OpenSeSim/src/opensesim/world/GodWorld.java

475 lines
15 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.io.IOException;
import java.io.InputStream;
import java.lang.reflect.Constructor;
import java.lang.reflect.InvocationTargetException;
import java.util.Collection;
import java.util.Collections;
import java.util.HashMap;
import java.util.HashSet;
import java.util.Random;
import java.util.Scanner;
import java.util.Set;
import java.util.logging.Level;
import java.util.logging.Logger;
import opensesim.sesim.interfaces.GetJson;
import opensesim.util.SeSimException;
import opensesim.util.scheduler.Event;
import opensesim.util.scheduler.EventListener;
import opensesim.util.scheduler.Scheduler;
import org.json.JSONArray;
import org.json.JSONException;
import org.json.JSONObject;
/**
*
* @author 7u83 <7u83@mail.ru>
*/
public class GodWorld implements GetJson, World {
@Override
public void schedule(EventListener listener, long t) {
scheduler.startTimerTask(listener, t);
}
@Override
public long currentTimeMillis() {
return scheduler.currentTimeMillis();
}
@Override
public AbstractAsset getDefaultCurrency() {
return getDefaultAssetPair().getCurrency();
}
public static final class JKEYS {
public static final String ASSETS = "assets";
public static final String EXCHANGES = "exchanges";
public static final String ASSET_SYMBOL = "symbol";
public static final String ASSET_TYPE = "type";
public static final String VERSION = "version";
}
public static double VERSION = 0.2;
/* HashSet<AbstractAsset> assetsById = new HashSet<>();
HashMap<String, AbstractAsset> assetsBySymbol = new HashMap<>();
*/
//IDGenerator orderIdGenerator = new IDGenerator();
private Scheduler scheduler = new Scheduler();
/**
* Create a World object.
*
* @param cfg
*/
public GodWorld(JSONObject cfg) {
init(cfg, false);
}
public GodWorld(InputStream is) throws IOException{
String s = new Scanner(is, "UTF-8").useDelimiter("\\A").next();
JSONObject cfg = new JSONObject(s);
Double version = cfg.getDouble(GodWorld.JKEYS.VERSION);
if (version != GodWorld.VERSION) {
throw new IOException("File has wrong version.");
}
init(cfg,false);
}
public Scheduler getScheduler() {
return scheduler;
}
public void setScheduler(Scheduler scheduler) {
this.scheduler = scheduler;
}
public GodWorld() {
this(new JSONObject("{}"));
}
private void init(JSONObject cfg, boolean mt) {
this.scheduler = new Scheduler();
this.scheduler.start();
putJson(cfg);
}
private void putJson(JSONObject cfg) {
// Read assets
JSONArray jassets = cfg.optJSONArray(GodWorld.JKEYS.ASSETS);
if (jassets == null) {
jassets = new JSONArray();
}
for (int i = 0; i < jassets.length(); i++) {
JSONObject o = jassets.optJSONObject(i);
AbstractAsset a;
try {
a = createAsset(o);
} catch (SeSimException ex) {
Logger.getLogger(RealWorld.class.getName()).log(Level.SEVERE, null, ex);
continue;
}
if (a == null) {
continue;
}
assets.put(a.getSymbol(), a);
}
// Read exchanges
JSONArray exs = cfg.optJSONArray(GodWorld.JKEYS.EXCHANGES);
if (exs == null) {
exs = new JSONArray();
}
for (int i = 0; i < exs.length(); i++) {
JSONObject o = exs.optJSONObject(i);
if (o == null) {
continue;
}
createExchange(o);
}
}
@Override
public JSONObject getJson() {
JSONObject cfg = new JSONObject();
// Write assets
JSONArray out;
out = new JSONArray();
for (AbstractAsset asset : this.getAssetCollection()) {
out.put(asset.getJson());
}
cfg.put(GodWorld.JKEYS.ASSETS, out);
// Write exchanges
out = new JSONArray();
for (Exchange ex : this.getExchangeCollection()) {
out.put(ex.getJson());
}
cfg.put(GodWorld.JKEYS.EXCHANGES, out);
return cfg;
}
public AbstractAsset createAsset(JSONObject cfg) throws SeSimException {
AbstractAsset a;
String class_name;
Class<AbstractAsset> cls;
try {
