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||||
/target
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||||
/classes
|
||||
/checkouts
|
||||
pom.xml
|
||||
pom.xml.asc
|
||||
*.jar
|
||||
*.class
|
||||
/.lein-*
|
||||
/.nrepl-port
|
||||
.hgignore
|
||||
.hg/
|
||||
.idea/
|
||||
@@ -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
|
||||
@@ -0,0 +1,214 @@
|
||||
THE ACCOMPANYING PROGRAM IS PROVIDED UNDER THE TERMS OF THIS ECLIPSE PUBLIC
|
||||
LICENSE ("AGREEMENT"). ANY USE, REPRODUCTION OR DISTRIBUTION OF THE PROGRAM
|
||||
CONSTITUTES RECIPIENT'S ACCEPTANCE OF THIS AGREEMENT.
|
||||
|
||||
1. DEFINITIONS
|
||||
|
||||
"Contribution" means:
|
||||
|
||||
a) in the case of the initial Contributor, the initial code and
|
||||
documentation distributed under this Agreement, and
|
||||
|
||||
b) in the case of each subsequent Contributor:
|
||||
|
||||
i) changes to the Program, and
|
||||
|
||||
ii) additions to the Program;
|
||||
|
||||
where such changes and/or additions to the Program originate from and are
|
||||
distributed by that particular Contributor. A Contribution 'originates' from
|
||||
a Contributor if it was added to the Program by such Contributor itself or
|
||||
anyone acting on such Contributor's behalf. Contributions do not include
|
||||
additions to the Program which: (i) are separate modules of software
|
||||
distributed in conjunction with the Program under their own license
|
||||
agreement, and (ii) are not derivative works of the Program.
|
||||
|
||||
"Contributor" means any person or entity that distributes the Program.
|
||||
|
||||
"Licensed Patents" mean patent claims licensable by a Contributor which are
|
||||
necessarily infringed by the use or sale of its Contribution alone or when
|
||||
combined with the Program.
|
||||
|
||||
"Program" means the Contributions distributed in accordance with this
|
||||
Agreement.
|
||||
|
||||
"Recipient" means anyone who receives the Program under this Agreement,
|
||||
including all Contributors.
|
||||
|
||||
2. GRANT OF RIGHTS
|
||||
|
||||
a) Subject to the terms of this Agreement, each Contributor hereby grants
|
||||
Recipient a non-exclusive, worldwide, royalty-free copyright license to
|
||||
reproduce, prepare derivative works of, publicly display, publicly perform,
|
||||
distribute and sublicense the Contribution of such Contributor, if any, and
|
||||
such derivative works, in source code and object code form.
|
||||
|
||||
b) Subject to the terms of this Agreement, each Contributor hereby grants
|
||||
Recipient a non-exclusive, worldwide, royalty-free patent license under
|
||||
Licensed Patents to make, use, sell, offer to sell, import and otherwise
|
||||
transfer the Contribution of such Contributor, if any, in source code and
|
||||
object code form. This patent license shall apply to the combination of the
|
||||
Contribution and the Program if, at the time the Contribution is added by the
|
||||
Contributor, such addition of the Contribution causes such combination to be
|
||||
covered by the Licensed Patents. The patent license shall not apply to any
|
||||
other combinations which include the Contribution. No hardware per se is
|
||||
licensed hereunder.
|
||||
|
||||
c) Recipient understands that although each Contributor grants the licenses
|
||||
to its Contributions set forth herein, no assurances are provided by any
|
||||
Contributor that the Program does not infringe the patent or other
|
||||
intellectual property rights of any other entity. Each Contributor disclaims
|
||||
any liability to Recipient for claims brought by any other entity based on
|
||||
infringement of intellectual property rights or otherwise. As a condition to
|
||||
exercising the rights and licenses granted hereunder, each Recipient hereby
|
||||
assumes sole responsibility to secure any other intellectual property rights
|
||||
needed, if any. For example, if a third party patent license is required to
|
||||
allow Recipient to distribute the Program, it is Recipient's responsibility
|
||||
to acquire that license before distributing the Program.
|
||||
|
||||
d) Each Contributor represents that to its knowledge it has sufficient
|
||||
copyright rights in its Contribution, if any, to grant the copyright license
|
||||
set forth in this Agreement.
|
||||
|
||||
3. REQUIREMENTS
|
||||
|
||||
A Contributor may choose to distribute the Program in object code form under
|
||||
its own license agreement, provided that:
|
||||
|
||||
a) it complies with the terms and conditions of this Agreement; and
|
||||
|
||||
b) its license agreement:
|
||||
|
||||
i) effectively disclaims on behalf of all Contributors all warranties and
|
||||
conditions, express and implied, including warranties or conditions of title
|
||||
and non-infringement, and implied warranties or conditions of merchantability
|
||||
and fitness for a particular purpose;
|
||||
|
||||
ii) effectively excludes on behalf of all Contributors all liability for
|
||||
damages, including direct, indirect, special, incidental and consequential
|
||||
damages, such as lost profits;
|
||||
|
||||
iii) states that any provisions which differ from this Agreement are offered
|
||||
by that Contributor alone and not by any other party; and
|
||||
|
||||
iv) states that source code for the Program is available from such
|
||||
Contributor, and informs licensees how to obtain it in a reasonable manner on
|
||||
or through a medium customarily used for software exchange.
