edu.cuny.cat.market.matching
Class LazyMaxVolumeShoutEngine

java.lang.Object
  edu.cuny.cat.market.AuctioneerPolicy
      edu.cuny.cat.market.matching.ShoutEngine
          edu.cuny.cat.market.matching.LazyMaxVolumeShoutEngine

All Implemented Interfaces:

AuctionEventListener, edu.cuny.config.param.Parameterizable, edu.cuny.obj.Resetable

Direct Known Subclasses:

ThetaShoutEngine

public class LazyMaxVolumeShoutEngine
extends ShoutEngine

This class provides a matching policy that differs from FourHeapShoutEngine in the sense that it maximizes the matching quantity by pairing high intra-marginal shouts with extra-marginal shouts.

Due to performance consideration, this engine does not maintain a matched set of shouts for the moment.

Version:

$Revision: 1.14 $

Author:

Jinzhong Niu

Field Summary

protected edu.cuny.struct.SortedTreeList<Shout>	asks asks in ascending order
protected edu.cuny.struct.SortedTreeList<Shout>	bids bids in ascending order
protected edu.cuny.struct.SortedTreeList<Shout>	bIn Matched bids in ascending order
protected edu.cuny.struct.SortedTreeList<Shout>	bOut Unmatched bids in ascending order
protected int	matchingVolume the matching quantity with the current supply and demand
protected edu.cuny.struct.SortedTreeList<Shout>	sIn Matched asks in ascending order
protected edu.cuny.struct.SortedTreeList<Shout>	sOut Unmatched asks in ascending order
protected edu.cuny.random.Uniform	uniform used to randomize the order of matching pairs of shouts

Fields inherited from class edu.cuny.cat.market.matching.ShoutEngine

AscendingOrder, DescendingOrder

Fields inherited from class edu.cuny.cat.market.AuctioneerPolicy

auctioneer

Constructor Summary

LazyMaxVolumeShoutEngine()

Method Summary

java.util.Iterator<Shout>	ascendingAskIterator()
java.util.Iterator<Shout>	askIterator()
java.util.Iterator<Shout>	bidIterator()
int	calculateMatchingQuantity()
java.util.Iterator<Shout>	descendingBidIterator()
protected void	distributeShouts(int quantity, edu.cuny.struct.SortedTreeList<Shout> list, edu.cuny.struct.SortedTreeList<Shout> in, edu.cuny.struct.SortedTreeList<Shout> out, boolean fromTail)
protected void	distributeShoutsFromHead(int quantity, edu.cuny.struct.SortedTreeList<Shout> list, edu.cuny.struct.SortedTreeList<Shout> in, edu.cuny.struct.SortedTreeList<Shout> out)
protected void	distributeShoutsFromTail(int quantity, edu.cuny.struct.SortedTreeList<Shout> list, edu.cuny.struct.SortedTreeList<Shout> in, edu.cuny.struct.SortedTreeList<Shout> out)
Shout	getHighestMatchedAsk() Get the highest matched ask.
Shout	getHighestUnmatchedBid() Get the highest unmatched bid in the auction.
Shout	getLowestMatchedBid() Get the lowest matched bid in the auction.
Shout	getLowestUnmatchedAsk() Get the lowest unmatched ask.
org.apache.commons.collections15.buffer.PriorityBuffer<Shout>	getMatchedAsks()
org.apache.commons.collections15.buffer.PriorityBuffer<Shout>	getMatchedBids()
int	getMatchedVolume()
int	getNumOfMatchedAsks()
int	getNumOfMatchedBids()
int	getNumOfUnmatchedAsks()
int	getNumOfUnmatchedBids()
org.apache.commons.collections15.buffer.PriorityBuffer<Shout>	getUnmatchedAsks()
org.apache.commons.collections15.buffer.PriorityBuffer<Shout>	getUnmatchedBids()
int	getUnmatchedDemand()
int	getUnmatchedSupply()
java.util.Iterator<Shout>	matchedAskIterator()
java.util.Iterator<Shout>	matchedBidIterator()
java.util.List<Shout>	matchShouts() Return a list of matched bids and asks.
void	newShout(Shout shout)
void	prettyPrint(java.lang.String title, java.util.List<Shout> shouts)
void	printState() Log the current status of the auction.
protected void	randomizeMatches(java.util.List<Shout> result) randomizes the bid-ask pairs in the given list.
void	removeShout(Shout shout)
void	reset() resets the state to be the same as the policy is created and initialized.
java.lang.String	toString()
protected void	updateMatchedShouts()

