updates

Makefile

@@ -1,6 +1,12 @@
 test:	
 	go test -race -count 1 -v ./pkg/... 
 
+test-benchmark:
+	go test -benchtime=60s ./pkg/orderbook/...
+
+test-profile: 
+	go test -cpuprofile=prof.out ./pkg/orderbook/...
+
 build-docker:
 	docker build -t golem .
 

go.mod

@@ -3,6 +3,7 @@ module github.com/dylanlott/orderbook
 go 1.18
 
 require (
+	github.com/brianvoe/gofakeit/v6 v6.21.0
 	github.com/labstack/echo/v4 v4.10.2
 	github.com/matryer/is v1.4.0
 	github.com/sasha-s/go-deadlock v0.3.1

go.sum

@@ -38,6 +38,8 @@ cloud.google.com/go/storage v1.14.0/go.mod h1:GrKmX003DSIwi9o29oFT7YDnHYwZoctc3f
 dmitri.shuralyov.com/gpu/mtl v0.0.0-20190408044501-666a987793e9/go.mod h1:H6x//7gZCb22OMCxBHrMx7a5I7Hp++hsVxbQ4BYO7hU=
 github.com/BurntSushi/toml v0.3.1/go.mod h1:xHWCNGjB5oqiDr8zfno3MHue2Ht5sIBksp03qcyfWMU=
 github.com/BurntSushi/xgb v0.0.0-20160522181843-27f122750802/go.mod h1:IVnqGOEym/WlBOVXweHU+Q+/VP0lqqI8lqeDx9IjBqo=
+github.com/brianvoe/gofakeit/v6 v6.21.0 h1:tNkm9yxEbpuPK8Bx39tT4sSc5i9SUGiciLdNix+VDQY=
+github.com/brianvoe/gofakeit/v6 v6.21.0/go.mod h1:Ow6qC71xtwm79anlwKRlWZW6zVq9D2XHE4QSSMP/rU8=
 github.com/census-instrumentation/opencensus-proto v0.2.1/go.mod h1:f6KPmirojxKA12rnyqOA5BBL4O983OfeGPqjHWSTneU=
 github.com/chzyer/logex v1.1.10/go.mod h1:+Ywpsq7O8HXn0nuIou7OrIPyXbp3wmkHB+jjWRnGsAI=
 github.com/chzyer/readline v0.0.0-20180603132655-2972be24d48e/go.mod h1:nSuG5e5PlCu98SY8svDHJxuZscDgtXS6KTTbou5AhLI=

pkg/accounts/accounts.go

@@ -16,7 +16,7 @@ type AccountManager interface {
 	Transaction
 
 	Get(id string) (Account, error)
-	Create(id string, acct Account) (Account, error)
+	Create(id string, balance float64) (Account, error)
 	Delete(id string) error
 }
 
@@ -52,6 +52,16 @@ type InMemoryManager struct {
 	Accounts map[string]*UserAccount
 }
 
+func NewAccountManager(path string) AccountManager {
+	if path == "" {
+		return &InMemoryManager{
+			Accounts: make(map[string]*UserAccount),
+		}
+	} else {
+		panic("todo: not impl")
+	}
+}
+
 // Get returns an account
 func (i *InMemoryManager) Get(id string) (Account, error) {
 	i.Lock()
@@ -63,10 +73,10 @@ func (i *InMemoryManager) Get(id string) (Account, error) {
 }
 
 // Create makes a new account
-func (i *InMemoryManager) Create(email string, account Account) (Account, error) {
+func (i *InMemoryManager) Create(email string, balance float64) (Account, error) {
 	a := &UserAccount{
 		Email:          email,
-		CurrentBalance: 0.0,
+		CurrentBalance: balance,
 	}
 	i.Lock()
 	defer i.Unlock()

pkg/orderbook/attempt_fill.go

@@ -272,7 +272,7 @@ func greedy(
 var numOps = 10_000
 var bufferSize = 1000
 
-func TestRun(t *testing.T) {
+func TestAttemptFillRun(t *testing.T) {
 	ctx := context.Background()
 	wg := &sync.WaitGroup{}
 

pkg/orderbook/orderbook.go

@@ -5,7 +5,6 @@ package orderbook
 
 import (
 	"context"
-	"log"
 	"sort"
 	"time"
 
