OpenSeSim/src/opensesim/world/Account.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.Collections;
import java.util.HashMap;
import java.util.HashSet;
import java.util.Map;
import opensesim.util.scheduler.Event;
import opensesim.util.scheduler.EventListener;
import org.json.JSONObject;

/**
 * Class to hold account data of traders
 *
 * @author 7u83 <7u83@mail.ru>
 */
public class Account {

    HashMap<AbstractAsset, Double> assets = new HashMap<>();
    HashMap<AbstractAsset, Double> assets_avail = new HashMap<>();

    Trader owner;
    //public Exchange exchange = null;
    private World world;

    private double leverage = 0.0;

    public double getLeverage() {
        return leverage;
    }

    protected void setLeverage(double leverage) {
        this.leverage = leverage;
    }

    public Map<AbstractAsset, Double> getAssets() {
        return Collections.unmodifiableMap(assets);
    }

    public Map<AbstractAsset, Double> getAssetsAavail() {
        return Collections.unmodifiableMap(assets_avail);
    }

    public Trader getOwner() {
        return owner;
    }

    protected Account(World world) {
        this.world = world;
    }

    protected Account(World world, JSONObject cfg) {
        this.world = world;
    }

    public Double getMargin(AbstractAsset currency) {
        return this.getFinalBalance(currency) * getLeverage()
                - this.getAssetDebt(world.getDefaultExchange(), currency);

    }

    ;
    
  
    synchronized void add(AssetPack pack) {
        assets.put(pack.asset, get(pack.asset) + pack.volume);
        assets_avail.put(pack.asset, getAvail(pack.asset) + pack.volume);
    }

    synchronized void sub(AssetPack pack) {
        assets.put(pack.asset, get(pack.asset) - pack.volume);
        //   assets_avail.put(pack.asset, getAvail(pack.asset) - pack.volume);
    }

    public double get(AbstractAsset asset) {
        return assets.getOrDefault(asset, 0.0);
    }

    public double getAvail(AbstractAsset asset) {
        return assets_avail.getOrDefault(asset, 0.0);
    }

    public void addAvail(AbstractAsset asset, double val) {
        double avail = getAvail(asset);
        assets_avail.put(asset, (avail + val));
    }

    HashSet<EventListener> listeners = new HashSet<>();

    public void addListener(EventListener l) {
        listeners.add(l);
    }

    public void notfiyListeners() {
        Event e = new Event() {
        };
        for (EventListener l : listeners) {
            l.receive(e);
        }
    }

    public Double getFreeMargin(AbstractAsset asset) {

        return 0.0;
    }

    public Double getAssetDebt(Exchange ex, AbstractAsset currency) {
        Double result = 0.0;
        for (AbstractAsset a : assets.keySet()) {
            if (a.equals(currency)) {
                continue;
            }
            AssetPair pair = world.getAssetPair(a, currency);
            if (pair == null) {
                continue;
            }

            TradingEngine api = (TradingEngine) ex.getAPI(pair);
            Double v = get(a) * api.last_quote.price;

            result = result + Math.abs(v);

        }
        return result;
    }

    /**
     * Determine final balance of this account, as if all assets would be sold
     * on exchange ex against given currency asset.
     *
     * @param ex Exchange to operate on
     * @param currency Currency against the assets should be sold.
     * @return final balance
     *
     */
    public Double getFinalBalance(Exchange ex, AbstractAsset currency) {

        Double result = get(currency);
        for (AbstractAsset a : assets.keySet()) {
            Double v;
            if (a.equals(currency)) {
                continue;
            }
            AssetPair pair = world.getAssetPair(a, currency);
            if (pair == null) {
                continue;
            }
            TradingEngine api = (TradingEngine) ex.getAPI(pair);
            v = get(a) * api.last_quote.price;

            result = result + v;
        }
        return result;
    }

    /**
     * Get the final balance as if all assets would be sold ob the default
     * exchange against given currency.
     * {@link #getFinalBalance(opensesim.world.Exchange, opensesim.world.AbstractAsset)}
     *
     * @param currency Currency for final balance
     * @return final balance
     */
    public Double getFinalBalance(AbstractAsset currency) {
        return getFinalBalance(world.getDefaultExchange(), currency);
    }

    /**
     * Determine final balance 
     * {@link #getFinalBalance(opensesim.world.Exchange, opensesim.world.AbstractAsset) }
     *
     * @see DoublegetFinalBalance( Exchange ex, AbstractAsset currency)
     * @return Balance
     */
    public Double getFinalBalance() {
        return getFinalBalance(world.getDefaultAssetPair().getCurrency());
    }

    public Double calcStopLoss(Exchange ex, AbstractAsset asset, AbstractAsset currency) {
        Double e = (get(currency));
        for (AbstractAsset a : assets.keySet()) {
            if (a.equals(asset)) {
                continue;
            }

            AssetPair pair = world.getAssetPair(a, currency);
            if (pair == null) {
                continue;
            }

            TradingEngine api = (TradingEngine) ex.getAPI(pair);
            Double v = get(a) * api.last_quote.price;
            e = e+v;
            
        }
        
        return -(double)e / (double)get(asset);
    }

    public Double calcStopLoss(AbstractAsset asset){
        return calcStopLoss(world.getDefaultExchange(),asset,world.getDefaultAssetPair().getCurrency());
    }
}