woohoo

README.md

@@ -1,6 +1,6 @@
 # Skrimish
 
-![logo](//gitlab.com/didiercrunch/skirmish/raw/master/doc/logo.svg "Skrimish")
+![logo](doc/logo.svg "Skrimish")
 
 A stock exchange simulator.  The scope of this project is not yet defined but it should
 allow end user(s?) to exchange securities via the common exchange rules.
@@ -9,6 +9,21 @@ allow end user(s?) to exchange securities via the common exchange rules.
 ## Installation
 Okay, this should be easy but it is hard... 
 
+## Hack me
+
+### Configuration
+All configuration are set in the `resources/config.edn` file.
+Configuration uses [aero](https://github.com/juxt/aero).
+
+### Technologies
+
+#### Server
+* clojure
+* kafka
+
+#### In the browser
+* https://aftertheflood.com/projects/sparks/
+* http://metricsgraphicsjs.org/
 
 ## Usage
 

resources/config.edn

@@ -3,8 +3,6 @@
  {:bootstrap.servers "localhost:9092"
   :topics-prefix "skirmish-01-"}
 
-
-
  :webserver ;; possible config from http-kit's run-server
  {:port #long #or [#env PORT 8080]
   :ip "0.0.0.0"
@@ -16,6 +14,7 @@
   {:sec-id :bar}
   {:sec-id :toto}
   {:sec-id :tata}]
+
  :benchmark {
              :number-of-requests-per-securities 30}}
 

src/skirmish/cli/benchmark.clj

@@ -16,17 +16,6 @@
     (ws/connect url :headers headers :on-receive on-receive)))
 
 
-(defn create-trades-channel [securities]
-  (let [output (chan 1 (map edn/read-string))
-        url #(format "ws://localhost:%s/api/1/securities/%s/trades" 8080 %)
-        xf (comp (map :sec-id)
-                 (map name)
-                 (map url)
-                 (map #(web-socket-to-channel % output)))]
-    (doall (sequence xf securities))
-    (async/pub output :book.order/order-id)))
-
-
 (defn create-orders-channel [securities]
   (let [output (chan 1 (map edn/read-string))
         url #(format "ws://localhost:%s/api/1/securities/%s/orders" 8080 %)
@@ -79,7 +68,7 @@
     ret))
 
 
-(defn benchmark [requests order trades]
+(defn benchmark [requests orders]
   (let [decoded-responses (chan 1 (map decode-response))
         responses (no-more-then-n-simultaneously #(%) (to-chan requests) 10)]
     (go (async/pipe responses decoded-responses))
@@ -108,9 +97,8 @@
 (defn -main [config]
   (let [benchmark-config (:benchmark config)
         requests (-> benchmark-config :number-of-requests-per-securities (make-requests (:securities config)))
-        trades (create-trades-channel (:securities config))
         orders (create-orders-channel (:securities config))
-        results (benchmark requests orders trades)]
+        results (benchmark requests orders)]
     (display-results (async/<!! (async/reduce compute-result {} results)))))
 
 

src/skirmish/exchange.clj

@@ -4,51 +4,16 @@
                                     create-sell-book
                                     match-order-in-book]]
             [skirmish.util :refer :all]
-            [clojure.core.async :refer [chan go >! <! pub]]))
+            [clojure.core.async :refer [chan go >! <! pub] :as async]))
 
 
+;; utility functions
+
 (def empty-book {:sell (create-sell-book)
                  :buy (create-buy-book)
                  :id 0})
 
-
+;;  Bellow are all the functions to match the received order in the correct book
-(defn retrieve-new-book-order-from-trade [trade book]
-  (let [book-id (:book.order/book-id trade)
-        f #(= book-id (:book.order/id %))
-        ret-order (first (filter f book))
-        new-quantity (- (:quantity ret-order 10) (:book.order/quantity trade));; (- (:quantity ret-order) (:book.order/quantity trade))
-        totally-fulfilled? (= (:book.order/quantity trade) (:quantity ret-order))]
-    (into ret-order {:status         (if totally-fulfilled? :totally-fulfilled :partially-fulfilled)
-                     :status-dual-id (:book.order/order-id trade)
-                     :quantity new-quantity})));;;;
-
-
-(defn ff [order trade]
-  (let [new-order-quantity (- (:quantity order) (:book.order/quantity trade))
-        totally-fulfilled? (= 0 new-order-quantity)
-        dual-id (:book.order/book-id trade)]
-    (into order {:status (if totally-fulfilled? :totally-fulfilled :partially-fulfilled)
-                 :status-dual-id dual-id
-                 :quantity new-order-quantity})))
-
-
-(defn get-processed-orders-in-trades [order book trades]
-  (let [trades-orders (sequence  (map #(retrieve-new-book-order-from-trade % book)) trades)
-        processed-orders (rest (reductions ff order trades))]
-    (interleave trades-orders processed-orders)))
-
-
-(defn get-processed-orders [order leftover-order trades book]
-  "Computes all the intermediary orders that took place during
-  a the trade."
-  (let [ret [(assoc order :status :inserted)]
-        ret (into ret (get-processed-orders-in-trades order book trades))
-        ret (if (seq leftover-order)
-              (conj ret (assoc leftover-order :status :inserted-into-book))
-              leftover-order)]
-    ret))
-
-
 (defn process-abstract [order reference-book same-type-book]
   (let [[trades new-reference-book leftover-order] (match-order-in-book reference-book order)
         new-same-type-book (if leftover-order (conj same-type-book leftover-order) same-type-book)]
@@ -72,17 +37,64 @@
     (process-sell-order book order)
     (process-buy-order book order)))
 
