Initial commit

src/StockExchange/Exchange.java

@@ -0,0 +1,283 @@
+package StockExchange;
+
+import java.util.*;
+import java.util.concurrent.*;
+
+import StockExchange.Order.OrderStatus;
+
+public class Exchange extends Thread {
+
+	// Class to describe an executed order
+	public class Quote {
+		double bid;
+		double bid_size;
+		double ask;
+		double ask_size;
+		
+		public double price;
+		public long size;
+		public long time;
+	}
+	
+	
+	
+
+	// QuoteReceiver has to be implemented by objects that wants 
+	// to receive quote updates  	
+	public interface QuoteReceiver
+	{
+		void UpdateQuote(Quote q);
+	}
+	
+	// Here we store the list of quote receivers
+	TreeSet<QuoteReceiver> qrlist=new TreeSet<QuoteReceiver>();
+	public void AddQuoteReceiver(QuoteReceiver qr)
+	{
+		qrlist.add(qr);
+	}
+	
+	// send updated quotes to all quote receivers
+	void UpdateQuoteReceivers(Quote q)
+	{
+		 Iterator<QuoteReceiver> i = qrlist.iterator();
+		 while(i.hasNext()){
+			 i.next().UpdateQuote(q);
+		 }
+	}
+	
+
+
+	public ArrayList<Quote> quoteHistory = new ArrayList<Quote>();
+
+	// long time = 0;
+	double price = 12.9;
+	long orderid = 1;
+
+	double lastprice = 300.0;
+	long lastsize;
+
+	// Order orderlist[];
+
+	TreeSet<BuyOrder> bid = new TreeSet<BuyOrder>();
+	TreeSet<SellOrder> ask = new TreeSet<SellOrder>();
+
+	private final Semaphore available = new Semaphore(1, true);
+
+	private void Lock() {
+		try {
+			available.acquire();
+		} catch (InterruptedException e) {
+			System.out.println("Interrupted");
+		}
+
+	}
+
+	private void Unlock() {
+		available.release();
+	}
+	
+	
+	
+
+	public void print_current() {
+		
+	
+		BuyOrder b;
+		SellOrder a;
+		
+		
+		//String bid;
+		
+
+		if (bid.isEmpty()) {
+			b = new BuyOrder();
+			b.limit = -1;
+			b.size = 0;
+		} else
+			b = bid.first();
+
+		if (ask.isEmpty()) {
+			a = new SellOrder();
+			a.limit = -1;
+			a.size = 0;
+
+		} else
+			a = ask.first();
+		
+		
+		Logger.info(
+				String.format("BID: %s(%s)  LAST: %.2f(%d)  ASK: %s(%s)\n",
+				b.format_limit(), b.format_size(), 
+				lastprice, lastsize, 
+				a.format_limit(), a.format_size())
+				);
+
+	}
+
+	public void TransferMoney(Account src, Account dst, double money) {
+		src.money -= money;
+		dst.money += money;
+	}
+
+	public void CancelOrder(Order o) {
+		Lock();
+//		System.out.println("Cancel BuyOrder");
+		bid.remove(o);
+		ask.remove(o);
+		o.status=OrderStatus.canceled;
+		Unlock();
+
+	}
+
+	public void OrderMatching() {
+
+		while (true) {
+			if (bid.isEmpty() || ask.isEmpty()) {
+				// nothing to do
+				return;
+			}
+
+			BuyOrder b = bid.first();
+			SellOrder a = ask.first();
+
+			if (a.size == 0) {
+				// This order is fully executed, remove 
+				a.account.orderpending = false;
+				a.status=OrderStatus.executed;
+				ask.pollFirst();
+				continue;
+			}
+
+			if (b.size == 0) {
+				// 
+				b.account.orderpending = false;
+				b.status=OrderStatus.executed;
+				bid.pollFirst();
+				continue;
+			}
+
+			if (b.limit < a.limit) {
+				// no match, nothing to do
+				return;
+			}
+
+			if (b.limit >= a.limit) {
+				double price;
+
+				
+
+				
+						
+				
+				
+				if (b.id < a.id)
+					price = b.limit;
+				else
+					price = a.limit;
+
+
+
+				long size = 0;
+
+				if (b.size >= a.size) {
+					size = a.size;
+				} else {
+					size = b.size;
+				}
+
+				b.account.Buy(a.account, size, price);
+				b.size -= size;
+				a.size -= size;
+
+				lastprice = price;
+				lastsize = size;
+
+				Quote q = new Quote();
+
+				q.size = size;
+				q.price = price;
+				q.time = System.currentTimeMillis();
+				
+				this.UpdateQuoteReceivers(q);
+				
+				//quoteHistory.add(q);
+
+				continue;
+
+			}
+
+			return;
+		}
+	}
+
+	public void ExecuteOrder(BuyOrder o) {
+		// SellOrder op = ask.peek();
+
+	}
+
+	public void SendOrder(SellOrder o) {
+//		System.out.println("EX Sellorder");
+		Lock();
+		o.timestamp = System.currentTimeMillis();
+		o.id = orderid++;
+		ask.add(o);
+		Unlock();
+		Lock();
+		OrderMatching();
+		Unlock();
+	
+	}
+
+	public void SendOrder(BuyOrder o) {
+		//System.out.println("EX Buyorder");
+		Lock();
+		o.timestamp = System.currentTimeMillis();
+		o.id = orderid++;
+		bid.add(o);
+		Unlock();
+		Lock();
+		OrderMatching();
+		Unlock();
+
+	}
+
+	/*
+	 * public void SendOrder(Order o){
+	 * 
+	 * 
+	 * if ( o.getClass() == BuyOrder.class){ bid.add((BuyOrder)o); }
+	 * 
+	 * if ( o.getClass() == SellOrder.class){ ask.add((SellOrder)o); }
+	 * 
+	 * }
+	 */
+
+	public double getlastprice() {
+		/*
+		 * SellOrder so = new SellOrder(); so.limit=1000.0; so.size=500;
+		 * SendOrder(so);
+		 * 
+		 * BuyOrder bo = new BuyOrder(); bo.limit=1001.0; bo.size=300;
+		 * SendOrder(bo);
+		 */
+
+		return price;
+	}
+
+	public double sendOrder(Account o) {
+		return 0.7;
+	}
+
+	public void run() {
+		while (true) {
+			try {
+				sleep(1500);
+			} catch (InterruptedException e) {
+				System.out.println("Interrupted");
+			}
+			print_current();
+
+		}
+	}
+
+}