/* * 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 opensesim.old_sesim; import java.util.ArrayList; import java.util.HashMap; import java.util.Iterator; import java.util.SortedSet; import java.util.TreeSet; /** * * @author 7u83 <7u83@mail.ru> */ public class Stock { private final String symbol; private String name; Stock(String symbol) { this.symbol = symbol; reset(); } /** * */ public final void reset() { order_books = new HashMap(); // Create an order book for each order type for (Order.OrderType type : Order.OrderType.values()) { order_books.put(type, new TreeSet(new Exchange.OrderComparator(type))); } quoteHistory = new TreeSet(); ohlc_data = new HashMap(); } String getSymbol() { return symbol; } String getName() { return name; } protected HashMap> order_books; // protected ConcurrentLinkedQueue order_queue = new ConcurrentLinkedQueue(); /** * History of quotes */ public TreeSet quoteHistory; HashMap ohlc_data = new HashMap<>(); private OHLCData buildOHLCData(int timeFrame) { OHLCData data = new OHLCData(timeFrame); if (quoteHistory == null) { return data; } Iterator it = quoteHistory.iterator(); while (it.hasNext()) { Quote q = it.next(); data.realTimeAdd(q.time, (float) q.price, (float) q.volume); } return data; } public OHLCData getOHLCdata(Integer timeFrame) { OHLCData data; data = ohlc_data.get(timeFrame); if (data == null) { synchronized (this) { data = buildOHLCData(timeFrame); ohlc_data.put(timeFrame, data); } } return data; } protected void updateOHLCData(Quote q) { Iterator it = ohlc_data.values().iterator(); while (it.hasNext()) { OHLCData data = it.next(); data.realTimeAdd(q.time, (float) q.price, (float) q.volume); } } protected void addOrderToBook(Order o) { order_books.get(o.type).add(o); switch (o.type) { case BUY: case BUYLIMIT: break; case SELL: case SELLLIMIT: break; } } /** * * @param type * @param depth * @return */ public ArrayList getOrderBook(Order.OrderType type, int depth) { SortedSet book = order_books.get(type); if (book == null) { return null; } ArrayList ret; synchronized (this) { ret = new ArrayList<>(); Iterator 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; } }