/*
* Copyright (c) 2004-2011 Marco Maccaferri and others.
* All rights reserved. This program and the accompanying materials
* are made available under the terms of the Eclipse Public License v1.0
* which accompanies this distribution, and is available at
* http://www.eclipse.org/legal/epl-v10.html
*
* Contributors:
* Marco Maccaferri - initial API and implementation
*/
package org.eclipsetrader.internal.brokers.paper;
import java.util.ArrayList;
import java.util.Currency;
import java.util.List;
import java.util.Locale;
import java.util.UUID;
import javax.xml.bind.annotation.XmlAttribute;
import javax.xml.bind.annotation.XmlElement;
import javax.xml.bind.annotation.XmlElementRef;
import javax.xml.bind.annotation.XmlElementRefs;
import javax.xml.bind.annotation.XmlElementWrapper;
import javax.xml.bind.annotation.XmlRootElement;
import javax.xml.bind.annotation.XmlTransient;
import javax.xml.bind.annotation.adapters.XmlJavaTypeAdapter;
import org.eclipse.core.runtime.IStatus;
import org.eclipse.core.runtime.ListenerList;
import org.eclipse.core.runtime.Status;
import org.eclipsetrader.core.Cash;
import org.eclipsetrader.core.trading.IAccount;
import org.eclipsetrader.core.trading.IOrderSide;
import org.eclipsetrader.core.trading.IPosition;
import org.eclipsetrader.core.trading.IPositionListener;
import org.eclipsetrader.core.trading.ITransaction;
import org.eclipsetrader.core.trading.PositionEvent;
import org.eclipsetrader.internal.brokers.paper.transactions.ExpenseTransaction;
import org.eclipsetrader.internal.brokers.paper.transactions.StockTransaction;
import org.eclipsetrader.internal.brokers.paper.transactions.TradeTransaction;
import org.eclipsetrader.internal.brokers.paper.types.CurrencyAdapter;
import org.eclipsetrader.internal.brokers.paper.types.ExpenseSchemeAdapter;
@XmlRootElement(name = "account")
public class Account implements IAccount {
@XmlAttribute(name = "id")
private String id;
@XmlElement(name = "description")
private String description;
@XmlAttribute(name = "currency")
@XmlJavaTypeAdapter(CurrencyAdapter.class)
private Currency currency;
@XmlElement(name = "balance")
private Double balance = 0.0;
@XmlElementWrapper(name = "transactions")
@XmlElementRefs({
@XmlElementRef(type = ExpenseTransaction.class),
@XmlElementRef(type = TradeTransaction.class),
@XmlElementRef(type = StockTransaction.class),
})
private List<ITransaction> transactions = new ArrayList<ITransaction>();
@XmlElementWrapper(name = "portfolio")
@XmlElementRef
private List<Position> portfolio = new ArrayList<Position>();
@XmlAttribute(name = "expense-scheme")
@XmlJavaTypeAdapter(ExpenseSchemeAdapter.class)
private IExpenseScheme expenseScheme;
private ListenerList listeners = new ListenerList();
protected Account() {
}
public Account(String description) {
this.id = UUID.randomUUID().toString();
this.description = description;
try {
this.currency = Currency.getInstance(Locale.getDefault());
} catch (Exception e) {
// Ignore, some locales may throw an exception
}
this.balance = 0.0;
}
/* (non-Javadoc)
* @see org.eclipsetrader.core.trading.IAccount#getId()
*/
@Override
@XmlTransient
public String getId() {
return id;
}
/* (non-Javadoc)
* @see org.eclipsetrader.core.trading.IAccount#getDescription()
*/
@Override
@XmlTransient
public String getDescription() {
return description;
}
public void setDescription(String description) {
this.description = description;
}
@XmlTransient
public Currency getCurrency() {
return currency;
}
public void setCurrency(Currency currency) {
this.currency = currency;
}
/* (non-Javadoc)
* @see org.eclipsetrader.core.trading.IAccount#getBalance()
*/
@Override
@XmlTransient
public Cash getBalance() {
return new Cash(balance, currency);
}
public void setBalance(Double balance) {
