Exemplo n.º 1
0
func (m *M) addBuy(b *pqueue.OrderNode) {
	if b.Price() == msg.MARKET_PRICE {
		panic("It is illegal to send a buy at market price")
	}
	q := m.getMatchQueues(b.StockId())
	if !m.fillableBuy(b, q) {
		q.PushBuy(b)
	}
}
Exemplo n.º 2
0
func (m *M) fillableSell(s *pqueue.OrderNode, q *pqueue.MatchQueues) bool {
	for {
		b := q.PeekBuy()
		if b == nil {
			return false
		}
		if b.Price() >= s.Price() {
			if b.Amount() > s.Amount() {
				amount := s.Amount()
				price := price(b.Price(), s.Price())
				b.ReduceAmount(amount)
				m.completeTrade(msg.PARTIAL, msg.FULL, b, s, price, amount)
				s.Remove()
				m.slab.Free(s)
				return true // The sell has been used up
			}
			if s.Amount() > b.Amount() {
				amount := b.Amount()
				price := price(b.Price(), s.Price())
				s.ReduceAmount(amount)
				m.completeTrade(msg.FULL, msg.PARTIAL, b, s, price, amount)
				b.Remove()
				m.slab.Free(b) // The buy has been used up
				continue
			}
			if s.Amount() == b.Amount() {
				amount := b.Amount()
				price := price(b.Price(), s.Price())
				m.completeTrade(msg.FULL, msg.FULL, b, s, price, amount)
				b.Remove()
				m.slab.Free(b)
				m.slab.Free(s)
				return true // The sell and buy have been used up
			}
		} else {
			return false
		}
	}
}
Exemplo n.º 3
0
func (m *M) fillableBuy(b *pqueue.OrderNode, q *pqueue.MatchQueues) bool {
	for {
		s := q.PeekSell()
		if s == nil {
			return false
		}
		if b.Price() >= s.Price() {
			if b.Amount() > s.Amount() {
				amount := s.Amount()
				price := price(b.Price(), s.Price())
				m.slab.Free(q.PopSell())
				b.ReduceAmount(amount)
				completeTrade(m.Out, msg.PARTIAL, msg.FULL, b, s, price, amount)
				continue
			}
			if s.Amount() > b.Amount() {
				amount := b.Amount()
				price := price(b.Price(), s.Price())
				s.ReduceAmount(amount)
				completeTrade(m.Out, msg.FULL, msg.PARTIAL, b, s, price, amount)
				m.slab.Free(b)
				return true // The buy has been used up
			}
			if s.Amount() == b.Amount() {
				amount := b.Amount()
				price := price(b.Price(), s.Price())
				completeTrade(m.Out, msg.FULL, msg.FULL, b, s, price, amount)
				m.slab.Free(q.PopSell())
				m.slab.Free(b)
				return true // The buy has been used up
			}
		} else {
			return false
		}
	}
	panic("Unreachable")
}