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Handles collision of two unlimited orders now

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7u83 2018-12-29 13:30:07 +01:00
parent 3bbcd63da9
commit 9f829b0554
1 changed files with 22 additions and 6 deletions
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28
src/opensesim/world/TradingEngine.java
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@ -90,7 +90,7 @@ class TradingEngine implements TradingAPI {
last_quote = null; last_quote = null;
Quote q = new Quote(-1); Quote q = new Quote(-1);
q.price = 17.0; q.price = 100.0;
last_quote = q; last_quote = q;
// ohlc_data = new HashMap(); // ohlc_data = new HashMap();
@ -193,7 +193,7 @@ class TradingEngine implements TradingAPI {
while (true) { while (true) {
// Match unlimited sell orders against unlimited buy orders // Match unlimited sell orders against unlimited buy orders
if (!ul_sell.isEmpty() && !ul_buy.isEmpty()) { while (!ul_sell.isEmpty() && !ul_buy.isEmpty()) {
Order a = ul_sell.first(); Order a = ul_sell.first();
Order b = ul_buy.first(); Order b = ul_buy.first();
Double price = getBestPrice(); Double price = getBestPrice();
@ -204,10 +204,26 @@ class TradingEngine implements TradingAPI {
break; break;
} }
// double volume = b.volume >= a.volume ? a.volume : b.volume; // calculate volume by best fit
// finishTrade(b, a, price, volume); double volume = b.volume >= a.volume ? a.volume : b.volume;
// volume_total += volume;
// money_total += price * volume; double avdiff = b.limit - price * volume;
b.account.addAvail(assetpair.getCurrency(), avdiff);
finishTrade(b, a, price, volume);
volume_total += volume;
money_total += price * volume;
Order.Type type = Order.Type.BUYLIMIT;
if (!compact_history) {
q = new Quote(quote_id_generator.getNext());
q.price = price;
q.volume = volume;
q.time = outer.world.currentTimeMillis();
q.type = type;
addQuoteToHistory(q);
}
//this.checkSLOrders(price); //this.checkSLOrders(price);
} }