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Some reformatting.

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7u83 2016-12-25 21:26:30 +01:00
parent c1e3e2162c
commit c0676d5b03
3 changed files with 210 additions and 228 deletions
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401
src/StockExchange/Exchange.java
View File

@ -7,241 +7,221 @@ import StockExchange.Order.OrderStatus;
public class Exchange extends Thread { public class Exchange extends Thread {
// Class to describe an executed order // Class to describe an executed order
public class Quote { 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 double bid;
// to receive quote updates double bid_size;
public interface QuoteReceiver double ask;
{ double ask_size;
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 double price;
public long size;
public long time;
}
public ArrayList<Quote> quoteHistory = new ArrayList<Quote>(); // QuoteReceiver has to be implemented by objects that wants
// to receive quote updates
public interface QuoteReceiver {
// long time = 0; void UpdateQuote(Quote q);
double price = 12.9; }
long orderid = 1;
double lastprice = 300.0; // Here we store the list of quote receivers
long lastsize; TreeSet<QuoteReceiver> qrlist = new TreeSet<QuoteReceiver>();
// Order orderlist[]; public void AddQuoteReceiver(QuoteReceiver qr) {
qrlist.add(qr);
}
TreeSet<BuyOrder> bid = new TreeSet<BuyOrder>(); // send updated quotes to all quote receivers
TreeSet<SellOrder> ask = new TreeSet<SellOrder>(); void UpdateQuoteReceivers(Quote q) {
Iterator<QuoteReceiver> i = qrlist.iterator();
while (i.hasNext()) {
i.next().UpdateQuote(q);
}
}
private final Semaphore available = new Semaphore(1, true); public ArrayList<Quote> quoteHistory = new ArrayList();
private void Lock() { // long time = 0;
try { double price = 12.9;
available.acquire(); long orderid = 1;
} catch (InterruptedException e) {
System.out.println("Interrupted");
}
} double lastprice = 300.0;
long lastsize;
private void Unlock() { // Order orderlist[];
available.release(); TreeSet<BuyOrder> bid = new TreeSet<BuyOrder>();
} TreeSet<SellOrder> ask = new TreeSet<SellOrder>();
public void print_current() { private final Semaphore available = new Semaphore(1, true);
BuyOrder b;
SellOrder a;
//String bid;
if (bid.isEmpty()) { private void Lock() {
b = new BuyOrder(); try {
b.limit = -1; available.acquire();
b.size = 0; } catch (InterruptedException e) {
} else System.out.println("Interrupted");
b = bid.first(); }
if (ask.isEmpty()) { }
a = new SellOrder();
a.limit = -1;
a.size = 0;
} else private void Unlock() {
a = ask.first(); available.release();
}
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 print_current() {
public void TransferMoney(Account src, Account dst, double money) { BuyOrder b;
src.money -= money; SellOrder a;
dst.money += money;
}
public void CancelOrder(Order o) { //String bid;
Lock(); 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"); // System.out.println("Cancel BuyOrder");
bid.remove(o); bid.remove(o);
ask.remove(o); ask.remove(o);
o.status=OrderStatus.canceled; o.status = OrderStatus.canceled;
Unlock(); Unlock();
} }
public void OrderMatching() { public void OrderMatching() {
while (true) { while (true) {
if (bid.isEmpty() || ask.isEmpty()) { if (bid.isEmpty() || ask.isEmpty()) {
// nothing to do // nothing to do
return; return;
} }
BuyOrder b = bid.first(); BuyOrder b = bid.first();
SellOrder a = ask.first(); SellOrder a = ask.first();
if (a.size == 0) { if (a.size == 0) {
// This order is fully executed, remove // This order is fully executed, remove
a.account.orderpending = false; a.account.orderpending = false;
a.status=OrderStatus.executed; a.status = OrderStatus.executed;
ask.pollFirst(); ask.pollFirst();
