net.sourceforge.jasa.view.OrderBookView.java Source code

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Here is the source code for net.sourceforge.jasa.view.OrderBookView.java

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/*
 * JABM - Java Agent-Based Modeling Toolkit
 * Copyright (C) 2013 Steve Phelps
 *
 * This program is free software; you can redistribute it and/or
 * modify it under the terms of the GNU General Public License as
 * published by the Free Software Foundation; either version 3 of
 * the License, or (at your option) any later version.
 *
 * This program is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
 * See the GNU General Public License for more details.
 */
package net.sourceforge.jasa.view;

import java.awt.BorderLayout;
import java.awt.Dimension;
import java.awt.event.ActionEvent;
import java.text.DecimalFormat;
import java.util.ArrayList;
import java.util.LinkedList;
import java.util.List;
import java.util.Map;

import javax.swing.AbstractAction;
import javax.swing.JComponent;
import javax.swing.JPanel;
import javax.swing.JPopupMenu;
import javax.swing.JTable;
import javax.swing.event.TableModelEvent;
import javax.swing.event.TableModelListener;
import javax.swing.table.TableModel;

import net.sourceforge.jabm.event.SimEvent;
import net.sourceforge.jabm.report.ReportWithGUI;
import net.sourceforge.jasa.event.MarketEvent;
import net.sourceforge.jasa.market.Order;
import net.sourceforge.jasa.market.auctioneer.Auctioneer;

import org.pf.joi.Inspector;
import org.springframework.beans.factory.InitializingBean;

/**
 * A report which provides a graphical table depicting the order-book
 * which is updated live as the simulation progresses.
 * 
 * @author Steve Phelps
 */
public class OrderBookView extends JTable implements ReportWithGUI, TableModel, InitializingBean {

    protected LinkedList<TableModelListener> listeners = new LinkedList<TableModelListener>();

    protected Auctioneer auctioneer;

    protected int currentDepth;

    protected List<Order> bids = new ArrayList<Order>(0);

    protected List<Order> asks = new ArrayList<Order>(0);

    protected int maxDepth;

    DecimalFormat priceFormat = new DecimalFormat("#00000.0000");

    DecimalFormat qtyFormat = new DecimalFormat("#00000");

    public static final int NUM_COLUMNS = 4;

    public OrderBookView() {
        super();
    }

    public DecimalFormat getPriceFormat() {
        return priceFormat;
    }

    public void setPriceFormat(DecimalFormat format) {
        this.priceFormat = format;
    }

    public DecimalFormat getQtyFormat() {
        return qtyFormat;
    }

    public void setQtyFormat(DecimalFormat qtyFormat) {
        this.qtyFormat = qtyFormat;
    }

    public void notifyTableChanged() {
        for (TableModelListener l : listeners) {
            l.tableChanged(new TableModelEvent(this));
        }
    }

    public void update() {
        this.bids = auctioneer.getUnmatchedBids();
        this.asks = auctioneer.getUnmatchedAsks();
    }

    public int getMaxDepth() {
        return maxDepth;
    }

    public void setMaxDepth(int maxDepth) {
        this.maxDepth = maxDepth;
    }

    @Override
    public int getRowCount() {
        this.currentDepth = Math.max(asks.size(), bids.size());
        if (maxDepth > 0) {
            return Math.min(maxDepth, currentDepth);
        } else {
            return currentDepth;
        }
    }

    @Override
    public int getColumnCount() {
        return NUM_COLUMNS;
    }

    @Override
    public String getColumnName(int columnIndex) {
        switch (columnIndex) {
        case 0:
            return "Bid Price";
        case 1:
            return "Bid Qty";
        case 2:
            return "Ask Price";
        case 3:
            return "Ask Qty";
        }
        return "NA";
    }

    @Override
    public Class<?> getColumnClass(int columnIndex) {
        return String.class;
    }

    @Override
    public boolean isCellEditable(int rowIndex, int columnIndex) {
        return false;
    }

    @Override
    public Object getValueAt(int rowIndex, int columnIndex) {
        switch (columnIndex) {
        case 0:
            return rowIndex < bids.size() ? priceFormat.format(bids.get(rowIndex).getPriceAsDouble()) : "";
        case 1:
            return rowIndex < bids.size() ? qtyFormat.format(bids.get(rowIndex).getQuantity()) : "";
        case 2:
            return rowIndex < asks.size() ? priceFormat.format(asks.get(rowIndex).getPriceAsDouble()) : "";
        case 3:
            return rowIndex < asks.size() ? qtyFormat.format(asks.get(rowIndex).getQuantity()) : "";
        }
        return "";
    }

    @Override
    public void setValueAt(Object aValue, int rowIndex, int columnIndex) {
    }

    @Override
    public void addTableModelListener(TableModelListener l) {
        listeners.add(l);
    }

    @Override
    public void removeTableModelListener(TableModelListener l) {
        listeners.remove(l);
    }

    @Override
    public void eventOccurred(SimEvent event) {
        if (event instanceof MarketEvent) {
            onMarketEvent(event);
        }
    }

    public void onMarketEvent(SimEvent event) {
        this.auctioneer = ((MarketEvent) event).getAuction().getAuctioneer();
        if (this.isShowing()) {
            update();
            notifyTableChanged();
        }
    }

    @Override
    public Map<Object, Number> getVariableBindings() {
        return null;
    }

    @Override
    public void afterPropertiesSet() throws Exception {
        this.setModel(this);
        this.setPreferredSize(new Dimension(400, 200));
        JPopupMenu popup = new JPopupMenu();
        popup.add(new AbstractAction("Inspect order") {

            @Override
            public void actionPerformed(ActionEvent e) {
                int row = getSelectedRow();
                int column = getSelectedColumn();
                Order order = null;
                if (column > 1) {
                    order = asks.get(row);
                } else {
                    order = bids.get(row);
                }
                if (order != null) {
                    Inspector.inspect(order);
                }
            }
        });

        setComponentPopupMenu(popup);
    }

    @Override
    public String getName() {
        return "Order Book";
    }

    @Override
    public JComponent getComponent() {
        JPanel result = new JPanel();
        result.setLayout(new BorderLayout());
        result.add(this, BorderLayout.CENTER);
        return result;
    }

    public Auctioneer getAuctioneer() {
        return auctioneer;
    }

    public void setAuctioneer(Auctioneer auctioneer) {
        this.auctioneer = auctioneer;
    }

}