Order Matching Engine

/*
    Code (c) alex rodriguez-mcinteer 2016
    This code is free to use, modify, and distribute, and is provided as is without warrenty
    youtube video mentioning this is available on the channel: https://www.youtube.com/channel/UCKd5FMMuMkQgtatSc5sSZPw
    if you enjoy my software, please subscribe to my youtube for more c;

    FYI, you need to install the controlP5 library on processing for this to work

    Please inform me of modifications you make, and I will gladly share them on youtube C:
*/

import java.util.*;
import controlP5.*;
ControlP5 cp5;

final int Range = 200;
float Liquidity = 1;
Exchange CommodityExchange;
Trader Producers[];
Trader Consumers[];

void setup()
  {
    size( displayWidth, 700 );
    frameRate( -1 );
    cp5 = new ControlP5( this );

    CommodityExchange = new Exchange( 4000 );

    Producers = new Trader[2000];
    Consumers = new Trader[2000];

    for( int i = 0; i < 2000; i++ )
      {
        Producers[ i ] = new Trader( i, 10000, 200, true, false, 100, 1 );
        Consumers[ i ] = new Trader( i+2000, 10000, 200, false, true, 125, 1 );
        Producers[ i ].Trade( i );
        Consumers[ i ].Trade( i+2000 );
      }
  }

void draw()
  {
    background( 0 );

    CommodityExchange.Draw();
    CommodityExchange.RunLogic();
    CommodityExchange.FillTradesLogic();

    for( int i = 0; i < ( CommodityExchange.Traders/2 ); i++ )
      {
        Producers[ i ].Trade( i );
        Consumers[ i ].Trade( i+2000 );
      }
  }

class Trader
  {
    boolean Producer;
    boolean Consumer;
    boolean Trading;

    int EntryPoint;
    int PurchaseVolume;
    int Time;
    int Id;

    public Trader( int Id_, int m, int i, boolean p, boolean c, int pv, int t )
      {
        Id = Id_;
        Producer = p;
        Consumer = c;
        PurchaseVolume = pv;
        Time = t;
        Trading = false;
        EntryPoint = 0;
      }

    public void Trade( int ID )
      {
        if( second() % Time == 0 && Trading == false && random( 0, 1 ) >= .999 )
          {
            Trading = true;

            int BS = ( ( Integer ) ( ( ArrayList ) CommodityExchange.Bid.get( CommodityExchange.BidPrice ) ).get( ID ) );
            int AS = ( ( Integer ) ( ( ArrayList ) CommodityExchange.Ask.get( CommodityExchange.AskPrice ) ).get( ID ) );

            if( !Producer )
              {

                boolean t = ( random( 0, 1 ) < Liquidity );
                int level = ( int ) random( 0, 5 );

                if( true )
                  {
                    float Size = random( 0, 1 ) * PurchaseVolume;

                    if( t )
                      {
                        EntryPoint = ( int ) max( 1, ( float ) ( CommodityExchange.AskPrice-level ) );
                        ( ( ArrayList ) CommodityExchange.Bid.get( ( int ) min( ( float )Range - 1, max( 1, ( float ) ( CommodityExchange.AskPrice-level ) ) ) ) ).set( ID, BS + ( ( int ) ( Size ) ) );
                      }
                    else
                      {
                        EntryPoint = ( int ) max( 1, ( float ) ( CommodityExchange.BidPrice-level ) );
                        ( ( ArrayList ) CommodityExchange.Bid.get( ( int ) min( ( float )Range - 1, max( 1, ( float ) ( CommodityExchange.BidPrice-level ) ) ) ) ).set( ID, BS + ( ( int ) ( Size ) ) );
                      }
                  }
              }
            else
              {
                Trading = true;
                boolean t = ( random( 0, 1 ) < Liquidity );
                int level = ( int ) random( 0, 5 );

                if( true )
                  {
                    float Size = random( 0, 1 ) * PurchaseVolume;

