public static void HandleGFDTrade(BuyPriceBookList buyList, SellPriceBookList sellList)
{
var buyBookPeek = buyList.Peek();
var sellBookPeek = sellList.Peek();
if (buyBookPeek == null || sellBookPeek == null)
{
return;
}
if (buyBookPeek.Price >= sellBookPeek.Price)
{
var buy = buyList.GetFirstBuyBook();
var sell = sellList.GetFirstBuyBook();
var quantityTraded = Math.Min(buy.Quantity, sell.Quantity);
if (buyBookPeek.CurrentTime < sellBookPeek.CurrentTime)
{
Console.WriteLine($"TRADE {buy.OrderId} {buy.Price} {quantityTraded} " +
$"{sell.OrderId} {sell.Price} {quantityTraded}");
}
else
{
Console.WriteLine($"TRADE {sell.OrderId} {sell.Price} {quantityTraded} " +
$"{buy.OrderId} {buy.Price} {quantityTraded}");
}
if (buy.Quantity - quantityTraded > 0)
{
buy.Quantity = buy.Quantity - quantityTraded;
buyList.Add(buy.OrderId, buy);
}
if (sell.Quantity - quantityTraded > 0)
{
sell.Quantity = sell.Quantity - quantityTraded;
sellList.Add(sell.OrderId, sell);
}
HandleGFDTrade(buyList, sellList);
}
else
{
return;
}
}
public static void AddBuySellTransaction(BuyPriceBookList buyList, SellPriceBookList sellList, PriceBook book, string priceBookType)
{
if (book.Price <= 0 || book.Quantity <= 0 || string.IsNullOrWhiteSpace(book.OrderId))
{
return;
}
if (priceBookType == "BUY")
{
buyList.Add(book.OrderId, book);
}
if (priceBookType == "SELL")
{
sellList.Add(book.OrderId, book);
}
}
static void Somethind(string[] args)
{
var list = new List <Sample>();
for (int i = 0; i < int.MaxValue; i++)
{
list.Add(new Sample {
A = i, B = i
});
}
var a = "";
var b = "asa";
var c = a ?? b;
var buyList = new BuyPriceBookList();
var sellList = new SellPriceBookList();
while (true)
{
var str = Console.ReadLine();
RunOrderMatchingEngine(str, buyList, sellList);
}
}
public static void Print(BuyPriceBookList buyList, SellPriceBookList sellList)
{
sellList.Dump();
buyList.Dump();
}
public static void RunOrderMatchingEngine(string str, BuyPriceBookList buyList, SellPriceBookList sellList)
{
var strArray = str.Split(' ');
switch (strArray[0])
{
case "BUY":
{
var orderId = strArray[4];
var book = PriceBook.CreatePriceBook(strArray[1], int.Parse(strArray[2]), int.Parse(strArray[3]), strArray[4]);
//buyList.Add(orderId, book);
AddBuySellTransaction(buyList, sellList, book, "BUY");
HandleGFDTrade(buyList, sellList);
if (book.OrderType == OrderType.IOC)
{
buyList.Remove(book.OrderId);
}
break;
}
case "SELL":
{
var orderId = strArray[4];
var book = PriceBook.CreatePriceBook(strArray[1], int.Parse(strArray[2]), int.Parse(strArray[3]), strArray[4]);
//sellList.Add(orderId, book);
AddBuySellTransaction(buyList, sellList, book, "SELL");
HandleGFDTrade(buyList, sellList);
if (book.OrderType == OrderType.IOC)
{
sellList.Remove(book.OrderId);
}
break;
}
case "CANCEL":
{
var orderId = strArray[1];
if (buyList.ContainsKey(orderId))
{
buyList.Remove(orderId);
}
if (sellList.ContainsKey(orderId))
{
sellList.Remove(orderId);
}
break;
}
case "MODIFY":
{
var orderId = strArray[1];
var buyOrSell = strArray[2];
var newPrice = int.Parse(strArray[3]);
var newQuantity = int.Parse(strArray[4]);
PriceBook book = null;
if (buyList.ContainsKey(orderId))
{
book = buyList.Get(orderId);
buyList.Remove(orderId);
}
if (sellList.ContainsKey(orderId))
{
book = sellList.Get(orderId);
sellList.Remove(orderId);
}
book.CurrentTime = DateTime.Now;
book.Price = int.Parse(strArray[3]);
book.Quantity = int.Parse(strArray[4]);
var newBook = PriceBook.CreatePriceBook("GFD", newPrice, newQuantity, orderId);
AddBuySellTransaction(buyList, sellList, newBook, strArray[2]);
HandleGFDTrade(buyList, sellList);
break;
}
case "PRINT":
{
Print(buyList, sellList);
break;
}
default:
break;
}
}
