net.sourceforge.jasa.market
Class MarketSimulation

java.lang.Object
  AbstractSimulation
      net.sourceforge.jasa.market.MarketSimulation

All Implemented Interfaces:

java.io.Serializable, Market, QuoteProvider

public class MarketSimulation
extends AbstractSimulation
implements java.io.Serializable, Market

A simulation of an order-driven market.

Field Summary

protected Account	account Records the surplus of the mechanism if it is not budget-balanced.
protected int	age
protected Auctioneer	auctioneer The auctioneer for this market.
protected boolean	closed Is the market currently closed.
protected TimingCondition	closingCondition
protected int	day The current trading day (period)
protected TimingCondition	dayEndingCondition
protected boolean	endOfRound
static java.lang.String	ERROR_SHOUTSVISIBLE
protected double	initialPrice The initial price in the market.
protected double	lastTransactionPrice The price of the most recent transaction.
protected int	round The current "round".

Constructor Summary

MarketSimulation()

MarketSimulation(SimulationController controller)

Method Summary

protected void	activate(TradingAgent agent)
void	begin() Begin the simulation.
void	beginRound()
protected void	checkEndOfDay()
void	clear(Order ask, Order bid, double transactionPrice) Match a buy order with a sell order at the specified price and inform both parties of the resulting transaction.
void	clear(Order ask, Order bid, double buyerCharge, double sellerPayment, int quantity) Match a buy order with a sell order and inform both parties of the resulting transaction.
void	close() Close the market.
boolean	closed() Returns true if the market is closed.
void	end() End the simulation.
protected void	endDay() Terminate the current trading period (day)
void	endRound() End the current simulation tick.
int	getAge()
TimingCondition	getAuctionClosingCondition(java.lang.Class conditionClass)
Auctioneer	getAuctioneer() Return the current auctioneer for this market.
double	getCurrentPrice() Return the current price.
int	getDay()
TimingCondition	getDayEndingCondition(java.lang.Class conditionClass)
double	getInitialPrice()
Order	getLastAsk() Get the most recent ask (sell order) placed in the market.
Order	getLastBid() Get the most recent bid (buy order) placed in the market.
Order	getLastOrder() Return the most recent order placed in the market.
double	getLastTransactionPrice() Return the price of the most transaction that occurred in the market.
int	getLengthOfDay() Return the duration in ticks of a single trading day.
int	getMaximumDays() Return the maximum number of trading days in the simulation.
int	getMaximumRounds() Get the absolute duration of the entire simulation in ticks.
int	getNumberOfRegisteredTraders() Return the total number of traders registered in the market.
int	getNumberOfTraders() Return the number of traders currently active in the market.
MarketQuote	getQuote()
int	getRemainingTime() Return the time remaining before the market closes.
int	getRound() Get the current round number
SimulationTime	getSimulationTime()
protected TimingCondition	getTimingCondition(TimingCondition cond, java.lang.Class conditionClass)
java.util.Iterator<Agent>	getTraderIterator()
Population	getTraders()
void	informAuctionClosed()
void	informAuctionOpen()
void	informEndOfDay()
void	informRoundClosed()
void	informRoundClosing()
void	informRoundOpening()
void	initialise()
void	initialiseCounters()
boolean	isClosed() Check whether the market is open.
boolean	orderAccepted(Order shout) Determines whether or not the given shout was matched in the current round of trading.
void	placeOrder(Order order) Submit a new order to the market.
void	printState() Report the state of the market.
void	register(TradingAgent trader)
void	remove(AbstractTradingAgent abstractTradingAgent)
void	remove(TradingAgent trader) Remove a trader from the market.
void	removeOrder(Order shout) Remove an order from the market.
void	reset()
void	run() Run the simulation.
void	runSingleRound()
void	setAuctionClosingCondition(TimingCondition cond)
void	setAuctioneer(Auctioneer auctioneer) Configure the Auctioneer for this market.
void	setDayEndingCondition(TimingCondition cond)
void	setInitialPrice(double initialPrice) Set the price which will be used at the opening of the market.
void	setLastTransactionPrice(double lastTransactionPrice)
void	setLengthOfDay(int lengthOfDay) Configure the maximum duration of a trading day in ticks.
void	setMaximumDays(int maximumDays) Configure the maximum number of days in the simulation.
void	setMaximumRounds(int maximumRounds) Configure the absolute duration of the entire simulation in ticks.
void	step() Step through a single tick of the simulation.
void	terminate()
boolean	transactionsOccurred() Determines whether or not any transactions have occured in the current round of trading.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface net.sourceforge.jasa.market.Market

getPopulation

Field Detail

auctioneer

protected Auctioneer auctioneer

The auctioneer for this market.

