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/**
* The MIT License (MIT)
*
* Copyright (c) 2014-2016 Marc de Verdelhan & respective authors (see AUTHORS)
*
* Permission is hereby granted, free of charge, to any person obtaining a copy of
* this software and associated documentation files (the "Software"), to deal in
* the Software without restriction, including without limitation the rights to
* use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of
* the Software, and to permit persons to whom the Software is furnished to do so,
* subject to the following conditions:
*
* The above copyright notice and this permission notice shall be included in all
* copies or substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
* IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS
* FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
* COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER
* IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
* CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
*/
package eu.verdelhan.ta4j;
/**
* An order.
*
* The order is defined by:
*
* - the index (in the {@link TimeSeries time series}) it is executed
*
- a {@link OrderType type} (BUY or SELL)
*
- a price (optional)
*
- an amount to be (or that was) ordered (optional)
*
* A {@link Trade trade} is a pair of complementary orders.
*/
public class Order {
/**
* The type of an {@link Order order}.
*
* A BUY corresponds to a BID order.
* A SELL corresponds to an ASK order.
*/
public enum OrderType {
BUY {
@Override
public OrderType complementType() {
return SELL;
}
},
SELL {
@Override
public OrderType complementType() {
return BUY;
}
};
/**
* @return the complementary order type
*/
public abstract OrderType complementType();
}
/** Type of the order */
private OrderType type;
/** The index the order was executed */
private int index;
/** The price for the order */
private Decimal price = Decimal.NaN;
/** The amount to be (or that was) ordered */
private Decimal amount = Decimal.NaN;
/**
* Constructor.
* @param index the index the order is executed
* @param type the type of the order
*/
protected Order(int index, OrderType type) {
this.type = type;
this.index = index;
}
/**
* Constructor.
* @param index the index the order is executed
* @param type the type of the order
* @param price the price for the order
* @param amount the amount to be (or that was) ordered
*/
protected Order(int index, OrderType type, Decimal price, Decimal amount) {
this(index, type);
this.price = price;
this.amount = amount;
}
/**
* @return the type of the order (BUY or SELL)
*/
public OrderType getType() {
return type;
}
/**
* @return true if this is a BUY order, false otherwise
*/
public boolean isBuy() {
return type == OrderType.BUY;
}
/**
* @return true if this is a SELL order, false otherwise
*/
public boolean isSell() {
return type == OrderType.SELL;
}
/**
* @return the index the order is executed
*/
public int getIndex() {
return index;
}
/**
* @return the price for the order
*/
public Decimal getPrice() {
return price;
}
/**
* @return the amount to be (or that was) ordered
*/
public Decimal getAmount() {
return amount;
}
@Override
public int hashCode() {
int hash = 7;
hash = 29 * hash + (this.type != null ? this.type.hashCode() : 0);
hash = 29 * hash + this.index;
hash = 29 * hash + (this.price != null ? this.price.hashCode() : 0);
hash = 29 * hash + (this.amount != null ? this.amount.hashCode() : 0);
return hash;
}
@Override
public boolean equals(Object obj) {
if (obj == null) {
return false;
}
if (getClass() != obj.getClass()) {
return false;
}
final Order other = (Order) obj;
if (this.type != other.type) {
return false;
}
if (this.index != other.index) {
return false;
}
if (this.price != other.price && (this.price == null || !this.price.equals(other.price))) {
return false;
}
if (this.amount != other.amount && (this.amount == null || !this.amount.equals(other.amount))) {
return false;
}
return true;
}
@Override
public String toString() {
return "Order{" + "type=" + type + ", index=" + index + ", price=" + price + ", amount=" + amount + '}';
}
/**
* @param index the index the order is executed
* @return a BUY order
*/
public static Order buyAt(int index) {
return new Order(index, OrderType.BUY);
}
/**
* @param index the index the order is executed
* @param price the price for the order
* @param amount the amount to be (or that was) bought
* @return a BUY order
*/
public static Order buyAt(int index, Decimal price, Decimal amount) {
return new Order(index, OrderType.BUY, price, amount);
}
/**
* @param index the index the order is executed
* @return a SELL order
*/
public static Order sellAt(int index) {
return new Order(index, OrderType.SELL);
}
/**
* @param index the index the order is executed
* @param price the price for the order
* @param amount the amount to be (or that was) sold
* @return a SELL order
*/
public static Order sellAt(int index, Decimal price, Decimal amount) {
return new Order(index, OrderType.SELL, price, amount);
}
}