updates

dylanlott · May 16, 2023 · 105b8e3 · 105b8e3
1 parent cb1a23d
commit 105b8e3
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Showing 3 changed files with 96 additions and 23 deletions.
diff --git a/pkg/orderbook/orderbook.go b/pkg/orderbook/orderbook.go
@@ -143,16 +143,9 @@ func AttemptFill(
 ) {
 	for {
 		book.Lock()
-
-		if fillorder.Filled < fillorder.Open {
-			log.Printf("NOT FILLED")
-		} else {
-			log.Printf("FILLED: %+v", fillorder)
-		}
-
 		if fillorder.Side == "buy" {
-			// match to sell
-			log.Printf("[buy order]: %+v", fillorder)
+			wanted := fillorder.Open - fillorder.Filled
+
 			low := book.sell.FindMin()
 			if len(low.Orders) == 0 {
 				book.Unlock()
@@ -162,8 +155,6 @@ func AttemptFill(
 			bookorder := low.Orders[0] // select highest time priority by first price-valid match
 			available := bookorder.Open - bookorder.Filled
 
-			wanted := fillorder.Open - fillorder.Filled
-
 			match := &Match{
 				Buy:  fillorder,
 				Sell: bookorder,
@@ -172,15 +163,17 @@ func AttemptFill(
 			switch {
 			case wanted > available:
 				greedy(book, acc, match, matches, errs)
+				book.Unlock()
+				continue
 			case wanted < available:
 				humble(book, acc, match, matches, errs)
+				book.Unlock()
+				return
 			default:
 				exact(book, acc, match, matches, errs)
+				book.Unlock()
+				return
 			}
-
-		} else {
-			// sell
-			log.Printf("[sell order]: %+v", fillorder)
 		}
 
 		book.Unlock()
@@ -195,18 +188,23 @@ func AttemptFill(
 func exact(book *Book, acc accounts.AccountManager, match *Match, matchCh chan Match, errs chan error) {
 	available := match.Sell.Open - match.Sell.Filled
 	wanted := match.Buy.Open - match.Buy.Filled
+
+	if wanted == 0 {
+		matchCh <- *match
+		return
+	}
+
 	if available != wanted {
 		log.Fatalf("should not happen, this is a bug - match: %+v", match)
 	}
 
 	amount := float64((available * match.Sell.Price) / 100)
 
-	balances, err := acc.Tx(match.Buy.AccountID, match.Sell.AccountID, amount)
+	_, err := acc.Tx(match.Buy.AccountID, match.Sell.AccountID, amount)
 	if err != nil {
 		errs <- fmt.Errorf("failed to transfer: %v", err)
 		return
 	}
-	log.Printf("balances: %+v", balances)
 
 	match.Buy.Filled += available
 	match.Sell.Filled += available
@@ -216,9 +214,11 @@ func exact(book *Book, acc accounts.AccountManager, match *Match, matchCh chan M
 
 	if ok := book.buy.RemoveOrder(match.Buy); !ok {
 		errs <- fmt.Errorf("failed to remove over from tree %+v", match.Buy)
+		log.Fatalf("failed to remove order from tree %+v", match.Buy)
 	}
 	if ok := book.sell.RemoveOrder(match.Sell); !ok {
 		errs <- fmt.Errorf("failed to remove over from tree %+v", match.Sell)
+		log.Fatalf("failed to remove order from tree %+v", match.Sell)
 	}
 
 	matchCh <- *match

diff --git a/pkg/orderbook/orderbook_test.go b/pkg/orderbook/orderbook_test.go
@@ -238,6 +238,79 @@ func TestAttemptFill(t *testing.T) {
 				errs:      make(chan error, 1000),
 			},
 		},
+		{
+			name: "should fill humble",
+			args: args{
+				book: &Book{
+					buy: &Node{
+						Price:  10,
+						Orders: []*Order{},
+						Left:   &Node{},
+						Right: &Node{
+							Price: 11,
+							Orders: []*Order{
+								{
+									Price:     11,
+									ID:        "foo",
+									Side:      "buy",
+									Filled:    0,
+									Open:      20,
+									AccountID: "foo@test.com",
+									Kind:      "market",
+									History:   make([]Match, 0),
+								},
+							},
+							Left:  &Node{},
+							Right: &Node{},
+						},
+					},
+					sell: &Node{
+						Price:  10,
+						Orders: []*Order{},
+						Left: &Node{
+							Price: 9,
+							Orders: []*Order{
+								{
+									Price:     9,
+									ID:        "bar",
+									Side:      "sell",
+									Filled:    0,
+									Open:      10,
+									AccountID: "bar@test.com",
+									Kind:      "market",
+									History:   make([]Match, 0),
+								},
+								{
+									Price:     9,
+									ID:        "baz",
+									Side:      "sell",
+									Filled:    0,
+									Open:      10,
+									AccountID: "baz@test.com",
+									Kind:      "market",
+									History:   make([]Match, 0),
+								},
+								{
+									Price:     9,
+									ID:        "baz",
+									Side:      "sell",
+									Filled:    0,
+									Open:      10,
+									AccountID: "baz@test.com",
+									Kind:      "market",
+									History:   make([]Match, 0),
+								},
+							},
+						},
+						Right: &Node{},
+					},
+				},
+				acc:       acc,
+				fillorder: fillorder,
+				matches:   make(chan Match, 1000),
+				errs:      make(chan error, 1000),
+			},
+		},
 	}
 	for _, tt := range tests {
 		t.Run(tt.name, func(t *testing.T) {

diff --git a/pkg/orderbook/tree_test.go b/pkg/orderbook/tree_test.go
@@ -45,12 +45,12 @@ func TestList(t *testing.T) {
 }
 
 func seedRootTree(root *Node) {
-	order1 := &Order{ID: "1", Price: 5}
-	order2 := &Order{ID: "2", Price: 15}
-	order3 := &Order{ID: "3", Price: 8}
-	order4 := &Order{ID: "4", Price: 12}
-	order5 := &Order{ID: "5", Price: 12}
-	order6 := &Order{ID: "6", Price: 12}
+	order1 := &Order{ID: "1", Price: 5, Side: "buy"}
+	order2 := &Order{ID: "2", Price: 15, Side: "buy"}
+	order3 := &Order{ID: "3", Price: 8, Side: "buy"}
+	order4 := &Order{ID: "4", Price: 12, Side: "buy"}
+	order5 := &Order{ID: "5", Price: 12, Side: "buy"}
+	order6 := &Order{ID: "6", Price: 12, Side: "buy"}
 
 	root.Insert(order1)
 	root.Insert(order2)