305 lines
7.9 KiB
Java
305 lines
7.9 KiB
Java
/*
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* Copyright (c) 2017, 7u83
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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 traders;
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import gui.Globals;
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import java.util.*;
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import java.util.Random;
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import org.json.JSONObject;
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//import java.util.TimerTask;
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/*import sesim.AccountData;*/
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import sesim.AutoTrader;
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import sesim.Exchange;
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import sesim.Exchange.OrderType;
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import sesim.*;
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/**
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*
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* @author 7u83
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*/
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public class RandomTrader extends AutoTrader {
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/* long event() {
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sesim.Exchange.Account a = se.getAccount(account_id);
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long rc = this.doTrade();
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return rc;
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}
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*/
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public RandomTrader(Exchange se, long id, String name, double money, double shares, RandomTraderConfig config) {
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super(se, id, name,money, shares, config);
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if (this.config == null) {
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this.config = new RandomTraderConfig();
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}
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}
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/**
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*
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* @return
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*/
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@Override
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public long timerTask() {
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sesim.Exchange.Account a = se.getAccount(account_id);
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long rc = this.doTrade();
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return rc;
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// return this.event();
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}
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protected enum Action {
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BUY, SELL, RANDOM
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}
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protected Action getAction() {
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if (se.randNextInt(2) == 0) {
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return Action.BUY;
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} else {
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return Action.SELL;
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}
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}
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double getStart() {
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return Globals.se.fairValue;
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}
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//Timer timer = new Timer();
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@Override
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public void start() {
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// timer.schedule(new TimerTaskImpl(this, timer), 0);
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se.timer.startTimerEvent(this, 0);
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// timer.schedule(new TimerTaskImpl, date);
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}
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// config for this trader
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//final private RandomTraderConfig_old myconfig;
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// object to generate random numbers
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//final private Random rand = new Random();
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/**
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* Get a (long) random number between min an max
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*
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* @param min minimum value
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* @param max maximeum value
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* @return the number
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*/
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protected double getRandom(double min, double max) {
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double r = se.randNextDouble();
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// System.out.printf("RD: %f", r);
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// System.exit(0);
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return (max - min) * r + min;
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}
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protected int getRandom(Long[] minmax) {
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return (int) Math.round(getRandom(minmax[0], minmax[1]));
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}
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/**
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*
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* @param val
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* @param minmax
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* @return
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*/
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protected double getRandomAmmount(double val, Float[] minmax) {
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//System.out.printf("RandomAmmount: %f (%f,%f)\n",val, minmax[0], minmax[1]);
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double min = val * minmax[0] / 100.0;
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double max = val * minmax[1] / 100.0;
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return getRandom(min, max);
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}
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public long cancelOrders() {
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int n = se.getNumberOfOpenOrders(account_id);
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// System.out.print("Open Orders: "+n+"\n");
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if (n > 0) {
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// System.out.print("Want to killń\n");
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AccountData ad = se.getAccountData(account_id);
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Iterator<OrderData> it = ad.orders.iterator();
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while (it.hasNext()) {
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OrderData od = it.next();
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boolean rc = se.cancelOrder(account_id, od.id);
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// System.out.print("killer rc "+rc+"\n");
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// System.out.print("Killing: "+od.id+"\n");
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}
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}
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return n;
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}
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public long doBuy() {
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RandomTraderConfig myconfig = (RandomTraderConfig) this.config;
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AccountData ad = this.se.getAccountData(account_id);
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OrderType type = OrderType.BUYLIMIT;
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if (ad == null || myconfig == null) {
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//System.out.printf("%s: myconf = 0 \n", this.getName());
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return 0;
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}
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// how much money we ant to invest?
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double money = getRandomAmmount(ad.money, myconfig.buy_volume);
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Quote q = se.getCurrentPrice();
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double lp = q == null ? getStart() : q.price;
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double limit;
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limit = lp + getRandomAmmount(lp, myconfig.buy_limit);
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// 10
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// 24 13
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// System.out.printf("MyLimit: %f\n",limit);
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long volume = (long) (money / limit);
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if (volume <= 0) {
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volume=1;
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limit = money;
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}
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// double volume = (money / (limit * 1));
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// if (volume <= 0) {
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// return 0;
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// }
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//System.out.printf("%s: create order %s %f\n", this.getName(),type.toString(),limit);
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se.createOrder(account_id, type, volume, limit);
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return getRandom(myconfig.buy_wait);
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}
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public long doSell() {
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RandomTraderConfig myconfig = (RandomTraderConfig) this.config;
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AccountData ad = this.se.getAccountData(account_id);
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OrderType type = OrderType.SELLLIMIT;
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//System.out.printf("%s: calling rand for volume\n", this.getName());
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// how much money we ant to envest?
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double volume = (long) getRandomAmmount(ad.shares, myconfig.sell_volume);
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// double lp = 100.0; //se.getBestLimit(type);
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Quote q = se.getCurrentPrice();
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double lp = q == null ? getStart() : q.price;
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double limit;
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limit = lp + getRandomAmmount(lp, myconfig.sell_limit);
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// long volume = (long) (money / (limit * 1));
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if (volume <= 0) {
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// System.out.print("SellVolume 0\n");
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return 5000;
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}
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// System.out.print("Volume is:"+volume+"\n");
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// System.out.print("My Ammount is: "+volume+" My limit si:"+limit+ "\n");
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//System.out.printf("%s: create order %s %f\n", this.getName(),type.toString(),limit);
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se.createOrder(account_id, type, volume, limit);
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return getRandom(myconfig.sell_wait);
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}
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long doTrade() {
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cancelOrders();
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Action a = getAction();
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switch (a) {
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case BUY:
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return doBuy()+1;
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case SELL:
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return doSell()+1;
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}
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// System.out.printf("%s: do nothing\n",this.getName());
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return 0;
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}
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/*
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private static class TimerTaskImpl extends TimerTask {
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RandomTrader trader;
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Timer timer;
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public TimerTaskImpl(RandomTrader trader, Timer timer) {
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this.trader = trader;
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this.timer = timer;
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}
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@Override
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public void run() {
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long time = trader.event();
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time /= 100;
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this.cancel();
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timer.schedule(new TimerTaskImpl(trader, timer), time);
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}
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}
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*/
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}
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