1224 lines
29 KiB
Java
1224 lines
29 KiB
Java
package sesim;
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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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/**
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* @desc Echchange class
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* @author 7u83
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*/
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public class Exchange {
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ConcurrentLinkedQueue<Order> order_queue = new ConcurrentLinkedQueue();
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private double money_df = 10000;
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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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}
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private double shares_df = 1;
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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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}
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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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/**
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* Definition of order types
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*/
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public enum OrderType {
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BUYLIMIT, SELLLIMIT, STOPLOSS, STOPBUY, BUY, SELL
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}
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IDGenerator account_id = new IDGenerator();
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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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OHLCData data = new OHLCData(timeFrame);
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if (this.quoteHistory == null) {
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return data;
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}
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Iterator<Quote> it = 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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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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}
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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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}
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});
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}
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public OHLCData getOHLCdata(Integer timeFrame) {
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OHLCData data; //=new OHLCData(timeFrame);
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data = 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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ohlc_data.put(timeFrame, data);
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}
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}
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return data;
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/* try {
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data = ohlc_data.get(timeFrame);
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} catch (Exception e) {
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data = null;
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}
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if (data == null) {
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data = buildOHLCData(timeFrame);
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}
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*/
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}
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void updateOHLCData(Quote q) {
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Iterator<OHLCData> it = 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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* Implements a trading account
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*/
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public class Account implements Comparable {
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private AccountListener listener = null;
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private final double id;
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private double shares;
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private double money;
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protected AutoTraderInterface owner;
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private final ConcurrentHashMap<Long, Order> orders;
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@Override
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public int compareTo(Object a) {
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Account account = (Account) a;
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return this.id - account.id < 0 ? -1 : 1;
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}
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Account(double money, double shares) {
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id = (random.nextDouble() + (account_id.getNext()));
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orders = new ConcurrentHashMap();
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this.money = money;
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this.shares = shares;
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}
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public double getID() {
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return id;
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}
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public double getShares() {
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return shares;
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}
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public double getMoney() {
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return money;
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}
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public AutoTraderInterface getOwner() {
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return owner;
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}