@@ -45,7 +44,9 @@ type Orderbook interface {
 	Match(buy []Order, sell []Order) []Match
 }
 
-// Run starts looping the MatchOrders function.
+// Run starts looping the MatchOrders function. It is a blocking function
+// and it is meant to completely own the buy and sell lists to prevent
+// external modification.
 func Run(
 	ctx context.Context,
 	accounts accounts.AccountManager,
@@ -55,6 +56,7 @@ func Run(
 ) {
 	// NB: buy and sell are not accessible anywhere but here for safety.
 	var buy, sell []Order
+
 	handleMatches(ctx, accounts, buy, sell, in, out, status)
 }
 
@@ -69,16 +71,24 @@ func handleMatches(
 	status chan []Order,
 ) {
 	for {
+		// feed off the orders that accumulated since the last loop
+		for o := range in {
+			if o.Side == "buy" {
+				buy = append(buy, o)
+			} else {
+				sell = append(sell, o)
+			}
+		}
+		// create the orderlist for state updates
 		orderlist := []Order{}
 		orderlist = append(orderlist, buy...)
 		orderlist = append(orderlist, sell...)
 		status <- orderlist
 
+		// generate a list of matches and output them
 		matches := MatchOrders(accts, buy, sell)
 		for _, match := range matches {
-			log.Printf("%+v", match)
-			time.Sleep(delay)
-			// feed to ouptut
+			out <- &match
 		}
 	}
 }
@@ -107,10 +117,13 @@ func MatchOrders(accts accounts.AccountManager, buyOrders []Order, sellOrders []
 	for sellIndex < len(sellOrders) {
 		// Check if the current Buy order matches the current Sell order
 		if buyOrders[buyIndex].Price >= sellOrders[sellIndex].Price {
-			// Create a Match of the Buy and Sell side
+			// Create a match and add it to the matches
+			sell := &sellOrders[sellIndex]
+			buy := &buyOrders[buyIndex]
 			m := Match{
-				Buy:  &buyOrders[buyIndex],
-				Sell: &sellOrders[sellIndex],
+				Buy:   buy,
+				Sell:  sell,
+				Price: sell.Price,
 			}
 			matches = append(matches, m)
 			// Increment the Sell order index
@@ -119,6 +132,7 @@ func MatchOrders(accts accounts.AccountManager, buyOrders []Order, sellOrders []
 			// Move on to the next Buy order
 			buyIndex++
 		}
+
 		// Check if there are no more Buy orders left
 		if buyIndex == len(buyOrders) {
 			break

pkg/orderbook/orderbook_test.go

@@ -10,6 +10,8 @@ import (
 	"time"
 
 	"github.com/dylanlott/orderbook/pkg/accounts"
+
+	"github.com/brianvoe/gofakeit/v6"
 )
 
 func TestMatchOrders(t *testing.T) {
@@ -49,6 +51,28 @@ func BenchmarkAttemptFill(b *testing.B) {
 	wg.Wait()
 }
 
