worknig on new random trader
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@ -56,16 +56,17 @@ public class MainWin extends javax.swing.JFrame {
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double aid1 = se.createAccount(100, 100);
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double aid2 = se.createAccount(100, 100);
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double aid2 = se.createAccount(1000, 100);
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AccountData a1 = se.getAccountData(aid1);
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/* AccountData a1 = se.getAccountData(aid1);
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AccountData a2 = se.getAccountData(aid2);
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se.createOrder(aid2, Exchange.OrderType.ASK, 20, 11.9);
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se.createOrder(aid2, Exchange.OrderType.ASK, 20, 11);
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se.createOrder(aid2, Exchange.OrderType.ASK, 10, 10);
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se.createOrder(aid2, Exchange.OrderType.ASK, 10, 9);
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se.createOrder(aid1, Exchange.OrderType.BID, 50, 11);
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*/
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/*
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System.out.print("Exec Orders\n");
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se.executeOrders();
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@ -188,7 +189,10 @@ public class MainWin extends javax.swing.JFrame {
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RandomTraderConfig rcfg = new RandomTraderConfig();
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RandomTrader rt = rcfg.createTrader(se, 100, 100);
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RandomTrader rt = rcfg.createTrader(se, 1000, 100);
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rt.start();
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//RandomTrader rt = new RandomTrader();
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@ -352,12 +352,36 @@ public class Exchange extends Thread {
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src.shares -= shares;
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dst.shares += shares;
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}
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public boolean cancelOrder(double account_id, long order_id){
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Account a = accounts.get(account_id);
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if (a==null){
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return false;
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}
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boolean ret=false;
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tradelock.lock();
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Order o = a.orders.get(order_id);
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if (o != null){
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order_books.get(o.type).remove(o);
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a.orders.remove(o.id);
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ret=true;
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}
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tradelock.unlock();
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this.updateBookReceivers(OrderType.BID);
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return ret;
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}
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/**
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*
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* @param o
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*/
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public void cancelOrder(Order_old o) {
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public void cancelOrder_old(Order_old o) {
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tradelock.lock();
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TreeSet<Order_old> book = this.selectOrderBook(o.type);
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book.remove(o);
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@ -613,7 +637,9 @@ public class Exchange extends Thread {
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addOrderToBook(o);
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a.orders.put(o.id, o);
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tradelock.lock();
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this.executeOrders();
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tradelock.unlock();
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this.updateBookReceivers(OrderType.ASK);
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this.updateBookReceivers(OrderType.BID);
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return o.id;
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@ -645,6 +671,32 @@ public class Exchange extends Thread {
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ad.id = account_id;
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ad.money = a.money;
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ad.shares = a.shares;
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ad.orders=new ArrayList<OrderData>();
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ad.orders.iterator();
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a.orders.values();
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Set s =a.orders.keySet();
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Iterator it = s.iterator();
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System.out.print("Keys list"+s.size()+"\n");
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while (it.hasNext()){
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long x = (long)it.next();
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System.out.print("X"+x+"\n");
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Order o = a.orders.get(x);
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System.out.print("oGot: "+o.limit+" "+o.volume+"\n");
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OrderData od = new OrderData();
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od.id=o.id;
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od.limit=o.limit;
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od.volume=o.volume;
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ad.orders.add(od);
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}
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//System.exit(0);
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//a.orders.keySet();
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//KeySet ks = a.orders.keySet();
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return ad;
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}
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@ -30,9 +30,9 @@ package sesim;
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* @author 7u83 <7u83@mail.ru>
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*/
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public class OrderData {
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long id;
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double limit;
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double volume;
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double executed;
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public long id;
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public double limit;
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public double volume;
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public double executed;
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}
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@ -25,6 +25,7 @@
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*/
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package traders;
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import java.util.*;
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import java.util.Random;
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import java.util.Timer;
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import java.util.TimerTask;
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@ -34,6 +35,8 @@ import sesim.AutoTrader;
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import sesim.Exchange;
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import sesim.Exchange.OrderType;
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import sesim.*;
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/**
