Feat/8/trade 매칭엔진 및 Trade 체결 구현

[ohhalim]

Summary

• 가격-시간 우선순위 인메모리 매칭엔진 구현
• 체결 시 Trade 저장 및 Wallet 정산 연결
• 전량/부분 체결, self-trade 방지 지원

Changes

Domain

• Trade 엔티티 추가 (maker/taker, buy/sell 구분, price/quantity/quoteAmount)
• TradeRepository: 마켓별 체결 내역 조회
• Order: fill() 메서드 추가 (FILLED/PARTIALLY_FILLED 상태 전환)

Matching Engine

• OrderBookEntry: 오더북 항목 record
• MatchResult: 체결 결과 record
• MemoryOrderBook: BUY 높은 가격 우선 / SELL 낮은 가격 우선 PriorityQueue, self-trade 방지
• MatchingEngine: 마켓별 오더북 관리 (ConcurrentHashMap), 부분 체결 지원

Settlement

• settle(): 체결 시 maker/taker Order 수량 업데이트, Trade 저장, Wallet 정산
• BUY 체결: KRW locked 소진 + BTC 지급
• SELL 체결: BTC locked 소진 + KRW 지급
• CreateOrderResponse: trades[] 에 liquidity(MAKER/TAKER) 포함

Test plan

• BUY/SELL 전량 체결 후 wallet 정산 검증 (KRW locked 소진, BTC 지급)
• BUY/SELL 부분 체결: SELL FILLED, BUY PARTIALLY_FILLED
• self-trade 방지: 동일 유저 BUY/SELL 매칭 불가
• @beforeeach MatchingEngine 초기화로 테스트 간 오더북 상태 격리
• 기존 주문 생성/취소/조회 16개 테스트 전부 통과

관련 이슈

closes #8

Summary by CodeRabbit

• New Features
  • Orders are now matched against the market order book with automatic settlement.
  • Partially filled and fully filled orders are tracked with updated status.
  • Completed trades are recorded and persisted in the system.
  • Self-trading protection prevents users from matching orders with themselves.
  • Wallet balances are automatically updated upon trade settlement.

[coderabbitai]

Caution

Review failed

Pull request was closed or merged during review

📝 Walkthrough

Walkthrough

This PR implements a complete order matching engine with in-memory order books using priority queues, integrates matching into order creation, and persists trade records with wallet settlement. The implementation flows from creating domain contracts (MatchResult, Trade), through the priority-queue-based matching algorithm, orchestration via MatchingEngine, integration into OrderService with settlement logic, and API response mapping with integration test coverage.

Changes

Matching Engine and Trade Settlement

Layer / File(s)	Summary
Matching data contracts src/main/java/com/coinflow/order/matching/MatchResult.java, src/main/java/com/coinflow/order/matching/OrderBookEntry.java, src/main/java/com/coinflow/trade/domain/Trade.java, src/main/java/com/coinflow/trade/repository/TradeRepository.java	MatchResult record carries maker/taker and buy/sell order/user IDs plus matched price/quantity/quoteAmount; OrderBookEntry record models in-memory order state with price, remaining quantity, and sequence; Trade JPA entity and TradeRepository persist completed trades with market and order identifiers.
In-memory order book matching src/main/java/com/coinflow/order/matching/MemoryOrderBook.java	Two side-specific PriorityQueues (BUY by highest price-then-sequence, SELL by lowest price-then-sequence) implement price-crossing matching that prevents self-trades, computes matched quantities and scaled quote amounts, and re-queues partially filled makers.
Matching engine orchestration src/main/java/com/coinflow/order/matching/MatchingEngine.java	Spring component managing per-market MemoryOrderBook instances in a ConcurrentHashMap, delegating taker order matching, conditionally adding residual orders, and supporting order cancellation and state reset.
Order state updates and service integration src/main/java/com/coinflow/order/domain/Order.java, src/main/java/com/coinflow/order/service/OrderService.java	Order.fill() increments executed quantities/amounts and sets status to FILLED or PARTIALLY_FILLED; OrderService.createOrder() calls matchingEngine.match(), settles results into Trade records, and returns response with trades; cancelOrder() delegates to matching engine; settle() updates fill state, unlocks locked balances, deposits counter-assets, and persists trades.
API response mapping and test coverage src/main/java/com/coinflow/order/dto/CreateOrderResponse.java, src/test/java/com/coinflow/order/OrderApiTest.java	CreateOrderResponse.of() streams Trade objects into mapped TradeResult DTOs with stringified amounts and liquidity type; OrderApiTest injects MatchingEngine, clears state before each test, and validates full match execution with wallet state verification, partial matches, and self-trade prevention.

Estimated code review effort

🎯 4 (Complex) | ⏱️ ~60 minutes

Possibly related PRs

• ohhalim/CoinFlow#7: Extends the existing Order domain by adding fill() method and status progression that builds directly on the Order entity foundation from that PR.

Poem

🐰 A matching engine hops to life,
Two queues in sync, no self-trade strife—
Prices cross, trades bloom and settle,
Wallets balance with full mettle! ✨

🚥 Pre-merge checks | ✅ 4 | ❌ 1

❌ Failed checks (1 warning)

Check name	Status	Explanation	Resolution
Docstring Coverage	⚠️ Warning	Docstring coverage is 8.00% which is insufficient. The required threshold is 80.00%.	Write docstrings for the functions missing them to satisfy the coverage threshold.

✅ Passed checks (4 passed)

Check name	Status	Explanation
Description Check	✅ Passed	Check skipped - CodeRabbit’s high-level summary is enabled.
Title check	✅ Passed	The title 'Feat/8/trade 매칭엔진 및 Trade 체결 구현' directly describes the main feature: matching engine and trade settlement implementation, which aligns with the core changes in the PR.
Linked Issues check	✅ Passed	The PR implements all primary coding objectives from issue #8: Trade entity/repository, MemoryOrderBook with price-time priority, MatchingEngine with partial fill support, Order.fill() method, wallet settlement logic, and comprehensive integration tests validating matching and settlement.
Out of Scope Changes check	✅ Passed	All code changes are directly related to implementing the matching engine and trade settlement objectives. No extraneous changes outside the scope of issue #8 were identified.

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✨ Finishing Touches

📝 Generate docstrings

• Create stacked PR
• Commit on current branch

🧪 Generate unit tests (beta)

• Create PR with unit tests
• Commit unit tests in branch feat/8/trade

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[ohhalim]

LGTM??