From 8fb933541187540791a36e9203f62f585f252bdd Mon Sep 17 00:00:00 2001 From: didier amyot Date: Mon, 21 May 2018 16:21:23 -0400 Subject: [PATCH] First commit --- .gitignore | 12 +++ CHANGELOG.md | 24 +++++ LICENSE | 214 ++++++++++++++++++++++++++++++++++++++++ README.md | 36 +++++++ book.iml | 21 ++++ doc/intro.md | 3 + project.clj | 9 ++ src/book/core.clj | 91 +++++++++++++++++ src/book/order.clj | 23 +++++ test/book/core_test.clj | 35 +++++++ 10 files changed, 468 insertions(+) create mode 100644 .gitignore create mode 100644 CHANGELOG.md create mode 100644 LICENSE create mode 100644 README.md create mode 100644 book.iml create mode 100644 doc/intro.md create mode 100644 project.clj create mode 100644 src/book/core.clj create mode 100644 src/book/order.clj create mode 100644 test/book/core_test.clj diff --git a/.gitignore b/.gitignore new file mode 100644 index 0000000..39be296 --- /dev/null +++ b/.gitignore @@ -0,0 +1,12 @@ +/target +/classes +/checkouts +pom.xml +pom.xml.asc +*.jar +*.class +/.lein-* +/.nrepl-port +.hgignore +.hg/ +.idea/ diff --git a/CHANGELOG.md b/CHANGELOG.md new file mode 100644 index 0000000..a8ce5e9 --- /dev/null +++ b/CHANGELOG.md @@ -0,0 +1,24 @@ +# Change Log +All notable changes to this project will be documented in this file. This change log follows the conventions of [keepachangelog.com](http://keepachangelog.com/). + +## [Unreleased] +### Changed +- Add a new arity to `make-widget-async` to provide a different widget shape. + +## [0.1.1] - 2018-05-21 +### Changed +- Documentation on how to make the widgets. + +### Removed +- `make-widget-sync` - we're all async, all the time. + +### Fixed +- Fixed widget maker to keep working when daylight savings switches over. + +## 0.1.0 - 2018-05-21 +### Added +- Files from the new template. +- Widget maker public API - `make-widget-sync`. + +[Unreleased]: https://github.com/your-name/book/compare/0.1.1...HEAD +[0.1.1]: https://github.com/your-name/book/compare/0.1.0...0.1.1 diff --git a/LICENSE b/LICENSE new file mode 100644 index 0000000..d921d3d --- /dev/null +++ b/LICENSE @@ -0,0 +1,214 @@ +THE ACCOMPANYING PROGRAM IS PROVIDED UNDER THE TERMS OF THIS ECLIPSE PUBLIC +LICENSE ("AGREEMENT"). 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Each party waives its rights to a jury trial +in any resulting litigation. diff --git a/README.md b/README.md new file mode 100644 index 0000000..ebed2b2 --- /dev/null +++ b/README.md @@ -0,0 +1,36 @@ +# book + +FIXME: description + +## Installation + +Download from http://example.com/FIXME. + +## Usage + +FIXME: explanation + + $ java -jar book-0.1.0-standalone.jar [args] + +## Options + +FIXME: listing of options this app accepts. + +## Examples + +... + +### Bugs + +... + +### Any Other Sections +### That You Think +### Might be Useful + +## License + +Copyright © 2018 FIXME + +Distributed under the Eclipse Public License either version 1.0 or (at +your option) any later version. diff --git a/book.iml b/book.iml new file mode 100644 index 0000000..909f158 --- /dev/null +++ b/book.iml @@ -0,0 +1,21 @@ + + + + + + + + \ No newline at end of file diff --git a/doc/intro.md b/doc/intro.md new file mode 100644 index 0000000..46ea98d --- /dev/null +++ b/doc/intro.md @@ -0,0 +1,3 @@ +# Introduction to book + +TODO: write [great documentation](http://jacobian.org/writing/what-to-write/) diff --git a/project.clj b/project.clj new file mode 100644 index 0000000..99670f9 --- /dev/null +++ b/project.clj @@ -0,0 +1,9 @@ +(defproject book "0.1.0-SNAPSHOT" + :description "FIXME: write description" + :url "http://example.com/FIXME" + :license {:name "Eclipse Public License" + :url "http://www.eclipse.org/legal/epl-v10.html"} + :dependencies [[org.clojure/clojure "1.9.0"]] + :main ^:skip-aot book.core + :target-path "target/%s" + :profiles {:uberjar {:aot :all}}) diff --git a/src/book/core.clj b/src/book/core.clj new file mode 100644 index 0000000..af0d2a4 --- /dev/null +++ b/src/book/core.clj @@ -0,0 +1,91 @@ +(ns book.core + (:require [book.order] + [clojure.spec.alpha :as s] + [clojure.edn :as edn]) + (:gen-class)) + + + +;; Let say a book is two collections. The first called +;; sell-book contains all the sell orders. The second +;; called buy-book contains all the buy orders. + +(defn create-book [& args] + (let [cmp #(< (:price %1) (:price %2))] + (apply sorted-set-by cmp args))) + + +(def book {:sell (create-book) :buy (create-book)}) + + +(defn buy? [order] + (= :buy (:type order))) + + +(defn create-trade [order-to-fulfill book-order] + #:book.order{:type (:type book-order) + :quantity (:quantity order-to-fulfill) + :price (min (:price order-to-fulfill) (:price book-order)) + :order-id (:book.order/id order-to-fulfill) + :book-id (:book.order/id book-order)}) + +(defn create-sell-trade-factory [order-to-fulfill] + (fn [trade