The goal here is to implement the mechanism to match incoming order requests from users and make sure that data is kept in a nice and consistent state. I will do this in a transactional manner but matching only pairs of exactly opposite orders. For simplicity.
- Transactional operations, using
scala-stm(https://nbronson.github.io/scala-stm/) - Stream-read from input data file using
fs2 - All transactions wrapped in a
Trymonad to collect full output results whether successful or not
sbt runruns solversbt testruns unit tests
Tests covers all basic scenarios including failed transactions, rollbacked state, mixed successful and failed transactions for a given input data.
C1 2925 120 172 690 229
C2 4628 380 146 934 491
C3 989 57 40 43 81
C4 4040 359 425 428 695
C5 1294 42 31 364 117
C6 3721 676 264 99 34
C7 1912 31 6 681 24
C8 3327 194 242 122 160
C9 3634 281 274 119 379
> run
[info] Compiling 1 Scala source to /Users/aafa/Projects/sandbox/matching/target/scala-2.12/classes...
[info] Running Solver
[info] clients before
[info] C1 1000 130 240 760 320
[info] C2 4350 370 120 950 560
[info] C3 2760 0 0 0 0
[info] C4 560 450 540 480 950
[info] C5 1500 0 0 400 100
[info] C6 1300 890 320 100 0
[info] C7 750 20 0 790 0
[info] C8 7000 90 190 0 0
[info] C9 7250 190 190 0 280
[info] checksum 26470 2140 1600 3480 2210
[info]
[info] transactions
[info] Success(Transaction(Vector(Order(C2,Sell,C,14,5), Order(C9,Buy,C,14,5))))
[info] Success(Transaction(Vector(Order(C8,Buy,A,9,3), Order(C6,Sell,A,9,3))))
[info] Success(Transaction(Vector(Order(C9,Buy,B,5,3), Order(C1,Sell,B,5,3))))
[info] Success(Transaction(Vector(Order(C9,Sell,A,9,1), Order(C8,Buy,A,9,1))))
<... skipped ...>
[info] Success(Transaction(Vector(Order(C6,Buy,A,12,5), Order(C6,Sell,A,12,5))))
[info] Success(Transaction(Vector(Order(C2,Sell,D,3,4), Order(C3,Buy,D,3,4))))
[info]
[info] orders left
[info] Order(C4,Sell,D,5,2)
[info] Order(C2,Sell,D,6,1)
[info] Order(C8,Buy,B,5,5)
[info] Order(C4,Sell,C,15,3)
[info] Order(C1,Sell,B,6,2)
[info] Order(C6,Sell,A,10,1)
[info] Order(C3,Buy,A,9,1)
[info] Order(C9,Buy,D,3,3)
[info] Order(C2,Buy,B,7,3)
[info] Order(C2,Sell,C,12,5)
[info] Order(C9,Buy,D,4,3)
[info] Order(C8,Buy,A,11,2)
[info] Order(C7,Sell,C,14,3)
[info]
[info] clients after
[info] C1 2925 120 172 690 229
[info] C2 4628 380 146 934 491
[info] C3 989 57 40 43 81
[info] C4 4040 359 425 428 695
[info] C5 1294 42 31 364 117
[info] C6 3721 676 264 99 34
[info] C7 1912 31 6 681 24
[info] C8 3327 194 242 122 160
[info] C9 3634 281 274 119 379
[info] checksum 26470 2140 1600 3480 2210
[success] Total time: 1 s, completed 02.09.2017 10:44:29
>
For full logs see results/solver.log
- Implement partial orders (from left-over orders we can clearly see that we haven't covered that yet)
- Adopt streams wider, perform matching over stream of incoming orders data
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