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Program.cs
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Program.cs
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using System;
using System.Linq;
using System.Text;
using System.Collections.Generic;
//using Microsoft.Extensions.DependencyInjection;
//using Microsoft.Extensions.DependencyInjection.Extensions;
class Solution {
static void Main(String[] args) {
// With dependency injection.
//var operationHandler = DependencyServiceProvider.Get().GetService<IOperationHandler>();
var operationHandler = new OperationHandler(new BuySellOperationHandler());
while (true)
{
var argument = Console.ReadLine();
if (string.IsNullOrEmpty(argument))
break;
if (argument.ToUpper() == OperationType.Print)
{
operationHandler.Print();
}
else
{
var operation = OperationsFactory.Get(argument);
operationHandler.Process(operation);
}
}
}
}
internal interface IOperationHandler
{
void Print();
void Process(Operation operation);
}
internal class OperationHandler : IOperationHandler
{
public OperationHandler(IBuySellOperationHandler buySellOperationHandler)
{
_buySellOperationHandler = buySellOperationHandler;
}
public void Print()
{
var result = new StringBuilder();
result.Append("SELL:").Append(Environment.NewLine);
foreach (var entry in _buySellOperationHandler.SellPriceToQuantityMap.OrderByDescending(e => e.Key))
{
if(entry.Key >0 && entry.Value > 0)
result.Append($"{entry.Key} {entry.Value}").Append(Environment.NewLine);
}
result.Append("BUY:").Append(Environment.NewLine);
foreach (var entry in _buySellOperationHandler.BuyPriceToQuantityMap.OrderByDescending(e => e.Key))
{
if(entry.Key >0 && entry.Value > 0)
result.Append($"{entry.Key} {entry.Value}").Append(Environment.NewLine);
}
Console.Write(result.ToString());
}
public void Process(Operation operation)
{
if (operation == null)
return;
// ReSharper disable once SwitchStatementMissingSomeCases
switch (operation.OperationType)
{
case OperationType.Buy:
case OperationType.Sell:
{
var op = (BuySellOperation) operation;
_buySellOperationHandler.Process(op);
_buySellOperationHandler.Trade(op);
_buySellOperationHandler.HandleStaleBuyIocOperations();
_buySellOperationHandler.HandleStaleSellIocOperations();
break;
}
case OperationType.Cancel:
{
_buySellOperationHandler.Cancel(operation.OrderId);
break;
}
case OperationType.Modify:
{
var op = (ModifyOperation) operation;
Modify(op);
break;
}
}
}
private void Modify(ModifyOperation modifyOperation)
{
var buySellOperation = _buySellOperationHandler.Find(modifyOperation.OrderId);
if(buySellOperation == null)
return;
if (buySellOperation.OperationType == OperationType.Buy)
{
_buySellOperationHandler.CancelBuyOperation(buySellOperation);
}
else
{
_buySellOperationHandler.CancelSellOperation(buySellOperation);
}
ReInsertModifiedBuySellOperation(buySellOperation, modifyOperation);
}
private void ReInsertModifiedBuySellOperation(BuySellOperation previousBuySellOperation, ModifyOperation modifyOperation)
{
if (previousBuySellOperation.OrderType == OrderType.Ioc) return;
var newOperation = new BuySellOperation(modifyOperation.BuyOrSell, previousBuySellOperation.OrderType,
modifyOperation.NewPrice, modifyOperation.NewQuantity, modifyOperation.OrderId);
if (modifyOperation.BuyOrSell == OperationType.Sell)
{
Process(newOperation);
}
else
{
Process(newOperation);
}
}
private readonly IBuySellOperationHandler _buySellOperationHandler;
}
internal interface IBuySellOperationHandler
{
void Cancel(string orderId);
void HandleStaleBuyIocOperations();
void HandleStaleSellIocOperations();
BuySellOperation Find(string orderId);
void Trade(BuySellOperation operation);
void Process(BuySellOperation buySellOperation);
void CancelBuyOperation(BuySellOperation operation);
void CancelSellOperation(BuySellOperation operation);
Dictionary<long, long> BuyPriceToQuantityMap { get; }
Dictionary<long, long> SellPriceToQuantityMap { get; }
}
internal class BuySellOperationHandler : IBuySellOperationHandler
{
public BuySellOperationHandler()
{
BuyOperations = new SortedSet<BuySellOperation>();
SellOperations = new SortedSet<BuySellOperation>();
BuyPriceToQuantityMap = new Dictionary<long, long>();
SellPriceToQuantityMap = new Dictionary<long, long>();
}
public void HandleStaleBuyIocOperations()
{
// This means previous Ioc is still pending and needs to be removed.
