1010 lines
25 KiB
Java
1010 lines
25 KiB
Java
/*
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* Copyright (c) 2017, 7u83 <7u83@mail.ru>
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* All rights reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions are met:
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*
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* * Redistributions of source code must retain the above copyright notice, this
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* list of conditions and the following disclaimer.
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* * Redistributions in binary form must reproduce the above copyright notice,
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* this list of conditions and the following disclaimer in the documentation
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* and/or other materials provided with the distribution.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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* ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
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* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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* POSSIBILITY OF SUCH DAMAGE.
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*/
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package opensesim.old_sesim;
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import opensesim.util.idgenerator.LongIDGenerator;
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import java.text.DecimalFormat;
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import java.util.*;
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import java.util.concurrent.ConcurrentLinkedQueue;
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import java.util.concurrent.ConcurrentHashMap;
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import java.util.concurrent.CopyOnWriteArrayList;
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import java.util.function.BiConsumer;
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import java.util.logging.Level;
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import java.util.logging.Logger;
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import org.json.JSONArray;
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import org.json.JSONObject;
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import opensesim.old_sesim.Order.OrderStatus;
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import opensesim.old_sesim.Order.OrderType;
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/**
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* @desc Exchange class
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* @author 7u83
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*/
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public class Exchange {
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//private HashMap<Order.OrderType, SortedSet<Order>> order_books;
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HashMap<String, Stock> stocks;
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final String DEFAULT_STOCK = "def";
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public Stock getStock(String symbol) {
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return stocks.get(symbol);
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}
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public Stock getDefaultStock() {
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return getStock(DEFAULT_STOCK);
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}
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public String getDefaultStockSymbol() {
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return DEFAULT_STOCK;
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}
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private double money_df = 10000;
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private int money_decimals = 2;
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DecimalFormat money_formatter;
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/**
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* Set the number of decimals used with money
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*
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* @param n number of decimals
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*/
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public void setMoneyDecimals(int n) {
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money_df = Math.pow(10, n);
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money_decimals = n;
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money_formatter = getFormatter(n);
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}
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private double shares_df = 1;
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private double shares_decimals = 0;
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private DecimalFormat shares_formatter;
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/**
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* Set the number of decimals for shares
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*
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* @param n number of decimals
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*/
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public void setSharesDecimals(int n) {
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shares_df = Math.pow(10, n);
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shares_decimals = n;
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shares_formatter = getFormatter(n);
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}
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public double roundToDecimals(double val, double f) {
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return Math.floor(val * f) / f;
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}
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public double roundShares(double shares) {
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return roundToDecimals(shares, shares_df);
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}
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public double roundMoney(double money) {
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return roundToDecimals(money, money_df);
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}
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public DecimalFormat getFormatter(int n) {
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DecimalFormat formatter;
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String s = "#0.";
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if (n == 0) {
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s = "#";
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} else {
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for (int i = 0; i < n; i++) {
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s = s + "0";
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}
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}
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return new DecimalFormat(s);
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}