+;; Bellow are all the function to transform the order and trades to
+;; a list of order
 
-(defn process-orders [initial-book incoming-order-channel]
+(defn retrieve-new-book-order-from-trade [trade book]
+  (let [book-id (:book.order/book-id trade)
+        f #(= book-id (:book.order/id %))
+        ret-order (first (filter f book))
+        new-quantity (- (:quantity ret-order 10) (:book.order/quantity trade));; (- (:quantity ret-order) (:book.order/quantity trade))
+        totally-fulfilled? (= (:book.order/quantity trade) (:quantity ret-order))]
+    (into ret-order {:status         (if totally-fulfilled? :totally-fulfilled :partially-fulfilled)
+                     :status-dual-id (:book.order/order-id trade)
+                     :quantity new-quantity})));;;;
+
+
+(defn get-intermediate-order [order trade]
+  (let [new-order-quantity (- (:quantity order) (:book.order/quantity trade))
+        totally-fulfilled? (= 0 new-order-quantity)
+        dual-id (:book.order/book-id trade)]
+    (into order {:status (if totally-fulfilled? :totally-fulfilled :partially-fulfilled)
+                 :status-dual-id dual-id
+                 :quantity new-order-quantity})))
+
+
+(defn get-processed-orders-in-trades [order book trades]
+  (let [trades-orders (sequence  (map #(retrieve-new-book-order-from-trade % book)) trades)
+        processed-orders (rest (reductions get-intermediate-order order trades))]
+    (interleave trades-orders processed-orders)))
+
+
+(defn get-processed-orders [order leftover-order trades book]
+  "Computes all the intermediary orders that took place during
+  a the trade."
+  (let [ret [(assoc order :status :inserted)]
+        ret (into ret (get-processed-orders-in-trades order book trades))
+        ret (if (seq leftover-order)
+              (conj ret (assoc leftover-order :status :inserted-into-book))
+              leftover-order)]
+    ret))
+
+
+;; bellow are the really interesting functions.
+
+(defn create-exchange-for-security [initial-book incoming-order-channel]
+  ;; output - trades channel, pub channel
+  ;;        - orders channel, pub channel
   (let [trades-channel (chan)
-        new-book-order-channel (chan)]
+        outcoming-orders-channel (chan)]
-    (go (loop [order (<! incoming-order-channel) book initial-book]
+    (async/go
-          (let [[new-book new-order new-trades] (process-order book order)]
+      (loop [order (<! incoming-order-channel) book initial-book]
-            (when (not (nil? new-order)) (>! new-book-order-channel new-order))
+        (println "received an order!  " order)
-            (doseq [trade new-trades] (>! trades-channel trade))  ;; TODO:  user clojure.core.async/onto-chan
+        (let [[new-book new-order new-trades] (process-order book order)
-            (recur (<! incoming-order-channel) new-book))))
+              orders (get-processed-orders order new-order new-trades book)
-    [(pub trades-channel :book.order/type) (pub new-book-order-channel :type)]))
+              orders-copy (async/onto-chan outcoming-orders-channel orders false)
+              trades-copy (async/onto-chan trades-channel new-trades false)]
+          (<! orders-copy)
+          (<! trades-copy)
+          (recur (<! incoming-order-channel) new-book))))
+    [(pub trades-channel :book.order/type) (pub outcoming-orders-channel :type)]))
 
 
-(def create-exchange-for-security process-orders)
 

src/skirmish/rest/exchange.clj

@@ -105,19 +105,16 @@
             exchange-api (get-exchange-api (keyword sec-id-str) exchange-apis)
             incoming-order-channel (:incoming-order-channel exchange-api)
             order (validate-order asked-order (:sec-id exchange-api))]
-        @(kinsky.client/send! kafka-producer
+        (>!! incoming-order-channel order)
-                              (str "new-orders-" sec-id-str)
-                              (:book.order/id order)
-                              order)
         (build-response request order))
       (catch [:error-type :4XX] e (build-response request e))
       (catch [:error-type :5XX] e (build-response request e)))))
 
 
-(defn chan-to-websocket [request chan ws-chan]
+(defn chan-to-websocket [request input-chan ws-chan]
-  (on-close ws-chan (fn [status] (close! chan)))
+  (on-close ws-chan (fn [status] (close! input-chan)))
   (go-loop []
-    (when-let [e (<! chan)]
+    (when-let [e (<! input-chan)]
       (send! ws-chan (build-response-body request e))
       (recur))))