refactoring ...
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@ -1,4 +1,4 @@
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#Mon, 11 Dec 2017 16:05:46 +0100
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#Mon, 11 Dec 2017 23:22:26 +0100
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annotation.processing.enabled=true
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annotation.processing.enabled.in.editor=false
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annotation.processing.processors.list=
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@ -683,12 +683,10 @@ public class Exchange {
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Order o;
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// System.out.printf("Getting executor %d\n", Thread.currentThread().getId());
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synchronized (stock) {
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// System.out.printf("Have executor %d\n", Thread.currentThread().getId());
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o = a.orders.get(order_id);
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// System.out.print("The Order:"+o.limit+"\n");
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if (o != null) {
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SortedSet ob = stock.order_books.get(o.type);
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@ -709,7 +707,7 @@ public class Exchange {
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public boolean cancelOrder(double account_id, Order order) {
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return cancelOrder(getDefaultStock(), account_id, order.getID());
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return cancelOrder(order.stock, account_id, order.getID());
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}
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Random random;
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@ -776,8 +774,6 @@ public class Exchange {
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s.type = OrderType.SELL;
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stock.addOrderToBook(s);
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// System.out.printf("Stoploss hit %f %f\n", s.volume, s.limit);
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}
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}
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@ -825,7 +821,7 @@ public class Exchange {
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/**
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*
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*/
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public void executeOrders(Stock stock) {
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private void executeOrders(Stock stock) {
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SortedSet<Order> bid = stock.order_books.get(OrderType.BUYLIMIT);
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SortedSet<Order> ask = stock.order_books.get(OrderType.SELLLIMIT);
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@ -854,8 +850,6 @@ public class Exchange {
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money_total += price * volume;
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this.checkSLOrders(price);
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//System.out.printf("Cannot match two unlimited orders!\n");
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//System.exit(0);
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}
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while (!ul_buy.isEmpty() && !ask.isEmpty()) {
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@ -902,7 +896,6 @@ public class Exchange {
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volume_total += volume;
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money_total += price * volume;
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// num_trades++;
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statistics.trades++;
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this.checkSLOrders(price);
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@ -918,10 +911,6 @@ public class Exchange {
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q.time = timer.currentTimeMillis();
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addQuoteToHistory(q);
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//this.quoteHistory.add(q);
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//this.updateOHLCData(q);
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//this.updateQuoteReceivers(q);
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}
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long buy_orders = 0;
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@ -30,7 +30,6 @@ import java.util.HashMap;
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import java.util.Iterator;
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import java.util.SortedSet;
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import java.util.TreeSet;
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import java.util.concurrent.ConcurrentLinkedQueue;
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/**
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*
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@ -55,7 +54,7 @@ public class Stock {
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// Create an order book for each order type
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for (Order.OrderType type : Order.OrderType.values()) {
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this.order_books.put(type, new TreeSet(new Exchange.OrderComparator(type)));
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order_books.put(type, new TreeSet(new Exchange.OrderComparator(type)));
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}
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quoteHistory = new TreeSet();
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@ -132,9 +131,8 @@ public class Stock {
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}
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/**
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/**
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*
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* @param stock
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* @param type
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* @param depth
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* @return
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@ -154,7 +152,7 @@ public class Stock {
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for (int i = 0; i < depth && it.hasNext(); i++) {
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Order o = it.next();
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if (o.volume <= 0) {
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// throw an exception here
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}
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@ -164,6 +162,4 @@ public class Stock {
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return ret;
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}
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}
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