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public DecimalFormat getMoneyFormatter() {
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return money_formatter;
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}
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public DecimalFormat getSharesFormatter() {
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return shares_formatter;
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}
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LongIDGenerator account_id_generator = new LongIDGenerator();
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//public static Timer timer = new Timer();
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public Scheduler timer; // = new Scheduler();
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public ArrayList<AutoTraderInterface> traders;
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/**
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*
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*/
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public interface AccountListener {
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public void accountUpdated(Account a, Order o);
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}
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public interface OrderListener {
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public void orderUpdated(Order o);
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}
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//HashMap<Integer, OHLCData> ohlc_data = new HashMap<>();
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/* public OHLCData buildOHLCData(int timeFrame) {
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Stock stock = getDefaultStock();
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OHLCData data = new OHLCData(timeFrame);
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if (stock.quoteHistory == null) {
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return data;
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}
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Iterator<Quote> it = stock.quoteHistory.iterator();
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while (it.hasNext()) {
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Quote q = it.next();
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data.realTimeAdd(q.time, (float) q.price, (float) q.volume);
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}
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return data;
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}
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*/
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public void injectMoney() {
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accounts.forEach(new BiConsumer() {
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@Override
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public void accept(Object t, Object u) {
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Account a = (Account) u;
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// a.money += 20000.0;
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a.addMoney(20000.0);
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}
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});
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}
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public void pointZero() {
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accounts.forEach(new BiConsumer() {
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@Override
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public void accept(Object t, Object u) {
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Account a = (Account) u;
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// a.money = 20000.0;
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a.setMoney(20000.0);
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}
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});
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}
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public OHLCData getOHLCdata(Stock stock,Integer timeFrame) {
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return stock.getOHLCdata(timeFrame);
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/* OHLCData data;
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data = stock.ohlc_data.get(timeFrame);
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if (data == null) {
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synchronized (executor) {
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data = this.buildOHLCData(timeFrame);
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stock.ohlc_data.put(timeFrame, data);
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}
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}
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return data;
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*/
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}
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/* void updateOHLCData(Stock stock,Quote q) {
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Iterator<OHLCData> it = stock.ohlc_data.values().iterator();
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while (it.hasNext()) {
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OHLCData data = it.next();
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data.realTimeAdd(q.time, (float) q.price, (float) q.volume);
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}
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}
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*/
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ArrayList<Indicator> indicators;
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void updateIndicators(Quote q) {
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}
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public void addIndicator(Indicator i) {
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this.indicators.add(i);
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}
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public void createTraders(JSONArray traderdefs) {
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for (int i = 0; i < traderdefs.length(); i++) {
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JSONObject o = traderdefs.getJSONObject(i);
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}
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// this.traders.add(randt);
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// randt.setName("Bob");
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// randt.start();
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}
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// private final ConcurrentHashMap<Double, Account> accounts = new ConcurrentHashMap<>();
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private ConcurrentHashMap<Double, Account> accounts;
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public double createAccount(double money, double shares) {
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double id = (random.nextDouble() + (account_id_generator.getNext()));
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Account a = new Account(id, money, shares);
