net.sf.emarket.trade.domain
Class OrderBook

java.lang.Object
  net.sf.emarket.trade.domain.OrderBook

public class OrderBook
extends java.lang.Object

OrderBook arranges the orders according to their price, in their precedence.

 buy size     price     sell size
 ---------------------------------------
               31.8      20
               31.7      3
               31.6      8
               31.5      
               31.4      10
  5            31.3
  20           31.2
  40           31.1
 

Author:

nambi sankaran

Field Summary

static java.util.Comparator<? super Order>	limitPriceComparator
static java.util.Comparator<Order>	timeComparator

Constructor Summary

OrderBook(java.lang.String symbol)

Method Summary

int	findMatchingOrders(ReceivedOrder order, java.util.List<ReceivedOrder> matchedOrders) findMatchingOrders creates a list of matching orders from order book.
java.util.List<PriceDepth>	getBuyPriceDepths(int level)
Quote	getQuote()
Quote	getQuote(Quote quote)
java.util.List<PriceDepth>	getSellPriceDepths(int level)
java.lang.String	getSymbol()
void	loadOrders(java.util.List<ReceivedOrder> orders)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

limitPriceComparator

public static java.util.Comparator<? super Order> limitPriceComparator

timeComparator

public static java.util.Comparator<Order> timeComparator

Constructor Detail

OrderBook

public OrderBook(java.lang.String symbol)

Method Detail

getSymbol

public java.lang.String getSymbol()

loadOrders

public void loadOrders(java.util.List<ReceivedOrder> orders)

getQuote

public Quote getQuote(Quote quote)

getQuote

public Quote getQuote()

getBuyPriceDepths

public java.util.List<PriceDepth> getBuyPriceDepths(int level)

getSellPriceDepths

public java.util.List<PriceDepth> getSellPriceDepths(int level)

findMatchingOrders

public int findMatchingOrders(ReceivedOrder order,
                              java.util.List<ReceivedOrder> matchedOrders)

findMatchingOrders creates a list of matching orders from order book. If there are no matches, the list is empty. The list simply contains a list of orders, that contains the list of matching orders. This method doesn't take care of partial matches.

Parameters:

order -

Returns: