public class OrderBook
extends java.lang.Object
Modifier and Type | Field and Description |
---|---|
java.util.TreeSet<LimitOrder> |
ask |
java.util.TreeSet<LimitOrder> |
bid |
LimitedLinkedList<PriceRecord> |
extLastPrices |
long |
firstPriceOfDay |
long |
highestPriceOfDay |
PriceRecord |
lastFixedPrice |
long |
lastPriceOfDay |
LimitedLinkedList<PriceRecord> |
lastPrices |
Logger |
log |
long |
lowestPriceOfDay |
long |
numberOfOrdersReceived |
long |
numberOfPricesFixed |
java.lang.String |
obName |
Constructor and Description |
---|
OrderBook(java.lang.String obName) |
Modifier and Type | Method and Description |
---|---|
void |
clear() |
void |
decreaseAndDeleteUnvalid() |
protected void |
fixingEach() |
protected void |
fixingEachContinuous() |
void |
fixingEnd() |
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 .
|
double |
getIntradayMeanReturn(int n) |
double |
getIntradayVariance(int n) |
void |
setNewPrice(PriceRecord pc) |
protected void |
stampAndLog(Order lo) |
java.lang.String |
toString() |
public Logger log
public java.lang.String obName
public java.util.TreeSet<LimitOrder> ask
public java.util.TreeSet<LimitOrder> bid
public LimitedLinkedList<PriceRecord> lastPrices
public LimitedLinkedList<PriceRecord> extLastPrices
public long numberOfOrdersReceived
public long numberOfPricesFixed
public PriceRecord lastFixedPrice
public long firstPriceOfDay
public long lastPriceOfDay
public long highestPriceOfDay
public long lowestPriceOfDay
public void clear()
public void setNewPrice(PriceRecord pc)
public double getIntradayVariance(int n)
public double getIntradayMeanReturn(int n)
protected void stampAndLog(Order lo)
protected void fixingEach()
protected void fixingEachContinuous()
public void fixingEnd()
protected void fixingEndPreopening()
public java.lang.String toString()
toString
in class java.lang.Object
public void decreaseAndDeleteUnvalid()