7u83/OpenSeSim
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Removed Order Id

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7u83 2017-12-11 17:39:35 +01:00
parent c3812b7660
commit e3ed6d1043
9 changed files with 81 additions and 65 deletions
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2
nbproject/project.properties
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@ -1,4 +1,4 @@
#Sun, 10 Dec 2017 23:09:50 +0100
#Mon, 11 Dec 2017 16:05:46 +0100
annotation.processing.enabled=true
annotation.processing.enabled.in.editor=false
annotation.processing.processors.list=

4
src/gui/OpenOrdersList.java
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@ -227,9 +227,11 @@ public class OpenOrdersList extends javax.swing.JPanel {
private void ctxMenuCancelOrderActionPerformed(java.awt.event.ActionEvent evt) {//GEN-FIRST:event_ctxMenuCancelOrderActionPerformed
int r = table.getSelectedRow();
Long id = (Long) model.getValueAt(r, 0);
Order co = account.getOrders().get(id);
System.out.printf("Should cancel %d\n", id);
Globals.se.cancelOrder(account.getID(), id);
Globals.se.cancelOrder(account.getID(), co);
}//GEN-LAST:event_ctxMenuCancelOrderActionPerformed

4
src/sesim/Account.java
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@ -31,9 +31,7 @@ import java.util.concurrent.ConcurrentHashMap;
* Implements a trading account
*/
public class Account implements Comparable {
static String default_symbold = "DFLT";
private Exchange.AccountListener listener = null;
protected final double id;

54
src/sesim/Exchange.java
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@ -640,42 +640,9 @@ public class Exchange {
}
}
/**
*
* @param stock
* @param type
* @param depth
* @return
*/
public ArrayList<Order> getOrderBook(Stock stock, OrderType type, int depth) {
SortedSet<Order> book = stock.order_books.get(type);
if (book == null) {
return null;
}
ArrayList<Order> ret;
synchronized (stock) {
ret = new ArrayList<>();
Iterator<Order> it = book.iterator();
for (int i = 0; i < depth && it.hasNext(); i++) {
Order o = it.next();
// System.out.print(o.volume);
if (o.volume <= 0) {
System.out.printf("Volume < 0\n");
System.exit(0);
}
ret.add(o);
}
// System.out.println();
}
return ret;
}
public ArrayList<Order> getOrderBook(OrderType type, int depth) {
return getOrderBook(getDefaultStock(), type, depth);
return getDefaultStock().getOrderBook(type, depth);
}
/**
@ -740,8 +707,9 @@ public class Exchange {
return ret;
}
public boolean cancelOrder(double account_id, long order_id) {
return cancelOrder(getDefaultStock(), account_id, order_id);
public boolean cancelOrder(double account_id, Order order) {
return cancelOrder(getDefaultStock(), account_id, order.getID());
}
Random random;
@ -972,23 +940,21 @@ public class Exchange {
* @param limit
* @return order_id
*/
public long createOrder(double account_id,
public Order createOrder(double account_id,
String stocksymbol, OrderType type, double volume, double limit) {
Stock stock = getStock(stocksymbol);
Account a = accounts.get(account_id);
if (a == null) {
return -1;
return null;
}
Order o = new Order(order_id_generator.getNext(),
timer.currentTimeMillis(),
a, type, roundShares(volume), roundMoney(limit));
a, stock, type, roundShares(volume), roundMoney(limit));
o.stock = stock;
if (o.volume <= 0 || o.limit <= 0) {
if (o.volume <= 0 || o.limit <= 0) {
switch (o.type) {
case SELL:
@ -1001,7 +967,7 @@ public class Exchange {
break;
}
return -1;
return o;
}
synchronized (stock) {
@ -1022,7 +988,7 @@ public class Exchange {
// executor.notify();
}
// a.update(o);
return o.getID();
return o;
}
public double getBestLimit(Stock stock, OrderType type) {

20
src/sesim/Order.java
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@ -45,9 +45,9 @@ public class Order {
BUYLIMIT, SELLLIMIT, STOPLOSS, STOPBUY, BUY, SELL
}
Stock stock;
OrderStatus status;
OrderType type;
protected final Stock stock;
protected OrderStatus status;
protected OrderType type;
protected double limit;
protected double volume;
@ -59,8 +59,8 @@ public class Order {
double cost;
Order(long id, long created, Account account, OrderType type, double volume, double limit) {
//id = order_id_generator.getNext();
Order(long id, long created, Account account, Stock stock, OrderType type,
double volume, double limit) {
this.id = id;
this.account = account;
this.type = type;
@ -69,6 +69,7 @@ public class Order {
this.initial_volume = this.volume;
this.created = created;
this.status = OrderStatus.OPEN;
this.stock=stock;
this.cost = 0;
}
@ -119,4 +120,13 @@ public class Order {
public long getCreated() {
return created;
}
/**
* Get the stock symbol that this order belongs to
* @return Stock symbol
*/
public String getStockSymbol(){
return stock.getSymbol();
}
}

