Initial commit

app/trading/matching/market_order.rb

@@ -0,0 +1,70 @@
+# encoding: UTF-8
+# frozen_string_literal: true
+
+require_relative 'constants'
+
+module Matching
+  class MarketOrder < BaseOrder
+
+    attr_reader :locked
+
+    def initialize(attrs)
+      super
+      @locked = attrs[:locked].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
+
+      trade_price  = counter_order.price
+      trade_volume = [volume, counter_order.volume].min
+      trade_funds  = trade_price * trade_volume
+
+      # If buy order is out of locked. Which means that order can't fulfill in
+      # current price point because locked run out.
+      return if bid? && trade_funds > locked
+
+      [trade_price, trade_volume, trade_funds]
+    end
+
+    def fill(_trade_price, trade_volume, trade_funds)
+      raise NotEnoughVolume if trade_volume > @volume
+      @volume -= trade_volume
+
+      funds = type == :ask ? trade_volume : trade_funds
+      raise ExceedSumLimit if funds > @locked
+      @locked -= funds
+    end
+
+    def filled?
+      volume <= ZERO || locked <= ZERO
+    end
+
+    def label
+      "%d/%s" % [id, volume.to_s('F')]
+    end
+
+    def valid?(attrs)
+      type.in?(%i[ask bid]) && \
+        attrs[:price].blank? && \
+        id.present? && \
+        timestamp.present? && \
+        market.present? && \
+        locked > ZERO
+    end
+
+    def attributes
+      { id:        @id,
+        timestamp: @timestamp,
+        type:      @type,
+        locked:    @locked,
+        volume:    @volume,
+        market:    @market,
+        ord_type:  'market' }
+    end
+  end
+end