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Threaded order execution now

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This commit is contained in:
7u83
2017-02-25 20:06:26 +01:00
parent 7c7479e2ac
commit 6a3b814aa6
15 changed files with 578 additions and 201 deletions
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20
src/main/java/traders/ManTrader/CreateOrderDialog.java
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@ -54,7 +54,7 @@ public class CreateOrderDialog extends javax.swing.JDialog {
this(parent, modal);
this.account = account;
typeComboBox.setModel(new javax.swing.DefaultComboBoxModel<>(new String[]{"Buy Lim", "Sell Lim", "Buy", "Sell"}));
typeList = new OrderType[]{OrderType.BUYLIMIT, OrderType.SELLLIMIT, OrderType.BUY,OrderType.SELL};
typeList = new OrderType[]{OrderType.BUYLIMIT, OrderType.SELLLIMIT, OrderType.BUY, OrderType.SELL};
for (int i = 0; i < typeList.length; i++) {
if (typeList[i] == type) {
this.typeComboBox.setSelectedIndex(i);
@ -74,17 +74,16 @@ public class CreateOrderDialog extends javax.swing.JDialog {
OrderType t = getOrderType();
Quote q = Globals.se.getBestPrice_0();
Double price = q == null ? 0.0 : q.price;
if (t == OrderType.BUYLIMIT) {
this.limitSpinner.setValue(Globals.se.roundMoney(price));
this.volumeSpinner.setValue(Globals.se.roundShares(account.getMoney()/price));
this.volumeSpinner.setValue(Globals.se.roundShares(account.getMoney() / price));
}
if (t == OrderType.SELLLIMIT) {
this.limitSpinner.setValue(Globals.se.roundMoney(price));
this.volumeSpinner.setValue(Globals.se.roundShares(account.getShares()));
}
}
/**
@ -180,6 +179,7 @@ public class CreateOrderDialog extends javax.swing.JDialog {
dispose();
}//GEN-LAST:event_jButton2ActionPerformed
private void jButton1ActionPerformed(java.awt.event.ActionEvent evt) {//GEN-FIRST:event_jButton1ActionPerformed
double volume = (double) volumeSpinner.getValue();
double limit = (double) limitSpinner.getValue();
@ -188,8 +188,16 @@ public class CreateOrderDialog extends javax.swing.JDialog {
System.out.printf("Account is null\n");
}
OrderType type = this.getOrderType();
Globals.se.createOrder(account.getID(), type, volume, limit);
new Thread() {
@Override
public void run() {
Globals.se.createOrder(account.getID(), type, volume, limit);
}
}.start();
dispose();
}//GEN-LAST:event_jButton1ActionPerformed
/**

2
src/main/java/traders/ManTrader/ManTrader.java
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@ -62,7 +62,7 @@ public class ManTrader extends AutoTraderBase implements AccountListener {
@Override
public void start() {
se.timer.startTimerEvent(this, 0);
se.timer.startTimerTask(this, 0);
consoleDialog = new ManTraderConsoleDialog(Globals.frame, false, this.getAccount());
this.consoleDialog.getBalancePanel().updateBalance(this.getAccount());
// consoleDialog. rdersList1.account=trader.getAccount();

