unilimited buy order implemented
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7u83
parent
88331b262c
commit
65ca4d9e21
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@ -449,12 +449,11 @@ public class Exchange {
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}
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public Quote getCurrentPrice() {
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public Double getBestPrice() {
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SortedSet<Order> bid = order_books.get(OrderType.BUYLIMIT);
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SortedSet<Order> ask = order_books.get(OrderType.SELLLIMIT);
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tradelock.lock();
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Quote lq = this.getLastQuoete();
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Order b = null, a = null;
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if (!bid.isEmpty()) {
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@ -463,18 +462,99 @@ public class Exchange {
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if (!ask.isEmpty()) {
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a = ask.first();
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}
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tradelock.unlock();
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// If there is neither bid nor ask and no last quote
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// we can't return a quote
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if (lq == null && b == null && a == null) {
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return null;
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}
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// there is bid and ask
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if (a != null && b != null) {
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Quote q = new Quote();
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// if there is no last quote calculate from bid and ask
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if (lq == null) {
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return (bid.first().limit + ask.first().limit) / 2.0;
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}
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if (lq.price < b.limit) {
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return b.limit;
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}
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if (lq.price > a.limit) {
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return a.limit;
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}
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return lq.price;
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}
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if (a != null) {
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Quote q = new Quote();
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if (lq == null) {
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return a.limit;
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}
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if (lq.price > a.limit) {
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return a.limit;
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}
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return lq.price;
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}
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if (b != null) {
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Quote q = new Quote();
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if (lq == null) {
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return b.limit;
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}
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if (lq.price < b.limit) {
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return b.limit;
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}
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return lq.price;
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}
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if (lq == null) {
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return null;
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}
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return lq.price;
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}
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public Quote getBestPrice_0() {
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SortedSet<Order> bid = order_books.get(OrderType.BUYLIMIT);
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SortedSet<Order> ask = order_books.get(OrderType.SELLLIMIT);
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Quote lq = this.getLastQuoete();
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Order b = null, a = null;
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if (!bid.isEmpty()) {
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b = bid.first();
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}
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if (!ask.isEmpty()) {
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a = ask.first();
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}
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// If there is neither bid nor ask and no last quote
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// we can't return a quote
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if (lq == null && b == null && a == null) {
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return null;
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}
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// there is bid and ask
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if (a != null && b != null) {
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Quote q = new Quote();
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// if there is no last quote calculate from bid and ask
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if (lq == null) {
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q.price = (bid.first().limit + ask.first().limit) / 2.0;
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return q;
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}
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if (lq.price < b.limit) {
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q.price = b.limit;
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return q;
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@ -774,13 +854,38 @@ public class Exchange {
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double volume_total = 0;
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double money_total = 0;
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while (true) {
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// Match unlimited sell orders against unlimited buy orders
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while (!ul_sell.isEmpty() && !ul_buy.isEmpty()) {
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System.out.printf("Cannot match two unlimited orders!\n");
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System.exit(0);
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if (!ul_sell.isEmpty() && !ul_buy.isEmpty()) {
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Order a = ul_sell.first();
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Order b = ul_buy.first();
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Double price = getBestPrice();
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if (price == null) {
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break;
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}
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double volume = b.volume >= a.volume ? a.volume : b.volume;
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finishTrade(b, a, price, volume);
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volume_total += volume;