if (BuyOperations.Count > 0 && BuyOperations.ElementAt(0).OrderType == OrderType.Ioc)
CancelBuyOperation(BuyOperations.ElementAt(0));
}
public void HandleStaleSellIocOperations()
{
// This means previous Ioc is still pending and needs to be removed.
if (SellOperations.Count > 0 && SellOperations.ElementAt(0).OrderType == OrderType.Ioc)
CancelSellOperation(SellOperations.ElementAt(0));
}
public void Process(BuySellOperation buySellOperation)
{
if (buySellOperation.Price <= 0 || buySellOperation.Quantity < 0 )
return;
if (buySellOperation.OperationType == OperationType.Buy)
{
// Put the current buy / sell operation on the queue.
BuyOperations.Add(buySellOperation);
// Add buyOperation to historical price to quantity map.
if (buySellOperation.OrderType != OrderType.Ioc && BuyPriceToQuantityMap.TryGetValue(buySellOperation.Price, out var quantity))
{
BuyPriceToQuantityMap[buySellOperation.Price] = quantity + buySellOperation.Quantity;
}
else if(buySellOperation.OrderType != OrderType.Ioc)
{
BuyPriceToQuantityMap.Add(buySellOperation.Price, buySellOperation.Quantity);
}
}
else
{
// Put the current buy / sell operation on the queue.
SellOperations.Add(buySellOperation);
// Add buyOperation to historical price to quantity map.
if (buySellOperation.OrderType != OrderType.Ioc && SellPriceToQuantityMap.TryGetValue(buySellOperation.Price, out var quantity))
{
SellPriceToQuantityMap[buySellOperation.Price] = quantity + buySellOperation.Quantity;
}
else if(buySellOperation.OrderType != OrderType.Ioc)
{
SellPriceToQuantityMap.Add(buySellOperation.Price, buySellOperation.Quantity);
}
}
}
public void Cancel(string orderId)
{
var operation = Find(orderId);
if(operation == null) return;
BalancePriceToQuantityMap(operation);
if (operation.OperationType == OperationType.Buy)
{
BuyOperations.Remove(operation);
}
else
{
SellOperations.Remove(operation);
}
}
public BuySellOperation Find(string orderId)
{
foreach (var operation in SellOperations)
{
if (operation.OrderId == orderId)
return operation;
}
foreach (var operation in BuyOperations)
{
if (operation.OrderId == orderId)
return operation;
}
return null;
}
public void Trade(BuySellOperation operation)
{
var buysToBeRemoved = new List<BuySellOperation>();
var sellsToBeRemoved = new List<BuySellOperation>();
if (operation.OperationType == OperationType.Buy)
{
for (var i = 0; i < SellOperations.Count; i++)
{
if (operation.Quantity <= 0)
break;
if (operation.Price >= SellOperations.ElementAt(i).Price)
{
AddToTradeResult(operation, SellOperations.ElementAt(i), buysToBeRemoved, sellsToBeRemoved);
}
}
}
else
{
for (var i = 0; i < BuyOperations.Count; i++)
{
if (operation.Quantity <= 0)
break;
if (operation.Price <= BuyOperations.ElementAt(i).Price)
{
AddToTradeResult(BuyOperations.ElementAt(i), operation, buysToBeRemoved, sellsToBeRemoved);
}
}
}
foreach (var sellToBeRemoved in sellsToBeRemoved)
{
CancelSellOperation(sellToBeRemoved);
}
foreach (var buyToBeRemoved in buysToBeRemoved)
{
CancelBuyOperation(buyToBeRemoved);
}
}
private void AddToTradeResult(BuySellOperation buyOperation, BuySellOperation sellOperation,
ICollection<BuySellOperation> buysToBeRemoved, ICollection<BuySellOperation> sellsToBeRemoved)
{
