docker-compose.yml

@@ -154,7 +154,7 @@ services:
 
   skirmish-api:
     image: skirmish
-    command: ["lein", "run", "webserver"]
+    command: ["lein", "run", "api-server"]
     depends_on:
       - kafka-topics-ui # basically, we need all kafka
     environment:
@@ -162,3 +162,14 @@ services:
       KAFKA_BOOTSTRAP_SERVERS: "kafka1:9092"
     ports:
        - "1602:1602"
+
+  skirmish-exchange-core:
+    image: skirmish
+    command: ["lein", "run", "exchange-core"]
+    depends_on:
+      - skirmish-api # basically, we need all kafka
+    environment:
+      PORT: 1602  # https://en.wikipedia.org/wiki/Euronext_Amsterdam
+      KAFKA_BOOTSTRAP_SERVERS: "kafka1:9092"
+    ports:
+       - "1602:1602"

src/skirmish/cli/exchange.clj

@@ -1,7 +1,7 @@
 (ns skirmish.cli.exchange
-  (:require [skirmish.match :refer [sell?]]
+  (:require [skirmish.exchange.match :refer [sell?]]
     [skirmish.util :refer :all]
-    [skirmish.exchange :refer [empty-book create-exchange-for-security]]
+    [skirmish.exchange.exchange :refer [empty-book create-exchange-for-security]]
     [skirmish.order]  ;; for spec side effect
     [slingshot.slingshot :refer [try+ throw+]]
     [clojure.edn :as edn]

src/skirmish/core.clj

@@ -2,13 +2,13 @@
   (:require [skirmish.cli.core]
             [skirmish.rest.core]
             [skirmish.cli.benchmark]
-            [skirmish.kafka.exchange-simulator]
             [aero.core :refer (read-config)])
   (:gen-class))
 
-(def apps {:webserver skirmish.rest.core/-main
+(def apps {:api-server skirmish.rest.core/api-main
-           :benchmark skirmish.cli.benchmark/-main
+           :exchange-core skirmish.rest.core/api-main ;; should be skirmish.exchange.core/api-main
-           :kafka-exchange-simulator skirmish.kafka.exchange-simulator/-main})
+           :benchmark skirmish.cli.benchmark/-main})
+
 
 (defn -main [& argv]
   (let [config (-> "config.edn" clojure.java.io/resource read-config)

src/skirmish/exchange/exchange.clj

@@ -1,5 +1,5 @@
-(ns skirmish.exchange
+(ns skirmish.exchange.exchange
-  (:require [skirmish.match :refer [sell?
+  (:require [skirmish.exchange.match :refer [sell?
                                              create-buy-book
                                              create-sell-book
                                              match-order-in-book]]

src/skirmish/exchange/match.clj

@@ -1,4 +1,4 @@
-(ns skirmish.match
+(ns skirmish.exchange.match
   (:require [skirmish.util :refer [sorted-list-by]]
             [clojure.spec.alpha :as s]
             [clojure.edn :as edn]))

src/skirmish/rest/core.clj

@@ -5,7 +5,7 @@
             [skirmish.rest.exchange :refer [create-exchanges-api-for
                                             create-routes]]))
 
-(defn -main [config]
+(defn api-main [config]
   (let [webserver-config (:webserver config)
         exchange-apis (create-exchanges-api-for (:securities config))
         kafka-producer (kinsky.client/producer {:bootstrap.servers (get-in config [:kafka :bootstrap.servers])}

src/skirmish/rest/exchange.clj

@@ -1,11 +1,10 @@
 (ns skirmish.rest.exchange
-  (:require [skirmish.exchange :refer [empty-book]]
+  (:require [skirmish.exchange.exchange :refer [empty-book create-exchange-for-security]]
             [org.httpkit.server :refer [run-server with-channel send! close on-close]]
             [compojure.route :refer [not-found]]
             [compojure.handler :refer [api]]
             [compojure.core :refer :all]
             [skirmish.order]  ;; for spec side effect
-            [skirmish.exchange :refer [create-exchange-for-security]]
             [skirmish.rest.util :refer [build-response build-response-body]]
             [clojure.spec.alpha :as s]
             [kinsky.client]

test/skirmish/exchange/exchange_test.clj

@@ -1,8 +1,8 @@
-(ns skirmish.exchange-test
+(ns skirmish.exchange.exchange-test
   (:import [skirmish.PersistentSortedList])
   (:require [midje.sweet :refer :all]
-            [skirmish.exchange :refer :all]
+            [skirmish.exchange.exchange :refer :all]
-            [skirmish.match :refer [create-buy-book
+            [skirmish.exchange.match :refer [create-buy-book
                                              create-sell-book
                                              match-order-in-book]]))
 