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money_total += price * volume;
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this.checkSLOrders(price);
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//System.out.printf("Cannot match two unlimited orders!\n");
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//System.exit(0);
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}
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while (!ul_buy.isEmpty() && !ask.isEmpty()) {
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Order a = ask.first();
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Order b = ul_buy.first();
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double price = a.limit;
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double volume = b.volume >= a.volume ? a.volume : b.volume;
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finishTrade(b, a, price, volume);
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volume_total += volume;
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money_total += price * volume;
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this.checkSLOrders(price);
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}
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@ -830,7 +935,6 @@ public class Exchange {
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q.volume = volume_total;
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q.time = timer.currentTimeMillis();
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// System.out.print("There was a trade:"+q.price+"\n");
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this.quoteHistory.add(q);
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this.updateOHLCData(q);
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@ -91,10 +91,11 @@
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<Component class="javax.swing.JComboBox" name="typeComboBox">
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<Properties>
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<Property name="model" type="javax.swing.ComboBoxModel" editor="org.netbeans.modules.form.editors2.ComboBoxModelEditor">
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<StringArray count="3">
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<StringArray count="4">
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<StringItem index="0" value="Buy Limit"/>
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<StringItem index="1" value="Sell Limit"/>
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<StringItem index="2" value="Sell"/>
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<StringItem index="3" value="Buy"/>
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</StringArray>
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</Property>
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</Properties>
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@ -53,8 +53,8 @@ public class CreateOrderDialog extends javax.swing.JDialog {
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public CreateOrderDialog(java.awt.Frame parent, boolean modal, Account account, OrderType type) {
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this(parent, modal);
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this.account = account;
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typeComboBox.setModel(new javax.swing.DefaultComboBoxModel<>(new String[]{"Buy Lim", "Sell Lim", "Sell"}));
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typeList = new OrderType[]{OrderType.BUYLIMIT, OrderType.SELLLIMIT, OrderType.SELL};
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typeComboBox.setModel(new javax.swing.DefaultComboBoxModel<>(new String[]{"Buy Lim", "Sell Lim", "Buy", "Sell"}));
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typeList = new OrderType[]{OrderType.BUYLIMIT, OrderType.SELLLIMIT, OrderType.BUY,OrderType.SELL};
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for (int i = 0; i < typeList.length; i++) {
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if (typeList[i] == type) {
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this.typeComboBox.setSelectedIndex(i);
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@ -72,7 +72,7 @@ public class CreateOrderDialog extends javax.swing.JDialog {
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public void initDialog() {
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OrderType t = getOrderType();
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Quote q = Globals.se.getCurrentPrice();
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Quote q = Globals.se.getBestPrice_0();
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Double price = q == null ? 0.0 : q.price;
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if (t == OrderType.BUYLIMIT) {
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@ -123,7 +123,7 @@ public class CreateOrderDialog extends javax.swing.JDialog {
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}
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});
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typeComboBox.setModel(new javax.swing.DefaultComboBoxModel<>(new String[] { "Buy Limit", "Sell Limit", "Sell" }));
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typeComboBox.setModel(new javax.swing.DefaultComboBoxModel<>(new String[] { "Buy Limit", "Sell Limit", "Sell", "Buy" }));
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limitSpinner.setModel(new javax.swing.SpinnerNumberModel(0.0d, 0.0d, null, 0.1d));
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@ -283,7 +283,7 @@ public class RandomTraderA extends AutoTraderBase {
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// how much money we ant to invest?
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double money = getRandomAmmount(ad.getMoney(), buy_volume);
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Quote q = se.getCurrentPrice();
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Quote q = se.getBestPrice_0();
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//q=se.getLastQuoete();
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double lp = q == null ? getStart() : q.price;
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@ -323,7 +323,7 @@ public class RandomTraderA extends AutoTraderBase {
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// double lp = 100.0; //se.getBestLimit(type);
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Quote q = se.getCurrentPrice();
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Quote q = se.getBestPrice_0();
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// q=se.getLastQuoete();
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double lp = q == null ? getStart() : q.price;
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@ -283,7 +283,7 @@ public class RandomTraderB extends AutoTraderBase {
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// how much money we ant to invest?
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double money = getRandomAmmount(ad.getMoney(), buy_volume);
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Quote q = se.getCurrentPrice();
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Quote q = se.getBestPrice_0();
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//q=se.getLastQuoete();
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double lp = q == null ? getStart() : q.price;
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@ -323,7 +323,7 @@ public class RandomTraderB extends AutoTraderBase {
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// double lp = 100.0; //se.getBestLimit(type);
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Quote q = se.getCurrentPrice();
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Quote q = se.getBestPrice_0();
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// q=se.getLastQuoete();
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double lp = q == null ? getStart() : q.price;
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