|
||||
|
||||
When the Program is made available in source code form:
|
||||
|
||||
a) it must be made available under this Agreement; and
|
||||
|
||||
b) a copy of this Agreement must be included with each copy of the Program.
|
||||
|
||||
Contributors may not remove or alter any copyright notices contained within
|
||||
the Program.
|
||||
|
||||
Each Contributor must identify itself as the originator of its Contribution,
|
||||
if any, in a manner that reasonably allows subsequent Recipients to identify
|
||||
the originator of the Contribution.
|
||||
|
||||
4. COMMERCIAL DISTRIBUTION
|
||||
|
||||
Commercial distributors of software may accept certain responsibilities with
|
||||
respect to end users, business partners and the like. While this license is
|
||||
intended to facilitate the commercial use of the Program, the Contributor who
|
||||
includes the Program in a commercial product offering should do so in a
|
||||
manner which does not create potential liability for other Contributors.
|
||||
Therefore, if a Contributor includes the Program in a commercial product
|
||||
offering, such Contributor ("Commercial Contributor") hereby agrees to defend
|
||||
and indemnify every other Contributor ("Indemnified Contributor") against any
|
||||
losses, damages and costs (collectively "Losses") arising from claims,
|
||||
lawsuits and other legal actions brought by a third party against the
|
||||
Indemnified Contributor to the extent caused by the acts or omissions of such
|
||||
Commercial Contributor in connection with its distribution of the Program in
|
||||
a commercial product offering. The obligations in this section do not apply
|
||||
to any claims or Losses relating to any actual or alleged intellectual
|
||||
property infringement. In order to qualify, an Indemnified Contributor must:
|
||||
a) promptly notify the Commercial Contributor in writing of such claim, and
|
||||
b) allow the Commercial Contributor to control, and cooperate with the
|
||||
Commercial Contributor in, the defense and any related settlement
|
||||
negotiations. The Indemnified Contributor may participate in any such claim
|
||||
at its own expense.
|
||||
|
||||
For example, a Contributor might include the Program in a commercial product
|
||||
offering, Product X. That Contributor is then a Commercial Contributor. If
|
||||
that Commercial Contributor then makes performance claims, or offers
|
||||
warranties related to Product X, those performance claims and warranties are
|
||||
such Commercial Contributor's responsibility alone. Under this section, the
|
||||
Commercial Contributor would have to defend claims against the other
|
||||
Contributors related to those performance claims and warranties, and if a
|
||||
court requires any other Contributor to pay any damages as a result, the
|
||||
Commercial Contributor must pay those damages.
|
||||
|
||||
5. NO WARRANTY
|
||||
|
||||
EXCEPT AS EXPRESSLY SET FORTH IN THIS AGREEMENT, THE PROGRAM IS PROVIDED ON
|
||||
AN "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, EITHER
|
||||
EXPRESS OR IMPLIED INCLUDING, WITHOUT LIMITATION, ANY WARRANTIES OR
|
||||
CONDITIONS OF TITLE, NON-INFRINGEMENT, MERCHANTABILITY OR FITNESS FOR A
|
||||
PARTICULAR PURPOSE. Each Recipient is solely responsible for determining the
|
||||
appropriateness of using and distributing the Program and assumes all risks
|
||||
associated with its exercise of rights under this Agreement , including but
|
||||
not limited to the risks and costs of program errors, compliance with
|
||||
applicable laws, damage to or loss of data, programs or equipment, and
|
||||
unavailability or interruption of operations.
|
||||
|
||||
6. DISCLAIMER OF LIABILITY
|
||||
|
||||
EXCEPT AS EXPRESSLY SET FORTH IN THIS AGREEMENT, NEITHER RECIPIENT NOR ANY
|
||||
CONTRIBUTORS SHALL HAVE ANY LIABILITY FOR ANY DIRECT, INDIRECT, INCIDENTAL,
|
||||
SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING WITHOUT LIMITATION
|
||||
LOST PROFITS), HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
|
||||
CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
|
||||
ARISING IN ANY WAY OUT OF THE USE OR DISTRIBUTION OF THE PROGRAM OR THE
|
||||
EXERCISE OF ANY RIGHTS GRANTED HEREUNDER, EVEN IF ADVISED OF THE POSSIBILITY
|
||||
OF SUCH DAMAGES.