closed

protected boolean closed

Is the market currently closed.

round

protected int round

The current "round". A round, a.k.a. a "tick", represents a discrete unit of time. The round attribute thus corresponds to the simulation clock.

age

protected int age

account

protected Account account

Records the surplus of the mechanism if it is not budget-balanced.

day

protected int day

The current trading day (period)

closingCondition

protected TimingCondition closingCondition

dayEndingCondition

protected TimingCondition dayEndingCondition

endOfRound

protected boolean endOfRound

lastTransactionPrice

protected double lastTransactionPrice

The price of the most recent transaction.

initialPrice

protected double initialPrice

The initial price in the market.

ERROR_SHOUTSVISIBLE

public static final java.lang.String ERROR_SHOUTSVISIBLE

See Also:

Constant Field Values

Constructor Detail

MarketSimulation

public MarketSimulation(SimulationController controller)

MarketSimulation

public MarketSimulation()

Method Detail

initialiseCounters

public void initialiseCounters()

initialise

public void initialise()

reset

public void reset()

informAuctionClosed

public void informAuctionClosed()

informEndOfDay

public void informEndOfDay()

informAuctionOpen

public void informAuctionOpen()

informRoundOpening

public void informRoundOpening()

beginRound

public void beginRound()

getRound

public int getRound()

Get the current round number

Specified by:

getRound in interface Market

getAge

public int getAge()

Specified by:

getAge in interface Market

getDay

public int getDay()

Specified by:

getDay in interface Market

getAuctioneer

public Auctioneer getAuctioneer()

Description copied from interface: Market

Return the current auctioneer for this market.

Specified by:

getAuctioneer in interface Market

getLastBid

public Order getLastBid()
                 throws ShoutsNotVisibleException

Get the most recent bid (buy order) placed in the market.

Throws:

ShoutsNotVisibleException

getLastAsk

public Order getLastAsk()
                 throws ShoutsNotVisibleException

Get the most recent ask (sell order) placed in the market.

Throws:

ShoutsNotVisibleException

run

public void run()

Run the simulation.

begin

public void begin()

Begin the simulation.

end

public void end()

End the simulation.

step

public void step()

Step through a single tick of the simulation.

endRound

public void endRound()

End the current simulation tick.

isClosed

public boolean isClosed()

Check whether the market is open.

Returns:

runSingleRound

public void runSingleRound()

informRoundClosing

public void informRoundClosing()

informRoundClosed

public void informRoundClosed()

checkEndOfDay

protected void checkEndOfDay()

close

public void close()

Close the market.

Specified by:

close in interface Market

endDay

protected void endDay()

Terminate the current trading period (day)

getRemainingTime

public int getRemainingTime()

Return the time remaining before the market closes.

Specified by:

getRemainingTime in interface Market

getLengthOfDay

public int getLengthOfDay()

Return the duration in ticks of a single trading day.

Returns:

setLengthOfDay

public void setLengthOfDay(int lengthOfDay)

Configure the maximum duration of a trading day in ticks.

Parameters:

lengthOfDay -

getMaximumDays

public int getMaximumDays()

Return the maximum number of trading days in the simulation.

Returns:

setMaximumRounds

public void setMaximumRounds(int maximumRounds)

Configure the absolute duration of the entire simulation in ticks.

Parameters:

maximumRounds -

getMaximumRounds

public int getMaximumRounds()

Get the absolute duration of the entire simulation in ticks.

Returns:

setMaximumDays

public void setMaximumDays(int maximumDays)

Configure the maximum number of days in the simulation.

