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)
}
}
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
}
}
}
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")
}