OpenSeSim/src/opensesim/world/Exchange.java

182 lines
4.9 KiB
Java

/*
* 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<AssetPair, TradingAPI> 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<Account> 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.Type, SortedSet<Order>> 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;
}
}