this.balance = balance;
}
@XmlTransient
public IExpenseScheme getExpenseScheme() {
return expenseScheme;
}
public void setExpenseScheme(IExpenseScheme expenseScheme) {
this.expenseScheme = expenseScheme;
}
/* (non-Javadoc)
* @see org.eclipsetrader.core.trading.IAccount#getTransactions()
*/
@Override
@XmlTransient
public ITransaction[] getTransactions() {
return transactions.toArray(new ITransaction[transactions.size()]);
}
public void processCompletedOrder(OrderMonitor monitor) {
Double expenses = null;
if (expenseScheme != null) {
if (monitor.getOrder().getSide() == IOrderSide.Buy) {
expenses = expenseScheme.getBuyExpenses(monitor.getFilledQuantity(), monitor.getAveragePrice());
}
else if (monitor.getOrder().getSide() == IOrderSide.Sell) {
expenses = expenseScheme.getSellExpenses(monitor.getFilledQuantity(), monitor.getAveragePrice());
}
}
TradeTransaction transaction = new TradeTransaction(monitor.getOrder(), monitor.getTransactions(), expenses != null ? new ExpenseTransaction(new Cash(expenses, currency)) : null);
transactions.add(transaction);
balance -= transaction.getAmount().getAmount();
Position position = null;
for (Position p : portfolio) {
if (p.getSecurity() == monitor.getOrder().getSecurity()) {
position = p;
break;
}
}
Long quantity = monitor.getOrder().getSide() == IOrderSide.Sell ? -monitor.getFilledQuantity() : monitor.getFilledQuantity();
double averagePrice = transaction.getAmount().getAmount() / monitor.getFilledQuantity();
if (position == null) {
position = new Position(monitor.getOrder().getSecurity(), quantity, averagePrice);
portfolio.add(position);
firePositionOpenedEvent(position);
}
else {
position.add(quantity, averagePrice);
if (position.getQuantity() == 0L) {
portfolio.remove(position);
firePositionClosedEvent(position);
}
else {
firePositionChangedEvent(position);
}
}
}
protected void firePositionOpenedEvent(Position position) {
PositionEvent event = new PositionEvent(this, position);
Object[] l = listeners.getListeners();
for (int i = 0; i < l.length; i++) {
try {
((IPositionListener) l[i]).positionOpened(event);
} catch (Throwable t) {
Status status = new Status(IStatus.ERROR, Activator.PLUGIN_ID, "Error notifying listeners", t);
Activator.log(status);
}
}
}
protected void firePositionClosedEvent(Position position) {
PositionEvent event = new PositionEvent(this, position);
Object[] l = listeners.getListeners();
for (int i = 0; i < l.length; i++) {
try {
((IPositionListener) l[i]).positionClosed(event);
} catch (Throwable t) {
Status status = new Status(IStatus.ERROR, Activator.PLUGIN_ID, "Error notifying listeners", t);
Activator.log(status);
}
}
}
protected void firePositionChangedEvent(Position position) {
PositionEvent event = new PositionEvent(this, position);
Object[] l = listeners.getListeners();
for (int i = 0; i < l.length; i++) {
try {
((IPositionListener) l[i]).positionChanged(event);
} catch (Throwable t) {
Status status = new Status(IStatus.ERROR, Activator.PLUGIN_ID, "Error notifying listeners", t);
Activator.log(status);
}
}
}
/* (non-Javadoc)
* @see org.eclipsetrader.core.trading.IAccount#getPositions()
*/
@Override
@XmlTransient
public IPosition[] getPositions() {
return portfolio.toArray(new IPosition[portfolio.size()]);
}
/* (non-Javadoc)
* @see org.eclipsetrader.core.trading.IAccount#addPositionListener(org.eclipsetrader.core.trading.IPositionListener)
*/
@Override
public void addPositionListener(IPositionListener listener) {
listeners.add(listener);
}
/* (non-Javadoc)
* @see org.eclipsetrader.core.trading.IAccount#removePositionListener(org.eclipsetrader.core.trading.IPositionListener)
*/
@Override
public void removePositionListener(IPositionListener listener) {
listeners.remove(listener);
}
}