class_name = cfg.getString(JKEYS.ASSET_TYPE);
} catch (JSONException jex) {
Logger.getLogger(GodWorld.class.getName()).log(Level.SEVERE, null, jex);
return null;
}
try {
cls = (Class<AbstractAsset>) Class.forName(class_name);
a = cls.getConstructor(GodWorld.class, JSONObject.class).newInstance(this, cfg);
} catch (ClassNotFoundException | NoSuchMethodException | SecurityException | InstantiationException | IllegalAccessException | IllegalArgumentException | InvocationTargetException ex) {
Logger.getLogger(GodWorld.class.getName()).log(Level.SEVERE, class_name, ex);
return null;
}
if (this.assets.get(a.getSymbol()) != null) {
throw new SeSimException("Already defined");
}
assets.put(a.getSymbol(), a);
return a;
}
// --------------------------------------------------------------------
// Exchanges in our world
// --------------------------------------------------------------------
private final HashMap<String, Exchange> exchanges = new HashMap<>();
private Exchange default_exchange = null;
public void createExchange(JSONObject cfg) {
Exchange ex = new Exchange(this, cfg);
exchanges.put(ex.getSymbol(), ex);
if (default_exchange == null) {
default_exchange = ex;
}
}
public Exchange getDefaultExchange() {
return default_exchange;
}
@Override
public Collection<Exchange> getExchangeCollection() {
return Collections.unmodifiableCollection(exchanges.values());
}
public Exchange addExchange(String symbol) throws SeSimException {
for (Exchange ex : getExchangeCollection()) {
if (ex.getSymbol().equals(symbol)) {
throw (new SeSimException("Exchange already defined."));
}
}
// Exchange ex = new Exchange(this, symbol);
// exchanges.add(ex);
// return ex;
return null;
}
// --------------------------------------------------------------------
// Assets
// --------------------------------------------------------------------
private final HashMap<String, AbstractAsset> assets = new HashMap<>();
@Override
public Collection<AbstractAsset> getAssetCollection() {
return Collections.unmodifiableCollection(assets.values());
}
@Override
public AbstractAsset getAssetBySymbol(String symbol) {
return this.assets.get(symbol);
}
// --------------------------------------------------------------------
// AssetsPairs
// --------------------------------------------------------------------
private final HashMap<String, AssetPair> asset_pairs = new HashMap<>();
private AssetPair default_asset_pair = null;
public Collection<AssetPair> getAssetPairsCollection() {
return Collections.unmodifiableCollection(asset_pairs.values());
}
public void add(AssetPair pair) {
if (pair.getAsset()==null || pair.getCurrency()==null){
return;
}
asset_pairs.put(pair.getSymbol(), pair);
if (default_asset_pair == null) {
default_asset_pair = pair;
}
}
public AssetPair addAssetPair(String asset, String currency) {
AssetPair pair = new AssetPair(assets.get(asset), assets.get(currency));
add(pair);
return pair;
}
public AssetPair getDefaultAssetPair() {
return default_asset_pair;
}
public AssetPair getAssetPair(Asset asset, Asset currency){
String s = AssetPair.buildSymbol(asset.getSymbol(), currency.getSymbol());
return asset_pairs.getOrDefault(s, null);
}
/* public AbstractAsset createAsset(long key, JSONObject cfg) throws SeSimException{
if (key!=masterkey)
throw new SeSimException("Access denied.");
return this.createAsset_p(cfg);
}
*/
// static final String JSON_ASSET = "asset";
// static final String JSON_EXCHANGES = "exchanges";
/*
public JSONObject getConfig() {
JSONObject cfg = new JSONObject();
// save assets
JSONArray arr;
arr = new JSONArray();
for (AbstractAsset a : getAssetCollection()) {
arr.put(a.getConfig());
}
cfg.put(JSON_ASSET, arr);
// save exchanges
arr = new JSONArray();
for (Exchange ex : getExchangeCollection()) {
arr.put(ex.getConfig());
