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OpenSeSim
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Interface improved

This commit is contained in:
7u83 2017-01-10 07:41:52 +01:00
parent a8cf39eaf5
commit c556e5a970
21 changed files with 382 additions and 431 deletions
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6
src/main/java/gui/AskBook.java
View File

@ -25,7 +25,7 @@
*/
package gui;
import sesim.Order.*;
import sesim.Order_old.*;
import java.util.ArrayList;
/**
@ -36,7 +36,7 @@ public class AskBook extends OrderBook {
@Override
ArrayList getOrderBook() {
return MainWin.se.getOrderBook(OrderType.ask,40);
return MainWin.se.getOrderBook(OrderType_old.ask,40);
}
@Override
@ -48,7 +48,7 @@ public class AskBook extends OrderBook {
if (MainWin.se == null) {
return;
}
MainWin.se.addBookReceiver(OrderType.ask, this);
MainWin.se.addBookReceiver(OrderType_old.ask, this);
}

6
src/main/java/gui/BidBook.java
View File

@ -25,7 +25,7 @@
*/
package gui;
import sesim.Order.*;
import sesim.Order_old.*;
import java.util.ArrayList;
/**
@ -36,13 +36,13 @@ public class BidBook extends OrderBook {
@Override
ArrayList getOrderBook() {
return MainWin.se.getOrderBook(OrderType.bid, 40);
return MainWin.se.getOrderBook(OrderType_old.bid, 40);
}
public BidBook() {
if (MainWin.se == null) {
return;
}
MainWin.se.addBookReceiver(OrderType.bid, this);
MainWin.se.addBookReceiver(OrderType_old.bid, this);
}
}

10
src/main/java/gui/MainWin.java
View File

@ -27,7 +27,7 @@ package gui;
import traders.RandomTraderConfig;
import traders.SwitchingTraderConfig;
import sesim.Account;
import sesim.Account_old;
import sesim.AutoTraderLIst;
import sesim.Exchange;
import sesim.BuyOrder;
@ -42,7 +42,7 @@ import javax.swing.*;
public class MainWin extends javax.swing.JFrame {
static public sesim.Exchange se;
static sesim.Account myAccount;
static sesim.Account_old myAccount;
static traders.ManTrader myTrader;
/**
@ -158,17 +158,17 @@ public class MainWin extends javax.swing.JFrame {
public static void main(String args[]) {
se = new Exchange();
myAccount = new Account(se,1000,100000000.0);
myAccount = new Account_old(se,1000,100000000.0);
myTrader = new traders.ManTrader(myAccount,null);
/* Account otherAccount = new Account(se,1000,1000);
/* Account_old otherAccount = new Account_old(se,1000,1000);
Traders.ManTrader otherTrader = new Traders.ManTrader(otherAccount);
otherTrader.sell(80, 22.70);
*/
/*
Account traccount = new Account(se,5500,1000000.0);
Account_old traccount = new Account_old(se,5500,1000000.0);
RandomTrader rt = new RandomTrader(traccount,null);
TraderRunner tr = new TraderRunner(rt);
tr.start();

6
src/main/java/gui/OrderBook.java
View File

@ -145,15 +145,15 @@ public abstract class OrderBook extends javax.swing.JPanel implements Exchange.B
@Override
public Object getValueAt(int r, int c) {
sesim.Order o;
sesim.Order_old o;
int s = list.size();
//System.out.print("Looking for Value at" + r + ":" + c + " w size:" + s + "\n");
if (!getDesc()) {
o = (sesim.Order) list.get(r);
o = (sesim.Order_old) list.get(r);
} else {
o = (sesim.Order) list.get(list.size() - r - 1);
o = (sesim.Order_old) list.get(list.size() - r - 1);
}
Formatter f = new Formatter();
switch (c) {

44
src/main/java/sesim/AccountData.java Normal file
View File

@ -0,0 +1,44 @@
/*
* 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 sesim;
import sesim.Exchange.OrderComparator;
import java.util.*;
import sesim.Exchange.*;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public class AccountData {
public double id;
public double money;
public double shares;
public ArrayList <OrderData> orders;
}

16
src/main/java/sesim/Account.java → src/main/java/sesim/Account_old.java
View File