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accounts.put(a.id, a);
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return a.id;
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}
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static class OrderComparator implements Comparator<Order> {
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OrderType type;
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OrderComparator(OrderType type) {
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this.type = type;
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}
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@Override
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public int compare(Order left, Order right) {
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double d;
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switch (this.type) {
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case BUYLIMIT:
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case STOPBUY:
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case BUY:
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d = right.limit - left.limit;
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break;
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case SELLLIMIT:
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case STOPLOSS:
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case SELL:
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d = left.limit - right.limit;
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break;
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default:
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d = 0;
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}
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if (d != 0) {
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return d > 0 ? 1 : -1;
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}
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d = right.initial_volume - left.initial_volume;
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if (d != 0) {
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return d > 0 ? 1 : -1;
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}
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if (left.id < right.id) {
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return -1;
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}
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if (left.id > right.id) {
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return 1;
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}
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return 0;
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}
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}
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LongIDGenerator order_id_generator = new LongIDGenerator();
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final void initExchange() {
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Stock defstock = new Stock(DEFAULT_STOCK);
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stocks = new HashMap();
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stocks.put(defstock.getSymbol(), defstock);
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buy_orders = 0;
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sell_orders = 0;
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timer = new Scheduler(); // timer = new Scheduler();
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random = new Random(12);
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//random = new Random();
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// quoteHistory = new TreeSet();
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getDefaultStock().reset();
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accounts = new ConcurrentHashMap<>();
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traders = new ArrayList();
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statistics = new Statistics();
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//num_trades = 0;
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// getDefaultStock().ohlc_data = new HashMap();
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// Create order books
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/* order_books = new HashMap();
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for (OrderType type : OrderType.values()) {
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order_books.put(type, new TreeSet(new OrderComparator(type)));
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}
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*/
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}
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/**
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* Constructor
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*/
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public Exchange() {
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qrlist = (new CopyOnWriteArrayList<>());
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initExchange();
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//executor.start();
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}
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public class Statistics {
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public long trades;
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public long orders;
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public Double heigh;
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public Double low;
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public final void reset() {
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trades = 0;
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heigh = null;
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low = null;
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}
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Statistics() {
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reset();
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}
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};
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Statistics statistics;
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// long num_trades = 0;
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// long num_orders = 0;
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public Statistics getStatistics() {
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return statistics;
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/* Statistics s = new Statistics();
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s.trades = num_trades;
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s.orders = num_orders;
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return s;
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*/
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}
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/**
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* Start the exchange
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*/
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public void start() {
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timer.start();
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}
