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orderbook.go
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orderbook.go
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package types
import (
"os"
"sort"
"strings"
sdk "github.com/cosmos/cosmos-sdk/types"
"github.com/ethereum/go-ethereum/common"
"github.com/olekukonko/tablewriter"
)
func NewOrderbook(marketID common.Hash) *Orderbook {
return &Orderbook{
MarketId: marketID.Bytes(),
BuyLevels: make([]*Level, 0),
SellLevels: make([]*Level, 0),
}
}
func NewOrderbookWithLevels(marketID common.Hash, buyLevels, sellLevels []*Level) *Orderbook {
return &Orderbook{
MarketId: marketID.Bytes(),
BuyLevels: buyLevels,
SellLevels: sellLevels,
}
}
func (o *Orderbook) AppendLevel(isBuy bool, level *Level) {
if isBuy {
o.BuyLevels = append(o.BuyLevels, level)
return
}
o.SellLevels = append(o.SellLevels, level)
}
func (o *Orderbook) IsCrossed() bool {
if len(o.BuyLevels) == 0 || len(o.SellLevels) == 0 {
return false
}
highestBuyLevel := o.BuyLevels[len(o.BuyLevels)-1]
if highestBuyLevel.Q.IsZero() {
return false
}
lowestSellPrice := sdk.ZeroDec()
isQuantityAllZero := true
for _, level := range o.SellLevels {
if level.Q.IsZero() {
continue
}
lowestSellPrice = level.P
isQuantityAllZero = false
break
}
if isQuantityAllZero {
return false
}
return highestBuyLevel.P.GTE(lowestSellPrice)
}
// PrintDisplay is a helper function to print the orderbook in a human readable format for debugging purposes
func (o *Orderbook) PrintDisplay() {
PrintDisplayLevels(o.BuyLevels, o.SellLevels)
}
// PrintDisplayLevels is a helper function to print the orderbook in a human readable format for debugging purposes
func PrintDisplayLevels(buyLevels, sellLevels []*Level) {
buyLevelsSorted := make([]*Level, len(buyLevels))
copy(buyLevelsSorted, buyLevels)
sellLevelsSorted := make([]*Level, len(sellLevels))
copy(sellLevelsSorted, sellLevels)
if len(buyLevels) > 1 {
sort.SliceStable(buyLevelsSorted, func(i, j int) bool {
return buyLevelsSorted[i].GetPrice().GT(buyLevelsSorted[j].GetPrice())
})
}
if len(sellLevelsSorted) > 1 {
sort.SliceStable(sellLevelsSorted, func(i, j int) bool {
return sellLevelsSorted[i].GetPrice().LT(sellLevelsSorted[j].GetPrice())
})
}
table := tablewriter.NewWriter(os.Stdout)
table.SetHeader([]string{"Buy Price", "Buy Quantity", "Sell Price", "Sell Quantity"})
maxLength := len(buyLevelsSorted)
if len(sellLevelsSorted) > maxLength {
maxLength = len(sellLevelsSorted)
}
for idx := 0; idx < maxLength; idx++ {
row := make([]string, 0)
if idx < len(buyLevelsSorted) {
row = append(row, getReadableDec(buyLevelsSorted[idx].P), getReadableDec(buyLevelsSorted[idx].Q))
} else {
row = append(row, "-", "-")
}
if idx < len(sellLevelsSorted) {
row = append(row, getReadableDec(sellLevelsSorted[idx].P), getReadableDec(sellLevelsSorted[idx].Q))
} else {
row = append(row, "-", "-")
}
table.Append(row)
}
table.Render()
}
func (o *Orderbook) Equals(other *Orderbook) bool {
if len(o.BuyLevels) != len(other.BuyLevels) || len(o.SellLevels) != len(other.SellLevels) {
return false
}
for i, level := range o.BuyLevels {
metaLevel := other.BuyLevels[i]
if !level.Q.Equal(metaLevel.Q) || !level.P.Equal(metaLevel.P) {
return false
}
}
return true
}
// getReadableDec is a test utility function to return a readable representation of decimal strings
func getReadableDec(d sdk.Dec) string {
if d.IsNil() {
return d.String()
}
dec := strings.TrimRight(d.String(), "0")
if len(dec) < 2 {
return dec
}
if dec[len(dec)-1:] == "." {
return dec + "0"
}
return dec
}
func NewLevel(price, quantity sdk.Dec) *Level {
return &Level{
P: price,
Q: quantity,
}
}
func (l *Level) GetPrice() sdk.Dec {
return l.P
}
func (l *Level) GetQuantity() sdk.Dec {
return l.Q
}