Added some documentation.

src/main/java/chart/Chart.java

@@ -9,6 +9,8 @@ import java.awt.*;
 import sesim.Exchange.*;
 import sesim.Quote;
 import gui.MainWin;
+import java.util.ArrayList;
+import java.util.Iterator;
 
 /**
  *
@@ -33,9 +35,9 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
 
     int item_width = 10;
     int items = 350;
-    long ntime = -1;
+    long ntime = 0;
 
-    OHLCData data;
+    OHLCData data = new OHLCData();
 
     OHLCDataItem current = null;
 
@@ -48,14 +50,14 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
 
     private void realTimeAdd(long time, float price, float volume) {
 
-        /*     System.out.print("Diff:"
+             /*System.out.print("Diff:"
                 +(ntime-time)
                 +"\n"
-        );
+        );*/
-         */
+        
         if (time > ntime) {
 
-            System.out.print("new raster ----------------------------------\n");
+//            System.out.print("new raster ----------------------------------\n");
             current = null;
             ntime = rasterTime(time) + 5000;
             //       System.out.print(ntime+"\n");
@@ -95,8 +97,12 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
         this.getSize();
 
         int pwidth = item_width * items;
+        int phight = 40;
 
-        this.setPreferredSize(new Dimension(pwidth, 400));
+        this.setPreferredSize(new Dimension(pwidth, phight));
+        
+        Dimension  dim = this.getSize();
+    //    System.out.print("Diemension "+dim.width+" "+dim.height+"\n");
 
                 g.setColor(Color.RED);
                g.drawLine(0,0,100,100);
@@ -109,13 +115,58 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
         
  
         
-        if (this.current == null) {
+     //   if (this.current == null) {
-            return;
+     //       return;
+     //   }
+        
+        ArrayList <OHLCDataItem> od = data.data;
+        
+        System.out.print("OD S: "+od.size()+"\n");
+        g.setColor(Color.BLUE);    
+        
+        
+        
+        Iterator <OHLCDataItem> it = od.iterator();
+        int myi=0;
+        while (it.hasNext()){
+            OHLCDataItem di = it.next();
+
+                        float val = di.close;
+             float max = data.max;
+             float min = data.min;
+             
+             if (min==max){
+                 min = val/2;
+                 max = val*2;
+                 
+                 
+             }
+
+            
+            
+            System.out.print("Fval: "+val+" "+min+"\n");
+            val -= min;
+            System.out.print("VAL New"+val+"\n");
+            
+             //val/ ((data.max-data.min)/dim.height);
+
+
+             System.out.print("MINMAX "+min+" "+max+"\n");
+             
+             val = dim.height*val/(data.max-data.min);
+             
+             
+             int x = myi * this.item_width;
+             myi++;
+            g.drawLine(x, 0, x, (int)val);
+            
+            System.out.print("Draw Line: "+x+" "+val+"\n");
+            
         }
         
         
-        g.setColor(Color.BLUE);
+
-        g.drawLine(0, 0, 100, (int) ((this.current.close-80.0)*80.0));
+    //    g.drawLine(0, 0, 100, (int) ((this.current.close-80.0)*80.0));
 
     }
 
@@ -131,7 +182,7 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
         //   g.get
 
         Rectangle bounds = g.getDeviceConfiguration().getBounds();
-        System.out.print(bounds.width + "\n");
+       // System.out.print(bounds.width + "\n");
 
         //g.fillRect(0, 0, 100, 100);
         Dimension d = this.getSize();
@@ -170,8 +221,10 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
 
     @Override
     public void UpdateQuote(Quote q) {
-        // System.out.print("Quote Received\n");
+    //    System.out.print("Quote Received\n");
-        this.realTimeAdd(q.time, (float) q.price, (float)q.volume);
+//        this.realTimeAdd(q.time, (float) q.price, (float)q.volume);
+        
+        data.realTimeAdd(q.time, (float)q.price, (float)q.volume);
     //    this.invalidate();
         this.repaint();
     }

src/main/java/chart/OHLCData.java

@@ -33,7 +33,8 @@ import java.util.*;
  */
 public class OHLCData { //extends ArrayList <OHLCDataItem> {
 