+// newTestAccountManager returns a new account manager and the set of
+// ids that it randomly generated.
+func newTestAccountManager(t *testing.T, num int) (accounts.AccountManager, []string) {
+	acct := accounts.NewAccountManager("")
+	ids := []string{}
+
+	for i := 0; i < num; i++ {
+		email := gofakeit.Email()
+		balance := gofakeit.Float64()
+		_, err := acct.Create(email, balance)
+		ids = append(ids, email)
+		if err != nil {
+			t.Error(err)
+		}
+	}
+	return acct, ids
+}
+
+// newTestOrders creates a set of buy and sell orders with a random
+// price between minPrice and maxPrice, an open quantity between minOpen
+// and maxOpen, an equal chance to be owned by foo or bar,
+// and with an even chance of being a buy or sell order.
 func newTestOrders(count int) (buyOrders []Order, sellOrders []Order) {
 	log.Printf("count %d", count)
 	rand.Seed(time.Now().UnixNano())
@@ -58,17 +82,16 @@ func newTestOrders(count int) (buyOrders []Order, sellOrders []Order) {
 
 	for i := 0; i < count; i++ {
 		o := Order{
-			ID:        fmt.Sprintf("%d", i),
-			AccountID: "", // TODO: add a random account owner
-			Kind:      "market",
-			Price:     uint64(rand.Intn(maxPrice-minPrice) + minPrice),
-			Open:      uint64(rand.Intn(maxOpen-minOpen) + minOpen),
-			Filled:    0,
-			History:   []Match{}, // history should be nil
+			ID:      fmt.Sprintf("%d", i),
+			Kind:    "market",
+			Price:   uint64(rand.Intn(maxPrice-minPrice) + minPrice),
+			Open:    uint64(rand.Intn(maxOpen-minOpen) + minOpen),
+			Filled:  0,
+			History: []Match{},
 		}
 
-		// half buy, half sell orders
-		if i%2 == 0 {
+		randBuy := uint64(rand.Intn(maxPrice-minPrice) + minPrice)
+		if randBuy%2 == 0 {
 			o.Side = "buy"
 			buyOrders = append(buyOrders, o)
 		} else {
@@ -105,3 +128,37 @@ func newRandOrder(id, account string) Order {
 
 	return o
 }
+
+var numTestOrders = 10_000_000
+var numTestAccounts = 1_000_000
+
+func TestRunLoad(t *testing.T) {
+	in := make(chan Order, 1)
+	out := make(chan *Match, 1)
+	status := make(chan []Order, 1)
+
+	// Generate default random accounts for testing
+	accts, ids := newTestAccountManager(t, numTestAccounts)
+
+	// Start the server
+	go Run(context.Background(), accts, in, out, status)
+
+	// Consume the status updates
+	go func() {
+		for e := range status {
+			t.Logf("\ncurrent orders: %v\n", e)
+		}
+	}()
+
+	// Generate test orders
+	buy, sell := newTestOrders(numTestOrders)
+
+	for _, o := range buy {
+		o.AccountID = gofakeit.RandomString(ids)
+		in <- o
+	}
+	for _, o := range sell {
+		o.AccountID = gofakeit.RandomString(ids) // assign to a random account last of all
+		in <- o
+	}
+}

pkg/server/server.go

@@ -37,14 +37,25 @@ func NewServer(
 
 	e := echo.New()
 	e.GET("/", func(c echo.Context) error {
-		return c.String(http.StatusOK, "Hello, World!")
+		return c.JSON(http.StatusOK, map[string]interface{}{
+			"name":    "orderbook",
+			"version": "0.1",
+		})
 	})
 	e.GET("/orders", func(c echo.Context) error {
-		return c.String(http.StatusInternalServerError, "not impl!")
+		return c.JSON(http.StatusOK, engine.state)
 	})
+
 	e.POST("/orders", func(c echo.Context) error {
-		return c.String(http.StatusInternalServerError, "not impl!")
+		o := new(orderbook.Order)
+		if err := c.Bind(o); err != nil {
+			return echo.NewHTTPError(http.StatusBadRequest, err.Error())
+		}
+		e.Logger.Infof("order received: %+v", o)
+		engine.in <- *o
+		return nil
 	})
+
 	e.DELETE("/orders", func(c echo.Context) error {
 		return c.String(http.StatusInternalServerError, "not impl!")
 	})