test/skirmish/exchange/match_test.clj

@@ -0,0 +1,116 @@
+(ns skirmish.exchange.match-test
+  (:require [midje.sweet :refer :all]
+            [skirmish.exchange.match :refer :all]))
+
+
+(def PersistentSortedList? (comp #(= % skirmish.PersistentSortedList) type))
+
+
+(facts "matching buy order in sell book"
+  (fact "Simplest case I."
+        (let [sell-book (create-sell-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-order-in-book sell-book order)]
+          new-book => empty?
+          trades => [#:book.order{:quantity 10 :price 2 :book-id 101 :order-id 102 :type :sell}]))
+
+  (fact "Simplest case II."
+        (let [sell-book (create-sell-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-order-in-book sell-book order)]
+          new-book => empty?
+          trades => [#:book.order{:quantity 10 :price 2 :book-id 103 :order-id 104 :type :sell}]))
+  (fact "Simplest case III."
+        (let [sell-book (create-sell-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-order-in-book sell-book order)]
+          new-book => [{:type :sell :quantity 2 :price 2 :book.order/id 105}]
+          trades => [#:book.order{:quantity 8 :price 2 :book-id 105 :order-id 106 :type :sell}]))
+  (fact "Simplest case IV."
+        (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})
+              order {:type :buy :quantity 10 :price 13 :book.order/id 109}
+              [trades new-book] (match-order-in-book sell-book order)]
+          new-book => empty?
+          trades => [#:book.order{:quantity 2 :price 12 :book-id 107 :order-id 109 :type :sell}
+                     #:book.order{:quantity 8 :price 13 :book-id 108 :order-id 109 :type :sell}]))
+  (fact "Simplest case V."
+        (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})
+              order {:type :buy :quantity 9 :price 13 :book.order/id 115}
+              [trades new-book] (match-order-in-book sell-book order)]
+          new-book => (create-sell-book {:type :sell :quantity 1 :price 13 :book.order/id 114})
+          trades => [#:book.order{:quantity 2 :price 12 :book-id 113 :order-id 115 :type :sell}
+                     #:book.order{:quantity 7 :price 13 :book-id 114 :order-id 115 :type :sell}]))
+  (fact "Simplest case VI."
+        (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})
+              order {:type :buy :quantity 21 :price 13 :book.order/id 118}
+              [trades new-book leftover-order] (match-order-in-book sell-book order)]
+          new-book => empty?
+          trades => [#:book.order{:quantity 2 :price 12 :book-id 116 :order-id 118 :type :sell}
+                     #:book.order{:quantity 8 :price 13 :book-id 117 :order-id 118 :type :sell}]
+          leftover-order => {:type :buy :quantity 11 :price 13 :book.order/id 118}))
+  (fact "Simplest case VII."
+        (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})
+              order {:type :buy :quantity 21 :price 10 :book.order/id 118}
+              [trades new-book leftover-order] (match-order-in-book sell-book order)]
+          new-book => sell-book
+          trades => empty?
+          leftover-order => order)))
+
+
+(facts "matching sell order in buy book"
+  (fact "Simplest case I."
+        (let [buy-book (create-buy-book {:type :buy :quantity 10 :price 2 :book.order/id 101})
+              order {:type :sell :quantity 10 :price 2 :book.order/id 102}
+              [trades new-book] (match-order-in-book buy-book order)]
+          new-book => empty?
+          trades => [#:book.order{:quantity 10 :price 2 :book-id 101 :order-id 102 :type :buy}]))
+
+  (fact "Simplest case II."
+        (let [buy-book (create-buy-book {:type :buy :quantity 10 :price 4 :book.order/id 103})
+              order {:type :sell :quantity 10 :price 3 :book.order/id 104}
+              [trades new-book] (match-order-in-book buy-book order)]
+          new-book => []
+          trades => [#:book.order{:quantity 10 :price 4 :book-id 103 :order-id 104 :type :buy}]))
+
+  (fact "Simplest case III."
+        (let [buy-book (create-buy-book {:type :buy :quantity 10 :price 2 :book.order/id 105})
+              order {:type :sell :quantity 8 :price 2 :book.order/id 106}
+              [trades new-book] (match-order-in-book buy-book order)]
+          new-book => [{:type :buy :quantity 2 :price 2 :book.order/id 105}]
+          trades => [#:book.order{:quantity 8 :price 2 :book-id 105 :order-id 106 :type :buy}]))
+
+  (fact "Simplest case IV."
+        (let [buy-book (create-buy-book {:type :buy :quantity 2 :price 14 :book.order/id 107}
+                                        {:type :buy :quantity 8 :price 13 :book.order/id 108})
+              order {:type :sell :quantity 10 :price 13 :book.order/id 109}
+              [trades new-book] (match-order-in-book buy-book order)]
+          new-book => []
+          trades => [#:book.order{:quantity 2 :price 14 :book-id 107 :order-id 109 :type :buy}
+                     #:book.order{:quantity 8 :price 13 :book-id 108 :order-id 109 :type :buy}]))
+
+  (fact "Simplest case V."
+        (let [buy-book (create-buy-book {:type :buy :quantity 2 :price 14 :book.order/id 113}
+                                        {:type :buy :quantity 8 :price 13 :book.order/id 114})
+              order {:type :sell :quantity 9 :price 13 :book.order/id 115}
+              [trades new-book] (match-order-in-book buy-book order)]
+          new-book => (create-buy-book {:type :buy :quantity 1 :price 13 :book.order/id 114})
+          trades => [#:book.order{:quantity 2 :price 14 :book-id 113 :order-id 115 :type :buy}
+                     #:book.order{:quantity 7 :price 13 :book-id 114 :order-id 115 :type :buy}]))
+
+  (fact "Simplest case VI."
+        (let [sell-book (create-buy-book {:type :buy :quantity 2 :price 14 :book.order/id 116}
+                                         {:type :buy :quantity 8 :price 13 :book.order/id 117})
+              order {:type :sell :quantity 21 :price 13 :book.order/id 118}
+              [trades new-book leftover-order] (match-order-in-book sell-book order)]
+          new-book => empty?
+          trades => [#:book.order{:quantity 2 :price 14 :book-id 116 :order-id 118 :type :buy}
+                     #:book.order{:quantity 8 :price 13 :book-id 117 :order-id 118 :type :buy}]
+          leftover-order => {:type :sell :quantity 11 :price 13 :book.order/id 118})))
+
+(facts "We should write tests for each bug found"
+  (fact "book type should always be book.PersistentSortedList"
+    (let [book (create-buy-book)
+          order {:type :sell :quantity 21 :price 13 :book.order/id 118}
+          [_ new-book _] (match-order-in-book book order)]
+      (count new-book) => 0
+      (type new-book) => skirmish.PersistentSortedList)))

