Problem description

Implement an in-memory cache of order objects that supports adding new orders, removing existing orders and matching buy and sell orders.

• Order: An "order" is a request to buy or sell a financial security (eg. bond, stock, commodity, etc.).
  • Each order is uniquely identified by an order id.
  • Each security has a different security id.
• Matching: Order matching occurs for orders with the same security id, different side (buy or sell), and different company (company of person who requested the order).

Task

Provide an implementation for the OrderCacheInterface class in OrderCacheInterface.h

For this an Order class is provided for you:

• This class holds basic order information.
• Do not remove the provided member variables and methods in the Order class.
• You may add additional members if you like.

For your implementation of OrderCacheInterface:

• Write a class that derives OrderCacheInterface.
• Choose appropriate data structure(s) to hold Order objects and any additional data you'd like.
• Implement the following methods (do not change their signatures):
  • addOrder()
  • cancelOrder()
  • cancelOrdersForUser()
  • cancelOrdersForSecIdWithMinimumQty()
  • getMatchingSizeForSecurity()
  • getAllOrders()
• Feel free to add any additional methods and variables you'd like to your class.

Examples

Find examples for the Order matching rules for getMatchingSizeForSecurity():

• Your implementation of getMatchingSizeForSecurity() should give the total qty that can match for a security id.
• Can only match orders with the same security id.
• Can only match a Buy order with a Sell order.
• Buy order can match against multiple Sell orders (and vice versa).
• Any order quantity already allocated to a match cannot be reused as a match against a different order (eg the qty 3000 matched in the Base case)
• Some orders may not match entirely or at all.
• Users in the same company cannot match against each other.

Base case

The Security ID "ABCD" has:

• Buy order with qty 10000
• Sell order with qty 2000
• Sell order with qty 1000

In this case Security Id "ABCD" has a total match of 3000. The Buy order's qty is big enough to match against both Sell orders and still has 7000 remaining.

Example 1

Order matching example and explanation. The following set of orders will be added using addOrder()

OrderID	SecurityId	Side	Amount	User	Company
OrdId1	SecId1	Buy	1000	User1	CompanyA
OrdId2	SecId2	Sell	3000	User2	CompanyB
OrdId3	SecId1	Sell	500	User3	CompanyA
OrdId4	SecId2	Buy	600	User4	CompanyC
OrdId5	SecId2	Buy	100	User5	CompanyB
OrdId6	SecId3	Buy	1000	User6	CompanyD
OrdId7	SecId2	Buy	2000	User7	CompanyE
OrdId8	SecId2	Sell	5000	User8	CompanyE

Explanation:

• SecId1
  • SecId1 has 1 Buy order and 1 Sell order.
  • Both orders are for users in CompanyA so they are not allowed to match.
  • There are no matches for SecId1.
• SecId2
  • OrdId2 matches quantity 600 against OrdId4.
  • OrdId2 matches quantity 2000 against OrdId7.
  • OrdId2 has a total matched quantity of 2600
  • OrdId8 matches quantity 100 against OrdId5 only.
    • OrdId8 has a remaining qty of 4900.
  • OrdId4 had its quantity fully allocated to match OrdId2.
    • No remaining qty on OrdId4 for the remaining 4900 of OrdId8.
  • Total quantity matched for SecId2 is 2700: 2600 + 100.
  • Note: there are other combinations of matches among the orders which would lead to the same result of 2700 total qty matching
• SecId3
  • Has only one Buy order, no other orders to match against

Example 2

Orders in cache:

OrderID	SecurityId	Side	Amount	User	Company
OrdId1	SecId1	Sell	100	User10	Company2
OrdId2	SecId3	Sell	200	User8	Company2
OrdId3	SecId1	Buy	300	User13	Company2
OrdId4	SecId2	Sell	400	User12	Company2
OrdId5	SecId3	Sell	500	User7	Company2
OrdId6	SecId3	Buy	600	User3	Company1
OrdId7	SecId1	Sell	700	User10	Company2
OrdId8	SecId1	Sell	800	User2	Company1
OrdId9	SecId2	Buy	900	User6	Company2
OrdId10	SecId2	Sell	1000	User5	Company1
OrdId11	SecId1	Sell	1100	User13	Company2
OrdId12	SecId2	Buy	1200	User9	Company2
OrdId13	SecId1	Sell	1300	User1	Company2

Total qty matching for security ids:

• SecId1: 300
• SecId2: 1000
• SecId3: 600

Example 2:

Orders in cache:

OrderID	SecurityId	Side	Amount	User	Company
OrdId1	SecId3	Sell	100	User1	Company1
OrdId2	SecId3	Sell	200	User3	Company2
OrdId3	SecId1	Buy	300	User2	Company1
OrdId4	SecId3	Sell	400	User5	Company2
OrdId5	SecId2	Sell	500	User2	Company1
OrdId6	SecId2	Buy	600	User3	Company2
OrdId7	SecId2	Sell	700	User1	Company1
OrdId8	SecId1	Sell	800	User2	Company1
OrdId9	SecId1	Buy	900	User5	Company2
OrdId10	SecId1	Sell	1000	User1	Company1
OrdId11	SecId2	Sell	1100	User6	Company2

Total qty matching for security ids:

• SecId1: 900
• SecId2: 600
• SecId3: 0