35
src/sesim/Stock.java
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@ -25,6 +25,7 @@
*/
package sesim;
import java.util.ArrayList;
import java.util.HashMap;
import java.util.Iterator;
import java.util.SortedSet;
@ -131,4 +132,38 @@ public class Stock {
}
/**
*
* @param stock
* @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;
}
}

7
src/traders/ManTrader/ManTraderConsole.java
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@ -28,6 +28,7 @@ package traders.ManTrader;
import gui.OpenOrdersList;
import sesim.Exchange;
import sesim.Order;
import sesim.Order.OrderType;
/**
@ -176,7 +177,7 @@ public class ManTraderConsole extends javax.swing.JPanel {
System.out.printf("Should buy: %f %f\n",volume,limit);
long createOrder = trader.getSE().createOrder(trader.getAccount().getID(),
Order createOrder = trader.getSE().createOrder(trader.getAccount().getID(),
trader.getSE().getDefaultStockSymbol(),
OrderType.BUYLIMIT, volume, limit);
System.out.printf("The retval is %d",createOrder);
@ -193,7 +194,7 @@ public class ManTraderConsole extends javax.swing.JPanel {
System.out.printf("Should sell: %f %f\n",volume,limit);
long createOrder = trader.getSE().createOrder(trader.getAccount().getID(),
Order createOrder = trader.getSE().createOrder(trader.getAccount().getID(),
trader.getSE().getDefaultStockSymbol(),
OrderType.SELLLIMIT, volume, limit);
System.out.printf("The retval is %d",createOrder);
@ -205,7 +206,7 @@ public class ManTraderConsole extends javax.swing.JPanel {
System.out.printf("Should stoploss: %f %f\n",volume,limit);
long createOrder = trader.getSE().createOrder(trader.getAccount().getID(),
Order createOrder = trader.getSE().createOrder(trader.getAccount().getID(),
trader.getSE().getDefaultStockSymbol(),
OrderType.STOPLOSS, volume, limit);
System.out.printf("The retval is %d",createOrder);

16
src/traders/RandomTraderA.java
View File

@ -183,14 +183,16 @@ public class RandomTraderA extends AutoTraderBase implements AccountListener {
int n = se.getNumberOfOpenOrders(account_id);
if (n > 0) {
Account ad = se.getAccount(account_id);
Set<Long> keys = ad.getOrders().keySet();
Iterator<Long> it = keys.iterator();
while (it.hasNext()) {
// Order od = it.next();
boolean rc = se.cancelOrder(account_id, it.next());
Order od = ad.getOrders().get(it.next());
boolean rc = se.cancelOrder(account_id, od);
}
}
return n;
@ -405,9 +407,9 @@ public class RandomTraderA extends AutoTraderBase implements AccountListener {
// System.out.printf("Buy Order wont work\n");
// return false;
// }
long rc = se.createOrder(account_id, se.getDefaultStockSymbol(),type, volume, limit);
Order rc = se.createOrder(account_id, se.getDefaultStockSymbol(),type, volume, limit);
if (rc == -1) {
if (rc == null) {
// System.out.printf("Buy failed %f, %f / %f (%f)\n", volume, money, limit, ad.getMoney());
return false;
@ -445,8 +447,8 @@ public class RandomTraderA extends AutoTraderBase implements AccountListener {
// return false;
// }
// System.out.printf("Create a Sell Order %f %f!!!!\n", volume, limit);
long rc = se.createOrder(account_id, se.getDefaultStockSymbol(), type, volume, limit);
return rc != -1;
Order rc = se.createOrder(account_id, se.getDefaultStockSymbol(), type, volume, limit);
return rc != null;
}

4
src/traders/RandomTraderB.java
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@ -36,6 +36,7 @@ import org.json.JSONObject;
import sesim.AutoTraderBase;
import sesim.AutoTraderGui;
import sesim.Account;
import sesim.Order;
import sesim.Order.OrderType;
import sesim.Quote;
@ -166,7 +167,8 @@ public class RandomTraderB extends AutoTraderBase {
Iterator<Long> it = keys.iterator();
while (it.hasNext()) {
// Order od = it.next();
boolean rc = se.cancelOrder(account_id, it.next());
Order od = ad.getOrders().get(it.next());
boolean rc = se.cancelOrder(account_id, od);
}
}
return n;