Methods inherited from class edu.cuny.cat.market.matching.ShoutEngine

getMatchedShouts

Methods inherited from class edu.cuny.cat.market.AuctioneerPolicy

eventOccurred, getAuctioneer, initialize, setAuctioneer, setup

Methods inherited from class java.lang.Object

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

Field Detail

asks

protected edu.cuny.struct.SortedTreeList<Shout> asks

asks in ascending order

bids

protected edu.cuny.struct.SortedTreeList<Shout> bids

bids in ascending order

bIn

protected edu.cuny.struct.SortedTreeList<Shout> bIn

Matched bids in ascending order

bOut

protected edu.cuny.struct.SortedTreeList<Shout> bOut

Unmatched bids in ascending order

sIn

protected edu.cuny.struct.SortedTreeList<Shout> sIn

Matched asks in ascending order

sOut

protected edu.cuny.struct.SortedTreeList<Shout> sOut

Unmatched asks in ascending order

uniform

protected edu.cuny.random.Uniform uniform

used to randomize the order of matching pairs of shouts

matchingVolume

protected int matchingVolume

the matching quantity with the current supply and demand

Constructor Detail

LazyMaxVolumeShoutEngine

public LazyMaxVolumeShoutEngine()

Method Detail

reset

public void reset()

Description copied from class: AuctioneerPolicy

resets the state to be the same as the policy is created and initialized.

Specified by:

reset in interface edu.cuny.obj.Resetable

Overrides:

reset in class AuctioneerPolicy

removeShout

public void removeShout(Shout shout)

Specified by:

removeShout in class ShoutEngine

newShout

public void newShout(Shout shout)
              throws DuplicateShoutException

Specified by:

newShout in class ShoutEngine

Throws:

DuplicateShoutException

updateMatchedShouts

protected void updateMatchedShouts()

distributeShoutsFromTail

protected void distributeShoutsFromTail(int quantity,
                                        edu.cuny.struct.SortedTreeList<Shout> list,
                                        edu.cuny.struct.SortedTreeList<Shout> in,
                                        edu.cuny.struct.SortedTreeList<Shout> out)

distributeShoutsFromHead

protected void distributeShoutsFromHead(int quantity,
                                        edu.cuny.struct.SortedTreeList<Shout> list,
                                        edu.cuny.struct.SortedTreeList<Shout> in,
                                        edu.cuny.struct.SortedTreeList<Shout> out)

distributeShouts

protected void distributeShouts(int quantity,
                                edu.cuny.struct.SortedTreeList<Shout> list,
                                edu.cuny.struct.SortedTreeList<Shout> in,
                                edu.cuny.struct.SortedTreeList<Shout> out,
                                boolean fromTail)

calculateMatchingQuantity

public int calculateMatchingQuantity()

Returns:

the matching quantity given the current supply and demand

matchShouts

public java.util.List<Shout> matchShouts()

Return a list of matched bids and asks. The list is of the form

( b0, a0, b1, a1 .. bn, an )

where bi is the ith bid and a0 is the ith ask. A typical auctioneer would clear by matching bi with ai for all i at some price.

Specified by:

matchShouts in class ShoutEngine

randomizeMatches

protected void randomizeMatches(java.util.List<Shout> result)

randomizes the bid-ask pairs in the given list.