                    if( t )
                      {
                        EntryPoint = ( int ) max( 1, ( float ) ( CommodityExchange.BidPrice+level ) );
                        ( ( ArrayList ) CommodityExchange.Ask.get( ( int ) min( ( float )Range - 1, max( 1, ( float ) ( CommodityExchange.BidPrice+level ) ) ) ) ).set( ID, AS + ( ( int ) ( random( 0, 1 ) * PurchaseVolume ) )   );
                      }
                    else
                      {
                        EntryPoint = ( int ) min( ( float )Range - 1, max( 1, ( float ) ( CommodityExchange.AskPrice+level ) ) );
                        ( ( ArrayList ) CommodityExchange.Ask.get( ( int ) min( ( float )Range - 1, max( 1, ( float ) ( CommodityExchange.AskPrice+level ) ) ) ) ).set( ID, AS + ( ( int ) ( random( 0, 1 ) * PurchaseVolume ) )  );
                      }
                  }
              }
          }
        else
          {
            if( Consumer )
              {
                if( CommodityExchange.BidPrice - EntryPoint > 5 )
                  {
                    Trading = false;
                    ( ( ArrayList ) CommodityExchange.Bid.get( ( int ) min( 199, EntryPoint ) ) ).set( Id, ( ( int ) ( 0 ) ) );
                  }
              }
            else
              {
                if( EntryPoint-CommodityExchange.AskPrice > 5 )
                  {
                    Trading = false;
                    ( ( ArrayList ) CommodityExchange.Ask.get( ( int ) min( 199, EntryPoint ) ) ).set( Id, ( ( int ) ( 0 ) ) );
                  }
              }
          }
      }
  }

class Exchange
  {
    ArrayList Bid;
    ArrayList Ask;
    int Traders;

    int BidPrice;
    int AskPrice;

    Chart myChart;

    public Exchange( int T )
      {
        Bid = new ArrayList();
        Ask = new ArrayList();
        Traders = T;
        BidPrice = 49;
        AskPrice = 50;

        cp5.addSlider( "slider_demand" )
         .setPosition( 275, 525 )
         .setSize( width - 350, 20 )
         .setRange( 0, 200 )
         .setValue( 100 )
         ;

        cp5.addSlider( "slider_supply" )
         .setPosition( 275, 550 )
         .setSize( width - 350, 20 )
         .setRange( 0, 200 )
         .setValue( 100 )
         ;

        cp5.addSlider( "slider_liquidity" )
         .setPosition( 275, 575 )
         .setSize( width - 350, 20 )
         .setRange( 0, 1 )
         .setValue( 100 )
         ;

        myChart = cp5.addChart( "dataflow" )
               .setPosition( 275, 100 )
               .setSize( width - 300, 400 )
               .setRange( 0, Range )
               .setView( Chart.LINE ) // use Chart.LINE, Chart.PIE, Chart.AREA, Chart.BAR_CENTERED
               .setStrokeWeight( 1 )
               .setColorCaptionLabel( color( 40 ) )
               ;

        myChart.addDataSet( "tickflow_B" );
        myChart.setData( "tickflow_B", new float[480] );
        myChart.addDataSet( "tickflow_A" );
        myChart.setData( "tickflow_A", new float[480] );

        for( int i = 0; i < Range; i ++ )
          {
            Bid.add( new ArrayList() );
            Ask.add( new ArrayList() );

            for( int j = 0; j < Traders; j ++ )
              {
                ( ( ArrayList ) Bid.get( i ) ).add( ( int ) 0 );
                ( ( ArrayList ) Ask.get( i ) ).add( ( int ) 0 );
              }
          }
      }

    public void RunLogic()
      {
        int BP = 1;
        int AP = Range -3;

        for( int i = 1; i < Range -2; i ++ )
          {
            int BI1 = 0;
            int AI1 = 0;
            int BI2 = 0;
            int AI2 = 0;

            for( int j = 0; j < Traders; j ++ )
              {
                BI1 += ( ( Integer ) ( ( ArrayList ) Bid.get( i ) ).get( j ) );
                AI1 += ( ( Integer ) ( ( ArrayList ) Ask.get( i ) ).get( j ) );
                BI2 += ( ( Integer ) ( ( ArrayList ) Bid.get( i+1 ) ).get( j ) );
                AI2 += ( ( Integer ) ( ( ArrayList ) Ask.get( i-1 ) ).get( j ) );
              }

            if( BI2 == 0 && BI1 > 0 )
              {
                if( i > BP )
                  {
                    BP = i;
                  }
              }

