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Interface improved

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7u83 2017-01-12 01:44:50 +01:00
parent 80e48e1ee0
commit 68d7925f82
2 changed files with 105 additions and 90 deletions
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184
src/main/java/sesim/Exchange.java
View File

@ -15,8 +15,6 @@ public class Exchange extends Thread {
public enum OrderType { public enum OrderType {
BID, ASK BID, ASK
} }
IDGenerator account_id = new IDGenerator(); IDGenerator account_id = new IDGenerator();
@ -25,7 +23,7 @@ public class Exchange extends Thread {
protected double id; protected double id;
protected double shares; protected double shares;
protected double money; protected double money;
protected HashMap<Long, Order> orders; protected HashMap<Long, Order> orders;
@Override @Override
@ -76,8 +74,16 @@ public class Exchange extends Thread {
if (d != 0) { if (d != 0) {
return d > 0 ? 1 : -1; return d > 0 ? 1 : -1;
} }
if(left.id<right.id)
return -1;
if(left.id>right.id)
return 1;
return 0;
return left.id < right.id ? -1 : 1; // return left.id < right.id ? -1 : 1;
} }
} }
@ -275,8 +281,9 @@ public class Exchange extends Thread {
return null; return null;
} }
public class OrderBookItem { public class OrderBookItem {
public long id; public long id;
public double limit; public double limit;
public double volume; public double volume;
@ -292,15 +299,15 @@ public class Exchange extends Thread {
ArrayList<OrderBookItem> ret = new ArrayList<>(); ArrayList<OrderBookItem> ret = new ArrayList<>();
Iterator<Order> it = book.iterator(); Iterator<Order> it = book.iterator();
for (int i = 0; i < depth && it.hasNext(); i++) { for (int i = 0; i < depth && it.hasNext(); i++) {
Order o = it.next(); Order o = it.next();
OrderBookItem n = new OrderBookItem(); OrderBookItem n = new OrderBookItem();
n.id=o.id; n.id = o.id;
n.limit=o.limit; n.limit = o.limit;
n.volume=o.volume; n.volume = o.volume;
ret.add(n); ret.add(n);
//System.out.print("Order_old" + o.limit); //System.out.print("Order_old" + o.limit);
//System.out.println(); //System.out.println();
@ -352,28 +359,40 @@ public class Exchange extends Thread {
src.shares -= shares; src.shares -= shares;
dst.shares += shares; dst.shares += shares;
} }
public boolean cancelOrder(double account_id, long order_id) {
public boolean cancelOrder(double account_id, long order_id){
Account a = accounts.get(account_id); Account a = accounts.get(account_id);
if (a==null){ if (a == null) {
return false; return false;
} }
boolean ret=false; boolean ret = false;
tradelock.lock(); tradelock.lock();
Order o = a.orders.get(order_id); Order o = a.orders.get(order_id);
if (o != null){
order_books.get(o.type).remove(o); // System.out.print("The Order:"+o.limit+"\n");
if (o != null) {
TreeSet ob =order_books.get(o.type);
System.out.print("We have the orderbook"+ob.size()+"\n");
System.out.print("Want to remove:"+o.limit+" "+o.volume+" "+o.id+"\n");
boolean rc = ob.remove(o);
System.out.print("My first rc = :" + rc);
a.orders.remove(o.id); a.orders.remove(o.id);
ret=true; ret = true;
} }
tradelock.unlock(); tradelock.unlock();
this.updateBookReceivers(OrderType.BID); this.updateBookReceivers(OrderType.BID);
return ret; return ret;
} }
@ -385,11 +404,11 @@ public class Exchange extends Thread {
tradelock.lock(); tradelock.lock();
TreeSet<Order_old> book = this.selectOrderBook(o.type); TreeSet<Order_old> book = this.selectOrderBook(o.type);
book.remove(o); book.remove(o);
/* this.updateBookReceivers(o.type); /* this.updateBookReceivers(o.type);
o.account.pending.remove(o); o.account.pending.remove(o);
o.status = OrderStatus.canceled; o.status = OrderStatus.canceled;
tradelock.unlock(); tradelock.unlock();
*/ */
} }
@ -426,9 +445,9 @@ public class Exchange extends Thread {
TreeSet<Order> bid = order_books.get(OrderType.BID); TreeSet<Order> bid = order_books.get(OrderType.BID);
TreeSet<Order> ask = order_books.get(OrderType.ASK); TreeSet<Order> ask = order_books.get(OrderType.ASK);
double volume_total=0; double volume_total = 0;
double money_total=0; double money_total = 0;
while (!bid.isEmpty() && !ask.isEmpty()) { while (!bid.isEmpty() && !ask.isEmpty()) {
@ -451,21 +470,20 @@ public class Exchange extends Thread {
// Update volume // Update volume
b.volume -= volume; b.volume -= volume;
a.volume -= volume; a.volume -= volume;
volume_total+=volume; volume_total += volume;
money_total+=price*volume; money_total += price * volume;