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public void reset() {
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initExchange();
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}
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public void terminate() {
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timer.terminate();
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}
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public final String CFG_MONEY_DECIMALS = "money_decimals";
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public final String CFG_SHARES_DECIMALS = "shares_decimals";
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public void putConfig(JSONObject cfg) {
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try {
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this.setMoneyDecimals(cfg.getInt(CFG_MONEY_DECIMALS));
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this.setSharesDecimals(cfg.getInt(CFG_SHARES_DECIMALS));
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} catch (Exception e) {
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}
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}
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public Double getBestPrice(Stock stock) {
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SortedSet<Order> bid = stock.order_books.get(OrderType.BUYLIMIT);
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SortedSet<Order> ask = stock.order_books.get(OrderType.SELLLIMIT);
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Quote lq = this.getLastQuoete();
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Order b = null, a = null;
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if (!bid.isEmpty()) {
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b = bid.first();
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}
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if (!ask.isEmpty()) {
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a = ask.first();
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}
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// If there is neither bid nor ask and no last quote
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// we can't return a quote
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if (lq == null && b == null && a == null) {
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return null;
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}
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// there is bid and ask
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if (a != null && b != null) {
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Quote q = new Quote();
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System.out.printf("aaaaa bbbbb %f %f \n", a.limit, b.limit);
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// if there is no last quote calculate from bid and ask
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//if (lq == null) {
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double rc = (bid.first().limit + ask.first().limit) / 2.0;
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System.out.printf("RCRC2.0: %f\n", rc);
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return rc;
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// }
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/*
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if (lq.price < b.limit) {
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return b.limit;
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}
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if (lq.price > a.limit) {
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return a.limit;
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}
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return lq.price;
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*/
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}
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if (a != null) {
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Quote q = new Quote();
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if (lq == null) {
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return a.limit;
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}
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if (lq.price > a.limit) {
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return a.limit;
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}
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return lq.price;
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}
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if (b != null) {
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Quote q = new Quote();
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if (lq == null) {
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return b.limit;
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}
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if (lq.price < b.limit) {
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return b.limit;
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}
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return lq.price;
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}
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if (lq == null) {
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return null;
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}
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return lq.price;
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}
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public Quote getBestPrice_0(Stock stock) {
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synchronized (stock) {
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SortedSet<Order> bid = stock.order_books.get(OrderType.BUYLIMIT);
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SortedSet<Order> ask = stock.order_books.get(OrderType.SELLLIMIT);
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Quote lq = this.getLastQuoete();
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Order b = null, a = null;
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if (!bid.isEmpty()) {
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b = bid.first();
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}
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if (!ask.isEmpty()) {
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a = ask.first();
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}
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// If there is neither bid nor ask and no last quote
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// we can't return a quote
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if (lq == null && b == null && a == null) {
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return null;
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}
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// there is bid and ask
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if (a != null && b != null) {
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Quote q = new Quote();
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// if there is no last quote calculate from bid and ask
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if (lq == null) {
