Initial commit

app/trading/matching/limit_order.rb

@@ -0,0 +1,70 @@
+# encoding: UTF-8
+# frozen_string_literal: true
+
+require_relative 'constants'
+
+module Matching
+  class LimitOrder < BaseOrder
+
+    attr_reader :price
+
+    def initialize(attrs)
+      super
+      @price = attrs[:price].to_d
+
+      raise OrderError.new(self, 'Order is not valid') unless valid?(attrs)
+    end
+
+    def trade_with(counter_order, _counter_book)
+      if counter_order.is_a?(MarketOrder)
+        raise MarketOrderbookError.new(order, 'market order in orderbook detected')
+      end
+
+      return unless crossed?(counter_order.price)
+
+      trade_price  = counter_order.price
+      trade_volume = [volume, counter_order.volume].min
+      trade_funds  = trade_price * trade_volume
+      [trade_price, trade_volume, trade_funds]
+    end
+
+    def fill(_trade_price, trade_volume, _trade_funds)
+      raise NotEnoughVolume if trade_volume > @volume
+      @volume -= trade_volume
+    end
+
+    def filled?
+      volume <= ZERO
+    end
+
+    def crossed?(price)
+      if type == :ask
+        price >= @price # if people offer price higher or equal than ask limit
+      else
+        price <= @price # if people offer price lower or equal than bid limit
+      end
+    end
+
+    def label
+      "%d/$%s/%s" % [id, price.to_s('F'), volume.to_s('F')]
+    end
+
+    def valid?(_attrs)
+      type.in?(%i[ask bid]) && \
+        id.present? && \
+        timestamp.present? && \
+        market.present? && \
+        price > ZERO
+    end
+
+    def attributes
+      { id:        @id,
+        timestamp: @timestamp,
+        type:      @type,
+        volume:    @volume,
+        price:     @price,
+        market:    @market,
+        ord_type: 'limit' }
+    end
+  end
+end