@ -3,7 +3,7 @@ package sesim;
import java.util.*;
final public class Account {
final public class Account_old {
/**
* Exchange this account belongs to
@ -26,19 +26,19 @@ final public class Account {
public String name = "";
public ArrayList <Order> pending;
public ArrayList <Order_old> pending;
public boolean orderpending = false;
public Account(Exchange se, long shares, double money ) {
public Account_old(Exchange se, long shares, double money ) {
this.shares=shares;
this.money=money;
this.se=se;
pending = new ArrayList<>();
}
public Account(){
public Account_old(){
//this(,0.0);
}
@ -57,7 +57,7 @@ final public class Account {
/* System.out.print(
"Account: "
"Account_old: "
+money
+" / "
+shares
@ -67,7 +67,7 @@ final public class Account {
return this.money<=se.lastprice && this.shares<=0;
}
public Order sell(long volume, double limit) {
public Order_old sell(long volume, double limit) {
SellOrder o = new SellOrder();
o.account = this;
o.limit = limit;
@ -76,7 +76,7 @@ final public class Account {
return se.SendOrder(o);
}
public Order buy(long volume, double limit) {
public Order_old buy(long volume, double limit) {
if (volume * limit > money) {
return null;
}
@ -89,7 +89,7 @@ final public class Account {
}
/*
public void Buy(Account a, long size, double price) {
public void Buy(Account_old a, long size, double price) {
shares += size;
money -= price * size;
a.shares -= size;

3
src/main/java/sesim/AutoTrader.java
View File

@ -25,6 +25,7 @@
*/
package sesim;
import static java.lang.Thread.sleep;
import static java.lang.Thread.sleep;
/**
@ -33,7 +34,7 @@ import static java.lang.Thread.sleep;
*/
public abstract class AutoTrader extends Trader implements Runnable {
public AutoTrader(Account account, TraderConfig config) {
public AutoTrader(Account_old account, TraderConfig config) {
super(account, config);
}

4
src/main/java/sesim/BuyOrder.java
View File

@ -1,9 +1,9 @@
package sesim;
public class BuyOrder extends Order implements Comparable<Order> {
public class BuyOrder extends Order_old implements Comparable<Order_old> {
public BuyOrder(){
super(OrderType.bid);
super(OrderType_old.bid);
}
}