Parameters:

maximumDays -

getTimingCondition

protected TimingCondition getTimingCondition(TimingCondition cond,
                                             java.lang.Class conditionClass)

getAuctionClosingCondition

public TimingCondition getAuctionClosingCondition(java.lang.Class conditionClass)

getDayEndingCondition

public TimingCondition getDayEndingCondition(java.lang.Class conditionClass)

setAuctionClosingCondition

public void setAuctionClosingCondition(TimingCondition cond)

setDayEndingCondition

public void setDayEndingCondition(TimingCondition cond)

getSimulationTime

public SimulationTime getSimulationTime()

clear

public void clear(Order ask,
                  Order bid,
                  double transactionPrice)

Match a buy order with a sell order at the specified price and inform both parties of the resulting transaction.

Specified by:

clear in interface Market

Parameters:

transactionPrice - The price of the transaction.

clear

public void clear(Order ask,
                  Order bid,
                  double buyerCharge,
                  double sellerPayment,
                  int quantity)

Match a buy order with a sell order and inform both parties of the resulting transaction. The buyer and seller transact at different prifces specified by the corresponding parameters.

Specified by:

clear in interface Market

Parameters:

buyerCharge - The price that the buyer must pay.

sellerPayment - The price that the seller must pay.

quantity - The volume of the transaction.

ask - The sell order involved in the transaction

bid - The buy order involved in the transaction.

orderAccepted

public boolean orderAccepted(Order shout)
                      throws ShoutsNotVisibleException

Determines whether or not the given shout was matched in the current round of trading.

Specified by:

orderAccepted in interface Market

Throws:

ShoutsNotVisibleException

transactionsOccurred

public boolean transactionsOccurred()
                             throws ShoutsNotVisibleException

Determines whether or not any transactions have occured in the current round of trading.

Specified by:

transactionsOccurred in interface Market

Throws:

ShoutsNotVisibleException

remove

public void remove(TradingAgent trader)

Remove a trader from the market.

getNumberOfTraders

public int getNumberOfTraders()

Return the number of traders currently active in the market.

Specified by:

getNumberOfTraders in interface Market

getNumberOfRegisteredTraders

public int getNumberOfRegisteredTraders()

Return the total number of traders registered in the market.

activate

protected void activate(TradingAgent agent)

getTraders

public Population getTraders()

setAuctioneer

public void setAuctioneer(Auctioneer auctioneer)

Configure the Auctioneer for this market. The auctioneer is responsible for matching orders and clearing the market.

Parameters:

auctioneer -

closed

public boolean closed()

Description copied from interface: Market

Returns true if the market is closed.

Specified by:

closed in interface Market

getLastOrder

public Order getLastOrder()
                   throws ShoutsNotVisibleException

Description copied from interface: Market

Return the most recent order placed in the market.

Specified by:

getLastOrder in interface Market

Throws:

ShoutsNotVisibleException

getQuote

public MarketQuote getQuote()

Specified by:

getQuote in interface QuoteProvider

removeOrder

public void removeOrder(Order shout)

Description copied from interface: Market

Remove an order from the market.

Specified by:

removeOrder in interface Market

placeOrder

public void placeOrder(Order order)
                throws AuctionException

Submit a new order to the market.

Specified by:

placeOrder in interface Market

Parameters:

shout - The new shout in the market.

Throws:

AuctionException

printState

public void printState()

Description copied from interface: Market

Report the state of the market.

Specified by:

printState in interface Market

register

public void register(TradingAgent trader)

getTraderIterator

public java.util.Iterator<Agent> getTraderIterator()

Specified by:

getTraderIterator in interface Market

getLastTransactionPrice

public double getLastTransactionPrice()

Description copied from interface: Market

Return the price of the most transaction that occurred in the market.

Specified by:

getLastTransactionPrice in interface Market

Returns:

setLastTransactionPrice

public void setLastTransactionPrice(double lastTransactionPrice)

getCurrentPrice

public double getCurrentPrice()

Description copied from interface: Market

Return the current price. This is typically a mid-price or a recent transaction price.

Specified by:

getCurrentPrice in interface Market

remove

public void remove(AbstractTradingAgent abstractTradingAgent)

Specified by:

remove in interface Market

getInitialPrice

public double getInitialPrice()

setInitialPrice

public void setInitialPrice(double initialPrice)

Set the price which will be used at the opening of the market.

Parameters:

initialPrice - The initial price.

terminate

public void terminate()