Initial commit of multiasset branch

src/opensesim/old_sesim/Stock.java

@@ -0,0 +1,165 @@
+/*
+ * Copyright (c) 2017, 7u83 <7u83@mail.ru>
+ * All rights reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions are met:
+ *
+ * * Redistributions of source code must retain the above copyright notice, this
+ *   list of conditions and the following disclaimer.
+ * * Redistributions in binary form must reproduce the above copyright notice,
+ *   this list of conditions and the following disclaimer in the documentation
+ *   and/or other materials provided with the distribution.
+ *
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+ * AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+ * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+ * ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
+ * LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+ * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+ * SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+ * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+ * CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+ * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+ * POSSIBILITY OF SUCH DAMAGE.
+ */
+package opensesim.old_sesim;
+
+import java.util.ArrayList;
+import java.util.HashMap;
+import java.util.Iterator;
+import java.util.SortedSet;
+import java.util.TreeSet;
+
+/**
+ *
+ * @author 7u83 <7u83@mail.ru>
+ */
+public class Stock {
+
+    private final String symbol;
+    private String name;
+
+    Stock(String symbol) {
+        this.symbol = symbol;
+
+        reset();
+    }
+
+    /**
+     *
+     */
+    public final void reset() {
+        order_books = new HashMap();
+
+        // Create an order book for each order type
+        for (Order.OrderType type : Order.OrderType.values()) {
+            order_books.put(type, new TreeSet(new Exchange.OrderComparator(type)));
+        }
+
+        quoteHistory = new TreeSet();
+        ohlc_data = new HashMap();
+    }
+
+    String getSymbol() {
+        return symbol;
+    }
+
+    String getName() {
+        return name;
+    }
+
+    protected HashMap<Order.OrderType, SortedSet<Order>> order_books;
+    //   protected ConcurrentLinkedQueue<Order> order_queue = new ConcurrentLinkedQueue();
+
+    /**
+     * History of quotes
+     */
+    public TreeSet<Quote> quoteHistory;
+
+    HashMap<Integer, OHLCData> ohlc_data = new HashMap<>();
+
+    private OHLCData buildOHLCData(int timeFrame) {
+        OHLCData data = new OHLCData(timeFrame);
+        if (quoteHistory == null) {
+            return data;
+        }
+
+        Iterator<Quote> it = quoteHistory.iterator();
+        while (it.hasNext()) {
+            Quote q = it.next();
+            data.realTimeAdd(q.time, (float) q.price, (float) q.volume);
+
+        }
+
+        return data;
+    }
+
+    public OHLCData getOHLCdata(Integer timeFrame) {
+        OHLCData data;
+        data = ohlc_data.get(timeFrame);
+        if (data == null) {
+
+            synchronized (this) {
+                data = buildOHLCData(timeFrame);
+                ohlc_data.put(timeFrame, data);
+            }
+        }
+        return data;
+    }
+
+    protected void updateOHLCData(Quote q) {
+
+        Iterator<OHLCData> it = ohlc_data.values().iterator();
+        while (it.hasNext()) {
+            OHLCData data = it.next();
+            data.realTimeAdd(q.time, (float) q.price, (float) q.volume);
+        }
+    }
+
+    protected void addOrderToBook(Order o) {
+        order_books.get(o.type).add(o);
+        switch (o.type) {
+            case BUY:
+            case BUYLIMIT:
+                break;
+            case SELL:
+            case SELLLIMIT:
+                break;
+
+        }
+
+    }
+
+    /**
+     *
+     * @param type
+     * @param depth
+     * @return
+     */
+    public ArrayList<Order> getOrderBook(Order.OrderType type, int depth) {
+
+        SortedSet<Order> book = order_books.get(type);
+        if (book == null) {
+            return null;
+        }
+        ArrayList<Order> ret;
+        synchronized (this) {
+
+            ret = new ArrayList<>();
+
+            Iterator<Order> it = book.iterator();
+
+            for (int i = 0; i < depth && it.hasNext(); i++) {
+                Order o = it.next();
+
+                if (o.volume <= 0) {
+                    // throw an exception here
+                }
+                ret.add(o);
+            }
+        }
+        return ret;
+    }
+
+}