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*
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* @author tobias
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@ -46,6 +49,16 @@ public class RandomTrader extends AutoTrader {
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CANCEL,
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CREATE
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}
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long event(){
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System.out.print("Hello world Iam a trader\n");
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this.cancelOrders();
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// doBuy();
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return 10000;
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}
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class NextEvent {
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@ -69,7 +82,7 @@ public class RandomTrader extends AutoTrader {
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@Override
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public void start() {
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timer.schedule(new TimerTaskImpl(this), 1000);
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timer.schedule(new TimerTaskImpl(this), 0);
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// timer.schedule(new TimerTaskImpl, date);
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}
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@ -113,6 +126,31 @@ public class RandomTrader extends AutoTrader {
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double max = val * minmax[1] / 100.0;
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return getRandom(min, max);
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}
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public long cancelOrders(){
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int n = se.getNumberOfOpenOrders(account_id);
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System.out.print("Open Orders: "+n+"\n");
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if (n>0){
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System.out.print("Want to killń\n");
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AccountData ad = se.getAccountData(account_id);
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Iterator <OrderData> it = ad.orders.iterator();
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while (it.hasNext()){
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OrderData od=it.next();
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boolean rc = se.cancelOrder(account_id, od.id);
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System.out.print("killer rc "+rc+"\n");
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System.out.print("Killing: "+od.id+"\n");
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}
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}
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else{
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doBuy();
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}
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return 10000;
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}
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public boolean doBuy() {
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RandomTraderConfig myconfig = (RandomTraderConfig)this.config;
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@ -120,17 +158,24 @@ public class RandomTrader extends AutoTrader {
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OrderType type=OrderType.BID;
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double money = getRandomAmmount(ad.money, myconfig.sell_volume);
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double lp = se.getBestLimit(type);
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// how much money we ant to envest?
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double money = getRandomAmmount(ad.money, myconfig.buy_volume);
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double lp = 100.0; //se.getBestLimit(type);
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double limit;
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limit = lp + getRandomAmmount(lp, myconfig.buy_limit);
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long volume = (int) (money / (limit * 1));
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long volume = (long) (money / (limit * 1));
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if (volume <= 0) {
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return false;
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//return false;
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}
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System.out.print("Volume is:"+volume+"\n");
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System.out.print("My Ammount is: "+money+" My limit si:"+limit+ "\n");
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//System.exit(0);
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se.createOrder(account_id, OrderType.BID, volume, limit);
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return true;
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@ -154,12 +199,11 @@ public class RandomTrader extends AutoTrader {
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@Override
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public void run() {
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switch (this.nextevent.event) {
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}
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long time = trader.event();
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this.cancel();
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timer.schedule(new TimerTaskImpl(trader), 1000);
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timer.schedule(new TimerTaskImpl(trader), time);
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}
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}
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@ -34,12 +34,12 @@ import sesim.Exchange;
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*/
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public class RandomTraderConfig extends AutoTraderConfig {
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public float[] sell_volume = {100, 100};
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public float[] sell_volume = {50, 100};
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public float[] sell_limit = {-15, 15};
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public int[] sell_order_wait = {15, 33};
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public int[] wait_after_sell = {10, 30};
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public float[] buy_volume = {100, 100};
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public float[] buy_volume = {50, 100};
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public float[] buy_limit = {-15, 15};
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public int[] buy_order_wait = {15, 33};
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public int[] wait_after_buy = {10, 30};
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@ -87,7 +87,7 @@ public class RandomTrader_old extends AutoTrader_old {
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if (account.pending.size() != 0) {
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Order_old o = account.pending.get(0);
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account.se.cancelOrder(o);
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account.se.cancelOrder_old(o);
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return false;
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}
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return true;
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@ -139,7 +139,7 @@ public class RandomTrader_old extends AutoTrader_old {
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// System.out.print("RT: age is: "+age+"\n");
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if (age > myconfig.maxage) {
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// System.out.print("MaxAge is"+myconfig.maxage+"\n");
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account.se.cancelOrder(o);
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account.se.cancelOrder_old(o);
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// System.out.print("Age reached - canel return false\n");
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return false;
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}
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