beautify code
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@@ -25,24 +25,11 @@
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(let [cmp #(compare (:price %2) (:price %1))]
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(apply sorted-list-by cmp args)))
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(def book {:sell (create-sell-book) :buy (create-sell-book)})
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(defn buy? [order]
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(= :buy (:type order)))
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(defn create-trade [order-to-fulfill book-order]
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#:book.order{:type (:type book-order)
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:quantity (:quantity order-to-fulfill)
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:price (min (:price order-to-fulfill) (:price book-order))
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:order-id (:book.order/id order-to-fulfill)
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:book-id (:book.order/id book-order)})
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(defn sell? [order]
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(= (:type order) :sell))
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@@ -52,24 +39,38 @@
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(defn buy-order-fullfillable? [book-order order]
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(<= (:price book-order) (:price order)))
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(defn create-trade-factory [order-to-fulfill]
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(let [trade-type (if (sell? order-to-fulfill) :buy :sell)
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trade-price (if (sell? order-to-fulfill) max min)
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fulfillable? (if (sell? order-to-fulfill) sell-order-fullfillable? buy-order-fullfillable?)]
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(defn create-sell-trade-factory [order-to-fulfill]
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(fn [trade book-order]
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(let [already-fulfilled (:book.order/already-fulfilled trade 0)
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qtn-to-fulfill (min (:quantity book-order) (- (:quantity order-to-fulfill) already-fulfilled))
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can-fulfill? (fulfillable? book-order order-to-fulfill)]
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can-fulfill? (sell-order-fullfillable? book-order order-to-fulfill)]
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(when (and can-fulfill? (< 0 qtn-to-fulfill))
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#:book.order{:type trade-type
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#:book.order{:type :buy
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:quantity qtn-to-fulfill
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:already-fulfilled (+ already-fulfilled qtn-to-fulfill)
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:price (trade-price (:price book-order) (:price order-to-fulfill))
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:price (max (:price book-order) (:price order-to-fulfill))
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:order-id (:book.order/id order-to-fulfill)
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:book-id (:book.order/id book-order)})))))
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:book-id (:book.order/id book-order)}))))
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(defn create-buy-trade-factory [order-to-fulfill]
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(fn [trade book-order]
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(let [already-fulfilled (:book.order/already-fulfilled trade 0)
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qtn-to-fulfill (min (:quantity book-order) (- (:quantity order-to-fulfill) already-fulfilled))
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can-fulfill? (buy-order-fullfillable? book-order order-to-fulfill)]
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(when (and can-fulfill? (< 0 qtn-to-fulfill))
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#:book.order{:type :sell
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:quantity qtn-to-fulfill
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:already-fulfilled (+ already-fulfilled qtn-to-fulfill)
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:price (min (:price book-order) (:price order-to-fulfill))
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:order-id (:book.order/id order-to-fulfill)
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:book-id (:book.order/id book-order)}))))
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(defn create-sell-trades [order-to-fulfill sell-book]
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(defn create-trade-factory [order-to-fulfill]
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(if (sell? order-to-fulfill)
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(create-sell-trade-factory order-to-fulfill)
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(create-buy-trade-factory order-to-fulfill)))
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(defn create-trades [order-to-fulfill sell-book]
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(let [create-trade (create-trade-factory order-to-fulfill)
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trades (reductions create-trade {} sell-book)
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ret (rest (take-while some? trades))]
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@@ -78,54 +79,42 @@
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(defn partial-trade? [trade order]
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(not= (:quantity order) (:book.order/quantity trade)))
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(defn compute-partial-order [order trade]
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(assoc order :quantity (- (:quantity order) (:book.order/quantity trade 0))))
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(defn compute-new-sell-book-after-trades [sell-book trades]
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(defn compute-new-book-after-trades [sell-book trades]
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(let [new-book (drop (-> trades count dec) sell-book)
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possible-partial-trade (last trades)]
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(if (partial-trade? possible-partial-trade (first new-book))
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(conj (rest new-book) (compute-partial-order (first new-book) possible-partial-trade))
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(rest new-book))))
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(defn leftover-order [order trades]
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(let [traded-quantity (reduce + (map :book.order/quantity trades))
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leftover-quantity (- (:quantity order) traded-quantity)]
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(when (pos? leftover-quantity)
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(assoc order :quantity leftover-quantity))))
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(defn match-buy-order-in-sell-book [sell-book order]
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(let [trades (create-sell-trades order sell-book)
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new-book (compute-new-sell-book-after-trades sell-book trades)
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(defn match-order-in-book [sell-book order]
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(let [trades (create-trades order sell-book)
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new-book (compute-new-book-after-trades sell-book trades)
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new-buy-order (leftover-order order trades)]
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[trades new-book new-buy-order]))
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(defn match-sell-order-in-buy-book [buy-book order]
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(let [trades (create-sell-trades order buy-book)
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new-book (compute-new-sell-book-after-trades buy-book trades)
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new-buy-order (leftover-order order trades)]
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[trades new-book new-buy-order]))
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(defn place-buy-order [book order]
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(match-buy-order-in-sell-book (:sell book) order)
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(println :bingo)) ;; should return multiple "trade" and a new book
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(defn place-order [book order]
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(if (buy? order)
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(place-buy-order book order)))
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(defn -main
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[& args]
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(let [order (-> args first edn/read-string)]
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(if (not (s/valid? :book.order/order order))
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(println "invalid order :( ")
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(println (place-order book order)))))
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;(defn place-buy-order [book order]
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; (match-buy-order-in-sell-book (:sell book) order)
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; (println :bingo)) ;; should return multiple "trade" and a new book
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;
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;(defn place-order [book order]
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; (if (buy? order)
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; (place-buy-order book order)))
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;
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;
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;(defn -main
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; [& args]
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; (let [order (-> args first edn/read-string)]
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; (if (not (s/valid? :book.order/order order))
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; (println "invalid order :( ")
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; (println (place-order book order)))))
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;
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;
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+13
-13
@@ -7,28 +7,28 @@
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(testing "Simplest case I."
