Package org.powertac.common

Class Orderbook

java.lang.Object
org.powertac.common.Orderbook
@Domain(fields={"timeslot","clearingPrice","dateExecuted"})
public class Orderbook
extends Object
An orderbook instance captures a snapshot of the PowerTAC wholesale market's orderbook (the un-cleared bids and asks remaining after the market is cleared). Each OrderbookEntry contained in the orderbook contains a limit price and total un-cleared buy / sell quantity in MWh at that price. Each time the market clears, one orderbook is created and sent to brokers for each timeslot being traded during that clearing event.
Version:
1.2 , 05/02/2011
Author:
Daniel Schnurr, John Collins

  • Constructor Details

  • Method Details

    • getId

      public long getId()

    • getClearingPrice

      public Double getClearingPrice()
      Returns the positive price at which the market cleared. This is the price paid to sellers, the negative of the price paid by buyers. Null if no trades were cleared.

    • getDateExecuted

      public org.joda.time.Instant getDateExecuted()
      The date when the market cleared.

    • getTimeslotIndex

      public int getTimeslotIndex()
      The timeslot in which energy commitments represented by cleared trades are due.

    • getTimeslot

      public Timeslot getTimeslot()

    • getBids

      public SortedSet<OrderbookOrder> getBids()
      The set of bids (positive energy quantities) that were submitted and did not clear, ascending sort. Because bid prices are normally negative, the first element is the highest (most negative) price that did not clear. Null prices (market orders) sort ahead of non-null prices (limit orders).

    • addBid

      @StateChange public Orderbook addBid​(OrderbookOrder bid)

    • getAsks

      public SortedSet<OrderbookOrder> getAsks()
      The set of asks (negative energy quantities) that were submitted and did not clear, ascending sort. Null prices (market orders) sort ahead of non-null prices (limit orders).

    • addAsk

      @StateChange public Orderbook addAsk​(OrderbookOrder ask)