test/skirmish/match_test.clj

@@ -1,124 +0,0 @@
-(ns skirmish.match-test
-  (:require [midje.sweet :refer :all]
-            [skirmish.match :refer :all]))
-
-(def PersistentSortedList? (comp #(= % skirmish.PersistentSortedList) type))
-
-
-(facts "matching buy order in sell book"
-  (fact "Simplest case I."
-    (let [sell-book (create-sell-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-order-in-book sell-book order)]
-      new-book => empty?
-      trades => [#:book.order{:quantity 10 :price 2 :book-id 101 :order-id 102 :type :sell}]))
-
-  (fact "Simplest case II."
-        (let [sell-book (create-sell-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-order-in-book sell-book order)]
-          new-book => empty?
-          trades => [#:book.order{:quantity 10 :price 2 :book-id 103 :order-id 104 :type :sell}]))
-  (fact "Simplest case III."
-        (let [sell-book (create-sell-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-order-in-book sell-book order)]
-          new-book => [{:type :sell :quantity 2 :price 2 :book.order/id 105}]
-          trades => [#:book.order{:quantity 8 :price 2 :book-id 105 :order-id 106 :type :sell}]))
-  (fact "Simplest case IV."
-        (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})
-              order {:type :buy :quantity 10 :price 13 :book.order/id 109}
-              [trades new-book] (match-order-in-book sell-book order)]
-          new-book => empty?
-          trades => [#:book.order{:quantity 2 :price 12 :book-id 107 :order-id 109 :type :sell}
-                     #:book.order{:quantity 8 :price 13 :book-id 108 :order-id 109 :type :sell}]))
-  (fact "Simplest case V."
-        (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})
-              order {:type :buy :quantity 9 :price 13 :book.order/id 115}
-              [trades new-book] (match-order-in-book sell-book order)]
-          new-book => (create-sell-book {:type :sell :quantity 1 :price 13 :book.order/id 114})
-          trades => [#:book.order{:quantity 2 :price 12 :book-id 113 :order-id 115 :type :sell}
-                     #:book.order{:quantity 7 :price 13 :book-id 114 :order-id 115 :type :sell}]))
-  (fact "Simplest case VI."
-        (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})
-              order {:type :buy :quantity 21 :price 13 :book.order/id 118}
-              [trades new-book leftover-order] (match-order-in-book sell-book order)]
-          new-book => empty?
-          trades => [#:book.order{:quantity 2 :price 12 :book-id 116 :order-id 118 :type :sell}
-                     #:book.order{:quantity 8 :price 13 :book-id 117 :order-id 118 :type :sell}]
-          leftover-order => {:type :buy :quantity 11 :price 13 :book.order/id 118}))
-  (fact "Simplest case VII."
-        (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})
-              order {:type :buy :quantity 21 :price 10 :book.order/id 118}
-              [trades new-book leftover-order] (match-order-in-book sell-book order)]
-          new-book => sell-book
-          trades => empty?
-          leftover-order => order)))
-
-
-(facts "matching sell order in buy book"
-  (fact "Simplest case I."
-    (let [buy-book (create-buy-book {:type :buy :quantity 10 :price 2 :book.order/id 101})
-          order {:type :sell :quantity 10 :price 2 :book.order/id 102}
-          [trades new-book] (match-order-in-book buy-book order)]
-      new-book => empty?
-      trades => [#:book.order{:quantity 10 :price 2 :book-id 101 :order-id 102 :type :buy}]))
-
-  (fact "Simplest case II."