143
src/main/java/traders/RandomTraderA.java
View File

@ -26,30 +26,24 @@
package traders;
import gui.Globals;
import java.util.HashMap;
import java.util.Iterator;
import java.util.Map;
import java.util.Set;
import java.util.SortedMap;
import javax.swing.JDialog;
import org.json.JSONArray;
import org.json.JSONObject;
//import sesim.AccountData;
import sesim.AutoTraderBase;
import sesim.AutoTraderConfig;
import sesim.AutoTraderGui;
import sesim.Exchange;
import sesim.Exchange.Account;
import sesim.Exchange.Order;
import sesim.OrderData;
import sesim.Exchange.AccountListener;
import sesim.Exchange.OrderStatus;
import sesim.Quote;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public class RandomTraderA extends AutoTraderBase {
public class RandomTraderA extends AutoTraderBase implements AccountListener {
public Float[] initial_delay = {0f, 5.0f};
@ -75,14 +69,19 @@ public class RandomTraderA extends AutoTraderBase {
@Override
public void start() {
Account a = se.getAccount(account_id);
a.setListener(this);
long delay = (long) (getRandom(initial_delay[0], initial_delay[1]) * 1000);
se.timer.startTimerEvent(this, delay);
se.timer.startTimerTask(this, delay);
}
@Override
public long timerTask() {
System.out.printf("Enter TimerTask for %d\n", System.identityHashCode(this));
sesim.Exchange.Account a = se.getAccount(account_id);
long rc = this.doTrade();
System.out.printf("Exit TimerTask for %d\n", System.identityHashCode(this));
return rc;
}
@ -165,18 +164,17 @@ public class RandomTraderA extends AutoTraderBase {
int n = se.getNumberOfOpenOrders(account_id);
if (n > 0) {
Account ad = se.getAccount(account_id);
Set <Long>keys = ad.getOrders().keySet();
Iterator<Long> it = keys.iterator();
while (it.hasNext()) {
// Order od = it.next();
Set<Long> keys = ad.getOrders().keySet();
Iterator<Long> it = keys.iterator();
while (it.hasNext()) {
// Order od = it.next();
boolean rc = se.cancelOrder(account_id, it.next());
}
}
}
return n;
}
@Override
@ -184,6 +182,25 @@ public class RandomTraderA extends AutoTraderBase {
return null;
}
@Override
public void accountUpdated(Account a, Exchange.Order o) {
System.out.printf("Order waht %s\n", o.getOrderStatus().toString());
if (o.getOrderStatus() == OrderStatus.CLOSED && false) {
System.out.printf("Enteter canel timer\n");
se.timer.cancelTimerTask(this);
System.out.printf("back from canel timer %d\n", System.identityHashCode(this));
System.exit(0);
Long w = doTrade();
System.out.printf("We have no to wait for %d\n", w);
se.timer.startTimerTask(this, w);
}
// System.out.printf("Updatetd Account\n", "");
}
protected enum Action {
BUY, SELL, RANDOM
}
@ -197,11 +214,10 @@ public class RandomTraderA extends AutoTraderBase {
}
Action mode=Action.RANDOM;
long doTrade() {
cancelOrders();
Action a = getAction();
Action mode = Action.RANDOM;
Integer doTrade1(Action a) {
switch (a) {
case BUY: {
boolean rc = doBuy();
@ -209,19 +225,18 @@ public class RandomTraderA extends AutoTraderBase {
mode = Action.BUY;
return getRandom(buy_wait);
}
return 5000;
return null;
}
case SELL:
{
case SELL: {
boolean rc = doSell();
if (rc){
if (rc) {
mode = Action.SELL;
return getRandom(sell_wait);
}
return 5000;
return null;
}
}
@ -229,6 +244,44 @@ public class RandomTraderA extends AutoTraderBase {
}
long doTrade() {
cancelOrders();
Action a = getAction();
if (mode == Action.RANDOM) {
System.out.printf("Action: %s\n", a.toString());
Integer rc = doTrade1(a);
if (rc != null) {
return rc;
}
rc = doTrade1(Action.BUY);
if (rc != null) {
return rc;
}
rc = doTrade1(Action.SELL);
if (rc != null) {
return rc;
}
System.out.printf("All ha s failed\n");
return 5000;
}
if (mode == Action.BUY) {
mode = Action.RANDOM;
return getRandom(wait_after_buy);
}
if (mode == Action.SELL) {
mode = Action.RANDOM;
return getRandom(wait_after_sell);
}
return 0;
}
/**
* Get a (long) random number between min an max
*
@ -271,7 +324,6 @@ public class RandomTraderA extends AutoTraderBase {
public boolean doBuy() {
// AccountData ad = this.se.getAccountData(account_id);
Account ad = se.getAccount(account_id);
Exchange.OrderType type = Exchange.OrderType.BUYLIMIT;
@ -282,7 +334,7 @@ public class RandomTraderA extends AutoTraderBase {
// how much money we ant to invest?
double money = getRandomAmmount(ad.getMoney(), buy_volume);
Quote q = se.getBestPrice_0();
//q=se.getLastQuoete();
double lp = q == null ? getStart() : q.price;
@ -290,15 +342,14 @@ public class RandomTraderA extends AutoTraderBase {
double limit;
limit = lp + getRandomAmmount(lp, buy_limit);
double volume = money / limit;
// System.out.printf("Volume : %f", volume);
// System.out.printf("Volume : %f", volume);
limit = se.roundMoney(limit);
volume = se.roundShares(volume);
if (volume <= 0 || money <= 0) {
System.out.printf("Buy Order wont work\n");
return false;
}
@ -311,41 +362,33 @@ public class RandomTraderA extends AutoTraderBase {
public boolean doSell() {
// RandomTraderConfig myoldconfig = (RandomTraderConfig) this.oldconfig;
//AccountData ad = this.se.getAccountData(account_id);
Account ad = se.getAccount(account_id);
Exchange.OrderType type = Exchange.OrderType.SELLLIMIT;
// how much shares we ant to sell?
double volume = getRandomAmmount(ad.getShares(), sell_volume);
volume = se.roundShares(volume);
// double lp = 100.0; //se.getBestLimit(type);
Quote q = se.getBestPrice_0();
// q=se.getLastQuoete();
// q=se.getLastQuoete();
double lp = q == null ? getStart() : q.price;
double limit;
limit = lp + getRandomAmmount(lp, sell_limit);
se.roundMoney(limit);
if (volume <= 0 || limit <=0) {
if (volume <= 0 || limit <= 0) {
System.out.printf("Sell wont work\n");
return false;
}
System.out.printf("Create a Sell Order %f %f!!!!\n", volume, limit);
se.createOrder(account_id, type, volume, limit);
return true;
}
}

2
src/main/java/traders/RandomTraderB.java
View File

@ -76,7 +76,7 @@ public class RandomTraderB extends AutoTraderBase {
@Override
public void start() {
long delay = (long) (getRandom(initial_delay[0], initial_delay[1]) * 1000);
se.timer.startTimerEvent(this, delay);
se.timer.startTimerTask(this, delay);
}
@Override