253
src/main/java/sesim/Exchange.java
View File

@ -3,8 +3,8 @@ package sesim;
import java.util.*;
import java.util.concurrent.*;
import sesim.Order.OrderStatus;
import sesim.Order.OrderType;
import sesim.Order_old.OrderStatus;
import sesim.Order_old.OrderType_old;
/**
*
@ -12,36 +12,98 @@ import sesim.Order.OrderType;
*/
public class Exchange extends Thread {
private class iAccount implements Comparable {
public enum OrderType {
BID, ASK
}
IDGenerator account_id = new IDGenerator();
private class Account implements Comparable {
protected double id;
protected double shares;
protected double money;
protected HashMap <Long,Order> orders;
@Override
public int compareTo(Object a) {
iAccount account = (iAccount) a;
Account account = (Account) a;
return this.id - account.id < 0 ? -1 : 1;
}
iAccount(double money, double shares) {
NEXT_ACCOUNT_ID_LOCKER.lock();
id = (Math.random() + (next_account_id++));
NEXT_ACCOUNT_ID_LOCKER.unlock();
Account(double money, double shares) {
id = (Math.random() + (account_id.getNext()));
orders = new HashMap();
}
}
private static int next_account_id;
private static final Locker NEXT_ACCOUNT_ID_LOCKER = new Locker();
TreeSet<iAccount> accounts;
//private TreeSet<Account> accounts = new TreeSet<>();
HashMap<Double, Account> accounts = new HashMap<>();
double createAccount(double money, double shares) {
iAccount a = new iAccount(money, shares);
accounts.add(a);
public double createAccount(double money, double shares) {
Account a = new Account(money, shares);
accounts.put(a.id, a);
return a.id;
}
class OrderComparator implements Comparator<Order> {
OrderType type;
OrderComparator(OrderType type) {
this.type = type;
}
@Override
public int compare(Order left, Order right) {
double d;
switch (this.type) {
case BID:
d = right.limit - left.limit;
break;
case ASK:
d = left.limit - right.limit;
break;
default:
d = 0;
}
if (d != 0) {
return d > 0 ? 1 : -1;
}
return left.id < right.id ? -1 : 1;
}
}
//TreeSet <Order> bid_bbook = new TreeSet <> (new OrderComperator(OrderType.BID) );
//TreeSet <Order> ask_dbook = new TreeSet <> (new OrderComperator(OrderType.BID) );
HashMap<OrderType, TreeSet<Order>> order_books = new HashMap();
IDGenerator order_id = new IDGenerator();
private class Order {
OrderType type;
double limit;
double volume;
double initial_volume;
long id;
long created;
Account account;
Order(Account account,OrderType type, double volume, double limit) {
id = order_id.getNext();
this.account=account;
this.type = type;
this.limit = limit;
this.volume = volume;
this.initial_volume = volume;
this.created = System.currentTimeMillis();
}
}
/**
* Histrory of quotes
*/
@ -55,12 +117,20 @@ public class Exchange extends Thread {
this.bid = new TreeSet<>();
this.qrlist = new ArrayList<>();
// Create order books
for (OrderType type : OrderType.values()) {
order_books.put(type, new TreeSet(new OrderComparator(type)));
}
}
class BidBook extends TreeSet{
class BidBook extends TreeSet {
TreeSet t = new TreeSet();
boolean hallo(){
boolean hallo() {
t.comparator();
return true;
}
@ -112,7 +182,7 @@ public class Exchange extends Thread {
final private ArrayList<BookReceiver> ask_bookreceivers = new ArrayList<>();
final private ArrayList<BookReceiver> bid_bookreceivers = new ArrayList<>();
private ArrayList<BookReceiver> selectBookReceiver(OrderType t) {
private ArrayList<BookReceiver> selectBookReceiver(OrderType_old t) {
switch (t) {
case ask:
return ask_bookreceivers;
@ -122,13 +192,13 @@ public class Exchange extends Thread {
return null;
}
public void addBookReceiver(OrderType t, BookReceiver br) {
public void addBookReceiver(OrderType_old t, BookReceiver br) {
ArrayList<BookReceiver> bookreceivers;
bookreceivers = selectBookReceiver(t);
bookreceivers.add(br);
}
void updateBookReceivers(OrderType t) {
void updateBookReceivers(OrderType_old t) {
ArrayList<BookReceiver> bookreceivers;
bookreceivers = selectBookReceiver(t);
@ -170,8 +240,8 @@ public class Exchange extends Thread {
double lastprice = 100.0;
long lastsvolume;
public TreeSet<Order> bid;
public TreeSet<Order> ask;
public TreeSet<Order_old> bid;
