edu.cuny.cat.market.matching
Class ThetaShoutEngine

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

All Implemented Interfaces:

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

Direct Known Subclasses:

AdaptiveThetaShoutEngine, SplineThetaShoutEngine

public class ThetaShoutEngine
extends LazyMaxVolumeShoutEngine

This class represents a continuum of shout matching policies, including FourHeapShoutEngine and LazyMaxVolumeShoutEngine. It uses a matching quantity coefficient, theta, to determine a matching quantity that falls between 0 and the maximal quantity calculated in LazyMaxVolumeShoutEngine. When theta is 1, the quantity is the maximal; when theta is 0, the quantity is the equilibrium quantity; and when theta is -1, no matches will be made.

Parameters

base .theta -1 <= double <= 1 (0 by default)	(the matching quantity coefficient controlling the matching quantity relative to the equilibrium quantity and the maximial quantity.)
base .orderly boolean (true by default)	(whether to pair up matched shouts in the same order of price, or favor most competitive shouts by pairing them up respectively from both sides with the condition that the underlying shout set of the matching set is guaranteed.)

Default Base

theta_matching

Version:

$Revision: 1.4 $

Author:

Jinzhong Niu

Field Summary

static double	DEFAULT_THETA by default, do maximal volume
protected boolean	orderly whether to match bids and asks in totally ascending order, or favor the most competitive shouts to pair them up as in FourHeapShoutEngine.
static java.lang.String	P_DEF_BASE
static java.lang.String	P_ORDERLY
static java.lang.String	P_THETA
protected double	theta matching quantity coefficient

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

asks, bids, bIn, bOut, matchingVolume, sIn, sOut, uniform

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

AscendingOrder, DescendingOrder

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

auctioneer

Constructor Summary

ThetaShoutEngine()

ThetaShoutEngine(double theta)

Method Summary

int	calculateEquilibriumQuantity()
int	calculateMatchingQuantity()
protected int	calculateUnorderlyQuantity()
protected int	getDemandAboveLowestAsk()
boolean	getOrderly()
double	getTheta()
java.util.List<Shout>	matchShouts() overrides the way of pairing up matched bids and asks in the order of monotonically increasing price on both sides, and if orderly is false, try best to pair up most competitive shouts on both sides so that they maintain their profit margins as in the traditional equilibrium matching.
void	setOrderly(boolean orderly)
void	setTheta(double theta)
void	setup(edu.cuny.config.param.ParameterDatabase parameters, edu.cuny.config.param.Parameter base)
java.lang.String	toString()
protected void	validateTheta()

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

ascendingAskIterator, askIterator, bidIterator, descendingBidIterator, distributeShouts, distributeShoutsFromHead, distributeShoutsFromTail, getHighestMatchedAsk, getHighestUnmatchedBid, getLowestMatchedBid, getLowestUnmatchedAsk, getMatchedAsks, getMatchedBids, getMatchedVolume, getNumOfMatchedAsks, getNumOfMatchedBids, getNumOfUnmatchedAsks, getNumOfUnmatchedBids, getUnmatchedAsks, getUnmatchedBids, getUnmatchedDemand, getUnmatchedSupply, matchedAskIterator, matchedBidIterator, newShout, prettyPrint, printState, randomizeMatches, removeShout, reset, 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

Methods inherited from class java.lang.Object

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

Field Detail

P_THETA

public static final java.lang.String P_THETA

See Also:

Constant Field Values

P_ORDERLY

public static final java.lang.String P_ORDERLY

See Also:

Constant Field Values

P_DEF_BASE

public static final java.lang.String P_DEF_BASE

See Also:

Constant Field Values

DEFAULT_THETA

public static final double DEFAULT_THETA

by default, do maximal volume

See Also:

Constant Field Values

theta

protected double theta

matching quantity coefficient

orderly

protected boolean orderly

whether to match bids and asks in totally ascending order, or favor the most competitive shouts to pair them up as in FourHeapShoutEngine.

Constructor Detail

ThetaShoutEngine

public ThetaShoutEngine()

ThetaShoutEngine

public ThetaShoutEngine(double theta)

Method Detail

setup

public void setup(edu.cuny.config.param.ParameterDatabase parameters,
                  edu.cuny.config.param.Parameter base)

Specified by:

setup in interface edu.cuny.config.param.Parameterizable

Overrides:

setup in class AuctioneerPolicy

validateTheta

protected void validateTheta()

getTheta

public double getTheta()

Returns:

theta

setTheta

public void setTheta(double theta)

Parameters:

theta -

getOrderly

public boolean getOrderly()

Returns:

orderly

setOrderly

public void setOrderly(boolean orderly)

Parameters:

orderly -

getDemandAboveLowestAsk

protected int getDemandAboveLowestAsk()

Returns:

the demand at the price of the lowest ask

calculateEquilibriumQuantity

public int calculateEquilibriumQuantity()

Returns:

the equilibrium quantity

calculateMatchingQuantity

public int calculateMatchingQuantity()

Overrides:

calculateMatchingQuantity in class LazyMaxVolumeShoutEngine

Returns:

the matching quantity given the current supply and demand

calculateUnorderlyQuantity

protected int calculateUnorderlyQuantity()

Returns:

the quantity of goods that can be traded between the most competitive bids and asks while guaranteeing the required trading volume is met.

matchShouts

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

overrides the way of pairing up matched bids and asks in the order of monotonically increasing price on both sides, and if orderly is false, try best to pair up most competitive shouts on both sides so that they maintain their profit margins as in the traditional equilibrium matching.

Overrides:

matchShouts in class LazyMaxVolumeShoutEngine

toString

public java.lang.String toString()

Overrides:

toString in class LazyMaxVolumeShoutEngine