Work on new Trading API

This commit is contained in:
7u83 2018-12-23 03:04:37 +01:00
parent ba03d4d292
commit 5023b2ad7a
7 changed files with 86 additions and 12 deletions

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@ -363,7 +363,7 @@ public class MasterChart extends javax.swing.JPanel implements QuoteReceiver {
}//GEN-LAST:event_chartMouseMoved }//GEN-LAST:event_chartMouseMoved
private void chartMousePressed(java.awt.event.MouseEvent evt) {//GEN-FIRST:event_chartMousePressed private void chartMousePressed(java.awt.event.MouseEvent evt) {//GEN-FIRST:event_chartMousePressed
System.out.printf("Mauspress\n"); // System.out.printf("Mauspress\n");
this.formMousePressed(evt); this.formMousePressed(evt);
}//GEN-LAST:event_chartMousePressed }//GEN-LAST:event_chartMousePressed

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@ -38,6 +38,7 @@ import java.io.File;
import java.io.IOException; import java.io.IOException;
import java.io.InputStream; import java.io.InputStream;
import java.util.Scanner; import java.util.Scanner;
import java.util.Set;
import javax.swing.JDialog; import javax.swing.JDialog;
import javax.swing.JFileChooser; import javax.swing.JFileChooser;
import javax.swing.JOptionPane; import javax.swing.JOptionPane;
@ -45,6 +46,7 @@ import javax.swing.JOptionPane;
import javax.swing.filechooser.FileFilter; import javax.swing.filechooser.FileFilter;
import javax.swing.filechooser.FileNameExtensionFilter; import javax.swing.filechooser.FileNameExtensionFilter;
import opensesim.gui.AssetPairEditor.NewJDialog; import opensesim.gui.AssetPairEditor.NewJDialog;
import static opensesim.gui.Globals.getWorld;
import opensesim.gui.exchangeeditor.ExchangeListDialog; import opensesim.gui.exchangeeditor.ExchangeListDialog;
import org.json.JSONArray; import org.json.JSONArray;
@ -54,9 +56,13 @@ import opensesim.old_sesim.AutoTraderInterface;
import opensesim.old_sesim.Exchange; import opensesim.old_sesim.Exchange;
import opensesim.old_sesim.Scheduler; import opensesim.old_sesim.Scheduler;
import opensesim.old_sesim.Scheduler.TimerTaskDef; import opensesim.old_sesim.Scheduler.TimerTaskDef;
import opensesim.world.AbstractAsset;
import opensesim.world.AssetPair;
import opensesim.world.GodWorld; import opensesim.world.GodWorld;
import opensesim.world.Order;
import opensesim.world.Trader; import opensesim.world.Trader;
import opensesim.world.TradingAPI;
import opensesim.world.World; import opensesim.world.World;
import opensesim.world.scheduler.EventListener; import opensesim.world.scheduler.EventListener;
@ -601,13 +607,33 @@ public class SeSimApplication extends javax.swing.JFrame {
void startSim() { void startSim() {
GodWorld godworld = new GodWorld(Globals.getWorld()); // GodWorld godworld = new GodWorld(Globals.getWorld());
JSONObject cfg = new JSONObject("{" JSONObject cfg = new JSONObject("{"
+ "strategy: opensesim.trader.SimpleTrader" + "strategy: opensesim.trader.SimpleTrader"
+ "}"); + "}");
Trader t = godworld.createTrader(cfg); Trader t = godworld.createTrader(cfg);
t.start(); t.start();
TradingAPI api;
AbstractAsset c,a;
c=godworld.getAssetBySymbol("EUR");
a=godworld.getAssetBySymbol("AAPL");
AssetPair p = new AssetPair(c,a);
opensesim.world.Exchange ex = godworld.getDefaultExchange();
api = ex.getAPI(p);
Set<Order> ob;
ob = api.getOrderBook(Order.Type.BUY);
for (Order o: ob){
System.out.printf("Volume: %d\n",o.getVolume());
}
opensesim.world.scheduler.Scheduler s = godworld.getScheduler(); opensesim.world.scheduler.Scheduler s = godworld.getScheduler();

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@ -25,8 +25,12 @@
*/ */
package opensesim.trader; package opensesim.trader;
import opensesim.world.AbstractAsset;
import opensesim.world.AbstractTrader; import opensesim.world.AbstractTrader;
import opensesim.world.AssetPair;
import opensesim.world.Exchange; import opensesim.world.Exchange;
import opensesim.world.Order;
import opensesim.world.TradingAPI;
import opensesim.world.World; import opensesim.world.World;
import opensesim.world.scheduler.Event; import opensesim.world.scheduler.Event;
import opensesim.world.scheduler.EventListener; import opensesim.world.scheduler.EventListener;
@ -40,6 +44,8 @@ public class SimpleTrader extends AbstractTrader implements EventListener {
Exchange ex = null; Exchange ex = null;
TradingAPI api;
@Override @Override
public String getStrategyTypeName() { public String getStrategyTypeName() {
return "Very Simple Trader"; return "Very Simple Trader";
@ -47,6 +53,10 @@ public class SimpleTrader extends AbstractTrader implements EventListener {
public SimpleTrader(World world, JSONObject cfg) { public SimpleTrader(World world, JSONObject cfg) {
super(world, cfg); super(world, cfg);
if (cfg == null) {
return;
}
} }
public SimpleTrader() { public SimpleTrader() {
@ -87,6 +97,15 @@ public class SimpleTrader extends AbstractTrader implements EventListener {
setStatus("Stopped."); setStatus("Stopped.");
return; return;
} }
AbstractAsset c,a;
c=getWorld().getAssetBySymbol("EUR");
a=getWorld().getAssetBySymbol("AAPL");
AssetPair p = new AssetPair(c,a);
ex = getWorld().getDefaultExchange();
api = ex.getAPI(p);
Order o = api.createOrder(account, Order.Type.BUY, 100, 200);
long delay = (long) (1000.0f * getWorld().randNextFloat(3.0f, 12.7f)); long delay = (long) (1000.0f * getWorld().randNextFloat(3.0f, 12.7f));
setStatus(String.format("Initial delay: Sleeping for %d seconds.", delay)); setStatus(String.format("Initial delay: Sleeping for %d seconds.", delay));

