public synchronized String[][] getBookDepth() {
String[][] bd = new String[2][];
bd[0] = buySide.getBookDepth();
bd[1] = sellSide.getBookDepth();
return bd;
}
public synchronized void cancelOrder(BookSide side, String orderId) throws Exception {
switch (side) {
case BUY:
buySide.submitOrderCancel(orderId);
break;
case SELL:
sellSide.submitOrderCancel(orderId);
break;
}
this.updateCurrentMarket();
}
public synchronized ArrayList<TradableDTO> getOrdersWithRemainingQty(String userName) {
ArrayList<TradableDTO> temp = new ArrayList<TradableDTO>();
for (TradableDTO tdo : buySide.getOrdersWithRemainingQty(userName)) {
temp.add(tdo);
}
for (TradableDTO tdo : sellSide.getOrdersWithRemainingQty(userName)) {
temp.add(tdo);
}
return temp;
}
public synchronized MarketDataDTO getMarketData() {
Price buyPrice = buySide.topOfBookPrice();
Price sellPrice = sellSide.topOfBookPrice();
if (buyPrice == null) buyPrice = PriceFactory.makeLimitPrice((long) 0.00);
if (sellPrice == null) sellPrice = PriceFactory.makeLimitPrice((long) 0.00);
int buyVolume = buySide.topOfBookVolume();
int sellVolume = sellSide.topOfBookVolume();
return new MarketDataDTO(this.productSymbol, buyPrice, buyVolume, sellPrice, sellVolume);
}
public synchronized void addToBook(Quote q) throws Exception {
Price sellQuote = q.getQuoteSide("SELL").getPrice();
Price buyQuote = q.getQuoteSide("BUY").getPrice();
if (sellQuote.lessOrEqual(buyQuote))
throw new DataValidationException("SELL Price is less than or Equal to BUY Price");
if (q.getQuoteSide("SELL").getOriginalVolume() <= 0
|| q.getQuoteSide("BUY").getOriginalVolume() <= 0)
throw new DataValidationException("BUY or SELL side is less than or equal to zero");
if (this.userQuotes.contains(q.getUserName())) {
buySide.removeQuote(q.getUserName());
sellSide.removeQuote(q.getUserName());
this.updateCurrentMarket();
}
this.addToBook(BookSide.BUY, q.getQuoteSide("BUY"));
this.addToBook(BookSide.SELL, q.getQuoteSide("SELL"));
userQuotes.add(q.getUserName());
this.updateCurrentMarket();
}
public synchronized void updateCurrentMarket() {
Price buyTopPrice = buySide.topOfBookPrice();
if (buyTopPrice == null) buyTopPrice = PriceFactory.makeLimitPrice((long) 0);
Price sellTopPrice = sellSide.topOfBookPrice();
if (sellTopPrice == null) sellTopPrice = PriceFactory.makeLimitPrice((long) 0);
String str =
buyTopPrice.toString()
+ buySide.topOfBookVolume()
+ sellTopPrice.toString()
+ sellSide.topOfBookVolume();
if (!this.lastCurrentMarket.equals(str)) {
MarketDataDTO mktDTO =
new MarketDataDTO(
this.productSymbol,
buyTopPrice,
buySide.topOfBookVolume(),
sellTopPrice,
sellSide.topOfBookVolume());
CurrentMarketPublisher.getInstance().publishCurrentMarket(mktDTO);
lastCurrentMarket = str;
}
}
private synchronized void addToBook(BookSide side, Tradable trd) throws Exception {
if (ProductService.getInstance().getMarketState().equals(MarketState.PREOPEN)) {
switch (side) {
case BUY:
buySide.addToBook(trd);
break;
case SELL:
sellSide.addToBook(trd);
break;
}
} else {
HashMap<String, FillMessage> allFills = null;
switch (side) {
case BUY:
allFills = sellSide.tryTrade(trd);
break;
case SELL:
allFills = buySide.tryTrade(trd);
break;
}
if (allFills != null && !allFills.isEmpty()) {
this.updateCurrentMarket();
int difference = trd.getOriginalVolume() - trd.getRemainingVolume();
Price lastSalePrice = this.determineLastSalePrice(allFills);
LastSalePublisher.getInstance()
.publishLastSale(this.productSymbol, lastSalePrice, difference);
}
if (trd.getRemainingVolume() > 0) {
if (trd.getPrice().isMarket()) {
CancelMessage cm =
new CancelMessage(
trd.getUser(),
trd.getProduct(),
trd.getPrice(),
trd.getRemainingVolume(),
"Cancelled",
trd.getSide(),
trd.getId());
MessagePublisher.getInstance().publishCancel(cm);
} else {
switch (side) {
case BUY:
buySide.addToBook(trd);
break;
case SELL:
sellSide.addToBook(trd);
break;
}
}
}
}
}
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;
}
}
}
public synchronized void cancelQuote(String userName) throws Exception {
buySide.submitQuoteCancel(userName);
sellSide.submitQuoteCancel(userName);
this.updateCurrentMarket();
}
public synchronized void closeMarket() throws Exception {
buySide.cancelAll();
sellSide.cancelAll();
this.updateCurrentMarket();
}