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(let [sell-book (create-sell-book {:type :sell :quantity 10 :price 2 :book.order/id 101})
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order {:type :buy :quantity 10 :price 2 :book.order/id 102}
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[trades new-book] (match-buy-order-in-sell-book sell-book order)]
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[trades new-book] (match-order-in-book sell-book order)]
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(is (empty? new-book))
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(is (= trades [#:book.order{:quantity 10 :price 2 :book-id 101 :order-id 102 :type :sell}]))))
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(testing "Simplest case II."
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(let [sell-book (create-sell-book {:type :sell :quantity 10 :price 2 :book.order/id 103})
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order {:type :buy :quantity 10 :price 3 :book.order/id 104}
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[trades new-book] (match-buy-order-in-sell-book sell-book order)]
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[trades new-book] (match-order-in-book sell-book order)]
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(is (empty? new-book))
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(is (= trades [#:book.order{:quantity 10 :price 2 :book-id 103 :order-id 104 :type :sell}]))))
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(testing "Simplest case III."
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(let [sell-book (create-sell-book {:type :sell :quantity 10 :price 2 :book.order/id 105})
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order {:type :buy :quantity 8 :price 2 :book.order/id 106}
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[trades new-book] (match-buy-order-in-sell-book sell-book order)]
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[trades new-book] (match-order-in-book sell-book order)]
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(is (= new-book [{:type :sell :quantity 2 :price 2 :book.order/id 105}]))
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(is (= trades [#:book.order{:quantity 8 :price 2 :book-id 105 :order-id 106 :type :sell}]))))
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(testing "Simplest case IV."
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(let [sell-book (create-sell-book {:type :sell :quantity 2 :price 12 :book.order/id 107} {:type :sell :quantity 8 :price 13 :book.order/id 108})
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order {:type :buy :quantity 10 :price 13 :book.order/id 109}
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[trades new-book] (match-buy-order-in-sell-book sell-book order)]
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[trades new-book] (match-order-in-book sell-book order)]
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(is (empty? new-book))
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(is (= trades [#:book.order{:quantity 2 :price 12 :book-id 107 :order-id 109 :type :sell}
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#:book.order{:quantity 8 :price 13 :book-id 108 :order-id 109 :type :sell}]))))
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@@ -36,7 +36,7 @@
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(testing "Simplest case V."
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(let [sell-book (create-sell-book {:type :sell :quantity 2 :price 12 :book.order/id 113} {:type :sell :quantity 8 :price 13 :book.order/id 114})
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order {:type :buy :quantity 9 :price 13 :book.order/id 115}
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[trades new-book] (match-buy-order-in-sell-book sell-book order)]
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[trades new-book] (match-order-in-book sell-book order)]
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(is (= new-book (create-sell-book {:type :sell :quantity 1 :price 13 :book.order/id 114})))
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(is (= trades [#:book.order{:quantity 2 :price 12 :book-id 113 :order-id 115 :type :sell}
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#:book.order{:quantity 7 :price 13 :book-id 114 :order-id 115 :type :sell}]))))
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@@ -44,7 +44,7 @@
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(testing "Simplest case VI."