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@ -29,6 +29,7 @@ import java.util.Collection;
import java.util.Collections; import java.util.Collections;
import java.util.HashMap; import java.util.HashMap;
import java.util.HashSet; import java.util.HashSet;
import java.util.Set;
import java.util.SortedSet; import java.util.SortedSet;
import java.util.TreeSet; import java.util.TreeSet;
import opensesim.world.RealWorld; import opensesim.world.RealWorld;
@ -42,7 +43,7 @@ import org.json.JSONObject;
*/ */
public class Exchange implements Configurable, GetJson { public class Exchange implements Configurable, GetJson {
private World world; private GodWorld world;
private String name; private String name;
private String symbol; private String symbol;
@ -52,13 +53,13 @@ public class Exchange implements Configurable, GetJson {
private final HashMap<AssetPair, TradingAPI> asset_pairs = new HashMap<>(); private final HashMap<AssetPair, TradingAPI> asset_pairs = new HashMap<>();
Exchange(World world, String symbol) { Exchange(GodWorld world, String symbol) {
this.world = world; this.world = world;
this.symbol = symbol; this.symbol = symbol;
} }
Exchange(World world, JSONObject cfg) { Exchange(GodWorld world, JSONObject cfg) {
this.world = world; this.world = world;
this.name = cfg.optString("name", "Sesim"); this.name = cfg.optString("name", "Sesim");
this.symbol = cfg.optString("symbol"); this.symbol = cfg.optString("symbol");
@ -112,8 +113,10 @@ public class Exchange implements Configurable, GetJson {
class TradingEnv implements TradingAPI { class TradingEnv implements TradingAPI {
protected HashMap<Order.Type, SortedSet<Order>> order_books; protected HashMap<Order.Type, SortedSet<Order>> order_books;
AssetPair pair;
TradingEnv() { TradingEnv(AssetPair p) {
pair = p;
reset(); reset();
} }
@ -129,16 +132,41 @@ public class Exchange implements Configurable, GetJson {
// ohlc_data = new HashMap(); // ohlc_data = new HashMap();
} }
protected void addOrderToBook(Order o) {
order_books.get(o.type).add(o);
switch (o.type) {
case BUY:
case BUYLIMIT:
break;
case SELL:
case SELLLIMIT:
break;
}
}
@Override @Override
public Order createOrder(Account account, Order.Type type, double volume, double limit) { public Order createOrder(Account account, Order.Type type, double volume, double limit) {
return null; Order o = new opensesim.world.Order(world, account, pair, type, volume, limit);
synchronized (this){
order_books.get(o.type).add(o);
}
return o;
} }
@Override
public Set getOrderBook(Order.Type type) {
return Collections.unmodifiableSet(order_books.get(type));
}
} }
private TradingAPI add(AssetPair p) { private TradingAPI add(AssetPair p) {
TradingEnv e = new TradingEnv(); TradingEnv e = new TradingEnv(p);
asset_pairs.put(p, e); asset_pairs.put(p, e);
return e; return e;
} }

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@ -82,7 +82,7 @@ public class GodWorld implements GetJson, World {
HashSet<AssetPair> assetPairs = new HashSet<>(); HashSet<AssetPair> assetPairs = new HashSet<>();
private Scheduler scheduler = new Scheduler(); private Scheduler scheduler = new Scheduler();
/** /**
* Create a World object. * Create a World object.
@ -205,7 +205,7 @@ public class GodWorld implements GetJson, World {
private Exchange default_exchange = null; private Exchange default_exchange = null;
public void createExchange(JSONObject cfg) { public void createExchange(JSONObject cfg) {
Exchange ex = new Exchange(this.getWorld(), cfg); Exchange ex = new Exchange(this, cfg);
exchanges.put(ex.getSymbol(), ex); exchanges.put(ex.getSymbol(), ex);
if (default_exchange == null) { if (default_exchange == null) {
default_exchange = ex; default_exchange = ex;
@ -224,7 +224,6 @@ public class GodWorld implements GetJson, World {
// -------------------------------------------------------------------- // --------------------------------------------------------------------
// Assets // Assets
// -------------------------------------------------------------------- // --------------------------------------------------------------------
@Override @Override
public Collection<AbstractAsset> getAssetCollection() { public Collection<AbstractAsset> getAssetCollection() {
return assets.getCollection(); //Collections.unmodifiableCollection(assetsById); return assets.getCollection(); //Collections.unmodifiableCollection(assetsById);

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@ -25,7 +25,6 @@
*/ */
package opensesim.world; package opensesim.world;
import opensesim.util.idgenerator.IDGenerator;
import opensesim.util.idgenerator.Id; import opensesim.util.idgenerator.Id;
/** /**

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@ -25,6 +25,8 @@
*/ */
package opensesim.world; package opensesim.world;
import java.util.Set;
/** /**
* *
* @author tube * @author tube
@ -33,4 +35,5 @@ public interface TradingAPI {
public Order createOrder(Account account, Order.Type type, double volume, double limit); public Order createOrder(Account account, Order.Type type, double volume, double limit);
public Set getOrderBook(Order.Type type);
} }