OrderList PgsqlDataProvider::getOrders(OrderType type, string methodName, uint32_t stockId)
{
OrderList orderList;
nontransaction command(*conn);
string query = "SELECT id, broker_id, stock_id, amount, price FROM " + methodName + "(" + to_string(stockId) + ");";
result queryResult(command.exec(query));
if (verbose)
cout << "Result of " << query << ": " << endl;
ResultIterator endIterator = queryResult.end();
for (ResultIterator iterator = queryResult.begin(); iterator != endIterator; ++iterator)
{
Order order;
order.setId(iterator[0].as<uint64_t>());
order.setType(type);
order.setBrokerId(iterator[1].as<uint32_t>());
order.setStockId(iterator[2].as<uint32_t>());
order.setAmount(iterator[3].as<uint32_t>());
order.setPrice(Decimal(iterator[4].as<string>()));
orderList.push_back(order);
}
if (verbose)
cout << orderList.size() << " orders. " << endl;
return orderList;
}
void OrderMatcher::matchOrders(TradeList& tradeList, OrderList& buyList, OrderList& sellList, Decimal price)
{
if (verbose)
cout << endl << "Matching orders..." << endl;
if (buyList.size() == 0 || sellList.size() == 0)
return;
Order buyOrder = buyList.front();
Order sellOrder = sellList.front();
bool finished = false;
while (!finished && buyOrder.getPrice() >= price && sellOrder.getPrice() <= price)
{
uint32_t amount = std::min(buyOrder.getAmount(), sellOrder.getAmount());
Trade trade(amount, price, buyOrder, sellOrder);
tradeList.push_back(trade);
buyOrder.decreaseAmount(amount);
sellOrder.decreaseAmount(amount);
if (buyOrder.getAmount() == 0)
{
buyList.pop_front();
if (buyList.size() > 0)
buyOrder = buyList.front();
else
finished = true;
}
if (sellOrder.getAmount() == 0)
{
sellList.pop_front();
if (sellList.size() > 0)
sellOrder = sellList.front();
else
finished = true;
}
}
}
UBool OrderList::matchesAt(int32_t offset, const OrderList &other) const
{
// NOTE: sizes include the NULLORDER, which we don't want to compare.
int32_t otherSize = other.size() - 1;
if (listSize - 1 - offset < otherSize) {
return FALSE;
}
for (int32_t i = offset, j = 0; j < otherSize; i += 1, j += 1) {
if (getOrder(i) != other.getOrder(j)) {
return FALSE;
}
}
return TRUE;
}