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public ConcurrentHashMap<Long, Order> getOrders() {
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return orders;
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}
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public void setListener(AccountListener al) {
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this.listener = al;
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}
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public void update(Order o) {
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if (listener == null) {
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return;
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}
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listener.accountUpdated(this, o);
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}
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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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Account a = new Account(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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public enum OrderStatus {
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OPEN,
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PARTIALLY_EXECUTED,
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CLOSED,
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CANCELED
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}
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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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HashMap<OrderType, SortedSet<Order>> order_books;
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IDGenerator order_id = new IDGenerator();
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public class Order {
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OrderStatus status;
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OrderType type;
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private double limit;
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private double volume;
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private final double initial_volume;
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private final long id;
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private final long created;
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private final Account account;
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double cost;
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Order(Account account, OrderType type, double volume, double limit) {
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id = order_id.getNext();
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this.account = account;
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this.type = type;
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this.limit = roundMoney(limit);
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this.volume = roundShares(volume);
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this.initial_volume = this.volume;
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this.created = timer.currentTimeMillis();
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this.status = OrderStatus.OPEN;
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this.cost = 0;
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}
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public long getID() {
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return id;
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}
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public double getVolume() {
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return volume;
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}
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public double getLimit() {
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return limit;
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}
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public OrderType getType() {
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return type;
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}
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public double getExecuted() {
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return initial_volume - volume;
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}
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public double getInitialVolume() {
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return initial_volume;
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}
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public double getCost() {
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return cost;
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}
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public double getAvaragePrice() {
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double e = getExecuted();
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if (e <= 0) {
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return -1;
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}
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return cost / e;
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}
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public Account getAccount() {
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return account;
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}
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public OrderStatus getOrderStatus() {
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return status;
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}
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public long getCreated() {
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return created;
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}
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}
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/**
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* Histrory of quotes
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*/
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public TreeSet<Quote> quoteHistory; // = new TreeSet<>();
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final void initExchange() {
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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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accounts = new ConcurrentHashMap<>();
