AnalyticsModule.java

import java.util.concurrent.atomic.AtomicInteger;
import java.util.concurrent.atomic.AtomicLong;
import java.util.concurrent.atomic.LongAdder;

public class AnalyticsModule extends Thread {

    private MatchingEngineUI ui;

    // Cumulative counters — updated by matching engine thread
    private final LongAdder    totalTrades      = new LongAdder();
    private final LongAdder    totalVolumeUnits = new LongAdder(); // qty traded
    // We track volume as cents to avoid floating point in atomics
    private final LongAdder    totalVolumeCents = new LongAdder();

    // Book state — updated by matching engine after each order
    private volatile double bestBid      = 0;
    private volatile double bestAsk      = 0;
    private volatile int    bidBookDepth = 0; // number of unmatched bids
    private volatile int    askBookDepth = 0; // number of unmatched asks

    // For throughput calculation
    private long lastTradeSnapshot  = 0;
    public void setUI(MatchingEngineUI ui) { this.ui = ui; }
    private long lastSnapshotTimeMs = System.currentTimeMillis();

    private volatile boolean running = true;

    public AnalyticsModule() {
        super("AnalyticsModule");
        setDaemon(true);
    }

    // ── Called by MatchingEngine ──────────────────────────────────────────────

    public void recordTrade(double price, int qty) {
        totalTrades.increment();
        totalVolumeUnits.add(qty);
        totalVolumeCents.add(Math.round(price * qty * 100));
    }

    public void updateBookState(double bestBid, double bestAsk,
                                int bidDepth, int askDepth) {
        this.bestBid      = bestBid;
        this.bestAsk      = bestAsk;
        this.bidBookDepth = bidDepth;
        this.askBookDepth = askDepth;
    }

    public void shutdown() {
        this.running = false;
        interrupt();
    }

    // ── Background printer ────────────────────────────────────────────────────

    @Override
    public void run() {
        while (running) {
            try {
                Thread.sleep(2000);
                printSnapshot();
            } catch (InterruptedException e) {
                break;
            }
        }
        printSnapshot(); // final snapshot on shutdown
    }

    private void printSnapshot() {
        long   trades     = totalTrades.sum();
        double volumeUSD  = totalVolumeCents.sum() / 100.0;
        double spread     = (bestBid > 0 && bestAsk > 0) ? (bestAsk - bestBid) : -1;
        int    totalDepth = bidBookDepth + askBookDepth;
        double imbalance  = totalDepth > 0
            ? ((double)(bidBookDepth - askBookDepth) / totalDepth) * 100.0
            : 0;

        long   nowMs          = System.currentTimeMillis();
        long   deltaMs        = Math.max(1, nowMs - lastSnapshotTimeMs);
        long   deltaTrades    = trades - lastTradeSnapshot;
        double tradesPerSec   = deltaTrades / (deltaMs / 1000.0);

        lastTradeSnapshot  = trades;
        lastSnapshotTimeMs = nowMs;

        System.out.println("\n─────────── Analytics Snapshot ───────────");
        System.out.printf("  Trades total  : %,d%n",      trades);
        System.out.printf("  Volume (USD)  : $%,.2f%n",   volumeUSD);
        System.out.printf("  Throughput    : %,.0f trades/sec%n", tradesPerSec);
        if (spread >= 0)
            System.out.printf("  Spread        : $%.4f%n", spread);
        System.out.printf("  Book depth    : %d bids / %d asks%n", bidBookDepth, askBookDepth);
        System.out.printf("  Order imbal.  : %.1f%%%s%n",
            Math.abs(imbalance),
            imbalance > 5  ? " (BUY heavy)"  :
            imbalance < -5 ? " (SELL heavy)" : " (balanced)");
        System.out.println("──────────────────────────────────────────");

        if (ui != null) {
            ui.updateAnalytics(trades, volumeUSD, tradesPerSec, spread, bidBookDepth, askBookDepth, imbalance);
        }
    }
}