removeOrderIfExecuted(a); removeOrderIfExecuted(a);
removeOrderIfExecuted(b); removeOrderIfExecuted(b);
} }
Quote q = new Quote(); Quote q = new Quote();
q.price=money_total/volume_total; q.price = money_total / volume_total;
q.volume=volume_total; q.volume = volume_total;
q.time=System.currentTimeMillis(); q.time = System.currentTimeMillis();
System.out.print("Price" + q.price + "," + q.volume + "\n"); System.out.print("Price" + q.price + "," + q.volume + "\n");
} }
@ -636,7 +654,7 @@ public class Exchange extends Thread {
Order o = new Order(a, type, volume, limit); Order o = new Order(a, type, volume, limit);
addOrderToBook(o); addOrderToBook(o);
a.orders.put(o.id, o); a.orders.put(o.id, o);
tradelock.lock(); tradelock.lock();
this.executeOrders(); this.executeOrders();
tradelock.unlock(); tradelock.unlock();
@ -644,23 +662,23 @@ public class Exchange extends Thread {
this.updateBookReceivers(OrderType.BID); this.updateBookReceivers(OrderType.BID);
return o.id; return o.id;
} }
public double getBestLimit(OrderType type) {
public double getBestLimit(OrderType type){
Order o = order_books.get(type).first(); Order o = order_books.get(type).first();
if (o==null){ if (o == null) {
return -1; return -1;
} }
return o.limit; return o.limit;
} }
public int getNumberOfOpenOrders(double account_id){ public int getNumberOfOpenOrders(double account_id) {
Account a=accounts.get(account_id); Account a = accounts.get(account_id);
if (a==null) if (a == null) {
return 0; return 0;
}
return a.orders.size(); return a.orders.size();
} }
public AccountData getAccountData(double account_id) { public AccountData getAccountData(double account_id) {
Account a = accounts.get(account_id); Account a = accounts.get(account_id);
if (a == null) { if (a == null) {
@ -671,54 +689,52 @@ public class Exchange extends Thread {
ad.id = account_id; ad.id = account_id;
ad.money = a.money; ad.money = a.money;
ad.shares = a.shares; ad.shares = a.shares;
ad.orders = new ArrayList<OrderData>();
ad.orders=new ArrayList<OrderData>();
ad.orders.iterator(); ad.orders.iterator();
a.orders.values(); a.orders.values();
Set s =a.orders.keySet(); Set s = a.orders.keySet();
Iterator it = s.iterator(); Iterator it = s.iterator();
System.out.print("Keys list"+s.size()+"\n"); System.out.print("Keys list" + s.size() + "\n");
while (it.hasNext()){ while (it.hasNext()) {
long x = (long)it.next(); long x = (long) it.next();
System.out.print("X"+x+"\n"); System.out.print("X" + x + "\n");
Order o = a.orders.get(x); Order o = a.orders.get(x);
System.out.print("oGot: "+o.limit+" "+o.volume+"\n"); System.out.print("oGot: " + o.limit + " " + o.volume + "\n");
OrderData od = new OrderData(); OrderData od = new OrderData();
od.id=o.id; od.id = o.id;
od.limit=o.limit; od.limit = o.limit;
od.volume=o.volume; od.volume = o.volume;
ad.orders.add(od); ad.orders.add(od);
} }
//System.exit(0); //System.exit(0);
//a.orders.keySet(); //a.orders.keySet();
//KeySet ks = a.orders.keySet(); //KeySet ks = a.orders.keySet();
return ad; return ad;
} }
public ArrayList <OrderData> getOpenOrders(double account_id){ public ArrayList<OrderData> getOpenOrders(double account_id) {
Account a = accounts.get(account_id); Account a = accounts.get(account_id);
if (a==null) if (a == null) {
return null; return null;
}
ArrayList <OrderData>al = new ArrayList();
ArrayList<OrderData> al = new ArrayList();
Iterator it = a.orders.entrySet().iterator(); Iterator it = a.orders.entrySet().iterator();
while (it.hasNext()){ while (it.hasNext()) {
Order o = (Order)it.next(); Order o = (Order) it.next();
OrderData od = new OrderData(); OrderData od = new OrderData();
od.limit=o.limit; od.limit = o.limit;
od.volume=o.initial_volume; od.volume = o.initial_volume;
od.executed=o.initial_volume-o.volume; od.executed = o.initial_volume - o.volume;
od.id=o.id; od.id = o.id;
al.add(od); al.add(od);
} }
return al; return al;
} }

11
src/main/java/traders/RandomTrader.java
View File

@ -54,9 +54,9 @@ public class RandomTrader extends AutoTrader {
long event(){ long event(){
System.out.print("Hello world Iam a trader\n"); System.out.print("Hello world Iam a trader\n");
this.cancelOrders(); return this.cancelOrders();
// doBuy(); // doBuy();
return 10000;
} }
@ -142,13 +142,12 @@ public class RandomTrader extends AutoTrader {
System.out.print("Killing: "+od.id+"\n"); System.out.print("Killing: "+od.id+"\n");
} }
} }
else{
doBuy(); doBuy();
}
return 10000; return 15000;
} }