public TreeSet<Order_old> ask;
private Locker tradelock = new Locker();
@ -191,7 +261,7 @@ public class Exchange extends Thread {
available.release();
}
*/
private TreeSet<Order> selectOrderBook(OrderType t) {
private TreeSet<Order_old> selectOrderBook(OrderType_old t) {
switch (t) {
case bid:
@ -203,20 +273,20 @@ public class Exchange extends Thread {
}
public ArrayList<Order> getOrderBook(OrderType t, int depth) {
public ArrayList<Order_old> getOrderBook(OrderType_old t, int depth) {
TreeSet<Order> book = selectOrderBook(t);
TreeSet<Order_old> book = selectOrderBook(t);
if (book == null) {
return null;
}
ArrayList<Order> ret = new ArrayList<>();
Iterator<Order> it = book.iterator();
ArrayList<Order_old> ret = new ArrayList<>();
Iterator<Order_old> it = book.iterator();
for (int i = 0; i < depth && it.hasNext(); i++) {
Order o;
Order_old o;
o = it.next();
ret.add(o);
//System.out.print("Order" + o.limit);
//System.out.print("Order_old" + o.limit);
//System.out.println();
}
return ret;
@ -225,10 +295,10 @@ public class Exchange extends Thread {
public void print_current() {
Order b;
Order a;
Order_old b;
Order_old a;
//String bid;
//String BID;
if (bid.isEmpty()) {
b = new BuyOrder();
b.limit = -1;
@ -254,13 +324,13 @@ public class Exchange extends Thread {
}
public void transferMoney(Account src, Account dst, double money) {
public void transferMoney(Account_old src, Account_old dst, double money) {
src.money -= money;
dst.money += money;
}
protected void transferMoneyAndShares(Account src, Account dst, double money, long shares) {
private void transferMoneyAndShares(Account src, Account dst, double money, double shares) {
src.money -= money;
dst.money += money;
src.shares -= shares;
@ -271,9 +341,9 @@ public class Exchange extends Thread {
*
* @param o
*/
public void cancelOrder(Order o) {
public void cancelOrder(Order_old o) {
tradelock.lock();
TreeSet<Order> book = this.selectOrderBook(o.type);
TreeSet<Order_old> book = this.selectOrderBook(o.type);
book.remove(o);
this.updateBookReceivers(o.type);
o.account.pending.remove(o);
@ -281,6 +351,8 @@ public class Exchange extends Thread {
tradelock.unlock();
}
/**
* Transfer shares from one account to another account
@ -290,7 +362,7 @@ public class Exchange extends Thread {
* @param volumen number of shares
* @param price price
*/
protected void transferShares(Account src, Account dst, long volume, double price) {
protected void transferShares(Account_old src, Account_old dst, long volume, double price) {
dst.shares += volume;
src.shares -= volume;
dst.money -= price * volume;
@ -302,25 +374,35 @@ public class Exchange extends Thread {
/**
*
*/
protected void executeOrders() {
public void executeOrders() {
TreeSet <Order> bid=order_books.get(OrderType.BID);
TreeSet <Order> ask=order_books.get(OrderType.ASK);
while (!bid.isEmpty() && !ask.isEmpty()) {
Order b = bid.first();
Order a = ask.first();
if (b.limit < a.limit) {
System.out.print("No match\n");
// no match, nothing to do
return;
}
// There is a match, calculate price and volume
double price = b.id < a.id ? b.limit : a.limit;
long volume = b.volume >= a.volume ? a.volume : b.volume;
double volume = b.volume >= a.volume ? a.volume : b.volume;
transferMoneyAndShares(b.account, a.account, volume * price, -volume);
transferMoneyAndShares(b.account, a.account, volume * price, -volume);
System.out.print(price+","+volume);
System.exit(0);
if (a.volume == 0) {
/* if (a.volume == 0) {
// This order is fully executed, remove
a.account.orderpending = false;
a.status = OrderStatus.executed;
@ -328,7 +410,7 @@ public class Exchange extends Thread {
a.account.pending.remove(a);
ask.pollFirst();
this.updateBookReceivers(OrderType.ask);
this.updateBookReceivers(OrderType_old.ask);
continue;
}
@ -338,10 +420,10 @@ public class Exchange extends Thread {
b.status = OrderStatus.executed;
b.account.pending.remove(b);
bid.pollFirst();
this.updateBookReceivers(OrderType.bid);
this.updateBookReceivers(OrderType_old.bid);
continue;
}
*/
if (b.limit >= a.limit) {
price = b.id < a.id ? b.limit : a.limit;
@ -358,18 +440,18 @@ public class Exchange extends Thread {
