Initial commit

app/trading/matching/constants.rb

@@ -0,0 +1,47 @@
+# encoding: UTF-8
+# frozen_string_literal: true
+
+module Matching
+
+  # NOTE: Name is TradeStruct for not confusing it with ActiveRecord Trade model.
+  # TODO: Use TradeStruct instead of trade_price, trade_volume, trade_funds.
+  TradeStruct = Struct.new(:price, :amount, :total)
+
+  ZERO = 0.to_d unless defined?(ZERO)
+
+  Error = Class.new(StandardError)
+
+  class OrderError < Error
+
+    attr_reader :order
+
+    def initialize(order, message=nil)
+      @order = order
+      super "#{message} (#{order.attributes})"
+    end
+  end
+
+  class TradeError < Error
+
+    attr_reader :trade
+
+    def initialize(trade, message=nil)
+      @trade = trade
+      super "#{message} (#{trade})"
+    end
+  end
+
+  # TODO: Use OrderError & TradeError instead of
+  # NotEnoughVolume, ExceedSumLimit, TradeExecutionError.
+  class NotEnoughVolume < Error; end
+  class ExceedSumLimit < Error; end
+  class MarketOrderbookError < OrderError; end
+
+  class TradeExecutionError < Error
+    attr_accessor :options
+
+    def initialize(options = {})
+      self.options = options
+    end
+  end
+end