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Added some documentation.

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This commit is contained in:
7u83
2017-01-12 23:16:37 +01:00
parent 8264214ab2
commit bcaf3a2aeb
13 changed files with 284 additions and 144 deletions
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2
src/main/java/sesim/AutoTraderConfig.java
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@ -27,7 +27,7 @@ package sesim;
/**
*
* @author tobias
* @author 7u83
*/
public abstract class AutoTraderConfig {
public abstract AutoTrader createTrader(Exchange se, double money, double shares);

179
src/main/java/sesim/Exchange.java
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@ -1,7 +1,6 @@
package sesim;
import java.util.*;
import java.util.concurrent.*;
import sesim.Order_old.OrderStatus;
import sesim.Order_old.OrderType_old;
@ -17,15 +16,18 @@ public class Exchange extends Thread {
}
IDGenerator account_id = new IDGenerator();
public static Timer timer=new Timer();
public static Timer timer = new Timer();
private class Account implements Comparable {
/**
*
*/
public class Account implements Comparable {
protected double id;
protected double shares;
protected double money;
protected HashMap<Long, Order> orders;
private final HashMap<Long, Order> orders;
@Override
public int compareTo(Object a) {
@ -39,6 +41,19 @@ public class Exchange extends Thread {
this.money = money;
this.shares = shares;
}
public double getID() {
return id;
}
public double getShares() {
return shares;
}
public double getMoney() {
return money;
}
}
//private TreeSet<Account> accounts = new TreeSet<>();
@ -75,14 +90,15 @@ public class Exchange extends Thread {
if (d != 0) {
return d > 0 ? 1 : -1;
}
if(left.id<right.id)
if (left.id < right.id) {
return -1;
if(left.id>right.id)
}
if (left.id > right.id) {
return 1;
}
return 0;
// return left.id < right.id ? -1 : 1;
}
@ -95,15 +111,15 @@ public class Exchange extends Thread {
IDGenerator order_id = new IDGenerator();
private class Order {
public class Order {
OrderType type;
double limit;
double volume;
double initial_volume;
long id;
private double limit;
private double volume;
private final double initial_volume;
private long id;
long created;
Account account;
private Account account;
Order(Account account, OrderType type, double volume, double limit) {
id = order_id.getNext();
@ -114,6 +130,31 @@ public class Exchange extends Thread {
this.initial_volume = volume;
this.created = System.currentTimeMillis();
}
public long getID() {
return id;
}
public double getVolume() {
return volume;
}
public double getLimit() {
return limit;
}
public OrderType getType() {
return type;
}
public double getExecuted() {
return initial_volume - volume;
}
public double getInitialVolume() {
return initial_volume;
}
}
/**
@ -168,6 +209,36 @@ public class Exchange extends Thread {
}
public Quote getCurrentPrice() {
TreeSet<Order> bid = order_books.get(OrderType.BID);
TreeSet<Order> ask = order_books.get(OrderType.ASK);
Quote q = null;
tradelock.lock();
if (!bid.isEmpty() && !ask.isEmpty()) {
q = new Quote();
q.price = (bid.first().limit + ask.first().limit) / 2.0;
}
tradelock.unlock();
if (q != null) {
return q;
}
if (this.quoteHistory.isEmpty()) {
return null;
}
q = this.quoteHistory.last();
return q;
}
/* public SortedSet<Quote> getQuoteHistory(int seconds) {
Quote last = quoteHistory.last();
return this.getQuoteHistory(seconds, last.time);
@ -283,38 +354,25 @@ public class Exchange extends Thread {
}
public class OrderBookItem {
public long id;
public double limit;
public double volume;
}
public ArrayList<OrderBookItem> getOrderBook(OrderType type, int depth) {
public ArrayList<Order> getOrderBook(OrderType type, int depth) {
TreeSet<Order> book = order_books.get(type);
if (book == null) {
return null;
}
ArrayList<OrderBookItem> ret = new ArrayList<>();
ArrayList<Order> ret = new ArrayList<>();
Iterator<Order> it = book.iterator();
for (int i = 0; i < depth && it.hasNext(); i++) {
Order o = it.next();
OrderBookItem n = new OrderBookItem();
n.id = o.id;
n.limit = o.limit;
n.volume = o.volume;
ret.add(n);
//System.out.print("Order_old" + o.limit);
//System.out.println();
ret.add(it.next());
}
return ret;
}
public Quote getLastQuoete() {
return this.quoteHistory.first();
}
public void print_current() {
@ -371,22 +429,13 @@ public class Exchange extends Thread {
tradelock.lock();
Order o = a.orders.get(order_id);
// System.out.print("The Order:"+o.limit+"\n");
if (o != null) {
TreeSet ob =order_books.get(o.type);
System.out.print("We have the orderbook"+ob.size()+"\n");
System.out.print("Want to remove:"+o.limit+" "+o.volume+" "+o.id+"\n");
boolean rc = ob.remove(o);
System.out.print("My first rc = :" + rc);
// System.out.print("The Order:"+o.limit+"\n");
if (o != null) {
TreeSet ob = order_books.get(o.type);
boolean rc = ob.remove(o);
a.orders.remove(o.id);
ret = true;
}
@ -456,9 +505,7 @@ public class Exchange extends Thread {
Order a = ask.first();
if (b.limit < a.limit) {
System.out.print("No match\n");
// no match, nothing to do
return;
break;
}
// There is a match, calculate price and volume
@ -467,7 +514,7 @@ public class Exchange extends Thread {
// Transfer money and shares
transferMoneyAndShares(b.account, a.account, volume * price, -volume);
//System.out.print("Transfer Shares was called with volume "+volume+"\n");
// Update volume
b.volume -= volume;
a.volume -= volume;
@ -479,14 +526,20 @@ public class Exchange extends Thread {
removeOrderIfExecuted(b);
}
//System.out.print("Volume total is "+volume_total+"\n");
if (volume_total == 0) {
return;
}
Quote q = new Quote();
q.price = money_total / volume_total;
q.volume = volume_total;
q.time = System.currentTimeMillis();
System.out.print("Price" + q.price + "," + q.volume + "\n");
//this.updateQuoteReceivers(q);
// System.out.print("There was a trade:"+q.price+"\n");
this.quoteHistory.add(q);
this.updateQuoteReceivers(q);
}
private void executeOrders_old() {
@ -661,7 +714,7 @@ public class Exchange extends Thread {
tradelock.unlock();
this.updateBookReceivers(OrderType.ASK);
this.updateBookReceivers(OrderType.BID);
return o.id;
}
@ -681,6 +734,10 @@ public class Exchange extends Thread {
return a.orders.size();
}
public Account getAccount(double account_id) {
return accounts.get(account_id);
}
public AccountData getAccountData(double account_id) {
Account a = accounts.get(account_id);
if (a == null) {
@ -692,18 +749,18 @@ public class Exchange extends Thread {
ad.money = a.money;
ad.shares = a.shares;
ad.orders = new ArrayList<OrderData>();
ad.orders = new ArrayList<>();
ad.orders.iterator();
a.orders.values();
Set s = a.orders.keySet();
Iterator it = s.iterator();
System.out.print("Keys list" + s.size() + "\n");
while (it.hasNext()) {
long x = (long) it.next();
System.out.print("X" + x + "\n");
Order o = a.orders.get(x);
System.out.print("oGot: " + o.limit + " " + o.volume + "\n");
OrderData od = new OrderData();
od.id = o.id;
od.limit = o.limit;