            if( AI2 == 0 && AI1 > 0 )
              {
                if( i < AP )
                  {
                    AP = i;
                  }
              }
          }

        if( BP != 1 )
          {
            BidPrice = BP;
          }

        if( AP < Range-3 )
          {
            AskPrice = AP;
          }

        myChart.push( "tickflow_A", AskPrice );
        myChart.push( "tickflow_B", BidPrice );
      }

    public void FillTradesLogic()
      {
        for( int i = 0; i < Range-1; i++ )
          {
            for( int j = 0; j < Traders; j ++ )
              {
                int AskSize = ( ( Integer ) ( ( ArrayList ) Ask.get( i ) ).get( j ) );

                if( AskSize > 0 )
                  {
                    for( int x = BidPrice; x >=0; x-- )
                      {
                        for( int y = 0; y < Traders; y ++ )
                          {
                            if( AskSize > 0 && ( ( Integer ) ( ( ArrayList ) Bid.get( x ) ).get( y ) ) > 0 )
                              {
                                int BidSize = ( ( Integer ) ( ( ArrayList ) Bid.get( x ) ).get( y ) );

                                if( BidSize < AskSize && BidSize > 0 )
                                  {
                                    ( ( ArrayList ) Bid.get( x ) ).set( y, 0 );
                                    ( ( ArrayList ) Ask.get( i ) ).set( j, AskSize-BidSize );
                                    Consumers[ y%( CommodityExchange.Traders/2 ) ].Trading = false;

                                    AskSize -= BidSize;
                                  }
                                else if( BidSize > AskSize && AskSize > 0 )
                                  {
                                    ( ( ArrayList ) Bid.get( x ) ).set( y, BidSize-AskSize );
                                    ( ( ArrayList ) Ask.get( i ) ).set( j, 0 );
                                    Producers[ j%( CommodityExchange.Traders/2 ) ].Trading = false;
                                    AskSize = 0;
                                  }
                                else if( BidSize == AskSize && BidSize > 0 )
                                  {
                                    Producers[ j%( CommodityExchange.Traders/2 ) ].Trading = false;
                                    Consumers[ y%( CommodityExchange.Traders/2 ) ].Trading = false;
                                    ( ( ArrayList ) Bid.get( x ) ).set( y, 0 );
                                    ( ( ArrayList ) Ask.get( i ) ).set( j, 0 );
                                    AskSize = 0;
                                  }
                              }
                          }
                      }
                  }
              }
          }
      }

    public void Draw()
      {
        fill( 0, 0, 128 );
        rect( 0, 0, 125, height );
        fill( 128, 0, 0 );
        rect( 125, 0, 125, height );

        for( int i = 0; i < Range; i++ )
          {
            int B = 0;
            int A = 0;

            for( int j = 0; j < Traders; j ++ )
              {
                B += ( ( Integer ) ( ( ArrayList ) Bid.get( i ) ).get( j ) );
                A += ( ( Integer ) ( ( ArrayList ) Ask.get( i ) ).get( j ) );
              }

            fill( 255 );
            stroke( 255 );
            text( i, 25, ( height/1.05 )*( ( ( float ) i ) / ( ( float ) Range ) ) + 25 );
            text( B, 65, ( height/1.05 )*( ( ( float ) i ) / ( ( float ) Range ) ) + 25 );
            text( i, 145, ( height/1.05 )*( ( ( float ) i ) / ( ( float ) Range ) ) + 25 );
            text( A, 175, ( height/1.05 )*( ( ( float ) i ) / ( ( float ) Range ) ) + 25 );
          }

        fill( 255 );
        stroke( 255 );
        text( "Bid: " + BidPrice, 275, 25 );
        text( "Ask: " + AskPrice, 275, 50 );
      }
  }

void slider_supply( float level )
  {
    for( int i = 0; i < ( CommodityExchange.Traders/2 )+1; i++ )
      {
        Producers[ i ].PurchaseVolume = ( int ) level;
      }
  }

void slider_demand( float level )
  {
    for( int i = 0; i < ( CommodityExchange.Traders/2 )+1; i++ )
      {
        Consumers[ i ].PurchaseVolume = ( int ) level;
      }
  }


void slider_liquidity( float level )
  {
    Liquidity = level;
  }