volume = b.volume;
}
transferShares(a.account, b.account, volume, price);
// transferShares(a.account, b.account, volume, price);
// b.account.Buy(a.account, volume, price);
b.volume -= volume;
a.volume -= volume;
lastprice = price;
lastsvolume = volume;
// lastsvolume = volume;
Quote q = new Quote();
q.volume = volume;
// q.volume = volume;
q.price = price;
q.time = System.currentTimeMillis();
@ -378,8 +460,8 @@ public class Exchange extends Thread {
q.id = nextQuoteId++;
this.updateQuoteReceivers(q);
this.updateBookReceivers(OrderType.bid);
this.updateBookReceivers(OrderType.ask);
this.updateBookReceivers(OrderType_old.bid);
this.updateBookReceivers(OrderType_old.ask);
quoteHistory.add(q);
continue;
@ -390,12 +472,12 @@ public class Exchange extends Thread {
}
}
private void executeOrdersX() {
private void executeOrders_old() {
while (!bid.isEmpty() && !ask.isEmpty()) {
Order b = bid.first();
Order a = ask.first();
Order_old b = bid.first();
Order_old a = ask.first();
if (b.limit < a.limit) {
// no match, nothing to do
@ -410,7 +492,7 @@ public class Exchange extends Thread {
a.account.pending.remove(a);
ask.pollFirst();
this.updateBookReceivers(OrderType.ask);
this.updateBookReceivers(OrderType_old.ask);
continue;
}
@ -420,7 +502,7 @@ public class Exchange extends Thread {
b.status = OrderStatus.executed;
b.account.pending.remove(b);
bid.pollFirst();
this.updateBookReceivers(OrderType.bid);
this.updateBookReceivers(OrderType_old.bid);
continue;
}
@ -463,8 +545,8 @@ public class Exchange extends Thread {
q.id = nextQuoteId++;
this.updateQuoteReceivers(q);
this.updateBookReceivers(OrderType.bid);
this.updateBookReceivers(OrderType.ask);
this.updateBookReceivers(OrderType_old.bid);
this.updateBookReceivers(OrderType_old.ask);
/* System.out.print(
"Executed: "
@ -484,27 +566,27 @@ public class Exchange extends Thread {
}
public void ExecuteOrder(BuyOrder o) {
// SellOrder op = ask.peek();
// SellOrder op = ASK.peek();
}
private boolean InitOrder(Order o) {
private boolean InitOrder(Order_old o) {
double moneyNeeded = o.volume * o.limit;
return true;
}
// Add an order to the orderbook
private boolean addOrder(Order o) {
private boolean addOrder(Order_old o) {
boolean ret = false;
switch (o.type) {
case bid:
// System.out.print("Exchange adding bid order \n");
// System.out.print("Exchange adding BID order \n");
ret = bid.add(o);
break;
case ask:
// System.out.print("Exchange adding ask order \n");
// System.out.print("Exchange adding ASK order \n");
ret = ask.add(o);
break;
}
@ -515,7 +597,7 @@ public class Exchange extends Thread {
return ret;
}
public Order SendOrder(Order o) {
public Order_old SendOrder(Order_old o) {
boolean rc = InitOrder(o);
if (!rc) {
@ -527,34 +609,65 @@ public class Exchange extends Thread {
o.id = orderid++;
addOrder(o);
o.account.pending.add(o);
executeOrders();
executeOrders_old();
tradelock.unlock();
return o;
}
private void addOrderToBook(Order o){
order_books.get(o.type).add(o);
}
/**
*
* @param account_id
* @param type
* @param volume
* @param limit
* @return
*/
public long createOrder(double account_id, OrderType type, double volume, double limit) {
Account a = accounts.get(account_id);
if (a == null) {
return -1;
}
Order o = new Order(a,type, volume, limit);
addOrderToBook(o);
a.orders.put(o.id,o);
return o.id;
}
/*
public void SendOrder(BuyOrder o) {
//System.out.println("EX Buyorder");
Lock();
o.timestamp = System.currentTimeMillis();
o.id = orderid++;
bid.add(o);
BID.add(o);
Unlock();
Lock();
// executeOrders();
// executeOrders_old();
Unlock();
}
*/
/*
* public void SendOrder(Order o){
* public void SendOrder(Order_old o){
*
*
* if ( o.getClass() == BuyOrder.class){ bid.add((BuyOrder)o); }
* if ( o.getClass() == BuyOrder.class){ BID.add((BuyOrder)o); }
*
* if ( o.getClass() == SellOrder.class){ ask.add((SellOrder)o); }
* if ( o.getClass() == SellOrder.class){ ASK.add((SellOrder)o); }
*
* }
*/
@ -570,7 +683,7 @@ public class Exchange extends Thread {
return lastprice;
}
/* public double sendOrder(Account o) {
/* public double sendOrder(Account_old o) {
return 0.7;
}
*/

