OpenSeSim/src/main/java/traders/RandomTrader.java

/*
 * Copyright (c) 2017, tobias
 * 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 java.util.*;
import java.util.Random;
import java.util.TimerTask;
import sesim.AccountData;

import sesim.AutoTrader;
import sesim.Exchange;
import sesim.Exchange.OrderType;

import sesim.*;

/**
 *
 * @author tobias
 */
public class RandomTrader extends AutoTrader {

    //static Timer timer = new Timer();

/*    enum Event {
        CANCEL,
        CREATE
    }
  */  
    public long megaLoop(){
        long rc=0;
        for (int i=0; i<1; i++){
            rc+=i;
          //  System.out.print(rc+"\n");
        }
        return rc;
    }
    
    long event(){
        if ("Alice".equals(this.name)){
            megaLoop();
        }
        sesim.Exchange.Account a = se.getAccount(account_id);
       long rc = this.doTrade();
   //     System.out.print(String.format("%s: %.0f/%.2f\n", this.getName(),a.getShares(),a.getMoney()));
        return rc;
        
    }
    

    public RandomTrader(Exchange se, double money, double shares, RandomTraderConfig config) {
        super(se, money, shares, config);
        if (this.config == null) {
            this.config = new RandomTraderConfig();
        }

    }
    
    protected enum Action {
        BUY,SELL,RANDOM
    }
    
       protected Action getAction() {
        if (rand.nextInt(2)==0){
            return Action.BUY;
        }
        else{
            return Action.SELL;
        }
             
            
    }
       
    double start = 0.1;
    Timer timer=new Timer();

    @Override
    public void start() {

        timer.schedule(new TimerTaskImpl(this,timer), 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();

    /*public RandomTrader(Exchange se, double money,shares,) {
        //super(account, config);
        if (config == null) {
            config = new RandomTraderConfig_old();
        }
        myconfig = (RandomTraderConfig_old) config;
    }*/
    /**
     * 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 = rand.nextDouble();
        return (max - min) * r + min;
    }

    protected int getRandom(int[] minmax) {
        return (int) Math.round(getRandom(minmax[0], minmax[1]));
    }

    /**
     *
     * @param val
     * @param minmax
     * @return
     */
    protected double getRandomAmmount(double val, float[] minmax) {
        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 <OrderData> 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.BID;

        // how much money we ant to envest?
        double money = getRandomAmmount(ad.money, myconfig.buy_volume);
        
        Quote q = se.getCurrentPrice();
        double lp = q == null ? start : q.price; 
     

        
        double limit;
        limit = lp + getRandomAmmount(lp, myconfig.buy_limit);

        long volume = (long) (money / (limit * 1));
        if (volume <= 0) {
            return 0;
        }
        
//        System.out.print("Volume is:"+volume+"\n");
//                System.out.print("My Ammount is: "+money+" My limit si:"+limit+ "\n");


        se.createOrder(account_id, type, volume, limit);

                return getRandom(myconfig.buy_order_wait)*1000;
        

    }
    

    public long doSell() {
        RandomTraderConfig myconfig = (RandomTraderConfig)this.config;
        AccountData ad = this.se.getAccountData(account_id);
       
        OrderType type=OrderType.ASK;

        // 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 ? start : q.price; 

        
        double limit;
        limit = lp + getRandomAmmount(lp, myconfig.sell_limit);

//        long volume = (long) (money / (limit * 1));
        if (volume <= 0) {
            return 0;
        }
        
//        System.out.print("Volume is:"+volume+"\n");
 //               System.out.print("My Ammount is: "+volume+" My limit si:"+limit+ "\n");


        se.createOrder(account_id, type, volume, limit);

        return getRandom(myconfig.sell_order_wait)*1000;

    }


    
    
    
    long doTrade(){
        cancelOrders();
        Action a = getAction();
        switch (a){
            case BUY:
                return doBuy();
            case SELL:
                return doSell();
                
                
        }
        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/=1;
            
            this.cancel();
            timer.schedule(new TimerTaskImpl(trader,timer), time);

        }
    }

}