if (sellOperation.Quantity == buyOperation.Quantity)
{
PrintTrade(buyOperation, sellOperation, sellOperation.Quantity);
sellsToBeRemoved.Add(sellOperation);
buysToBeRemoved.Add(buyOperation);
}
else if (sellOperation.Quantity < buyOperation.Quantity)
{
PrintTrade(buyOperation, sellOperation, sellOperation.Quantity);
if (BuyPriceToQuantityMap.TryGetValue(buyOperation.Price, out _))
{
BuyPriceToQuantityMap[buyOperation.Price] -= sellOperation.Quantity;
}
buyOperation.Quantity -= sellOperation.Quantity;
sellsToBeRemoved.Add(sellOperation);
}
else if (sellOperation.Quantity > buyOperation.Quantity)
{
PrintTrade(buyOperation, sellOperation, buyOperation.Quantity);
if (SellPriceToQuantityMap.TryGetValue(sellOperation.Price, out _))
{
SellPriceToQuantityMap[sellOperation.Price] -= buyOperation.Quantity;
}
sellOperation.Quantity -= buyOperation.Quantity;
buysToBeRemoved.Add(buyOperation);
}
}
private static void PrintTrade(BuySellOperation input, BuySellOperation tradeResult, long quantity)
{
var outPut = new StringBuilder();
outPut.Append("TRADE ");
if (tradeResult.TimeStamp > input.TimeStamp)
{
outPut.Append($"{input} {quantity} {tradeResult} {quantity}").Append(Environment.NewLine);
}
else
{
outPut.Append($"{tradeResult} {quantity} {input} {quantity}").Append(Environment.NewLine);
}
Console.Write(outPut.ToString());
}
public void CancelBuyOperation(BuySellOperation operation)
{
BalancePriceToQuantityMap(operation);
BuyOperations.Remove(operation);
}
public void CancelSellOperation(BuySellOperation operation)
{
BalancePriceToQuantityMap(operation);
SellOperations.Remove(operation);
}
private void BalancePriceToQuantityMap(BuySellOperation operation)
{
if (operation.OperationType == OperationType.Buy && BuyPriceToQuantityMap.TryGetValue(operation.Price, out _))
BuyPriceToQuantityMap[operation.Price] -= operation.Quantity;
else if (operation.OperationType == OperationType.Sell &&
SellPriceToQuantityMap.TryGetValue(operation.Price, out _))
SellPriceToQuantityMap[operation.Price] -= operation.Quantity;
}
private SortedSet<BuySellOperation> BuyOperations { get; }
private SortedSet<BuySellOperation> SellOperations { get; }
public Dictionary<long, long> BuyPriceToQuantityMap { get; }
public Dictionary<long, long> SellPriceToQuantityMap { get; }
}
public abstract class Operation
{
public string OperationType { get; }
public string OrderId { get; }
public DateTime TimeStamp { get; }
protected Operation(string operationType, string orderId)
{
TimeStamp = DateTime.UtcNow;
OperationType = operationType;
OrderId = orderId;
}
public override int GetHashCode()
{
return 17 * 23 + TimeStamp.GetHashCode();
}
public override bool Equals(object obj)
{
if (obj == null)
return false;
var other = (Operation) obj;
return other.OrderId == OrderId && other.TimeStamp == TimeStamp;
}
}
public class BuySellOperation : Operation, IComparable<BuySellOperation>
{
public string OrderType { get; }
public long Price { get; }
public long Quantity { get; set; }
public BuySellOperation(string operationType, string orderType, long price, long quantity, string orderId)
: base(operationType, orderId)
{
Price = price;
Quantity = quantity;
OrderType = orderType;
}
public int CompareTo(BuySellOperation other)
{
