public class MarketMaker extends OrderBook
Modifier and Type | Field and Description |
---|---|
DumbAgent |
mm |
ask, bid, extLastPrices, firstPriceOfDay, highestPriceOfDay, lastFixedPrice, lastPriceOfDay, lastPrices, log, lowestPriceOfDay, numberOfOrdersReceived, numberOfPricesFixed, obName
Constructor and Description |
---|
MarketMaker(java.lang.String obName) |
MarketMaker(java.lang.String obName,
long cash,
int qute) |
Modifier and Type | Method and Description |
---|---|
protected void |
fixingEachContinuous() |
protected void |
fixingEndPreopening()
used only at the end of the opening procedure, to fix the price see
http://www.asx.com.au/resources/education/basics/open_Close.htm .
|
void |
marketMakerReasoning() |
protected void |
marketMakerStampAndLog(Order lo)
Pour éviter le problème du MarketMaker qui n'arrive pas à se mettre
en tête car la fourchette est trop petite (écart de 1 entre le prix du
meilleur ASK et du meilleur BID), on trafique le timestamp.
|
clear, decreaseAndDeleteUnvalid, fixingEach, fixingEnd, getIntradayMeanReturn, getIntradayVariance, setNewPrice, stampAndLog, toString
public DumbAgent mm
public MarketMaker(java.lang.String obName, long cash, int qute)
public MarketMaker(java.lang.String obName)
public void marketMakerReasoning()
protected void fixingEachContinuous()
fixingEachContinuous
in class OrderBook
protected void fixingEndPreopening()
OrderBook
fixingEndPreopening
in class OrderBook
protected void marketMakerStampAndLog(Order lo)
lo
-