventListener {
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Exchange ex = null;
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TradingAPI api;
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@Override
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public String getStrategyTypeName() {
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return "Very Simple Trader";
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@ -47,6 +53,10 @@ public class SimpleTrader extends AbstractTrader implements EventListener {
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public SimpleTrader(World world, JSONObject cfg) {
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super(world, cfg);
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if (cfg == null) {
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return;
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}
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}
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public SimpleTrader() {
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@ -87,6 +97,15 @@ public class SimpleTrader extends AbstractTrader implements EventListener {
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setStatus("Stopped.");
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return;
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}
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AbstractAsset c,a;
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c=getWorld().getAssetBySymbol("EUR");
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a=getWorld().getAssetBySymbol("AAPL");
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AssetPair p = new AssetPair(c,a);
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ex = getWorld().getDefaultExchange();
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api = ex.getAPI(p);
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Order o = api.createOrder(account, Order.Type.BUY, 100, 200);
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long delay = (long) (1000.0f * getWorld().randNextFloat(3.0f, 12.7f));
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setStatus(String.format("Initial delay: Sleeping for %d seconds.", delay));
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@ -29,6 +29,7 @@ import java.util.Collection;
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import java.util.Collections;
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import java.util.HashMap;
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import java.util.HashSet;
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import java.util.Set;
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import java.util.SortedSet;
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import java.util.TreeSet;
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import opensesim.world.RealWorld;
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@ -42,7 +43,7 @@ import org.json.JSONObject;
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*/
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public class Exchange implements Configurable, GetJson {
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private World world;
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private GodWorld world;
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private String name;
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private String symbol;
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@ -52,13 +53,13 @@ public class Exchange implements Configurable, GetJson {
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private final HashMap<AssetPair, TradingAPI> asset_pairs = new HashMap<>();
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Exchange(World world, String symbol) {
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Exchange(GodWorld world, String symbol) {
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this.world = world;
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this.symbol = symbol;
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}
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Exchange(World world, JSONObject cfg) {
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Exchange(GodWorld world, JSONObject cfg) {
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this.world = world;
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this.name = cfg.optString("name", "Sesim");
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this.symbol = cfg.optString("symbol");
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@ -112,8 +113,10 @@ public class Exchange implements Configurable, GetJson {
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class TradingEnv implements TradingAPI {
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protected HashMap<Order.Type, SortedSet<Order>> order_books;
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AssetPair pair;
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TradingEnv() {
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TradingEnv(AssetPair p) {
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pair = p;
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reset();
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}
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@ -129,16 +132,41 @@ public class Exchange implements Configurable, GetJson {
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// ohlc_data = new HashMap();
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}
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protected void addOrderToBook(Order o) {
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order_books.get(o.type).add(o);
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switch (o.type) {
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case BUY:
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case BUYLIMIT:
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break;
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case SELL:
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case SELLLIMIT:
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break;
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}
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}
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@Override
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public Order createOrder(Account account, Order.Type type, double volume, double limit) {
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return null;
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Order o = new opensesim.world.Order(world, account, pair, type, volume, limit);
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synchronized (this){
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order_books.get(o.type).add(o);
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}
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return o;
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}
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@Override
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public Set getOrderBook(Order.Type type) {
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return Collections.unmodifiableSet(order_books.get(type));
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}
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}
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private TradingAPI add(AssetPair p) {
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TradingEnv e = new TradingEnv();
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TradingEnv e = new TradingEnv(p);
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asset_pairs.put(p, e);
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return e;
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}
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@ -82,7 +82,7 @@ public class GodWorld implements GetJson, World {
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HashSet<AssetPair> assetPairs = new HashSet<>();
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private Scheduler scheduler = new Scheduler();
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private Scheduler scheduler = new Scheduler();
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/**
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* Create a World object.
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@ -205,7 +205,7 @@ public class GodWorld implements GetJson, World {
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private Exchange default_exchange = null;
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public void createExchange(JSONObject cfg) {
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Exchange ex = new Exchange(this.getWorld(), cfg);
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Exchange ex = new Exchange(this, cfg);
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exchanges.put(ex.getSymbol(), ex);
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if (default_exchange == null) {
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default_exchange = ex;
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@ -224,7 +224,6 @@ public class GodWorld implements GetJson, World {
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// --------------------------------------------------------------------
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// Assets
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// --------------------------------------------------------------------
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@Override
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public Collection<AbstractAsset> getAssetCollection() {
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return assets.getCollection(); //Collections.unmodifiableCollection(assetsById);
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@ -25,7 +25,6 @@
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*/
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package opensesim.world;
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import opensesim.util.idgenerator.IDGenerator;
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import opensesim.util.idgenerator.Id;
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/**
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*/
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package opensesim.world;
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import java.util.Set;
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/**
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*
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* @author tube
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@ -33,4 +35,5 @@ public interface TradingAPI {
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public Order createOrder(Account account, Order.Type type, double volume, double limit);
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public Set getOrderBook(Order.Type type);
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}
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