|
||||
|
||||
7. GENERAL
|
||||
|
||||
If any provision of this Agreement is invalid or unenforceable under
|
||||
applicable law, it shall not affect the validity or enforceability of the
|
||||
remainder of the terms of this Agreement, and without further action by the
|
||||
parties hereto, such provision shall be reformed to the minimum extent
|
||||
necessary to make such provision valid and enforceable.
|
||||
|
||||
If Recipient institutes patent litigation against any entity (including a
|
||||
cross-claim or counterclaim in a lawsuit) alleging that the Program itself
|
||||
(excluding combinations of the Program with other software or hardware)
|
||||
infringes such Recipient's patent(s), then such Recipient's rights granted
|
||||
under Section 2(b) shall terminate as of the date such litigation is filed.
|
||||
|
||||
All Recipient's rights under this Agreement shall terminate if it fails to
|
||||
comply with any of the material terms or conditions of this Agreement and
|
||||
does not cure such failure in a reasonable period of time after becoming
|
||||
aware of such noncompliance. If all Recipient's rights under this Agreement
|
||||
terminate, Recipient agrees to cease use and distribution of the Program as
|
||||
soon as reasonably practicable. However, Recipient's obligations under this
|
||||
Agreement and any licenses granted by Recipient relating to the Program shall
|
||||
continue and survive.
|
||||
|
||||
Everyone is permitted to copy and distribute copies of this Agreement, but in
|
||||
order to avoid inconsistency the Agreement is copyrighted and may only be
|
||||
modified in the following manner. The Agreement Steward reserves the right to
|
||||
publish new versions (including revisions) of this Agreement from time to
|
||||
time. No one other than the Agreement Steward has the right to modify this
|
||||
Agreement. The Eclipse Foundation is the initial Agreement Steward. The
|
||||
Eclipse Foundation may assign the responsibility to serve as the Agreement
|
||||
Steward to a suitable separate entity. Each new version of the Agreement will
|
||||
be given a distinguishing version number. The Program (including
|
||||
Contributions) may always be distributed subject to the version of the
|
||||
Agreement under which it was received. In addition, after a new version of
|
||||
the Agreement is published, Contributor may elect to distribute the Program
|
||||
(including its Contributions) under the new version. Except as expressly
|
||||
stated in Sections 2(a) and 2(b) above, Recipient receives no rights or
|
||||
licenses to the intellectual property of any Contributor under this
|
||||
Agreement, whether expressly, by implication, estoppel or otherwise. All
|
||||
rights in the Program not expressly granted under this Agreement are
|
||||
reserved.
|
||||
|
||||
This Agreement is governed by the laws of the State of New York and the
|
||||
intellectual property laws of the United States of America. No party to this
|
||||
Agreement will bring a legal action under this Agreement more than one year
|
||||
after the cause of action arose. Each party waives its rights to a jury trial
|
||||
in any resulting litigation.
|
||||
@@ -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.
|
||||
@@ -0,0 +1,21 @@
|
||||
<?xml version="1.0" encoding="UTF-8"?>
|
||||
<module cursive.leiningen.project.LeiningenProjectsManager.displayName="book:0.1.0-SNAPSHOT" cursive.leiningen.project.LeiningenProjectsManager.isLeinModule="true" type="JAVA_MODULE" version="4">
|
||||
<component name="NewModuleRootManager">
|
||||
<output url="file://$MODULE_DIR$/target/default/classes" />
|
||||
<output-test url="file://$MODULE_DIR$/target/default/classes" />
|
||||
<exclude-output />
|
||||
<option name="createStubs" value="true" />
|
||||
<content url="file://$MODULE_DIR$">
|
||||
<sourceFolder url="file://$MODULE_DIR$/resources" isTestSource="false" />
|
||||
<sourceFolder url="file://$MODULE_DIR$/src" isTestSource="false" />
|
||||
<sourceFolder url="file://$MODULE_DIR$/dev-resources" isTestSource="false" />
|
||||
<sourceFolder url="file://$MODULE_DIR$/test" isTestSource="true" />
|
||||
<excludeFolder url="file://$MODULE_DIR$/target/default" />
|
||||
</content>
|
||||
<orderEntry type="inheritedJdk" />
|
||||
<orderEntry type="sourceFolder" forTests="false" />
|
||||
<orderEntry type="library" name="Leiningen: clojure-complete:0.2.4" level="project" />
|
||||
<orderEntry type="library" name="Leiningen: org.clojure/clojure:1.8.0" level="project" />
|
||||
<orderEntry type="library" name="Leiningen: org.clojure/tools.nrepl:0.2.12" level="project" />
|
||||
</component>
|
||||
</module>
|
||||
@@ -0,0 +1,3 @@
|
||||
# Introduction to book
|
||||
|
||||
TODO: write [great documentation](http://jacobian.org/writing/what-to-write/)
|
||||
@@ -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}})
|
||||
@@ -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)))))
|
||||
|
||||
|
||||
@@ -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.
|
||||
@@ -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}])))))
|
||||
Reference in new issue
Block a user