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q.price = (bid.first().limit + ask.first().limit) / 2.0;
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return q;
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}
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if (lq.price < b.limit) {
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q.price = b.limit;
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return q;
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}
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if (lq.price > a.limit) {
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q.price = a.limit;
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return q;
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}
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return lq;
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}
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if (a != null) {
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Quote q = new Quote();
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if (lq == null) {
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q.price = a.limit;
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return q;
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}
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if (lq.price > a.limit) {
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q.price = a.limit;
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return q;
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}
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return lq;
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}
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if (b != null) {
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Quote q = new Quote();
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if (lq == null) {
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q.price = b.limit;
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return q;
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}
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if (lq.price < b.limit) {
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q.price = b.limit;
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return q;
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}
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return lq;
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}
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return lq;
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}
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}
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public Quote getBestPrice_0() {
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return getBestPrice_0(getDefaultStock());
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}
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// Class to describe an executed order
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// QuoteReceiver has to be implemented by objects that wants
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// to receive quote updates
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public interface QuoteReceiver {
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void UpdateQuote(Quote q);
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}
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/**
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* Bookreceiver Interface
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*/
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public interface BookReceiver {
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void UpdateOrderBook();
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}
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final private ArrayList<BookReceiver> ask_bookreceivers = new ArrayList<>();
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final private ArrayList<BookReceiver> bid_bookreceivers = new ArrayList<>();
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private ArrayList<BookReceiver> selectBookReceiver(OrderType t) {
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switch (t) {
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case SELLLIMIT:
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return ask_bookreceivers;
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case BUYLIMIT:
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return bid_bookreceivers;
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}
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return null;
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}
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public void addBookReceiver(OrderType t, BookReceiver br) {
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if (br == null) {
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// System.out.printf("Br is null\n");
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} else {
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// System.out.printf("Br is not Nukk\n");
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}
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ArrayList<BookReceiver> bookreceivers;
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bookreceivers = selectBookReceiver(t);
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if (bookreceivers == null) {
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// System.out.printf("null in bookreceivers\n");
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}
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bookreceivers.add(br);
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}
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void updateBookReceivers(OrderType t) {
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ArrayList<BookReceiver> bookreceivers;
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bookreceivers = selectBookReceiver(t);
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Iterator<BookReceiver> i = bookreceivers.iterator();
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while (i.hasNext()) {
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i.next().UpdateOrderBook();
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}
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}
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// Here we store the list of quote receivers
|
|
private final List<QuoteReceiver> qrlist;
|
|
|
|
/**
|
|
*
|
|
* @param qr
|
|
*/
|
|
public void addQuoteReceiver(QuoteReceiver qr) {
|
|
qrlist.add(qr);
|
|
}
|
|
|
|
// send updated quotes to all quote receivers
|
|
private void updateQuoteReceivers(Quote q) {
|
|
Iterator<QuoteReceiver> i = qrlist.iterator();
|
|
while (i.hasNext()) {
|
|
i.next().UpdateQuote(q);
|
|
}
|
|
}
|
|
|
|
|
|
public ArrayList<Order> getOrderBook(OrderType type, int depth) {
|
|
return getDefaultStock().getOrderBook(type, depth);
|
|
}
|
|
|
|
/**
|
|
*
|
|
* @return
|
|
*/
|
|
public Quote getLastQuoete() {
|
|
Stock stock = getDefaultStock();
|
|
|
|
if (stock.quoteHistory.isEmpty()) {
|
|
return null;
|
|
}
|
|
|
|
return stock.quoteHistory.last();
|
|
}
|
|
|
|
private void transferMoneyAndShares(Account src, Account dst, double money, double shares) {
|
|
// src.money -= money;
|
|
src.addMoney(-money);
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|
|
|
// dst.money += money;
|
|
