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;
}
}
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 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;
}
}
}