}
cfg.put(JSON_EXCHANGES, arr);
return cfg;
}
@Override
public void putConfig(JSONObject cfg) {
JSONArray arr = cfg.optJSONArray(JSON_ASSET);
if (arr == null) {
arr = new JSONArray();
}
for (Object o : arr) {
JSONObject acfg = (JSONObject) o;
AbstractAsset.create(this, acfg);
}
}
*/
/* public AbstractAsset createAsset(Class cls, String symbol) throws Exception {
return AbstractAsset.create(this, cls, symbol);
}
*/
/*
static public JSONArray toJson() {
JSONArray all = new JSONArray();
for (Map.Entry<Id, Asset> entry : assetsById.entrySet()) {
Id key = entry.getKey();
Asset value = entry.getValue();
all.put(value.getConfig());
}
return all;
}
*/
/**
* Get the typename of an AbstractAsset class
*
* @param asset_type AbstractAsset
* @return the type name
*/
public static String getTypeName(Class<AbstractAsset> asset_type) {
Constructor<AbstractAsset> c;
try {
c = asset_type.getConstructor(GodWorld.class, JSONObject.class);
AbstractAsset ait = c.newInstance(null, null);
return ait.getTypeName();
} catch (NoSuchMethodException | SecurityException | InstantiationException | IllegalAccessException | IllegalArgumentException | InvocationTargetException ex) {
Logger.getLogger(GodWorld.class.getName()).log(Level.SEVERE, null, ex);
return asset_type.getName();
}
}
public World getWorld() {
return new RealWorld(this);
}
// --------------------------------------------------------------------
// Stuff belonging to traders
// --------------------------------------------------------------------
private final HashSet<Trader> traders = new HashSet<>();
public Trader createTrader(JSONObject cfg) {
AbstractTrader trader;
String strategy = cfg.optString("strategy", null);
if (strategy == null) {
return null;
}
Class cls;
try {
cls = (Class<Trader>) Class.forName(strategy);
trader = (AbstractTrader) cls.getConstructor(World.class, JSONObject.class).newInstance(this.getWorld(), cfg);
} catch (ClassNotFoundException | NoSuchMethodException | SecurityException | InstantiationException | IllegalAccessException | IllegalArgumentException | InvocationTargetException ex) {
Logger.getLogger(GodWorld.class.getName()).log(Level.SEVERE, null, ex);
return null;
}
return trader;
}
@Override
public Collection<Trader> getTradersCollection() {
return Collections.unmodifiableCollection(traders);
}
// --------------------------------------------------------------------
// Stuff belonging to accounts
// --------------------------------------------------------------------
// --------------------------------------------------------------------
// Pseudo random generator stuff
// --------------------------------------------------------------------
Random random = new Random(34561);
public int randNextInt() {
return random.nextInt();
}
public int randNextInt(int bounds) {
return random.nextInt(bounds);
}
public double randNextDouble() {
return random.nextDouble();
}
public float randNextFloat() {
return random.nextFloat();
}
public boolean randNextBool() {
return random.nextBoolean();
}
@Override
public float randNextFloat(float min, float max) {
float r = randNextFloat();
return (max - min) * r + min;
}
// --------------------------------------------------------------------
// Update listeners
// --------------------------------------------------------------------
private final HashSet<EventListener> update_listeners = new HashSet<>();
public class UpdateEvent extends Event {
}
public void addUpdateListener(EventListener u) {
update_listeners.add(u);
}
public void notifyUpdateListeners() {
Event e = new UpdateEvent();
for (EventListener l : update_listeners) {
l.receive(e);
}
}
public Set getOrderBook(Exchange ex,AssetPair pair,Order.Type type){
return ((TradingEngine)ex.getAPI(pair)).getOrderBook(type);
}
}