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new oder book and order execution system

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7u83 2017-01-11 14:42:40 +01:00
parent 14061a2d21
commit 5e49190e8c
1 changed files with 38 additions and 218 deletions
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256
src/main/java/traders/RandomTrader.java
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@ -1,5 +1,5 @@
/* /*
* Copyright (c) 2016, 7u83 <7u83@mail.ru> * Copyright (c) 2017, tobias
* All rights reserved. * All rights reserved.
* *
* Redistribution and use in source and binary forms, with or without * Redistribution and use in source and binary forms, with or without
@ -25,227 +25,47 @@
*/ */
package traders; package traders;
import sesim.Account_old;
import sesim.Order_old; import java.util.Timer;
import java.util.Random; import java.util.TimerTask;
import sesim.AutoTrader; import sesim.AutoTrader;
import sesim.TraderConfig;
public class RandomTrader extends AutoTrader { /**
*
* @author tobias
*/
public class RandomTrader extends AutoTrader{
static Timer timer= new Timer();
protected enum Action {
sell,buy
}
// config for this trader
final private RandomTraderConfig myconfig;
// object to generate random numbers
final private Random rand = new Random();
public RandomTrader(Account_old account, TraderConfig config) {
super(account, config);
if (config == null) {
config = new RandomTraderConfig();
}
myconfig = (RandomTraderConfig) config;
}
/**
* Get a (long) random number between min an max
*
* @param min minimum value
* @param max maximeum value
* @return the number
*/
protected double getRandom(double min, double max) {
double r = rand.nextDouble();
return (max - min) * r + min;
}
protected int getRandom(int[] minmax) {
return (int) Math.round(getRandom(minmax[0], minmax[1]));
}
/**
*
* @param val
* @param minmax
* @return
*/
protected double getRandomAmmount(double val, float[] minmax) {
double min = val * minmax[0] / 100.0;
double max = val * minmax[1] / 100.0;
return getRandom(min, max);
}
public boolean waitForOrder(long seconds) {
for (int i = 0; (i < seconds) && (0 != account.pending.size()); i++) {
doSleep(1);
}
if (account.pending.size() != 0) {
Order_old o = account.pending.get(0);
account.se.cancelOrder(o);
return false;
}
return true;
}
public boolean doBuy() {
double money = getRandomAmmount(account.money, myconfig.sell_volume);
double lp = account.se.getlastprice();
double limit;
limit = lp + getRandomAmmount(lp, myconfig.buy_limit);
long volume = (int) (money / (limit * 1));
if (volume <= 0) {
return false;
}
buy(volume, limit);
return waitForOrder(getRandom(myconfig.buy_order_wait));
}
public boolean doSell() {
long volume;
volume = (long) Math.round(getRandomAmmount(account.shares, myconfig.sell_volume));
double lp = account.se.getlastprice();
double limit;
limit = lp + getRandomAmmount(lp, myconfig.sell_limit);
sell(volume, limit);
return waitForOrder(getRandom(myconfig.sell_order_wait));
}
/* private boolean monitorTrades() {
int numpending = account.pending.size();
if (numpending == 0) {
// System.out.print("RT: pending = 0 - return false\n");
return false;
}
Order_old o = account.pending.get(0);
long age = o.getAge();
// System.out.print("RT: age is: "+age+"\n");
if (age > myconfig.maxage) {
// System.out.print("MaxAge is"+myconfig.maxage+"\n");
account.se.cancelOrder(o);
// System.out.print("Age reached - canel return false\n");
return false;
}
//System.out.print("RT: monitor return true\n");
return true;
}
*/
public void trade() {
float am[] = {-10, 200};
double x = Math.round(this.getRandomAmmount(1000, am));
/* System.out.print(
"Random:"
+ x
+ "\n"
);
*/
/*
// System.out.print("RT: Now trading\n");
if (monitorTrades()) {
return;
}
// What next to do?
int action = rand.nextInt(5);
if (account.money < 10 && account.shares < 5) {
System.out.print("I'm almost ruined\n");
}
if (action == 1) {
doBuy();
return;
}
if (action == 2) {
doSell();
return;
}
*/
}
protected Action getAction() {
if (rand.nextInt(2)==0){
return Action.buy;
}
else{
return Action.sell;
}
}
@Override @Override
public void run() { public void start() {
System.out.print("Starting Random Trader\n");
while (true) { timer.schedule (new TimerTaskImpl(this), 1000 );
// What next to do? // timer.schedule(new TimerTaskImpl, date);
Action action = getAction();
if (account.isRuined()) {
// System.out.print("I'm ruined\n");
// System.exit(0);
}
boolean rc;
// action=1;
switch (action) {
case sell:
if (account.shares <= 0) {
// we have no shares
continue;
}
// System.out.print("Sell\n");
rc = doSell();
if (!rc) {
continue;
}
// System.out.print("Sold\n");
doSleep(getRandom(myconfig.wait_after_sell));
// System.out.print("Next\n");
break;
case buy:
if (account.money <= 0) {
// we have no money
continue;
}
// System.out.print("Sell\n");
rc = doBuy();
if (!rc) {
continue;
}
// System.out.print("Bought\n");
doSleep(getRandom(myconfig.wait_after_buy));
// System.out.print("Next\n");
break;
}
// doSleep(1);
}
} }
private static class TimerTaskImpl extends TimerTask {
RandomTrader trader;
public TimerTaskImpl(RandomTrader trader) {
this.trader=trader;
}
@Override
public void run(){
System.out.print("Timer \n");
// timer.schedule (this, 1000);
//this.wait(1000);
this.cancel();
timer.schedule(new TimerTaskImpl(trader), 1000);
}
}
} }