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traders = new ArrayList();
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num_trades = 0;
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this.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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* 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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void reset() {
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trades = 0;
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}
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Statistics() {
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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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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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class Executor extends Thread {
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@Override
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public void run() {
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synchronized (this) {
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try {
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while (true) {
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this.wait();
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Order o;
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while (null != (o = order_queue.poll())) {
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addOrderToBook(o);
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Account a = o.account;
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a.orders.put(o.id, o);
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a.update(o);
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executeOrders();
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}
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updateBookReceivers(OrderType.SELLLIMIT);
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updateBookReceivers(OrderType.BUYLIMIT);
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}
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} catch (InterruptedException ex) {
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Logger.getLogger(Exchange.class.getName()).log(Level.SEVERE, null, ex);
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}
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}
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}
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}
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final Executor executor = new Executor();
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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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/*
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class BidBook extends TreeSet {
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TreeSet t = new TreeSet();
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boolean hallo() {
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t.comparator();
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return true;
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}
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}
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*/
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public SortedSet<Quote> getQuoteHistory(long start) {
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Quote s = new Quote();
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s.time = start * 1000;
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s.id = 0;
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TreeSet<Quote> result = new TreeSet<>();
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result.addAll(this.quoteHistory.tailSet(s));
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return result;
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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() {
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System.out.printf("Get BP\n");
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SortedSet<Order> bid = order_books.get(OrderType.BUYLIMIT);
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SortedSet<Order> ask = 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() {
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synchronized (executor) {
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SortedSet<Order> bid = order_books.get(OrderType.BUYLIMIT);
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SortedSet<Order> ask = 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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|
}
|
|
return lq;
|
|
}
|
|
|
|
if (b != null) {
|
|
Quote q = new Quote();
|
|
if (lq == null) {
|
|
q.price = b.limit;
|
|
return q;
|
|
}
|
|
if (lq.price < b.limit) {
|
|
q.price = b.limit;
|
|
return q;
|
|
}
|
|
|
|
return lq;
|
|
}
|
|
|
|
return lq;
|
|
}
|
|
}
|
|
|
|
// Class to describe an executed order
|
|
// QuoteReceiver has to be implemented by objects that wants
|
|
// to receive quote updates
|
|
public interface QuoteReceiver {
|
|
|
|
void UpdateQuote(Quote q);
|
|
}
|
|
|
|
/**
|
|
* Bookreceiver Interface
|
|
*/
|
|
public interface BookReceiver {
|
|
|
|
void UpdateOrderBook();
|
|
}
|
|
|
|
final private ArrayList<BookReceiver> ask_bookreceivers = new ArrayList<>();
|
|
final private ArrayList<BookReceiver> bid_bookreceivers = new ArrayList<>();
|
|
|
|
private ArrayList<BookReceiver> selectBookReceiver(OrderType t) {
|
|
switch (t) {
|
|
case SELLLIMIT:
|
|
return ask_bookreceivers;
|
|
case BUYLIMIT:
|
|
return bid_bookreceivers;
|
|
}
|
|
return null;
|
|
}
|
|
|
|
public void addBookReceiver(OrderType t, BookReceiver br) {
|
|
|
|
if (br == null) {
|
|
// System.out.printf("Br is null\n");
|
|
} else {
|
|
// System.out.printf("Br is not Nukk\n");
|
|
}
|
|
|
|
ArrayList<BookReceiver> bookreceivers;
|
|
bookreceivers = selectBookReceiver(t);
|
|
if (bookreceivers == null) {
|
|
// System.out.printf("null in bookreceivers\n");
|
|
}
|
|
bookreceivers.add(br);
|
|
}
|
|
|
|
void updateBookReceivers(OrderType t) {
|
|
ArrayList<BookReceiver> bookreceivers;
|
|
bookreceivers = selectBookReceiver(t);
|
|
|
|
Iterator<BookReceiver> i = bookreceivers.iterator();
|
|
while (i.hasNext()) {
|
|
i.next().UpdateOrderBook();
|
|
}
|
|
|
|
}
|
|
|
|
// 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);
|
|
}
|
|
}
|
|
|
|
// long time = 0;
|
|
//double theprice = 12.9;
|
|
// long orderid = 1;