continue; continue;
} }
if (b.size == 0) { if (b.size == 0) {
// //
b.account.orderpending = false; b.account.orderpending = false;
b.status=OrderStatus.executed; b.status = OrderStatus.executed;
bid.pollFirst(); bid.pollFirst();
continue; continue;
} }
if (b.limit < a.limit) { if (b.limit < a.limit) {
// no match, nothing to do // no match, nothing to do
return; return;
} }
if (b.limit >= a.limit) { if (b.limit >= a.limit) {
double price; double price;
if (b.id < a.id) {
price = b.limit;
} else {
price = a.limit;
}
long size = 0;
if (b.id < a.id)
price = b.limit;
else
price = a.limit;
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;
long size = 0; lastprice = price;
lastsize = size;
if (b.size >= a.size) { Quote q = new Quote();
size = a.size;
} else {
size = b.size;
}
b.account.Buy(a.account, size, price); q.size = size;
b.size -= size; q.price = price;
a.size -= size; q.time = System.currentTimeMillis();
lastprice = price; this.UpdateQuoteReceivers(q);
lastsize = size;
Quote q = new Quote(); //quoteHistory.add(q);
continue;
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();
return; }
}
}
public void ExecuteOrder(BuyOrder o) { public void SendOrder(SellOrder o) {
// SellOrder op = ask.peek();
}
public void SendOrder(SellOrder o) {
// System.out.println("EX Sellorder"); // System.out.println("EX Sellorder");
Lock(); Lock();
o.timestamp = System.currentTimeMillis(); o.timestamp = System.currentTimeMillis();
o.id = orderid++; o.id = orderid++;
ask.add(o); ask.add(o);
Unlock(); Unlock();
Lock(); Lock();
OrderMatching(); OrderMatching();
Unlock(); 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(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){ * public void SendOrder(Order o){
* *
* *
@ -250,34 +230,33 @@ public class Exchange extends Thread {
* if ( o.getClass() == SellOrder.class){ ask.add((SellOrder)o); } * if ( o.getClass() == SellOrder.class){ ask.add((SellOrder)o); }
* *
* } * }
*/ */
public double getlastprice() {
public double getlastprice() { /*
/*
* SellOrder so = new SellOrder(); so.limit=1000.0; so.size=500; * SellOrder so = new SellOrder(); so.limit=1000.0; so.size=500;
* SendOrder(so); * SendOrder(so);
* *
* BuyOrder bo = new BuyOrder(); bo.limit=1001.0; bo.size=300; * BuyOrder bo = new BuyOrder(); bo.limit=1001.0; bo.size=300;
* SendOrder(bo); * SendOrder(bo);
*/ */
return price; return price;
} }
public double sendOrder(Account o) { public double sendOrder(Account o) {
return 0.7; return 0.7;
} }
public void run() { public void run() {
while (true) { while (true) {
try { try {
sleep(1500); sleep(1500);
} catch (InterruptedException e) { } catch (InterruptedException e) {
System.out.println("Interrupted"); System.out.println("Interrupted");
} }
print_current(); print_current();
} }
} }
} }

36
src/StockExchange/Logger.java
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@ -1,21 +1,23 @@
package StockExchange; package StockExchange;
public class Logger { public class Logger {
static boolean dbg=true; static boolean dbg = true;
static boolean info=true; static boolean info = true;
static void dbg(String s){ static void dbg(String s) {
if (!dbg) if (!dbg) {
return; return;
System.out.print("DBG: "); }
System.out.println(s); System.out.print("DBG: ");
} System.out.println(s);
}
static void info(String s){
if (!info) static void info(String s) {
return; if (!info) {
System.out.print("INFO: "); return;
System.out.println(s); }
} System.out.print("INFO: ");
System.out.println(s);
}
} }

1
src/StockExchange/SellOrder.java
View File

@ -2,6 +2,7 @@ package StockExchange;
public class SellOrder extends Order { public class SellOrder extends Order {
@Override
public int compareTo(Order o) { public int compareTo(Order o) {
if (o.limit < limit) { if (o.limit < limit) {