/* * Copyright (c) 2017, 7u83 * 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 gui.Globals; import java.util.*; import java.util.Random; import org.json.JSONObject; //import java.util.TimerTask; /*import sesim.AccountData;*/ import sesim.AutoTrader; import sesim.Exchange; import sesim.Exchange.OrderType; import sesim.*; /** * * @author 7u83 */ public class RandomTrader extends AutoTrader { /* long event() { sesim.Exchange.Account a = se.getAccount(account_id); long rc = this.doTrade(); return rc; } */ public RandomTrader(Exchange se, long id, String name, double money, double shares, RandomTraderConfig config) { super(se, id, name,money, shares, config); if (this.config == null) { this.config = new RandomTraderConfig(); } } /** * * @return */ @Override public long timerTask() { sesim.Exchange.Account a = se.getAccount(account_id); long rc = this.doTrade(); return rc; // return this.event(); } protected enum Action { BUY, SELL, RANDOM } protected Action getAction() { if (se.randNextInt(2) == 0) { return Action.BUY; } else { return Action.SELL; } } double getStart() { return Globals.se.fairValue; } //Timer timer = new Timer(); @Override public void start() { // timer.schedule(new TimerTaskImpl(this, timer), 0); se.timer.startTimerEvent(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(); /** * 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 = se.randNextDouble(); // System.out.printf("RD: %f", r); // System.exit(0); return (max - min) * r + min; } protected int getRandom(Long[] minmax) { return (int) Math.round(getRandom(minmax[0], minmax[1])); } /** * * @param val * @param minmax * @return */ protected double getRandomAmmount(double val, Float[] minmax) { //System.out.printf("RandomAmmount: %f (%f,%f)\n",val, minmax[0], minmax[1]); 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.BUYLIMIT; if (ad == null || myconfig == null) { //System.out.printf("%s: myconf = 0 \n", this.getName()); return 0; } // how much money we ant to invest? double money = getRandomAmmount(ad.money, myconfig.buy_volume); Quote q = se.getCurrentPrice(); double lp = q == null ? getStart() : q.price; double limit; limit = lp + getRandomAmmount(lp, myconfig.buy_limit); // 10 // 24 13 // System.out.printf("MyLimit: %f\n",limit); long volume = (long) (money / limit); if (volume <= 0) { volume=1; limit = money; } // double volume = (money / (limit * 1)); // if (volume <= 0) { // return 0; // } //System.out.printf("%s: create order %s %f\n", this.getName(),type.toString(),limit); se.createOrder(account_id, type, volume, limit); return getRandom(myconfig.buy_wait); } public long doSell() { RandomTraderConfig myconfig = (RandomTraderConfig) this.config; AccountData ad = this.se.getAccountData(account_id); OrderType type = OrderType.SELLLIMIT; //System.out.printf("%s: calling rand for volume\n", this.getName()); // 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 ? getStart() : q.price; double limit; limit = lp + getRandomAmmount(lp, myconfig.sell_limit); // long volume = (long) (money / (limit * 1)); if (volume <= 0) { // System.out.print("SellVolume 0\n"); return 5000; } // System.out.print("Volume is:"+volume+"\n"); // System.out.print("My Ammount is: "+volume+" My limit si:"+limit+ "\n"); //System.out.printf("%s: create order %s %f\n", this.getName(),type.toString(),limit); se.createOrder(account_id, type, volume, limit); return getRandom(myconfig.sell_wait); } long doTrade() { cancelOrders(); Action a = getAction(); switch (a) { case BUY: return doBuy()+1; case SELL: return doSell()+1; } // System.out.printf("%s: do nothing\n",this.getName()); return 0; } /* private static class TimerTaskImpl extends TimerTask { RandomTrader trader; Timer timer; public TimerTaskImpl(RandomTrader trader, Timer timer) { this.trader = trader; this.timer = timer; } @Override public void run() { long time = trader.event(); time /= 100; this.cancel(); timer.schedule(new TimerTaskImpl(trader, timer), time); } } */ }