133 lines
3.6 KiB
Java
133 lines
3.6 KiB
Java
/*
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* Copyright (c) 2018, 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.world;
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import java.util.Collection;
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import java.util.Collections;
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import java.util.HashMap;
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import java.util.SortedSet;
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import java.util.TreeSet;
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import opensesim.world.World;
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import opensesim.sesim.AssetPair;
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import opensesim.sesim.interfaces.Configurable;
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import org.json.JSONObject;
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/**
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*
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* @author 7u83
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*/
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public class Exchange implements Configurable{
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private World world;
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private String name;
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private String symbol;
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public void setName(String name) {
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this.name = name;
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}
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//private final HashMap<String, AssetPair> asset_pairs;
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private final HashMap<AssetPair,TradingEnv> asset_pairs = new HashMap<>();
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Exchange(World world, String symbol) {
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this.world = world;
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this.symbol=symbol;
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}
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Exchange(World world, JSONObject cfg){
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}
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public String getName() {
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return name;
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}
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public String getSymbol(){
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return symbol;
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}
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Account createAccount() {
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Account a = new Account(this);
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return a;
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}
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public Order createOrder(Account account, AssetPair pair, Order.Type type, double volume, double limit) {
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Order o = new Order(world,account,pair,type,volume,limit);
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return null;
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}
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public Collection getOrderBook(AssetPair a){
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TradingEnv e = asset_pairs.get(a);
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SortedSet<Order> ob = e.order_books.get(Order.Type.BUYLIMIT);
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return Collections.unmodifiableCollection(ob);
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}
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@Override
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public JSONObject getConfig() {
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JSONObject cfg = new JSONObject();
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cfg.put("symbol", getSymbol());
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cfg.put("name", getName());
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return cfg;
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}
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@Override
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public void putConfig(JSONObject cfg) {
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}
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class TradingEnv {
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protected HashMap<Order.Type, SortedSet<Order>> order_books;
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TradingEnv() {
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reset();
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}
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public final void reset() {
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order_books = new HashMap();
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// Create an order book for each order type
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for (Order.Type type : Order.Type.values()) {
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order_books.put(type, new TreeSet<>());
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}
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// quoteHistory = new TreeSet();
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// ohlc_data = new HashMap();
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}
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}
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// public void add
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}
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