-    float max;
+    float max=0;
+    float min=0;
 
     long time_start;
     long time_step;
@@ -55,19 +56,36 @@ public class OHLCData { //extends ArrayList <OHLCDataItem> {
     
     
     private void updateMinMax(float price){
-       // if (price>max)     
+        if (price > max){
+            
+            max = price;
+        }
+        if (price < min){
+            min = price;
+        }
+
     }
 
     private long ntime = 0;
 
     boolean realTimeAdd(long time, float price, float volume) {
+        
+        
         if (time > ntime) {
+            if (ntime==0){
+                System.out.print ("Setting ntimt was zero\n");
+                this.min=price;
+                this.max=price;
+            }
+            
             ntime = rasterTime(time) + 5000;
             data.add(new OHLCDataItem(price, price, price, price, volume));
+            this.updateMinMax(price);
             return true;
         }
 
         OHLCDataItem d = data.get(data.size() - 1);
+        this.updateMinMax(price);
         boolean rc = d.update(price, volume);
         return rc;
     }

src/main/java/gui/AskBook.java

@@ -25,7 +25,6 @@
  */
 package gui;
 
-import sesim.Order_old.*;
 import java.util.ArrayList;
 import sesim.Exchange.*;
 
@@ -36,7 +35,7 @@ import sesim.Exchange.*;
 public class AskBook extends OrderBook {
 
     @Override
-    ArrayList getOrderBook() {
+    ArrayList <Order> getOrderBook() {
         return MainWin.se.getOrderBook(OrderType.ASK,40);
     }
     

src/main/java/gui/BidBook.java

@@ -25,7 +25,6 @@
  */
 package gui;
 
-import sesim.Order_old.*;
 import java.util.ArrayList;
 import sesim.Exchange.*;
 
@@ -36,7 +35,7 @@ import sesim.Exchange.*;
 public class BidBook extends OrderBook {
 
     @Override
-    ArrayList getOrderBook() {
+    ArrayList <Order> getOrderBook() {
         return MainWin.se.getOrderBook(OrderType.BID, 40);
     }
 

src/main/java/gui/Chart.java

@@ -25,6 +25,7 @@
  */
 package gui;
 
+import sesim.*;
 import sesim.Exchange;
 import sesim.Exchange.*;
 import java.awt.Color;
@@ -68,6 +69,10 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
      */
     public Chart() {
         initComponents();
+        
+        sesim.IDGenerator idgen = new IDGenerator();
+        
+        
 /*
         String stockSymbol = "Schliemanz Koch AG";
         //String stockSymbol = "MSFT";
@@ -192,7 +197,7 @@ public class Chart extends javax.swing.JPanel implements QuoteReceiver {
             data.add(d);
         }
 
-        System.out.print(data.size() + "\n");
+      //  System.out.print(data.size() + "\n");
         //  System.exit(0);
 
         return data.toArray(new OHLCDataItem[data.size()]);

src/main/java/gui/MainWin.java

@@ -25,14 +25,7 @@
  */
 package gui;
 
-import traders.RandomTraderConfig_old;
-import traders.SwitchingTraderConfig;
-import sesim.AutoTraderLIst;
 import sesim.Exchange;
-import sesim.BuyOrder;
-import javax.swing.UIManager;
-import javax.swing.*;
-import sesim.AccountData;
 import traders.RandomTrader;
 import traders.RandomTraderConfig;
 
@@ -188,15 +181,21 @@ public class MainWin extends javax.swing.JFrame {
         se = new Exchange();
         
         
-        RandomTraderConfig rcfg = new RandomTraderConfig();
+        //RandomTraderConfig rcfg = new RandomTraderConfig();
-        RandomTrader rt = rcfg.createTrader(se, 1000, 100);
+        //RandomTrader rt = rcfg.createTrader(se, 1000, 100);
-        rt.start();
+        //rt.start();
         
                 RandomTraderConfig rcfg1 = new RandomTraderConfig();
-        RandomTrader rt1 = rcfg.createTrader(se, 1000, 100);
+        RandomTrader rt1 = rcfg1.createTrader(se, 1000000000, 0);
         rt1.start();
         
         
+        RandomTraderConfig cfg = new RandomTraderConfig();
+        for (int i=0; i<5000; i++){
+            RandomTrader randt = cfg.createTrader(se, 100, 100);
+            randt.start();
+        }
+        
         