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(let [sell-book (create-sell-book {:type :sell :quantity 2 :price 12 :book.order/id 116} {:type :sell :quantity 8 :price 13 :book.order/id 117})
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order {:type :buy :quantity 21 :price 13 :book.order/id 118}
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[trades new-book leftover-order] (match-buy-order-in-sell-book sell-book order)]
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[trades new-book leftover-order] (match-order-in-book sell-book order)]
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(is (empty? new-book))
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(is (= trades [#:book.order{:quantity 2 :price 12 :book-id 116 :order-id 118 :type :sell}
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#:book.order{:quantity 8 :price 13 :book-id 117 :order-id 118 :type :sell}]))
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@@ -53,7 +53,7 @@
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(testing "Simplest case VII."
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(let [sell-book (create-sell-book {:type :sell :quantity 2 :price 12 :book.order/id 116} {:type :sell :quantity 8 :price 13 :book.order/id 117})
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order {:type :buy :quantity 21 :price 10 :book.order/id 118}
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[trades new-book leftover-order] (match-buy-order-in-sell-book sell-book order)]
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[trades new-book leftover-order] (match-order-in-book sell-book order)]
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(is (= new-book sell-book))
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(is (= trades []))
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(is (= leftover-order order)))))
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@@ -63,21 +63,21 @@
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(testing "Simplest case I."
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(let [buy-book (create-buy-book {:type :buy :quantity 10 :price 2 :book.order/id 101})
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order {:type :sell :quantity 10 :price 2 :book.order/id 102}
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[trades new-book] (match-sell-order-in-buy-book buy-book order)]
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[trades new-book] (match-order-in-book buy-book order)]
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(is (= new-book []))
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(is (= trades [#:book.order{:quantity 10 :price 2 :book-id 101 :order-id 102 :type :buy}]))))
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(testing "Simplest case II."
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(let [buy-book (create-buy-book {:type :buy :quantity 10 :price 4 :book.order/id 103})
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order {:type :sell :quantity 10 :price 3 :book.order/id 104}
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[trades new-book] (match-sell-order-in-buy-book buy-book order)]
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[trades new-book] (match-order-in-book buy-book order)]
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(is (= new-book []))
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(is (= trades [#:book.order{:quantity 10 :price 4 :book-id 103 :order-id 104 :type :buy}]))))
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(testing "Simplest case III."
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(let [buy-book (create-buy-book {:type :buy :quantity 10 :price 2 :book.order/id 105})
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order {:type :sell :quantity 8 :price 2 :book.order/id 106}
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[trades new-book] (match-sell-order-in-buy-book buy-book order)]
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[trades new-book] (match-order-in-book buy-book order)]
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(is (= new-book [{:type :buy :quantity 2 :price 2 :book.order/id 105}]))
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(is (= trades [#:book.order{:quantity 8 :price 2 :book-id 105 :order-id 106 :type :buy}]))))
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@@ -85,7 +85,7 @@
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(let [buy-book (create-buy-book {:type :buy :quantity 2 :price 14 :book.order/id 107}
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{:type :buy :quantity 8 :price 13 :book.order/id 108})
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order {:type :sell :quantity 10 :price 13 :book.order/id 109}
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[trades new-book] (match-sell-order-in-buy-book buy-book order)]
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[trades new-book] (match-order-in-book buy-book order)]
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(is (= new-book []))
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(is (= trades [#:book.order{:quantity 2 :price 14 :book-id 107 :order-id 109 :type :buy}
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#:book.order{:quantity 8 :price 13 :book-id 108 :order-id 109 :type :buy}]))))
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@@ -94,7 +94,7 @@
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(let [buy-book (create-buy-book {:type :buy :quantity 2 :price 14 :book.order/id 113}
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{:type :buy :quantity 8 :price 13 :book.order/id 114})
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order {:type :sell :quantity 9 :price 13 :book.order/id 115}
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[trades new-book] (match-sell-order-in-buy-book buy-book order)]
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[trades new-book] (match-order-in-book buy-book order)]
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(= new-book (create-buy-book {:type :buy :quantity 1 :price 13 :book.order/id 114}))
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(is (= trades [#:book.order{:quantity 2 :price 14 :book-id 113 :order-id 115 :type :buy}
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#:book.order{:quantity 7 :price 13 :book-id 114 :order-id 115 :type :buy}]))))
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@@ -103,7 +103,7 @@
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(let [sell-book (create-buy-book {:type :buy :quantity 2 :price 14 :book.order/id 116}
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{:type :buy :quantity 8 :price 13 :book.order/id 117})
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order {:type :sell :quantity 21 :price 13 :book.order/id 118}
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[trades new-book leftover-order] (match-sell-order-in-buy-book sell-book order)]
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[trades new-book leftover-order] (match-order-in-book sell-book order)]
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(is (empty? new-book))
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(is (= trades [#:book.order{:quantity 2 :price 14 :book-id 116 :order-id 118 :type :buy}
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#:book.order{:quantity 8 :price 13 :book-id 117 :order-id 118 :type :buy}]))
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