return TimeStamp.CompareTo(other.TimeStamp);
}
public override string ToString()
{
var result = new StringBuilder();
result.Append($"{OrderId} {Price}");
return result.ToString();
}
}
public class CancelOperation : Operation
{
public CancelOperation(string operationType, string orderId)
: base(operationType, orderId){}
}
public class ModifyOperation : Operation
{
public string BuyOrSell { get; }
public long NewPrice { get; }
public long NewQuantity { get; }
public ModifyOperation(string operationType, string orderId, string buyOrSell, long newPrice, long newQuantity)
: base(operationType, orderId)
{
NewPrice = newPrice;
BuyOrSell = buyOrSell;
NewQuantity = newQuantity;
}
}
public static class OperationType
{
public const string Buy = "BUY";
public const string Sell = "SELL";
public const string Print = "PRINT";
public const string Cancel = "CANCEL";
public const string Modify = "MODIFY";
public static bool IsValid(string operationType)
{
if (string.IsNullOrEmpty(operationType))
return false;
switch (operationType)
{
case Buy:
case Sell:
case Print:
case Cancel:
case Modify:
return true;
default:
return false;
}
}
}
public static class OrderType
{
public const string Ioc = "IOC";
private const string Gfd = "GFD";
public static bool IsValid(string orderType)
{
if (string.IsNullOrEmpty(orderType))
return false;
switch (orderType)
{
case Ioc:
case Gfd:
return true;
default:
return false;
}
}
}
public static class OperationsFactory
{
public static Operation Get(string argument)
{
if (string.IsNullOrEmpty(argument))
return null;
var arguments = argument.Split(' ');
if (arguments == null || arguments.Length == 0 || !AreArgumentsValid(arguments))
return null;
switch (arguments.ElementAt(0))
{
case OperationType.Buy:
case OperationType.Sell:
return arguments.Length == 5 ? new BuySellOperation(arguments.ElementAt(0).ToUpper(), arguments.ElementAt(1).ToUpper(), long.Parse(arguments.ElementAt(2)),
long.Parse(arguments.ElementAt(3)), arguments.ElementAt(4)) : null;
case OperationType.Cancel:
return arguments.Length == 2 ? new CancelOperation(arguments.ElementAt(0).ToUpper(), arguments.ElementAt(1)) : null;
case OperationType.Modify:
return arguments.Length == 5 ? new ModifyOperation(arguments.ElementAt(0).ToUpper(), arguments.ElementAt(1), arguments.ElementAt(2).ToUpper(), long.Parse(arguments.ElementAt(3)),
long.Parse(arguments.ElementAt(4))) : null;
default: return null;
}
}
private static bool AreArgumentsValid(IReadOnlyCollection<string> arguments)
{
if (OperationType.IsValid(arguments.ElementAt(0)))
return arguments.ElementAt(0) != OperationType.Print || OrderType.IsValid(arguments.ElementAt(1));
return false;
}
}
// Dependency injection.
/*public static class DependencyServiceProvider
{
public static IServiceProvider Get()
{
return _serviceProvider ?? (_serviceProvider = GetRegisteredServices().BuildServiceProvider());
}
private static IServiceCollection GetRegisteredServices()
{
var serviceCollection = new ServiceCollection();
serviceCollection.TryAddSingleton<IOperationHandler, OperationHandler>();
serviceCollection.TryAddTransient<IBuySellOperationHandler, BuySellOperationHandler>();
return serviceCollection;
}
private static IServiceProvider _serviceProvider;
}*/