OrderBook

plham.OrderBook

```
public class OrderBook
```
A class for orderbooks for continuous double action mechanism. Orders are arranged in the price/time priority basis. Use HIGHERS_FIRST for buy side; Use LOWERS_FIRST for sell side.

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

protected static class OrderBook.Key
For system use only.

Nested Classes
Modifier and Type	Class and Description
`protected static class`	`OrderBook.Key` For system use only.

Field Summary

Fields
Modifier and Type	Field and Description
`static Fun_0_2 <Order,Order,Int>`	`HIGHERS_FIRST` Field Type: `(plham.Order,plham.Order)=>Int`
`static Fun_0_2 <Order,Order,Int>`	`LOWERS_FIRST` Field Type: `(plham.Order,plham.Order)=>Int`
`protected Set<OrderBook.Key>`	`cancelCache` A cache for cancel management.
`SortedQueue<Order>`	`queue`
`Time`	`time`

Constructor Summary

Constructors
Constructor and Description

OrderBook(Fun_0_2 <Order,Order,Int> comparator)
Declaration: this(comparator:(plham.Order,plham.Order)=>Int):plham.OrderBook.

Constructors
Constructor and Description
`OrderBook(Fun_0_2 <Order,Order,Int> comparator)` Declaration: `this(comparator:(plham.Order,plham.Order)=>Int):plham.OrderBook.`

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`void`	`add(Order order)`
`void`	`cancel(Order order)` Cancel the order.
`void`	`dump()` Dump this orderbook with the time-stamp in an undefined order.
`void`	`dump(Fun_0_2 <Order,Order,Int> comparator)` Declaration: `dump(comparator:(plham.Order,plham.Order)=>Int):void.` Dump this orderbook with the time-stamp in the specified order.
`static void`	`dump(Iterator<Order> it, Long time)`
`static void`	`dump(List<Order> orders, Long time)`
`Order`	`getBestOrder()` Get the order at the best bid(buy)/ask(sell).
`Double`	`getBestPrice()` Get the price of the best bid(buy)/ask(sell) order.
`protected Long`	`getTime()`
`Boolean`	`isCancelled(Order order)` Test if the order (having `agentId` and `orderId`) is requested for cancel.
`static void`	`main(Rail<String> id$24)`
`protected void`	`popUntil()` For system use only.
`void`	`remove(Order order)`
`Boolean`	`removeAllWhere(Fun_0_1 <Order,Boolean> p)` Declaration: `removeAllWhere(p:(plham.Order)=>Boolean):Boolean.` Remove all orders satisfying the condition `p`.
`protected void`	`setTime(Time time)`
`Long`	`size()`
`List<Order>`	`toList()` Get all orders in this orderbook sorted in an undefined order.
`List<Order>`	`toList(Fun_0_2 <Order,Order,Int> comparator)` Declaration: `toList(comparator:(plham.Order,plham.Order)=>Int):List[plham.Order].` Get all orders in this orderbook sorted in the specified order.

- Field Detail
  - queue
```
public SortedQueue<Order> queue
```
  - time
```
public Time time
```
  - cancelCache
```
protected Set<OrderBook.Key> cancelCache
```
    A cache for cancel management.
  - LOWERS_FIRST
```
public static final Fun_0_2 <Order,Order,Int> LOWERS_FIRST
```
    Field Type: (plham.Order,plham.Order)=>Int
  - HIGHERS_FIRST
```
public static final Fun_0_2 <Order,Order,Int> HIGHERS_FIRST
```
    Field Type: (plham.Order,plham.Order)=>Int
- Constructor Detail
  - OrderBook
```
public OrderBook(Fun_0_2 <Order,Order,Int> comparator)
```
    Declaration: this(comparator:(plham.Order,plham.Order)=>Int):plham.OrderBook.
- Method Detail
  - setTime
```
protected void setTime(Time time)
```
  - getTime
```
protected Long getTime()
```
  - popUntil
```
protected void popUntil()
```
    For system use only.
  - size
```
public Long size()
```
  - add
```
public void add(Order order)
```
  - remove
```
public void remove(Order order)
```
  - getBestOrder
```
public Order getBestOrder()
```
    Get the order at the best bid(buy)/ask(sell).
  - removeAllWhere
```
public Boolean removeAllWhere(Fun_0_1 <Order,Boolean> p)
```
    Declaration: removeAllWhere(p:(plham.Order)=>Boolean):Boolean.
    Remove all orders satisfying the condition p.
  - getBestPrice
```
public Double getBestPrice()
```
    Get the price of the best bid(buy)/ask(sell) order.
  - cancel
```
public void cancel(Order order)
```
    Cancel the order. This should not be called directly by agents. Use plham.Cancel instead.
    
    Parameters:
    
    order - a cancel request
  - isCancelled
```
public Boolean isCancelled(Order order)
```
    Test if the order (having agentId and orderId) is requested for cancel.
    
    Parameters:
    
    order -
    
    Returns:
    
    See Also:
    
    plham.Cancel
  - dump
```
public static void dump(Iterator<Order> it,
                        Long time)
```
  - dump
```
public static void dump(List<Order> orders,
                        Long time)
```
  - dump
```
public void dump()
```
    Dump this orderbook with the time-stamp in an undefined order.
  - dump
```
public void dump(Fun_0_2 <Order,Order,Int> comparator)
```
    Declaration: dump(comparator:(plham.Order,plham.Order)=>Int):void.
    Dump this orderbook with the time-stamp in the specified order.
  - toList
```
public List<Order> toList()
```
    Get all orders in this orderbook sorted in an undefined order.
  - toList
```
public List<Order> toList(Fun_0_2 <Order,Order,Int> comparator)
```
    Declaration: toList(comparator:(plham.Order,plham.Order)=>Int):List[plham.Order].
    Get all orders in this orderbook sorted in the specified order.
  - main
```
public static void main(Rail<String> id$24)
```

Class OrderBook

Nested Class Summary

Field Summary

Constructor Summary

Method Summary

Field Detail

queue

time

cancelCache

LOWERS_FIRST

HIGHERS_FIRST

Constructor Detail

OrderBook

Method Detail

setTime

getTime

popUntil

size

add

remove

getBestOrder

removeAllWhere

getBestPrice

cancel

isCancelled

dump

dump

dump

dump

toList

toList

main