/* * Copyright (c) 2018, 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.world; import java.util.Collection; import java.util.Collections; import java.util.HashMap; import java.util.HashSet; import java.util.Set; import java.util.SortedSet; import java.util.TreeSet; import opensesim.world.RealWorld; import opensesim.sesim.interfaces.Configurable; import opensesim.sesim.interfaces.GetJson; import org.json.JSONObject; /** * * @author 7u83 */ public class Exchange implements Configurable, GetJson { private GodWorld world; private String name; private String symbol; public void setName(String name) { this.name = name; } private final HashMap asset_pairs = new HashMap<>(); Exchange(GodWorld world, String symbol) { this.world = world; this.symbol = symbol; } Exchange(GodWorld world, JSONObject cfg) { this.world = world; this.name = cfg.optString("name", "Sesim"); this.symbol = cfg.optString("symbol"); } public String getName() { return name; } public String getSymbol() { return symbol; } private HashSet accounts = new HashSet<>(); Account createAccount() { Account a = new Account(this); accounts.add(a); return a; } public Order createOrder(Account account, AssetPair pair, Order.Type type, double volume, double limit) { // Order o = new Order(world,account,pair,type,volume,limit); return null; } @Override public JSONObject getConfig() { JSONObject cfg = new JSONObject(); cfg.put("symbol", getSymbol()); cfg.put("name", getName()); return cfg; } @Override public void putConfig(JSONObject cfg) { } @Override public JSONObject getJson() { JSONObject cfg = new JSONObject(); cfg.put("symbol", getSymbol()); cfg.put("name", getName()); return cfg; } class TradingEnv implements TradingAPI { protected HashMap> order_books; AssetPair pair; TradingEnv(AssetPair p) { pair = p; reset(); } protected final void reset() { order_books = new HashMap(); // Create an order book for each order type for (Order.Type type : Order.Type.values()) { order_books.put(type, new TreeSet<>()); } // quoteHistory = new TreeSet(); // ohlc_data = new HashMap(); } 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; } } @Override public Order createOrder(Account account, Order.Type type, double volume, double limit) { Order o = new opensesim.world.Order(world, account, pair, type, volume, limit); synchronized (this){ order_books.get(o.type).add(o); } return o; } @Override public Set getOrderBook(Order.Type type) { return Collections.unmodifiableSet(order_books.get(type)); } } private TradingAPI add(AssetPair p) { TradingEnv e = new TradingEnv(p); asset_pairs.put(p, e); return e; } public TradingAPI getAPI(AssetPair pair) { TradingAPI a = asset_pairs.get(pair); if (a == null) { return add(pair); } return a; } }