         //RandomTrader rt = new RandomTrader();
         //rt.start();

src/main/java/gui/OrderBook.java

@@ -48,7 +48,7 @@ public abstract class OrderBook extends javax.swing.JPanel implements Exchange.B
     
     OrderBookListModel model;
     
-    abstract ArrayList getOrderBook();
+    abstract ArrayList <Order> getOrderBook();
 
     private Color hdr_color = Color.LIGHT_GRAY;
 
@@ -71,7 +71,7 @@ public abstract class OrderBook extends javax.swing.JPanel implements Exchange.B
         
         class Updater implements Runnable{
             OrderBookListModel model;
-            ArrayList newlist;
+            ArrayList <Order> newlist;
             
             @Override
             public void run() {
@@ -97,7 +97,7 @@ public abstract class OrderBook extends javax.swing.JPanel implements Exchange.B
 
     protected class OrderBookListModel extends AbstractTableModel {
 
-        private ArrayList <OrderBookItem> list;
+        private ArrayList <Order> list;
         //private final boolean desc = false;
 
         public OrderBookListModel() {
@@ -146,7 +146,7 @@ public abstract class OrderBook extends javax.swing.JPanel implements Exchange.B
 
         @Override
         public Object getValueAt(int r, int c) {
-            OrderBookItem o;
+            Order o;
 
             int s = list.size();
             //System.out.print("Looking for Value at" + r + ":" + c + " w size:" + s + "\n");
@@ -159,12 +159,12 @@ public abstract class OrderBook extends javax.swing.JPanel implements Exchange.B
             Formatter f = new Formatter();
             switch (c) {
                 case 0:
-                    return String.format("#%06x", o.id);
+                    return String.format("#%06x", o.getID());
 
                 case 1:
-                    return String.format("%.4f",o.limit);
+                    return String.format("%.4f",o.getLimit());
                 case 2:
-                    return String.format("%.4f", o.volume);
+                    return String.format("%.4f", o.getVolume());
             }
             return "";
         }

src/main/java/gui/QuotePanel.java

@@ -125,7 +125,7 @@ public class QuotePanel extends javax.swing.JPanel implements sesim.Exchange.Quo
         
                 
         
-        u.text = String.format("%.2f\n(%d)", q.price,q.volume);
+        u.text = String.format("%.2f\n(%.0f)", q.price,q.volume);
         
         SwingUtilities.invokeLater(u);
         

src/main/java/sesim/AutoTraderConfig.java

@@ -27,7 +27,7 @@ package sesim;
 
 /**
  *
- * @author tobias
+ * @author 7u83
  */
 public abstract class AutoTraderConfig {
     public abstract AutoTrader createTrader(Exchange se, double money, double shares);

src/main/java/sesim/Exchange.java

@@ -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<>();
@@ -76,14 +91,15 @@ public class Exchange extends Thread {
                 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;
+        private double limit;
-        double volume;
+        private double volume;
-        double initial_volume;
+        private final double initial_volume;
-        long id;
+        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 ArrayList<Order> getOrderBook(OrderType type, int depth) {
-
-        public long id;
-        public double limit;
-        public double volume;
-    }
-
-    public ArrayList<OrderBookItem> 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++) {
-
+            ret.add(it.next());
-            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();
         }
         return ret;
+    }
 
+    public Quote getLastQuoete() {
+        return this.quoteHistory.first();
     }
 
     public void print_current() {
@@ -372,21 +430,12 @@ public class Exchange extends Thread {
         tradelock.lock();
         Order o = a.orders.get(order_id);
 
-     //   System.out.print("The Order:"+o.limit+"\n");
+        //   System.out.print("The Order:"+o.limit+"\n");
-        
         if (o != null) {
-          TreeSet ob =order_books.get(o.type);
+            TreeSet ob = order_books.get(o.type);
 
-          System.out.print("We have the orderbook"+ob.size()+"\n");
+            boolean rc = ob.remove(o);
 
-          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);
             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");
+                break;
-                // no match, nothing to do
-                return;
             }
 
             // 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");
+//        System.out.print("There was a trade:"+q.price+"\n");
-//this.updateQuoteReceivers(q);
+        
+        this.quoteHistory.add(q);
+        this.updateQuoteReceivers(q);
+
     }
 
     private void executeOrders_old() {
@@ -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;

src/main/java/sesim/IDGenerator.java

@@ -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{
+public class IDGenerator {
-        private final Locker ID_LOCKER = new Locker();
-        private long next_id;
 