-    (let [buy-book (create-buy-book {:type :buy :quantity 10 :price 4 :book.order/id 103})
-          order {:type :sell :quantity 10 :price 3 :book.order/id 104}
-          [trades new-book] (match-order-in-book buy-book order)]
-      new-book => []
-      trades => [#:book.order{:quantity 10 :price 4 :book-id 103 :order-id 104 :type :buy}]))
-
-  (fact "Simplest case III."
-    (let [buy-book (create-buy-book {:type :buy :quantity 10 :price 2 :book.order/id 105})
-          order {:type :sell :quantity 8 :price 2 :book.order/id 106}
-          [trades new-book] (match-order-in-book buy-book order)]
-      new-book => [{:type :buy :quantity 2 :price 2 :book.order/id 105}]
-      trades => [#:book.order{:quantity 8 :price 2 :book-id 105 :order-id 106 :type :buy}]))
-
-  (fact "Simplest case IV."
-    (let [buy-book (create-buy-book {:type :buy :quantity 2 :price 14 :book.order/id 107}
-                                    {:type :buy :quantity 8 :price 13 :book.order/id 108})
-          order {:type :sell :quantity 10 :price 13 :book.order/id 109}
-          [trades new-book] (match-order-in-book buy-book order)]
-      new-book => []
-      trades => [#:book.order{:quantity 2 :price 14 :book-id 107 :order-id 109 :type :buy}
-                 #:book.order{:quantity 8 :price 13 :book-id 108 :order-id 109 :type :buy}]))
-
-  (fact "Simplest case V."
-    (let [buy-book (create-buy-book {:type :buy :quantity 2 :price 14 :book.order/id 113}
-                                    {:type :buy :quantity 8 :price 13 :book.order/id 114})
-          order {:type :sell :quantity 9 :price 13 :book.order/id 115}
-          [trades new-book] (match-order-in-book buy-book order)]
-      new-book => (create-buy-book {:type :buy :quantity 1 :price 13 :book.order/id 114})
-      trades => [#:book.order{:quantity 2 :price 14 :book-id 113 :order-id 115 :type :buy}
-                 #:book.order{:quantity 7 :price 13 :book-id 114 :order-id 115 :type :buy}]))
-
-  (fact "Simplest case VI."
-    (let [sell-book (create-buy-book {:type :buy :quantity 2 :price 14 :book.order/id 116}
-                                     {:type :buy :quantity 8 :price 13 :book.order/id 117})
-          order {:type :sell :quantity 21 :price 13 :book.order/id 118}
-          [trades new-book leftover-order] (match-order-in-book sell-book order)]
-      new-book => empty?
-      trades => [#:book.order{:quantity 2 :price 14 :book-id 116 :order-id 118 :type :buy}
-                 #:book.order{:quantity 8 :price 13 :book-id 117 :order-id 118 :type :buy}]
-      leftover-order => {:type :sell :quantity 11 :price 13 :book.order/id 118})))
-
-(facts "We should write tests for each bug found"
-       (fact "book type should always be book.PersistentSortedList"
-             (let [book (create-buy-book)
-                   order {:type :sell :quantity 21 :price 13 :book.order/id 118}
-                   [_ new-book _] (match-order-in-book book order)]
-               (count new-book) => 0
-               (type new-book) => skirmish.PersistentSortedList)))
-       ;(fact "should not fuck up"
-       ;      (let [order-1 {:type :buy :quantity 4 :price 4 :book.order/id 5}
-       ;            order-2 {:type :sell :quantity 2 :price 3 :book.order/id 6}
-       ;            book (create-buy-book order-1)
-       ;            expt-trade #:book.order{}
-       ;            [trades new-book new-order] (match-order-in-book book order-2)]
-       ;        trades => 1
-       ;        new-order => nil?
-       ;        new-book => {})))