public synchronized void openMarket() throws Exception {
Price bestBuyPrice = buySide.topOfBookPrice();
Price bestSellPrice = sellSide.topOfBookPrice();
if (bestBuyPrice != null && bestSellPrice != null) {
while (bestBuyPrice.greaterOrEqual(bestSellPrice)
|| bestBuyPrice.isMarket()
|| bestSellPrice.isMarket()) {
ArrayList<Tradable> topOfBuySide = buySide.getEntriesAtPrice(bestBuyPrice);
ArrayList<Tradable> toRemove = new ArrayList<Tradable>();
HashMap<String, FillMessage> allFills = null;
for (Tradable t : topOfBuySide) {
allFills = sellSide.tryTrade(t);
if (t.getRemainingVolume() == 0) {
toRemove.add(t);
}
}
for (Tradable t : toRemove) {
buySide.removeTradable(t);
}
updateCurrentMarket();
Price lastSalePrice = this.determineLastSalePrice(allFills);
int lastSaleVolume = this.determineLastSaleQuantity(allFills);
LastSalePublisher.getInstance()
.publishLastSale(productSymbol, lastSalePrice, lastSaleVolume);
bestBuyPrice = buySide.topOfBookPrice();
bestSellPrice = sellSide.topOfBookPrice();
if (bestBuyPrice == null || bestSellPrice == null) break;
}
}
}
