public SimEventHandle(ISimEntity sender, ISimEntity target, ISimEvent simEvent, UniqueDouble udt)
{
_sender = sender;
_target = target;
_simEvent = simEvent;
_udt = udt;
}
/// <summary>
/// Enqueues given event into queue.
/// </summary>
/// <param name="simEvent">Event to be enqueued into queue.</param>
public void Enqueue(ISimEvent simEvent)
{
// Event is positioned using bisection.
var min = 0;
var max = _queue.Count;
var newEntry = new QueueEntry(simEvent);
while (min < max)
{
var mid = (max + min) / 2;
var midEntry = _queue[mid];
if (midEntry.Event == simEvent)
{
return;
}
if (midEntry.SimTime < newEntry.SimTime)
{
max = mid;
continue;
}
if (midEntry.SimTime == newEntry.SimTime && midEntry.Priority <= newEntry.Priority)
{
max = mid;
continue;
}
min = mid + 1;
}
_queue.Insert(max, newEntry);
}
public ISimEventHandle Register(ISimEntity sender, ISimEntity target, ISimEvent simEvent, double t)
{
if (t < 0)
{
Console.WriteLine("Cannot register an event in the past!");
System.Diagnostics.StackTrace st = new StackTrace(true);
Console.WriteLine(st.ToString());
Environment.Exit(-1);
}
SingletonLogger.Instance().DebugLog(typeof(Scheduler), "@ " + Scheduler.GetTime() + " Register src:" + sender + " dst:" + target + " ev:" + simEvent + " t:" + t);
double deliveryTime = Scheduler.GetTime() + t;
ISimEventHandle eventHandle = new SimEventHandle(sender, target, simEvent, new UniqueDouble(deliveryTime));
HashSet <ISimEventHandle> eventsFrom = Instance().GetEventsFrom(eventHandle.Sender);
eventsFrom.Add(eventHandle);
HashSet <ISimEventHandle> eventsTo = Instance().GetEventsTo(eventHandle.Target);
eventsTo.Add(eventHandle);
Instance()._ud2ehandle.Add(eventHandle.UDT, eventHandle);
return(eventHandle);
}
private int GetPriority(ISimEvent simEvent)
{
if (simEvent is OrderBookEvent)
{
return(1);
}
if (simEvent is NewPriceRequestEvent)
{
return(2);
}
if (simEvent is MarketTradeEvent)
{
return(3);
}
return(10);
}
/// <summary>
/// Removes given event from simulation.
/// </summary>
/// <param name="simEvent">Eventt to be removed from simulation.</param>
public void CancelEvent(ISimEvent simEvent)
{
_queue.Remove(simEvent);
}
/// <summary>
/// Adds a new event into simulation queue.
/// </summary>
/// <param name="simEvent">An event to be simulated.</param>
public void AddEvent(ISimEvent simEvent)
{
_queue.Enqueue(simEvent);
}
/// <summary>
/// Fires an AfterEventSimulation event.
/// </summary>
/// <param name="simEvent">Simulation event that was just simulated.</param>
private void FireAfterEventSimulation(ISimEvent simEvent)
{
AfterEventSimulation?.Invoke(this, new EventArgs <ISimEvent>(simEvent));
}
public QueueEntry(ISimEvent simEvent)
{
Event = simEvent;
SimTime = simEvent.SimTime;
Priority = GetPriority(simEvent);
}
/// <summary>
/// Removes event from queue.
/// </summary>
/// <param name="simEvent">Event to be removed from queue.</param>
public void Remove(ISimEvent simEvent)
{
_queue.RemoveAll(entry => entry.Event == simEvent);
}
public abstract void Recv(ISimEntity src, ISimEvent simEvent);
protected ISimEventHandle Send(ISimEntity dst, ISimEvent simEvent, double t)
{
return(Scheduler.Instance().Register(this, dst, simEvent, t));
}
// receive a signal from the Simulation (via the Population)
public override void Recv(ISimEntity src, ISimEvent simEvent)
{
if (Orderbook == null)
{
return;
}
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + "recv ISimEvent " + simEvent + " @ " + Scheduler.GetTime());
}
// events received from the DES
if (simEvent is ActionPrompt)
{
if (DecideToAct())
{
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + "acts @ " + Scheduler.GetTime() + " I have " + _orders.Count + " orders open");
}
EvaluateAllOpenOrders();
if (DecideToMakeOrder())
{
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + "makes order @ " + Scheduler.GetTime());
}
if (!Orderbook.isNonDegenerate())
{
SingletonLogger.Instance().WarningLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " witnesses Orderbook blowup @ " + Scheduler.GetTime() + "\n" + Orderbook.ToStringLong());
}
IOrder newOrder = null;
if (DecideToSubmitBid())
{
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " submits bid @ " + Scheduler.GetTime());
}
// bid
double price = GetBidPrice();
int volume = GetBidVolume();
if (volume > 0)
{
newOrder = Orderbook.addBid(price, volume, this);
}
else
{
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().WarningLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " attempts unsuccessful zero sized bid @ " + Scheduler.GetTime());
}
}
}
else
{
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " submits ask @ " + Scheduler.GetTime());
}
// ask
double price = GetAskPrice();
int volume = GetAskVolume();
if (volume > 0)
{
newOrder = Orderbook.addAsk(price, volume, this);
}
else
{
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().WarningLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " attempts unsuccessful zero sized ask @ " + Scheduler.GetTime());
}
}
}
if (newOrder != null)
{
// may be null if dual volume is 0 preventing creation of new orders
AddToOpenOrderList(newOrder);
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().DebugLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " submitted " + newOrder + " @ " + Scheduler.GetTime());
}
}
else
{
throw new Exception("We got a problem");
}
}
}
double timeToNextPrompt = GetTimeToNextActionPrompt();
if (timeToNextPrompt < 0.0)
{
// agent checks out of ecosystem by indicating a negative time
if (LoggerDiags.Enabled)
{
SingletonLogger.Instance().WarningLog(typeof(AbstractAgent), "AbstractAgent " + GetName() + " leaves simulation by indicating negative prompt time @ " + Scheduler.GetTime());
}
}
else
{
this.Send(this, simEvent, timeToNextPrompt);
}
}
}
public override void Recv(ISimEntity src, ISimEvent simEvent)
{
// no op
// throw new Exception("Unexpected call to Simulation.Recv");
}
public override void Recv(ISimEntity src, ISimEvent simEvent)
{
// no op
}
