/* * 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 traders; import java.util.*; import java.util.Random; import java.util.TimerTask; import sesim.AccountData; import sesim.AutoTrader; import sesim.Exchange; import sesim.Exchange.OrderType; import sesim.*; /** * * @author tobias */ public class RandomTrader extends AutoTrader { //static Timer timer = new Timer(); enum Event { CANCEL, CREATE } long event(){ // System.out.print("Hello world Iam a trader\n"); return this.doTrade(); // doBuy(); } class NextEvent { public Event event; public long time; NextEvent(Event e, long time) { this.event = e; this.time = time; } } public RandomTrader(Exchange se, double money, double shares, RandomTraderConfig config) { super(se, money, shares, config); if (this.config == null) { this.config = new RandomTraderConfig(); } } protected enum Action { BUY,SELL,RANDOM } protected Action getAction() { if (rand.nextInt(2)==0){ return Action.BUY; } else{ return Action.SELL; } } @Override public void start() { Exchange.timer.schedule(new TimerTaskImpl(this), 0); // timer.schedule(new TimerTaskImpl, date); } // config for this trader //final private RandomTraderConfig_old myconfig; // object to generate random numbers final private Random rand = new Random(); /*public RandomTrader(Exchange se, double money,shares,) { //super(account, config); if (config == null) { config = new RandomTraderConfig_old(); } myconfig = (RandomTraderConfig_old) config; }*/ /** * Get a (long) random number between min an max * * @param min minimum value * @param max maximeum value * @return the number */ protected double getRandom(double min, double max) { double r = rand.nextDouble(); return (max - min) * r + min; } protected int getRandom(int[] minmax) { return (int) Math.round(getRandom(minmax[0], minmax[1])); } /** * * @param val * @param minmax * @return */ protected double getRandomAmmount(double val, float[] minmax) { double min = val * minmax[0] / 100.0; double max = val * minmax[1] / 100.0; return getRandom(min, max); } public long cancelOrders(){ int n = se.getNumberOfOpenOrders(account_id); // System.out.print("Open Orders: "+n+"\n"); if (n>0){ // System.out.print("Want to killń\n"); AccountData ad = se.getAccountData(account_id); Iterator 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("Killing: "+od.id+"\n"); } } return n; } public long doBuy() { RandomTraderConfig myconfig = (RandomTraderConfig)this.config; AccountData ad = this.se.getAccountData(account_id); OrderType type=OrderType.BID; // how much money we ant to envest? double money = getRandomAmmount(ad.money, myconfig.buy_volume); Quote q = se.getCurrentPrice(); double lp = q == null ? 0.0 : q.price; double limit; limit = lp + getRandomAmmount(lp, myconfig.buy_limit); long volume = (long) (money / (limit * 1)); if (volume <= 0) { return 0; } // System.out.print("Volume is:"+volume+"\n"); // System.out.print("My Ammount is: "+money+" My limit si:"+limit+ "\n"); se.createOrder(account_id, type, volume, limit); return getRandom(myconfig.buy_order_wait)*1000; } public long doSell() { RandomTraderConfig myconfig = (RandomTraderConfig)this.config; AccountData ad = this.se.getAccountData(account_id); OrderType type=OrderType.ASK; // how much money we ant to envest? double volume = (long)getRandomAmmount(ad.shares, myconfig.sell_volume); // double lp = 100.0; //se.getBestLimit(type); Quote q = se.getCurrentPrice(); double lp = q == null ? 0.1 : q.price; double limit; limit = lp + getRandomAmmount(lp, myconfig.sell_limit); // long volume = (long) (money / (limit * 1)); if (volume <= 0) { return 0; } // System.out.print("Volume is:"+volume+"\n"); // System.out.print("My Ammount is: "+volume+" My limit si:"+limit+ "\n"); se.createOrder(account_id, type, volume, limit); return getRandom(myconfig.sell_order_wait)*1000; } long doTrade(){ cancelOrders(); Action a = getAction(); switch (a){ case BUY: return doBuy(); case SELL: return doSell(); } return 0; } private static class TimerTaskImpl extends TimerTask { RandomTrader trader; NextEvent nextevent; public TimerTaskImpl(RandomTrader trader) { this.trader = trader; } @Override public void run() { long time = trader.event(); this.cancel(); Exchange.timer.schedule(new TimerTaskImpl(trader), time); } } }