Parameters:

result -

askIterator

public java.util.Iterator<Shout> askIterator()

Specified by:

askIterator in class ShoutEngine

Returns:

an iterator that non-destructively iterates over every ask in the auction (both matched and unmatched).

ascendingAskIterator

public java.util.Iterator<Shout> ascendingAskIterator()

Specified by:

ascendingAskIterator in class ShoutEngine

Returns:

an iterator that non-destructively iterates over every ask in the auction (both matched and unmatched) in ascending order

bidIterator

public java.util.Iterator<Shout> bidIterator()

Specified by:

bidIterator in class ShoutEngine

Returns:

an iterator that non-destructively iterates over every bid in the auction (both matched and unmatched).

descendingBidIterator

public java.util.Iterator<Shout> descendingBidIterator()

Specified by:

descendingBidIterator in class ShoutEngine

Returns:

an iterator that non-destructively iterates over every bid in the auction (both matched and unmatched) in descending order.

matchedAskIterator

public java.util.Iterator<Shout> matchedAskIterator()

Specified by:

matchedAskIterator in class ShoutEngine

Returns:

an iterator that non-destructively iterates over every matched ask in the auction in ascending order.

matchedBidIterator

public java.util.Iterator<Shout> matchedBidIterator()

Specified by:

matchedBidIterator in class ShoutEngine

Returns:

an iterator that non-destructively iterates over every matched bid in the auction in descending order.

getLowestUnmatchedAsk

public Shout getLowestUnmatchedAsk()

Description copied from class: ShoutEngine

Get the lowest unmatched ask.

Specified by:

getLowestUnmatchedAsk in class ShoutEngine

getHighestMatchedAsk

public Shout getHighestMatchedAsk()

Description copied from class: ShoutEngine

Get the highest matched ask.

Specified by:

getHighestMatchedAsk in class ShoutEngine

getHighestUnmatchedBid

public Shout getHighestUnmatchedBid()

Description copied from class: ShoutEngine

Get the highest unmatched bid in the auction.

Specified by:

getHighestUnmatchedBid in class ShoutEngine

getLowestMatchedBid

public Shout getLowestMatchedBid()

Description copied from class: ShoutEngine

Get the lowest matched bid in the auction.

Specified by:

getLowestMatchedBid in class ShoutEngine

getMatchedVolume

public int getMatchedVolume()

Specified by:

getMatchedVolume in class ShoutEngine

Returns:

matchingVolume.

getUnmatchedSupply

public int getUnmatchedSupply()

Specified by:

getUnmatchedSupply in class ShoutEngine

getUnmatchedDemand

public int getUnmatchedDemand()

Specified by:

getUnmatchedDemand in class ShoutEngine

getNumOfUnmatchedBids

public int getNumOfUnmatchedBids()

Specified by:

getNumOfUnmatchedBids in class ShoutEngine

getNumOfMatchedBids

public int getNumOfMatchedBids()

Specified by:

getNumOfMatchedBids in class ShoutEngine

getNumOfUnmatchedAsks

public int getNumOfUnmatchedAsks()

Specified by:

getNumOfUnmatchedAsks in class ShoutEngine

getNumOfMatchedAsks

public int getNumOfMatchedAsks()

Specified by:

getNumOfMatchedAsks in class ShoutEngine

getMatchedBids

public org.apache.commons.collections15.buffer.PriorityBuffer<Shout> getMatchedBids()

Specified by:

getMatchedBids in class ShoutEngine

getUnmatchedBids

public org.apache.commons.collections15.buffer.PriorityBuffer<Shout> getUnmatchedBids()

Specified by:

getUnmatchedBids in class ShoutEngine

getMatchedAsks

public org.apache.commons.collections15.buffer.PriorityBuffer<Shout> getMatchedAsks()

Specified by:

getMatchedAsks in class ShoutEngine

getUnmatchedAsks

public org.apache.commons.collections15.buffer.PriorityBuffer<Shout> getUnmatchedAsks()

Specified by:

getUnmatchedAsks in class ShoutEngine

printState

public void printState()

Log the current status of the auction.

Specified by:

printState in class ShoutEngine

prettyPrint

public void prettyPrint(java.lang.String title,
                        java.util.List<Shout> shouts)

toString

public java.lang.String toString()

Overrides:

toString in class AuctioneerPolicy