dst.addMoney(money);
|
|
// src.shares -= shares;
|
|
src.addShares(-shares);
|
|
// dst.shares += shares;
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|
|
|
src.addShares(shares);
|
|
|
|
}
|
|
|
|
public boolean cancelOrder(Stock stock, double account_id, long order_id) {
|
|
Account a = accounts.get(account_id);
|
|
if (a == null) {
|
|
return false;
|
|
}
|
|
|
|
boolean ret = false;
|
|
|
|
Order o;
|
|
|
|
synchronized (stock) {
|
|
o = a.orders.get(order_id);
|
|
|
|
|
|
if (o != null) {
|
|
SortedSet ob = stock.order_books.get(o.type);
|
|
|
|
boolean rc = ob.remove(o);
|
|
|
|
a.orders.remove(o.id);
|
|
a.update(o);
|
|
ret = true;
|
|
}
|
|
|
|
}
|
|
if (ret) {
|
|
this.updateBookReceivers(o.type);
|
|
}
|
|
// System.out.printf("Levave executor %d\n", Thread.currentThread().getId());
|
|
return ret;
|
|
}
|
|
|
|
public boolean cancelOrder(double account_id, Order order) {
|
|
|
|
return cancelOrder(order.stock, account_id, order.getID());
|
|
}
|
|
|
|
Random random;
|
|
|
|
public int randNextInt() {
|
|
return random.nextInt();
|
|
|
|
}
|
|
|
|
public int randNextInt(int bounds) {
|
|
|
|
return random.nextInt(bounds);
|
|
|
|
}
|
|
|
|
public double randNextDouble() {
|
|
return random.nextDouble();
|
|
|
|
}
|
|
|
|
/**
|
|
*
|
|
* @param o
|
|
*/
|
|
// long nextQuoteId = 0;
|
|
public double fairValue = 0;
|
|
|
|
private void removeOrderIfExecuted(Stock stock, Order o) {
|
|
|
|
|
|
if (o.volume != 0) {
|
|
|
|
o.status = OrderStatus.PARTIALLY_EXECUTED;
|
|
o.account.update(o);
|
|
return;
|
|
}
|
|
|
|
o.account.orders.remove(o.id);
|
|
|
|
SortedSet book = stock.order_books.get(o.type);
|
|
|
|
book.remove(book.first());
|
|
|
|
o.status = OrderStatus.CLOSED;
|
|
o.account.update(o);
|
|
|
|
}
|
|
|
|
private void removeOrderIfExecuted(Order o) {
|
|
removeOrderIfExecuted(getDefaultStock(), o);
|
|
}
|
|
|
|
void checkSLOrders(Stock stock, double price) {
|
|
SortedSet<Order> sl = stock.order_books.get(OrderType.STOPLOSS);
|
|
SortedSet<Order> ask = stock.order_books.get(OrderType.SELLLIMIT);
|
|
|
|
if (sl.isEmpty()) {
|
|
return;
|
|
}
|
|
|
|
Order s = sl.first();
|
|
if (price <= s.limit) {
|
|
sl.remove(s);
|
|
|
|
s.type = OrderType.SELL;
|
|
stock.addOrderToBook(s);
|
|
}
|
|
}
|
|
|
|
void checkSLOrders(double price) {
|
|
checkSLOrders(getDefaultStock(), price);
|
|
}
|
|
|
|
public void executeUnlimitedOrders() {
|
|
|
|
}
|
|
|
|
private void finishTrade(Order b, Order a, double price, double volume) {
|
|
// Transfer money and shares
|
|
transferMoneyAndShares(b.account, a.account, volume * price, -volume);
|
|
|
|
// Update volume
|
|
b.volume -= volume;
|
|
a.volume -= volume;
|
|
|
|
b.cost += price * volume;
|
|
a.cost += price * volume;
|
|
|
|
removeOrderIfExecuted(a);
|
|
removeOrderIfExecuted(b);
|
|
}
|
|
|
|
void addQuoteToHistory(Quote q) {
|
|
if (statistics.heigh == null) {
|
|
statistics.heigh = q.price;
|
|
} else if (statistics.heigh < q.price) {
|
|
statistics.heigh = q.price;
|
|
}
|
|
if (statistics.low == null) {
|
|
statistics.low = q.price;
|
|
} else if (statistics.low > q.price) {
|
|
statistics.low = q.price;
|
|
}
|
|
|
|
Stock stock = getDefaultStock();
|
|
stock.quoteHistory.add(q);
|
|
stock.updateOHLCData(q);
|
|
updateQuoteReceivers(q);
|
|
}
|
|
|
|
/**
|
|
*
|
|
*/
|
|
private void executeOrders(Stock stock) {
|
|
|
|
SortedSet<Order> bid = stock.order_books.get(OrderType.BUYLIMIT);
|
|
SortedSet<Order> ask = stock.order_books.get(OrderType.SELLLIMIT);
|
|
|
|
SortedSet<Order> ul_buy = stock.order_books.get(OrderType.BUY);
|
|
SortedSet<Order> ul_sell = stock.order_books.get(OrderType.SELL);
|
|
|
|
double volume_total = 0;
|
|
double money_total = 0;
|
|
|
|
while (true) {
|
|
|
|
// Match unlimited sell orders against unlimited buy orders
|
|
if (!ul_sell.isEmpty() && !ul_buy.isEmpty()) {
|
|
Order a = ul_sell.first();
|
|
Order b = ul_buy.first();
|
|
|
|
Double price = getBestPrice(stock);
|
|
if (price == null) {
|
|
break;
|
|
}
|
|
|
|
double volume = b.volume >= a.volume ? a.volume : b.volume;
|
|
finishTrade(b, a, price, volume);
|
|
volume_total += volume;
|
|
money_total += price * volume;
|
|
this.checkSLOrders(price);
|
|
|
|
}
|
|
|
|
while (!ul_buy.isEmpty() && !ask.isEmpty()) {
|
|
Order a = ask.first();
|
|
Order b = ul_buy.first();
|
|
double price = a.limit;
|
|
double volume = b.volume >= a.volume ? a.volume : b.volume;
|
|
finishTrade(b, a, price, volume);
|
|
volume_total += volume;
|
|
money_total += price * volume;
|
|
this.checkSLOrders(price);
|
|
|
|
}
|
|
|
|
// Match unlimited sell orders against limited buy orders
|
|
while (!ul_sell.isEmpty() && !bid.isEmpty()) {
|
|
Order b = bid.first();
|
|
Order a = ul_sell.first();
|
|
double price = b.limit;
|
|
double volume = b.volume >= a.volume ? a.volume : b.volume;
|
|
finishTrade(b, a, price, volume);
|
|
volume_total += volume;
|
|
money_total += price * volume;
|
|
this.checkSLOrders(price);
|
|
}
|
|
|
|
// Match limited against limited orders
|
|
if (bid.isEmpty() || ask.isEmpty()) {
|
|
break;
|
|
}
|
|
|
|
Order b = bid.first();
|
|
Order a = ask.first();
|
|
|
|
if (b.limit < a.limit) {
|
|
break;
|
|
}
|
|
|
|
// There is a match, calculate price and volume
|
|
double price = b.id < a.id ? b.limit : a.limit;
|
|
double volume = b.volume >= a.volume ? a.volume : b.volume;
|
|
|
|
finishTrade(b, a, price, volume);
|
|
volume_total += volume;
|
|
money_total += price * volume;
|
|
|
|
statistics.trades++;
|
|
|
|
this.checkSLOrders(price);
|
|
|
|
}
|
|
|
|
if (volume_total == 0) {
|
|
return;
|
|
}
|
|
Quote q = new Quote();
|
|
q.price = money_total / volume_total;
|
|
q.volume = volume_total;
|
|
q.time = timer.currentTimeMillis();
|
|
|
|
addQuoteToHistory(q);
|
|
}
|
|
|
|
long buy_orders = 0;
|
|
long sell_orders = 0;
|
|
|
|
|
|
|
|
long buy_failed = 0;
|
|
long sell_failed = 0;
|
|
|
|
/**
|
|
*
|
|
* @param account_id
|
|
* @param type
|
|
* @param volume
|
|
* @param limit
|
|
* @return order_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 null;
|
|
}
|
|
|
|
Order o = new Order(order_id_generator.getNext(),
|
|
timer.currentTimeMillis(),
|
|
a, stock, type, roundShares(volume), roundMoney(limit));
|
|
|
|
if (o.volume <= 0 || o.limit <= 0) {
|
|
|
|
switch (o.type) {
|
|
case SELL:
|
|
case SELLLIMIT:
|
|
sell_failed++;
|
|
break;
|
|
case BUY:
|
|
case BUYLIMIT:
|
|
buy_failed++;
|
|
break;
|
|
}
|
|
|
|
return o;
|
|
}
|
|
|
|
synchronized (stock) {
|
|
|
|
//num_orders++;
|
|
statistics.orders++;
|
|
|
|
stock.addOrderToBook(o);
|
|
a.orders.put(o.id, o);
|
|
a.update(o);
|
|
|
|
executeOrders(getDefaultStock());
|
|
updateBookReceivers(OrderType.SELLLIMIT);
|
|
updateBookReceivers(OrderType.BUYLIMIT);
|
|
|
|
// System.out.printf("Order to Queeue %s %f %f\n",o.type.toString(),o.volume,o.limit);
|
|
// order_queue.add(o);
|
|
// executor.notify();
|
|
}
|
|
// a.update(o);
|
|
return o;
|
|
}
|
|
|
|
public double getBestLimit(Stock stock, OrderType type) {
|
|
Order o = stock.order_books.get(type).first();
|
|
if (o == null) {
|
|
return -1;
|
|
}
|
|
return o.limit;
|
|
}
|
|
|
|
public double getBestLimit(OrderType type) {
|
|
return getBestLimit(getDefaultStock(), type);
|
|
}
|
|
|
|
public int getNumberOfOpenOrders(double account_id) {
|
|
Account a = accounts.get(account_id);
|
|
if (a == null) {
|
|
return 0;
|
|
}
|
|
return a.orders.size();
|
|
}
|
|
|
|
public Account getAccount(double account_id) {
|
|
return accounts.get(account_id);
|
|
}
|
|
|
|
|
|
}
|