coco2dx java交互_用JAVA写一个简单的撮合引擎

订单类

package comm;

public class order {

public Long getOrderId() {

return orderId;

}

public void setOrderId(Long orderId) {

this.orderId = orderId;

}

public Long getOrderTs() {

return orderTs;

}

public void setOrderTs(Long orderTs) {

this.orderTs = orderTs;

}

public Integer getPrice() {

return price;

}

public void setPrice(Integer price) {

this.price = price;

}

public Integer getVolume() {

return volume;

}

public void setVolume(Integer volume) {

this.volume = volume;

}

public boolean getDirection() {

return direction;

}

public void setDirection(boolean direction) {

this.direction = direction;

}

public order(){

this.setOrderTs(System.currentTimeMillis());

}

public order(Long orderId){

if (orderId != null && orderId > 0){

this.setOrderId(orderId);

}else {

this.setOrderId(new Long(0));

}

this.setOrderTs(System.currentTimeMillis());

}

public order(order other){

this.setVolume(other.volume);

this.setPrice(other.price);

this.setOrderId(other.orderId);

this.setDirection(other.direction);

this.setOrderTs(System.currentTimeMillis());

}

private boolean direction;//true --> bid, false --> ask

private Long orderId;

private Long orderTs;

private Integer price;

private Integer volume;

}

成交类

package comm;

public class trade extends order{

public trade(Long tradeId, order o){

this.setVolume(o.getVolume());

this.setPrice(o.getPrice());

this.setDirection(o.getDirection());

this.setOrderId(o.getOrderId());

this.setOrderTs(o.getOrderTs());

this.setTradeId(tradeId);

this.setTradeTs(System.currentTimeMillis());

}

public trade(){

this.setTradeTs(System.currentTimeMillis());

}

public trade(Long tradeId, Integer price, Integer volume, boolean direction, Long orderTs, Long orderId){

this.setTradeId(tradeId);

this.setPrice(price);

this.setVolume(volume);

this.setDirection(direction);

this.setOrderTs(orderTs);

this.setOrderId(orderId);

this.setTradeTs(System.currentTimeMillis());

}

public Long getTradeId() {

return tradeId;

}

public void setTradeId(Long tradeId) {

this.tradeId = tradeId;

}

public Long getTradeTs() {

return tradeTs;

}

public void setTradeTs(Long tradeTs) {

this.tradeTs = tradeTs;

}

private Long tradeId;

private Long tradeTs;

}

报单工具

package quota;

import comm.order;

import match.MatchMng;

import java.util.Random;

import java.util.Timer;

import java.util.TimerTask;

import java.util.concurrent.atomic.AtomicBoolean;

import java.util.concurrent.atomic.AtomicLong;

public class Quota {

private MatchMng match;

private AtomicBoolean start = new AtomicBoolean(false);

private AtomicLong orderId = new AtomicLong(1);

public Quota(MatchMng match) {

this.match = match;

}

public void start(){

if(start.compareAndSet(false,true)){

System.out.println("start biding...");

new Timer("bid").scheduleAtFixedRate(

new TimerTask() {

@Override

public void run() {

order o = new order(orderId.getAndIncrement());

Random rand = new Random(System.currentTimeMillis());

o.setPrice(rand.nextInt(1000));

o.setVolume(rand.nextInt(1000));

o.setDirection(true);

match.Bid(o);

}

}, 1000, 5);

System.out.println("start ask...");

new Timer("ask").scheduleAtFixedRate(

new TimerTask() {

@Override

public void run() {

order o = new order(orderId.getAndIncrement());

Random rand = new Random(System.currentTimeMillis() + 1000);

o.setPrice(rand.nextInt(1000));

o.setVolume(rand.nextInt(1000));

o.setDirection(false);

match.Ask(o);

}

}, 1000, 5);

}

}

}

撮合

package match;

import comm.order;

import comm.trade;

import java.util.LinkedList;

import java.util.Random;

import java.util.Timer;

import java.util.TimerTask;

import java.util.concurrent.atomic.AtomicBoolean;

import java.util.concurrent.atomic.AtomicLong;

import java.util.concurrent.locks.ReentrantLock;

import static java.lang.Thread.sleep;

public class MatchMng {

private LinkedList> bid = new LinkedList<>();

private LinkedList> ask = new LinkedList<>();

private final LinkedList input = new LinkedList<>();

private ReentrantLock lockInput = new ReentrantLock();

private final LinkedList outputTrades = new LinkedList<>();

private ReentrantLock lockOutput = new ReentrantLock();

private final AtomicLong tradeId = new AtomicLong(1);

private final AtomicBoolean start = new AtomicBoolean(false);

public void start(){

if (start.compareAndSet(false, true)){

sender.setName("sender");

processor.setName("processor");

sender.start();

processor.start();

new Timer("level").scheduleAtFixedRate(

new TimerTask() {

@Override

public void run() {

System.out.printf("Bid levels:[%d], Ask levels:[%d]%n",

bid.size(), ask.size());