52
src/main/java/sesim/IDGenerator.java Normal file
View File

@ -0,0 +1,52 @@
/*
* 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 sesim;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
class IDGenerator{
private final Locker ID_LOCKER = new Locker();
private long next_id;
public IDGenerator(long start){
next_id=start;
}
public IDGenerator(){
this(0);
}
public long getNext(){
ID_LOCKER.lock();
long id = next_id++;
ID_LOCKER.unlock();
return id;
}
}

34
src/main/java/sesim/OrderData.java Normal file
View File

@ -0,0 +1,34 @@
/*
* 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 sesim;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public class OrderData {
}

18
src/main/java/sesim/Order.java → src/main/java/sesim/Order_old.java
View File

@ -1,6 +1,6 @@
package sesim;
public abstract class Order implements Comparable<Order> {
public abstract class Order_old implements Comparable<Order_old> {
/**
* When the order was created
@ -18,19 +18,19 @@ public abstract class Order implements Comparable<Order> {
public double limit;
/**
* Order ID
* Order_old ID
*/
public long id = 0;
/**
* Type of order
*/
public final OrderType type;
public final OrderType_old type;
public Account account = null;
public Account_old account = null;
protected int compareLimit(Order o){
protected int compareLimit(Order_old o){
int r=0;
if (o.limit < limit) {
@ -40,7 +40,7 @@ public abstract class Order implements Comparable<Order> {
r=1;
}
if (type==OrderType.ask)
if (type==OrderType_old.ask)
return -r;
return r;
@ -48,7 +48,7 @@ public abstract class Order implements Comparable<Order> {
};
@Override
public int compareTo(Order o) {
public int compareTo(Order_old o) {
if (o.type!=type){
System.out.print("OrderType Missmatch\n");
@ -75,7 +75,7 @@ public abstract class Order implements Comparable<Order> {
open, executed, canceled
}
public enum OrderType {
public enum OrderType_old {
bid,ask
}
@ -99,7 +99,7 @@ public abstract class Order implements Comparable<Order> {
return String.format("%d", volume);
}
Order(OrderType type) {
Order_old(OrderType_old type) {
this.type=type;
}
}

4
src/main/java/sesim/SellOrder.java
View File

@ -1,8 +1,8 @@
package sesim;
public class SellOrder extends Order {
public class SellOrder extends Order_old {
public SellOrder(){
super(OrderType.ask);
super(OrderType_old.ask);
}
}

11
src/main/java/sesim/Trader.java
View File

@ -25,6 +25,9 @@
*/
package sesim;
import static java.lang.Thread.sleep;
import static java.lang.Thread.sleep;
import static java.lang.Thread.sleep;
import static java.lang.Thread.sleep;
public abstract class Trader {
@ -32,7 +35,7 @@ public abstract class Trader {
public String name = null;
public Account account;
public Account_old account;
public TraderConfig config;
public void sell(long shares, double limit){
@ -45,10 +48,10 @@ public abstract class Trader {
/**
* Construct a Trader object
* @param account Account for this trader
* @param account Account_old for this trader
* @param config Configration for this trader
*/
public Trader(Account account, TraderConfig config){
public Trader(Account_old account, TraderConfig config){
this.account=account;
this.config=config;
}
@ -58,7 +61,7 @@ public abstract class Trader {
* The Trader object shoul initialize a default config
* @param account
*/
public Trader(Account account){
public Trader(Account_old account){
this(account,null);
}

4
src/main/java/traders/ManTrader.java
View File

@ -25,7 +25,7 @@
*/
package traders;
import sesim.Account;
import sesim.Account_old;
import sesim.Trader;
import sesim.TraderConfig;
import sesim.BuyOrder;
@ -39,7 +39,7 @@ import sesim.BuyOrder;
*/
public class ManTrader extends Trader{
public ManTrader(Account account,TraderConfig config) {
public ManTrader(Account_old account,TraderConfig config) {
super(account,config);
}

10
src/main/java/traders/RandomTrader.java
View File

@ -25,8 +25,8 @@
*/
package traders;
import sesim.Account;
import sesim.Order;
import sesim.Account_old;
import sesim.Order_old;
import java.util.Random;
import sesim.AutoTrader;
import sesim.TraderConfig;
@ -43,7 +43,7 @@ public class RandomTrader extends AutoTrader {
// object to generate random numbers
final private Random rand = new Random();
public RandomTrader(Account account, TraderConfig config) {
public RandomTrader(Account_old account, TraderConfig config) {
super(account, config);
if (config == null) {
config = new RandomTraderConfig();
@ -86,7 +86,7 @@ public class RandomTrader extends AutoTrader {
}
if (account.pending.size() != 0) {
Order o = account.pending.get(0);
Order_old o = account.pending.get(0);
account.se.cancelOrder(o);
return false;
}
@ -133,7 +133,7 @@ public class RandomTrader extends AutoTrader {
return false;
}
Order o = account.pending.get(0);
Order_old o = account.pending.get(0);
long age = o.getAge();
// System.out.print("RT: age is: "+age+"\n");

4
src/main/java/traders/RandomTraderConfig.java
View File

@ -25,7 +25,7 @@
*/
package traders;
import sesim.Account;
import sesim.Account_old;
import sesim.TraderConfig;
import sesim.Exchange;
import sesim.AutoTrader;
@ -64,7 +64,7 @@ public class RandomTraderConfig extends TraderConfig {
@Override
public AutoTrader createTrader(Exchange se, long shares, double money) {
Account a = new Account(se, shares, money);
Account_old a = new Account_old(se, shares, money);
return new RandomTrader(a, this);
}

4
src/main/java/traders/SwitchingTrader.java
View File

@ -25,7 +25,7 @@
*/
package traders;
import sesim.Account;
import sesim.Account_old;
import sesim.TraderConfig;
/**
@ -37,7 +37,7 @@ public class SwitchingTrader extends RandomTrader{
private Action mode;
public SwitchingTrader(Account account, TraderConfig config) {
public SwitchingTrader(Account_old account, TraderConfig config) {
super(account, config);
// System.out.print("SWTrader Created\n");

4
src/main/java/traders/SwitchingTraderConfig.java
View File

@ -25,7 +25,7 @@
*/
package traders;
import sesim.Account;
import sesim.Account_old;
import sesim.AutoTrader;
import sesim.Exchange;
@ -37,7 +37,7 @@ public class SwitchingTraderConfig extends RandomTraderConfig {
@Override
public AutoTrader createTrader(Exchange se, long shares, double money) {
Account a = new Account(se, shares, money);
Account_old a = new Account_old(se, shares, money);
System.out.print("Returning a new sw trader\n");
return new SwitchingTrader(a, this);
}