|
|
double lastprice = 100.0;
|
|
long lastsvolume;
|
|
|
|
// private final Locker tradelock = new Locker();
|
|
public ArrayList<Order> getOrderBook(OrderType type, int depth) {
|
|
|
|
SortedSet<Order> book = order_books.get(type);
|
|
if (book == null) {
|
|
return null;
|
|
}
|
|
ArrayList<Order> ret;
|
|
synchronized (executor) {
|
|
|
|
ret = new ArrayList<>();
|
|
|
|
Iterator<Order> it = book.iterator();
|
|
|
|
for (int i = 0; i < depth && it.hasNext(); i++) {
|
|
Order o = it.next();
|
|
// System.out.print(o.volume);
|
|
if (o.volume <= 0) {
|
|
System.out.printf("Volume < 0\n");
|
|
System.exit(0);
|
|
}
|
|
ret.add(o);
|
|
}
|
|
// System.out.println();
|
|
}
|
|
return ret;
|
|
}
|
|
|
|
public Quote getLastQuoete() {
|
|
if (this.quoteHistory.isEmpty()) {
|
|
return null;
|
|
}
|
|
|
|
return this.quoteHistory.last();
|
|
}
|
|
|
|
private void transferMoneyAndShares(Account src, Account dst, double money, double shares) {
|
|
src.money -= money;
|
|
dst.money += money;
|
|
src.shares -= shares;
|
|
dst.shares += shares;
|
|
|
|
}
|
|
|
|
public boolean cancelOrder(double account_id, long order_id) {
|
|
Account a = accounts.get(account_id);
|
|
if (a == null) {
|
|
return false;
|
|
}
|
|
|
|
boolean ret = false;
|
|
|
|
Order o;
|
|
|
|
// System.out.printf("Getting executor %d\n", Thread.currentThread().getId());
|
|
synchronized (executor) {
|
|
// System.out.printf("Have executor %d\n", Thread.currentThread().getId());
|
|
o = a.orders.get(order_id);
|
|
|
|
// System.out.print("The Order:"+o.limit+"\n");
|
|
if (o != null) {
|
|
SortedSet ob = 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;
|
|
}
|
|
|
|
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(Order o) {
|
|
if (o.getAccount().getOwner().getName().equals("Tobias0")) {
|
|
// System.out.printf("Tobias 0 test\n");
|
|
}
|
|
|
|
if (o.volume != 0) {
|
|
|
|
if (o.getAccount().getOwner().getName().equals("Tobias0")) {
|
|
// System.out.printf("Patially remove tobias\n");
|
|
}
|
|
|
|
o.status = OrderStatus.PARTIALLY_EXECUTED;
|
|
o.account.update(o);
|
|
return;
|
|
}
|
|
|
|
if (o.getAccount().getOwner().getName().equals("Tobias0")) {
|
|
// System.out.printf("Fully remove tobias\n");
|
|
}
|
|
|
|
o.account.orders.remove(o.id);
|
|
|
|
SortedSet book = order_books.get(o.type);
|
|
|
|
book.remove(book.first());
|
|
|
|
o.status = OrderStatus.CLOSED;
|
|
o.account.update(o);
|
|
|
|
}
|
|
|
|
void checkSLOrders(double price) {
|
|
SortedSet<Order> sl = order_books.get(OrderType.STOPLOSS);
|
|
SortedSet<Order> ask = order_books.get(OrderType.SELLLIMIT);
|
|
|
|
if (sl.isEmpty()) {
|
|
return;
|
|
}
|
|
|
|
Order s = sl.first();
|
|
if (price <= s.limit) {
|
|
sl.remove(s);
|
|
|
|
s.type = OrderType.SELL;
|
|
addOrderToBook(s);
|
|
|
|
// System.out.printf("Stoploss hit %f %f\n", s.volume, s.limit);
|
|
}
|
|
}
|
|
|
|
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);
|
|
}
|
|
|
|
/**
|
|
*
|
|
*/
|
|
public void executeOrders() {
|
|
|
|
// System.out.printf("Exec Orders\n");
|
|
SortedSet<Order> bid = order_books.get(OrderType.BUYLIMIT);
|
|
SortedSet<Order> ask = order_books.get(OrderType.SELLLIMIT);
|
|
|
|
SortedSet<Order> ul_buy = order_books.get(OrderType.BUY);
|
|
SortedSet<Order> ul_sell = 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();
|
|
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);
|
|
|
|
//System.out.printf("Cannot match two unlimited orders!\n");
|
|
//System.exit(0);
|
|
}
|
|
|
|
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;
|
|
|
|
num_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();
|
|
|
|
this.quoteHistory.add(q);
|
|
this.updateOHLCData(q);
|
|
|
|
this.updateQuoteReceivers(q);
|
|
|
|
}
|
|
|
|
long buy_orders = 0;
|
|
long sell_orders = 0;
|
|
|
|
private void addOrderToBook(Order o) {
|
|
order_books.get(o.type).add(o);
|
|
switch (o.type) {
|
|
case BUY:
|
|
case BUYLIMIT:
|
|
buy_orders++;
|
|
break;
|
|
case SELL:
|
|
case SELLLIMIT:
|
|
sell_orders++;
|
|
break;
|
|
|
|
}
|
|
// System.out.printf("B/S %d/%d Failed B/S: %d/%d\n", buy_orders, sell_orders,buy_failed,sell_failed);
|
|
}
|
|
|
|
long buy_failed = 0;
|
|
long sell_failed = 0;
|
|
|
|
|
|
public void ua(Account a){
|
|
//.money=1000.0;
|
|
// a.shares=100;
|
|
}
|
|
|
|
/**
|
|
*
|
|
* @param account_id
|
|
* @param type
|
|
* @param volume
|
|
* @param limit
|
|
* @return
|
|
*/
|
|
public long createOrder(double account_id, OrderType type, double volume, double limit) {
|
|
|
|
Account a = accounts.get(account_id);
|
|
if (a == null) {
|
|
return -1;
|
|
}
|
|
|
|
|
|
|
|
Order o = new Order(a, type, volume, 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 -1;
|
|
}
|
|
|
|
// System.out.printf("Getting executor in create Order\n", Thread.currentThread().getId());
|
|
synchronized (executor) {
|
|
|
|
num_orders++;
|
|
addOrderToBook(o);
|
|
a.orders.put(o.id, o);
|
|
a.update(o);
|
|
|
|
executeOrders();
|
|
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.id;
|
|
}
|
|
|
|
public double getBestLimit(OrderType type) {
|
|
Order o = order_books.get(type).first();
|
|
if (o == null) {
|
|
return -1;
|
|
}
|
|
return o.limit;
|
|
}
|
|
|
|
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);
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
/*public AccountData getAccountData(double account_id) {
|
|
tradelock.lock();
|
|
Account a = accounts.get(account_id);
|
|
tradelock.unlock();
|
|
if (a == null) {
|
|
return null;
|
|
}
|
|
|
|
AccountData ad = new AccountData();
|
|
ad.id = account_id;
|
|
ad.money = a.money;
|
|
ad.shares = a.shares;
|
|
|
|
ad.orders = new ArrayList<>();
|
|
ad.orders.iterator();
|
|
|
|
a.orders.values();
|
|
Set s = a.orders.keySet();
|
|
Iterator it = s.iterator();
|
|
|
|
while (it.hasNext()) {
|
|
long x = (long) it.next();
|
|
|
|
Order o = a.orders.get(x);
|
|
|
|
OrderData od = new OrderData();
|
|
od.id = o.id;
|
|
od.limit = o.limit;
|
|
od.volume = o.volume;
|
|
ad.orders.add(od);
|
|
}
|
|
|
|
//System.exit(0);
|
|
//a.orders.keySet();
|
|
//KeySet ks = a.orders.keySet();
|
|
return ad;
|
|
}
|
|
*/
|
|
public ArrayList<OrderData> getOpenOrders(double account_id) {
|
|
|
|
Account a = accounts.get(account_id);
|
|
if (a == null) {
|
|
return null;
|
|
}
|
|
|
|
ArrayList<OrderData> al = new ArrayList();
|
|
|
|
Iterator it = a.orders.entrySet().iterator();
|
|
while (it.hasNext()) {
|
|
Order o = (Order) it.next();
|
|
OrderData od = new OrderData();
|
|
od.limit = o.limit;
|
|
od.volume = o.initial_volume;
|
|
od.executed = o.initial_volume - o.volume;
|
|
od.id = o.id;
|
|
al.add(od);
|
|
}
|
|
|
|
return al;
|
|
}
|
|
|
|
}
|