}

}, 1000, 500);

}

}

private Thread sender = new Thread(()->{

int emptyTimes = 0;

while (true) {

try {

lockOutput.lock();

trade t = outputTrades.pollFirst();

lockOutput.unlock();

if (t != null) {

sendTrade(t);

emptyTimes = 0;

} else {

if (emptyTimes++ < 5) {

sleep(5);

} else if (emptyTimes > 20){

sleep(20);

} else {

sleep(emptyTimes);

}

}

} catch (InterruptedException e){

e.printStackTrace();

}

}

});

private Thread processor = new Thread(()->{

int emptyTimes = 0;

while (true){

try {

lockInput.lock();

order o = input.pollFirst();

lockInput.unlock();

if (o != null) {

process(bid, ask, o);

} else {

if (emptyTimes < 5) {

emptyTimes++;

} else if (emptyTimes >= 20) {

emptyTimes++;

sleep(20);

} else {

emptyTimes++;

sleep(emptyTimes);

}

}

} catch (InterruptedException e){

e.printStackTrace();

}

}

});

public boolean Bid(order o){

if (!o.getDirection()){

return false;

}

System.out.printf("bid order:[%d]%n", o.getOrderId());

try {

lockInput.lock();

input.addLast(o);

}finally {

lockInput.unlock();

}

return true;

}

public boolean Ask(order o){

if (o.getDirection()){

return false;

}

System.out.printf("ask order:[%d]%n", o.getOrderId());

try{

lockInput.lock();

input.addLast(o);

}finally {

lockInput.unlock();

}

return true;

}

private void sendTrade(trade t){

System.out.printf("TradeID:[%d], OrderID:[%d], Direction:[%b], OrderTs:[%d], Price:[%d],Volume:[%d]%n",

t.getTradeId(), t.getOrderId(), t.getDirection(), t.getOrderTs(), t.getPrice(), t.getVolume());

}

private void insertOrder(LinkedList> orders, order o){

for (int i=0; i

if (orders.get(i).getFirst().getPrice() == o.getPrice()){

orders.get(i).addLast(o);

return;

}

if (orders.get(i).getFirst().getPrice() > o.getPrice()){

LinkedList list = new LinkedList<>();

list.add(o);

orders.add(i, list);

return;

}

}

LinkedList list = new LinkedList<>();

list.add(o);

orders.addLast(list);

}

//返回是否要继续吃单子

private boolean deleteOrder(LinkedList> orders, order o, int idx){

try {

lockOutput.lock();

LinkedList list = orders.get(idx);

while (list.size() > 0 && o.getVolume() > 0){

if (list.getFirst().getVolume() < o.getVolume()){

o.setVolume(o.getVolume() - list.getFirst().getVolume());

trade t1 = new trade(tradeId.getAndIncrement(), list.removeFirst());

trade t2 = new trade(tradeId.getAndIncrement(),

o.getPrice(), t1.getVolume(), o.getDirection(),o.getOrderTs(),o.getOrderId());

outputTrades.add(t1);

outputTrades.add(t2);

} else if (list.getFirst().getVolume() > o.getVolume()){

list.getFirst().setVolume(list.getFirst().getVolume() - o.getVolume());

trade t2 = new trade(tradeId.getAndIncrement(), o);

trade t1 = new trade(tradeId.getAndIncrement(),

o.getPrice(), t2.getVolume(),

list.getFirst().getDirection(), list.getFirst().getOrderTs(), list.getFirst().getOrderId());

outputTrades.add(t1);

outputTrades.add(t2);

o.setVolume(0);

return false;

} else {

trade t1 = new trade(tradeId.getAndIncrement(), o);

trade t2 = new trade(tradeId.getAndIncrement(),list.removeFirst());

outputTrades.add(t1);

outputTrades.add(t2);

o.setVolume(0);

}

}

//吃完一档

if (list.size() == 0){

orders.remove(idx);

}

if (o.getVolume() == 0){

return false;

}

return true;

}finally {

lockOutput.unlock();

}

}

private void process(LinkedList> bid, LinkedList> ask, order o){

if (o.getDirection()){

if (ask.isEmpty() || (ask.getFirst().getFirst().getPrice() > o.getPrice())){

insertOrder(bid, o);

} else{

while (!ask.isEmpty() && deleteOrder(ask, o, 0));

if (o.getVolume() > 0){

insertOrder(bid, o);

}

}

} else {

if (bid.isEmpty() || (bid.getLast().getFirst().getPrice() < o.getPrice())){

insertOrder(ask, o);

}else {

while (!bid.isEmpty() && deleteOrder(bid, o, bid.size()-1));

if (o.getVolume() > 0){

insertOrder(ask, o);

}

}

}

}

}

控制类

import match.MatchMng;

import quota.Quota;

public class Matching {

public static void main(String[] args){

MatchMng matchMng = new MatchMng();

Quota quota = new Quota(matchMng);

quota.start();

matchMng.start();

}

}