300
src/test/java/sesim/ExchangeTest.java
View File

@ -1,300 +0,0 @@
/*
* Copyright (c) 2017, tobias
* 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 sesim;
import java.util.ArrayList;
import java.util.SortedSet;
import org.junit.After;
import org.junit.AfterClass;
import org.junit.Before;
import org.junit.BeforeClass;
import org.junit.Test;
import static org.junit.Assert.*;
/**
*
* @author tobias
*/
public class ExchangeTest {
public ExchangeTest() {
}
@BeforeClass
public static void setUpClass() {
}
@AfterClass
public static void tearDownClass() {
}
@Before
public void setUp() {
}
@After
public void tearDown() {
}
/**
* Test of createAccount method, of class Exchange.
*/
@org.junit.Test
public void testCreateAccount() {
System.out.println("createAccount");
double money = 0.0;
double shares = 0.0;
Exchange instance = new Exchange();
double expResult = 0.0;
double result = instance.createAccount(money, shares);
assertEquals(expResult, result, 0.0);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of getCurrentTimeSeconds method, of class Exchange.
*/
@org.junit.Test
public void testGetCurrentTimeSeconds() {
System.out.println("getCurrentTimeSeconds");
long expResult = 0L;
long result = Exchange.getCurrentTimeSeconds();
assertEquals(expResult, result);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of getQuoteHistory method, of class Exchange.
*/
@org.junit.Test
public void testGetQuoteHistory() {
System.out.println("getQuoteHistory");
long start = 0L;
Exchange instance = new Exchange();
SortedSet<Quote> expResult = null;
SortedSet<Quote> result = instance.getQuoteHistory(start);
assertEquals(expResult, result);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of addBookReceiver method, of class Exchange.
*/
@org.junit.Test
public void testAddBookReceiver() {
System.out.println("addBookReceiver");
Order.OrderType t = null;
Exchange.BookReceiver br = null;
Exchange instance = new Exchange();
instance.addBookReceiver(t, br);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of updateBookReceivers method, of class Exchange.
*/
@org.junit.Test
public void testUpdateBookReceivers() {
System.out.println("updateBookReceivers");
Order.OrderType t = null;
Exchange instance = new Exchange();
instance.updateBookReceivers(t);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of addQuoteReceiver method, of class Exchange.
*/
@org.junit.Test
public void testAddQuoteReceiver() {
System.out.println("addQuoteReceiver");
Exchange.QuoteReceiver qr = null;
Exchange instance = new Exchange();
instance.addQuoteReceiver(qr);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of getOrderBook method, of class Exchange.
*/
@org.junit.Test
public void testGetOrderBook() {
System.out.println("getOrderBook");
Order.OrderType t = null;
int depth = 0;
Exchange instance = new Exchange();
ArrayList<Order> expResult = null;
ArrayList<Order> result = instance.getOrderBook(t, depth);
assertEquals(expResult, result);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of print_current method, of class Exchange.
*/
@org.junit.Test
public void testPrint_current() {
System.out.println("print_current");
Exchange instance = new Exchange();
instance.print_current();
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of transferMoney method, of class Exchange.
*/
@org.junit.Test
public void testTransferMoney() {
System.out.println("transferMoney");
Account src = null;
Account dst = null;
double money = 0.0;
Exchange instance = new Exchange();
instance.transferMoney(src, dst, money);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of transferMoneyAndShares method, of class Exchange.
*/
@org.junit.Test
public void testTransferMoneyAndShares() {
System.out.println("transferMoneyAndShares");
Account src = null;
Account dst = null;
double money = 0.0;
long shares = 0L;
Exchange instance = new Exchange();
instance.transferMoneyAndShares(src, dst, money, shares);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of cancelOrder method, of class Exchange.
*/
@org.junit.Test
public void testCancelOrder() {
System.out.println("cancelOrder");
Order o = null;
Exchange instance = new Exchange();
instance.cancelOrder(o);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of transferShares method, of class Exchange.
*/
@org.junit.Test
public void testTransferShares() {
System.out.println("transferShares");
Account src = null;
Account dst = null;
long volume = 0L;
double price = 0.0;
Exchange instance = new Exchange();
instance.transferShares(src, dst, volume, price);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of executeOrders method, of class Exchange.
*/
@org.junit.Test
public void testExecuteOrders() {
System.out.println("executeOrders");
Exchange instance = new Exchange();
instance.executeOrders();
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of ExecuteOrder method, of class Exchange.
*/
@org.junit.Test
public void testExecuteOrder() {
System.out.println("ExecuteOrder");
BuyOrder o = null;
Exchange instance = new Exchange();
instance.ExecuteOrder(o);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of SendOrder method, of class Exchange.
*/
@org.junit.Test
public void testSendOrder() {
System.out.println("SendOrder");
Order o = null;
Exchange instance = new Exchange();
Order expResult = null;
Order result = instance.SendOrder(o);
assertEquals(expResult, result);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of getlastprice method, of class Exchange.
*/
@org.junit.Test
public void testGetlastprice() {
System.out.println("getlastprice");
Exchange instance = new Exchange();
double expResult = 0.0;
double result = instance.getlastprice();
assertEquals(expResult, result, 0.0);
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
/**
* Test of run method, of class Exchange.
*/
@org.junit.Test
public void testRun() {
System.out.println("run");
Exchange instance = new Exchange();
instance.run();
// TODO review the generated test code and remove the default call to fail.
fail("The test case is a prototype.");
}
}

20
src/test/java/sesim/Test.java
View File

@ -36,14 +36,18 @@ public class Test {
public static void main(String[] args) {
Exchange se = new Exchange();
double aid;
aid = se.createAccount(100, 110);
System.out.print(aid);
System.out.print("\n");
aid = se.createAccount(100, 110);
System.out.print(aid);
System.out.print("\n");
double aid1 = se.createAccount(100, 110);
double aid2 = se.createAccount(100, 110);
se.createOrder(aid2, Exchange.OrderType.ASK, 50, 9);
se.createOrder(aid1, Exchange.OrderType.BID, 50, 11);
se.executeOrders();
//S/ystem.out.print(aid);
//System.out.print("\n");
}