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MassOrder.java
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225 lines (181 loc) · 6.8 KB
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/*
* Written by Gil Tene, Martin Thompson, and Michael Barker, and released to the public domain,
* as explained at http://creativecommons.org/publicdomain/zero/1.0/
*/
import java.util.Iterator;
import org.ObjectLayout.*;
public class MassOrder extends
StructuredArray<SimpleOrder> {
private final long accountId;
private final String instructionId;
private final SimpleOrder.OrderType orderType;
private final long instrumentId;
private final int askOrderIndex;
MassOrder(final Builder builder) {
this.accountId = builder.accountId;
this.instructionId = builder.instructionId;
this.orderType = builder.orderType;
this.instrumentId = builder.instrumentId;
this.askOrderIndex = builder.bidIndex;
}
public long getAccountId() {
return accountId;
}
public String getInstructionId() {
return instructionId;
}
public SimpleOrder.OrderType getOrderType() {
return orderType;
}
public long getInstrumentId() {
return instrumentId;
}
public int getBidOrderIndex() {
return 0;
}
public int getBidOrderCount() {
return askOrderIndex;
}
private final Iterable<SimpleOrder> bidIterable = new
Iterable<SimpleOrder>() {
@Override
public Iterator<SimpleOrder> iterator() {
return new ElementIterator(getBidOrderIndex(), getBidOrderCount());
}
};
public Iterable<SimpleOrder> getBids() {
return bidIterable;
}
public int getAskOrderCount() {
return (int) (getLength() - askOrderIndex);
}
public int getAskOrderIndex() {
return askOrderIndex;
}
private final Iterable<SimpleOrder> askIterable = new Iterable<SimpleOrder>() {
@Override
public Iterator<SimpleOrder> iterator() {
return new ElementIterator(getAskOrderIndex(), getAskOrderCount());
}
};
public Iterable<SimpleOrder> getAsks() {
return askIterable;
}
@Override
public String toString() {
return "MassOrderWithBuilder [accountId=" + this.accountId
+ ", instructionId=" + this.instructionId + ", orderType="
+ this.orderType + ", instrumentId=" + this.instrumentId
+ ", askOrderIndex=" + this.askOrderIndex + "]";
}
private static final ThreadLocal<Builder> BUILDER = new ThreadLocal<MassOrder.Builder>() {
protected Builder initialValue() {
try {
return new Builder();
} catch (NoSuchMethodException e) {
throw new RuntimeException(e);
}
}
};
public static Builder builder() {
return BUILDER.get().reset();
}
public static final class Builder implements
CtorAndArgsProvider<SimpleOrder> {
private static CtorAndArgs<MassOrder> massOrderCtorAndArgs() {
try {
final Class[] argTypes = { Builder.class };
return new CtorAndArgs<MassOrder>(MassOrder.class, argTypes, (Object) null);
} catch (Exception e) {
throw new RuntimeException(e);
}
}
private static CtorAndArgs<SimpleOrder> simpleOrderCtorAndArgs() {
try {
final Class[] argTypes = { Builder.class, SimpleOrder.Side.class, long.class, long.class };
return new CtorAndArgs<SimpleOrder>(SimpleOrder.class, argTypes, null, null, 0L, 0L);
} catch (Exception e) {
throw new RuntimeException(e);
}
}
private static final int MAX_ORDERS_PER_SIDE = 6;
long accountId;
long instrumentId;
String instructionId;
SimpleOrder.OrderType orderType;
private int bidIndex;
private long[] bidPrices = new long[MAX_ORDERS_PER_SIDE];
private long[] bidQuantities = new long[MAX_ORDERS_PER_SIDE];
private int askIndex;
private long[] askPrices = new long[MAX_ORDERS_PER_SIDE];
private long[] askQuantities = new long[MAX_ORDERS_PER_SIDE];
// We use final ctorAndArgs per builder instance, since each builder is expect to be used
// in a linear way with a thread (is likely to be thread local in common use).
private final CtorAndArgs<MassOrder> massOrderCtorAndArgs = massOrderCtorAndArgs();
private final CtorAndArgs<SimpleOrder> simpleOrderCtorAndArgs = simpleOrderCtorAndArgs();
public Builder() throws NoSuchMethodException {
massOrderCtorAndArgs.setArgs(this);
reset();
}
public Builder reset() {
accountId = 0;
instrumentId = 0;
instructionId = null;
orderType = null;
bidIndex = 0;
askIndex = 0;
return this;
}
public Builder accountId(long accountId) {
this.accountId = accountId;
return this;
}
public Builder instrumentId(long instrumentId) {
this.instrumentId = instrumentId;
return this;
}
public Builder instructionId(String instructionId) {
this.instructionId = instructionId;
return this;
}
public Builder orderType(SimpleOrder.OrderType orderType) {
this.orderType = orderType;
return this;
}
public Builder addBid(long price, long quantity) {
bidPrices[bidIndex] = price;
bidQuantities[bidIndex] = quantity;
bidIndex++;
return this;
}
public Builder addAsk(long price, long quantity) {
askPrices[askIndex] = price;
askQuantities[askIndex] = quantity;
askIndex++;
return this;
}
@Override
public CtorAndArgs<SimpleOrder> getForContext(
ConstructionContext<SimpleOrder> context) throws NoSuchMethodException {
long index = context.getIndex();
CtorAndArgs<SimpleOrder> ctorAndArgs = simpleOrderCtorAndArgs;
if (index > bidIndex + askIndex) {
throw new IllegalArgumentException();
}
int i = (int) index;
if (i < bidIndex) {
ctorAndArgs.setArgs(this, SimpleOrder.Side.BID, bidPrices[i], bidQuantities[i]);
} else {
i = i - bidIndex;
ctorAndArgs.setArgs(this, SimpleOrder.Side.BID, askPrices[i], askQuantities[i]);
}
return ctorAndArgs;
}
public MassOrder newInstance() {
// TODO: Order validation and sorting by price.
long length = bidIndex + askIndex;
return (MassOrder) StructuredArray.newInstance(
massOrderCtorAndArgs, SimpleOrder.class, length, this);
}
}
}