63
src/main/java/sesim/IDGenerator.java
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@ -26,37 +26,40 @@
package sesim;
/**
* Implementation of a simple ID generator to create uniqe IDs of type long
*
* @author 7u83 <7u83@mail.ru>
*/
class IDGenerator{
private final Locker ID_LOCKER = new Locker();
private long next_id;
/**
* Initialize the ID generator
* @param start ID value to start with
*/
public IDGenerator(long start){
next_id=start;
}
/**
* Initialize ID Generator with start ID = 0
*/
public IDGenerator(){
this(0);
}
/**
* Get the next ID
* @return the next generated ID
*/
public long getNext(){
ID_LOCKER.lock();
long id = next_id++;
ID_LOCKER.unlock();
return id;
}
public class IDGenerator {
private final Locker ID_LOCKER = new Locker();
private long next_id;
/**
* Initialize the ID generator
*
* @param start ID value to start with
*/
public IDGenerator(long start) {
next_id = start;
}
/**
* Initialize ID Generator with start ID = 0
*/
public IDGenerator() {
this(0);
}
/**
* Get the next ID
*
* @return the next generated ID
*/
public long getNext() {
ID_LOCKER.lock();
long id = next_id++;
ID_LOCKER.unlock();
return id;
}
}

2
src/main/java/sesim/Locker.java
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@ -36,7 +36,7 @@ public class Locker {
private final Semaphore AVAIL = new Semaphore(1, true);
/**
*
* Acquire a lock
* @return
*/
public boolean lock() {