-       /**
+    private final Locker ID_LOCKER = new Locker();
-        * Initialize the ID generator
+    private long next_id;
-        * @param start ID value to start with
-        */ 
-        public IDGenerator(long start){
-            next_id=start;
-        }
 
-        /**
+    /**
-         * Initialize ID Generator with start ID = 0
+     * Initialize the ID generator
-         */
+     *
-        public IDGenerator(){
+     * @param start ID value to start with
-            this(0);
+     */
-        }
+    public IDGenerator(long start) {
-        
+        next_id = start;
-        /**
-         * Get the next ID
-         * @return the next generated ID
-         */
-        public long getNext(){
-            ID_LOCKER.lock();
-            long id = next_id++;
-            ID_LOCKER.unlock();
-            return id;
-        }
     }
 
+    /**
+     * 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;
+    }
+}

src/main/java/sesim/Locker.java

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

src/main/java/traders/RandomTrader.java

@@ -52,7 +52,7 @@ public class RandomTrader extends AutoTrader {
     
     long event(){
                
-        System.out.print("Hello world Iam a trader\n");
+//        System.out.print("Hello world Iam a trader\n");
         return this.doTrade();
       //  doBuy();
         
@@ -129,16 +129,16 @@ public class RandomTrader extends AutoTrader {
     
     public long cancelOrders(){
         int n = se.getNumberOfOpenOrders(account_id);
-        System.out.print("Open Orders: "+n+"\n");
+//        System.out.print("Open Orders: "+n+"\n");
         if (n>0){
-            System.out.print("Want to killń\n");
+//            System.out.print("Want to killń\n");
             AccountData ad = se.getAccountData(account_id);
             Iterator <OrderData> it = ad.orders.iterator();
             while (it.hasNext()){
                 OrderData od=it.next();
                 boolean rc = se.cancelOrder(account_id, od.id);
-                System.out.print("killer rc "+rc+"\n");
+//                System.out.print("killer rc "+rc+"\n");
-                System.out.print("Killing: "+od.id+"\n");
+ //               System.out.print("Killing: "+od.id+"\n");
             }
         }
  
@@ -155,8 +155,10 @@ public class RandomTrader extends AutoTrader {
         // how much money we ant to envest?
         double money = getRandomAmmount(ad.money, myconfig.buy_volume);
         
+        Quote q = se.getCurrentPrice();
+        double lp = q == null ? 100.0 : q.price; 
+
         
-        double lp = 100.0; //se.getBestLimit(type);
         double limit;
         limit = lp + getRandomAmmount(lp, myconfig.buy_limit);
 
@@ -165,8 +167,8 @@ public class RandomTrader extends AutoTrader {
             return 0;
         }
         
-        System.out.print("Volume is:"+volume+"\n");
+//        System.out.print("Volume is:"+volume+"\n");
-                System.out.print("My Ammount is: "+money+" My limit si:"+limit+ "\n");
+//                System.out.print("My Ammount is: "+money+" My limit si:"+limit+ "\n");
 
 
         se.createOrder(account_id, type, volume, limit);
@@ -187,7 +189,12 @@ public class RandomTrader extends AutoTrader {
         double volume = (long)getRandomAmmount(ad.shares, myconfig.sell_volume);
         
 
-        double lp = 100.0; //se.getBestLimit(type);
+    //    double lp = 100.0; //se.getBestLimit(type);
+        
+        Quote q = se.getCurrentPrice();
+        double lp = q == null ? 100.0 : q.price; 
+
+        
         double limit;
         limit = lp + getRandomAmmount(lp, myconfig.sell_limit);
 
@@ -196,8 +203,8 @@ public class RandomTrader extends AutoTrader {
   //          return false;
   //      }
         
-        System.out.print("Volume is:"+volume+"\n");
+//        System.out.print("Volume is:"+volume+"\n");
-                System.out.print("My Ammount is: "+volume+" My limit si:"+limit+ "\n");
+ //               System.out.print("My Ammount is: "+volume+" My limit si:"+limit+ "\n");
 
 
         se.createOrder(account_id, type, volume, limit);