-
Notifications
You must be signed in to change notification settings - Fork 2
/
market.rs
194 lines (164 loc) · 5.38 KB
/
market.rs
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
use std::collections::HashMap;
use std::rc::Rc;
use std::cell::Cell;
use json::*;
use skiplist::OrderedSkipList;
use std::cmp::Ordering;
use rust_decimal::prelude::*;
pub static MARKET_ORDER_TYPE_LIMIT:u32 = 1;
pub static MARKET_ORDER_TYPE_MARKET:u32 = 2;
pub static MARKET_ORDER_SIDE_ASK:u32 = 1;
pub static MARKET_ORDER_SIDE_BID:u32 = 2;
pub static MARKET_ROLE_MAKER:u32 = 1;
pub static MARKET_ROLE_TAKER:u32 = 2;
pub struct Order {
pub id: u64,
pub order_type: u32,
pub side: u32,
pub create_time: i64,
pub update_time: Cell<i64>,
pub user_id: u32,
pub price: Decimal,
pub amount: Cell<Decimal>,
pub taker_fee_rate: Decimal,
pub maker_fee_rate: Decimal,
pub left: Cell<Decimal>,
pub deal_stock: Cell<Decimal>,
pub deal_money: Cell<Decimal>,
pub deal_fee: Cell<Decimal>,
}
impl Order {
pub fn to_json(&self) -> JsonValue {
let mut object = JsonValue::new_object();
object["id"] = self.id.into();
object["type"] = self.order_type.into();
object["side"] = self.side.into();
object["create_time"] = self.create_time.into();
object["update_time"] = self.update_time.get().into();
object["user_id"] = self.user_id.into();
object["price"] = self.price.to_string().into();
object["amount"] = self.amount.get().to_string().into();
object["taker_fee_rate"] = self.taker_fee_rate.to_string().into();
object["maker_fee_rate"] = self.maker_fee_rate.to_string().into();
object["left"] = self.left.get().to_string().into();
object["deal_stock"] = self.deal_stock.get().to_string().into();
object["deal_money"] = self.deal_money.get().to_string().into();
object["deal_fee"] = self.deal_fee.get().to_string().into();
object
}
}
impl PartialOrd for Order {
fn partial_cmp(&self, other: &Self) -> Option<Ordering> {
if self.id == other.id {
Some(Ordering::Equal)
} else {
let mut ret = Some(Ordering::Equal);
if self.side == MARKET_ORDER_SIDE_ASK {
ret = self.price.partial_cmp(&other.price);
} else {
ret = other.price.partial_cmp(&self.price);
}
if ret == Some(Ordering::Equal) {
Some(self.id.cmp(&other.id))
} else {
ret
}
}
}
}
impl PartialEq for Order {
fn eq(&self, other: &Self) -> bool {
self.id == other.id
}
}
pub struct Market {
pub oper_id: u64,
pub order_id: u64,
pub deals_id: u64,
pub message_id: u64,
pub input_offset: i64,
pub name: String,
pub stock_prec: u32,
pub money_prec: u32,
pub fee_rate_prec: u32,
pub min_amount: Decimal,
orders: HashMap<u64, Rc<Order>>,
users: HashMap<u32, OrderedSkipList<Rc<Order>>>,
pub asks: OrderedSkipList<Rc<Order>>,
pub bids: OrderedSkipList<Rc<Order>>,
pub stock_amount: Decimal,
pub money_amount: Decimal,
}
impl Market {
pub fn new(name:&String, stock_prec: u32, money_prec: u32, fee_rate: u32, min_amount: &Decimal) -> Market {
Market {
oper_id: 0,
order_id: 0,
deals_id: 0,
message_id: 0,
input_offset: 0,
name : name.clone(),
stock_prec: stock_prec,
money_prec: money_prec,
fee_rate_prec: fee_rate,
min_amount: min_amount.clone(),
orders: HashMap::new(),
users: HashMap::new(),
asks: OrderedSkipList::new(),
bids: OrderedSkipList::new(),
stock_amount: Decimal::ZERO,
money_amount: Decimal::ZERO,
}
}
pub fn check_user_order_limit(&self, user_id: u32) -> bool {
match self.users.get(&user_id) {
Some(order_list) => {
if order_list.len() > 10 {
false
} else {
true
}
}
None => true,
}
}
// panic
pub fn put_order(&mut self, order: Rc<Order>) {
if order.order_type != MARKET_ORDER_TYPE_LIMIT {
return;
}
if order.side == MARKET_ORDER_SIDE_ASK {
self.stock_amount = self.stock_amount + order.left.get();
} else {
self.money_amount = self.money_amount + (order.price*order.left.get());
}
self.orders.insert(order.id, order.clone());
self.users.entry(order.user_id).or_insert_with(|| OrderedSkipList::new()).insert(order.clone());
if order.side == MARKET_ORDER_SIDE_ASK {
self.asks.insert(order);
} else {
// other calc?
self.bids.insert(order);
}
}
pub fn order_finish(&mut self, order: &Rc<Order>) {
let side = order.side;
if side == MARKET_ORDER_SIDE_ASK {
self.asks.remove(&order);
} else {
self.bids.remove(&order);
}
self.orders.remove(&order.id);
let lst = self.users.get_mut(&order.user_id).unwrap();
lst.remove(&order);
if lst.len() == 0 {
self.users.remove(&order.user_id);
}
}
pub fn get_order(&self, order_id: &u64) -> Option<&Rc<Order>> {
self.orders.get(order_id)
}
pub fn get_user_order_list(&self, user_id: &u32) -> Option<&OrderedSkipList<Rc<Order>>> {
self.users.get(user_id)
}
}