99 lines
4.4 KiB
Java
99 lines
4.4 KiB
Java
package cy.agorise.graphenej;
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import com.google.common.math.DoubleMath;
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import com.google.common.primitives.UnsignedLong;
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import java.math.RoundingMode;
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import java.util.List;
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import cy.agorise.graphenej.operations.LimitOrderCreateOperation;
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/**
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* This class will maintain a snapshot of the order book between two assets.
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*
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* It also provides a handy method that should return the appropriate LimitOrderCreateOperation
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* object needed in case the user wants to perform market-priced operations.
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*
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* It is important to keep the order book updated, ideally by listening to blockchain events, and calling the 'update' method.
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*
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* Created by nelson on 3/25/17.
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*/
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public class OrderBook {
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private List<LimitOrder> limitOrders;
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public OrderBook(List<LimitOrder> limitOrders){
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this.limitOrders = limitOrders;
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}
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/**
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* Replaces the current limit order by the list provided as parameter.
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* @param limitOrders: New list of orders
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*/
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public void update(List<LimitOrder> limitOrders){
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this.limitOrders = limitOrders;
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}
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public void update(LimitOrder limitOrder){
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//TODO: Implement the method that will update a single limit order from the order book
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}
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/**
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* High level method used to exchange a specific amount of an asset (The base) for another
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* one (The quote) at market value.
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*
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* It should analyze the order book and figure out the optimal amount of the base asset to give
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* away in order to obtain the desired amount of the quote asset.
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*
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* @param seller: User account of the seller, used to build the limit order create operation
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* @param myBaseAsset: The asset the user is willing to give away
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* @param myQuoteAmount: The amount of a given asset the user wants
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* @param expiration: The expiration time of the limit order
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*
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* @return An instance of the LimitOrderCreateOperation class, which is ready to be broadcasted.
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*/
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public LimitOrderCreateOperation exchange(UserAccount seller, Asset myBaseAsset, AssetAmount myQuoteAmount, int expiration){
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AssetAmount toSell = new AssetAmount(UnsignedLong.valueOf(calculateRequiredBase(myQuoteAmount)), myBaseAsset);
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AssetAmount toReceive = myQuoteAmount;
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LimitOrderCreateOperation buyOrder = new LimitOrderCreateOperation(seller, toSell, toReceive, expiration, true);
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return buyOrder;
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}
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/**
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* Given a specific amount of a desired asset, this method will calculate how much of the corresponding
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* asset we need to offer to perform a successful transaction with the current order book.
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* @param quoteAmount: The amount of the desired asset.
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* @return: The minimum amount of the base asset that we need to give away
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*/
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public long calculateRequiredBase(AssetAmount quoteAmount){
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long totalBought = 0;
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long totalSold = 0;
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for(int i = 0; i < this.limitOrders.size() && totalBought < quoteAmount.getAmount().longValue(); i++){
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LimitOrder order = this.limitOrders.get(i);
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// If the base asset is the same as our quote asset, we have a match
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if(order.getSellPrice().base.getAsset().getObjectId().equals(quoteAmount.getAsset().getObjectId())){
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// My quote amount, is the order's base amount
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long orderAmount = order.getForSale();
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// The amount of the quote asset we still need
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long stillNeed = quoteAmount.getAmount().longValue() - totalBought;
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// If the offered amount is greater than what we still need, we exchange just what we need
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if(orderAmount >= stillNeed) {
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totalBought += stillNeed;
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double additionalRatio = (double) stillNeed / (double) order.getSellPrice().base.getAmount().longValue();
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double additionalAmount = order.getSellPrice().quote.getAmount().longValue() * additionalRatio;
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long longAdditional = DoubleMath.roundToLong(additionalAmount, RoundingMode.HALF_UP);
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totalSold += longAdditional;
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}else{
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// If the offered amount is less than what we need, we exchange the whole order
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totalBought += orderAmount;
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totalSold += order.getSellPrice().quote.getAmount().longValue();
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}
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}
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}
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return totalSold;
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}
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}
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