book-order] + (let [qtn-to-fulfill (min (:quantity book-order) (- (:quantity order-to-fulfill) (:already-fulfilled trade 0))) + can-fulfill? (< (:price book-order) (:price order-to-fulfill))] + (when (and can-fulfill? (< qtn-to-fulfill 0)) + #:book.order{:type :sell + :quantity qtn-to-fulfill + :price (min (:price book-order) (:price order-to-fulfill)) + :order-id (:book.order/id order-to-fulfill) + :book-id (:book.order/id book-order)})))) + + +(defn create-sell-trades [order-to-fulfill sell-book] + (take-while nil? + (reductions (create-sell-trade-factory order-to-fulfill) sell-book))) + + + +(defn partial-trade? [trade order] + (not= (:quantity order) (:book.order/quantity trade))) + + +(defn compute-partial-order [order trade] + (assoc order :quantity (- (:quantity order) (:book.order/quantity trade 0)))) + + +(defn compute-new-sell-book-after-trades [sell-book trades] + (let [new-book (drop (-> trades count dec) sell-book) + possible-partial-trade (last trades)] + (if (partial-trade? possible-partial-trade (first new-book)) + (conj (rest new-book) (compute-partial-order (first new-book) possible-partial-trade)) + (rest new-book)))) + + + +(defn match-buy-order-in-sell-book [sell-book order] + (let [trades (create-trade order (first sell-book)) + trades (create-sell-trades order sell-book) + new-book (compute-new-sell-book-after-trades sell-book trades)] + [trades new-book])) + + +(defn place-buy-order [book order] + (match-buy-order-in-sell-book (:sell book) order) + (println :bingo)) ;; should return multiple "trade" and a new book + + +(defn place-order [book order] + (if (buy? order) + (place-buy-order book order))) + + +(defn -main + [& args] + (let [order (-> args first edn/read-string)] + (if (not (s/valid? :book.order/order order)) + (println "invalid order :( ") + (println (place-order book order))))) + + diff --git a/src/book/order.clj b/src/book/order.clj new file mode 100644 index 0000000..198c2db --- /dev/null +++ b/src/book/order.clj @@ -0,0 +1,23 @@ +(ns book.order + (:require [clojure.spec.alpha :as s])) + +;; Let say an order is a map of the following keys +;; :amount the amount of security to exchange +;; :price the price of each security to echange +;; :type one of :sell :buy +;; ::id maybe an id + +(s/def ::type #{:buy :sell}) +(s/def ::price pos-int?) +(s/def ::quantity pos-int?) +(s/def ::id pos-int?) +(s/def ::order (s/keys :req-un [::type ::price ::quantity] :opt [::id])) + +;; A trade is defined by the bellow map... +;; ::quantity the amount of exchanged securities +;; ::price the price of the security exchanged +;; ::book-id the order id of the security traded on the book +;; ::order-id the id of the processed ordered +;; ::type the type of exchanged made. :sell means the book +;; is selling securities. ::buy means the book is +;; buying securities. \ No newline at end of file diff --git a/test/book/core_test.clj b/test/book/core_test.clj new file mode 100644 index 0000000..aad22d4 --- /dev/null +++ b/test/book/core_test.clj @@ -0,0 +1,35 @@ +(ns book.core-test + (:require [clojure.test :refer :all] + [book.core :refer :all])) + + + +(deftest test-match-buy-order-in-sell-book + (testing "Simplest case." + (let [sell-book (create-book {:type :sell :quantity 10 :price 2 :book.order/id 101}) + order {:type :buy :quantity 10 :price 2 :book.order/id 102} + [trades new-book] (match-buy-order-in-sell-book sell-book order)] + (is (= new-book [])) + (is (= trades [#:book.order{:quantity 10 :price 2 :book-id 101 :order-id 102 :type :sell}])))) + + (testing "Simplest case II." + (let [sell-book (create-book {:type :sell :quantity 10 :price 2 :book.order/id 103}) + order {:type :buy :quantity 10 :price 3 :book.order/id 104} + [trades new-book] (match-buy-order-in-sell-book sell-book order)] + (is (= new-book [])) + (is (= trades [#:book.order{:quantity 10 :price 2 :book-id 103 :order-id 104 :type :sell}])))) + + (testing "Simplest case III." + (let [sell-book (create-book {:type :sell :quantity 10 :price 2 :book.order/id 105}) + order {:type :buy :quantity 8 :price 2 :book.order/id 106} + [trades new-book] (match-buy-order-in-sell-book sell-book order)] + (is (= new-book [{:type :sell :quantity 2 :price 2 :book.order/id 105}])) + (is (= trades [#:book.order{:quantity 8 :price 2 :book-id 105 :order-id 106 :type :sell}])))) + + (testing "Simplest case IV." + (let [sell-book (create-book {:type :sell :quantity 2 :price 12 :book.order/id 107} {:type :sell :quantity 8 :price 12 :book.order/id 108}) + order {:type :buy :quantity 10 :price 12 :book.order/id 109} + [trades new-book] (match-buy-order-in-sell-book sell-book order)] + (is (= new-book [])) + (is (= trades [#:book.order{:quantity 2 :price 12 :book-id 107 :order-id 109 :type :sell} + #:book.order{:quantity 8 :price 12 :book-id 108 :order-id 109 :type :sell}])))))