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market.c
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market.c
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/* Copyright (c) 2012, Chris Winter <wintercni@gmail.com>
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
*
* 1. Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* 2. Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
* 3. Neither the name of the copyright holder nor the
* names of contributors may be used to endorse or promote products
* derived from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
* ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
* WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER BE LIABLE FOR ANY
* DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
* SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
*/
#include <assert.h>
#include <stdio.h>
#include <pthread.h>
#include <libcore/map.h>
#include <libcore/string.h>
#include "market.h"
#include "book.h"
static Map *book_table = NULL;
static int is_open = 0;
static pthread_mutex_t mutex = PTHREAD_MUTEX_INITIALIZER;
static unsigned long long order_id = 0;
void market_open(void)
{
printf("Market Open\n");
pthread_mutex_lock(&mutex);
if(!is_open) {
book_table = map_create((CompareFn)string_compare);
is_open = 1;
}
pthread_mutex_unlock(&mutex);
}
void market_close(void)
{
printf("Market Close\n");
pthread_mutex_lock(&mutex);
if(is_open) {
is_open = 0;
map_free_all(book_table, (FreeFn)book_close);
}
pthread_mutex_unlock(&mutex);
}
int market_process_order(Order *o)
{
MapIterator *it;
Book *b;
int ret;
assert(o != NULL);
ret = 0;
pthread_mutex_lock(&mutex);
if(is_open) {
it = map_find(book_table, order_get_symbol(o));
if(NULL == it) {
/* New ticker symbol, so lets open a new book */
b = book_open(order_get_symbol(o));
map_insert(book_table, book_get_symbol(b), b);
} else {
b = map_get_value(it);
}
/* Market-specifc order ID */
order_set_id(o, order_id++);
ret = book_process_order(b, o);
} else {
fprintf(stderr, "ERROR: Market not open\n");
}
pthread_mutex_unlock(&mutex);
return ret;
}
int market_is_open(void)
{
int ret;
pthread_mutex_lock(&mutex);
ret = is_open;
pthread_mutex_unlock(&mutex);
return ret;
}
unsigned long long market_get_total_volume(void)
{
unsigned long long volume;
MapIterator *it;
volume = 0;
pthread_mutex_lock(&mutex);
if(is_open) {
for(it = map_begin(book_table); it != NULL; it = map_next(it)) {
volume += book_get_volume((const Book *)map_get_value(it));
}
}
pthread_mutex_unlock(&mutex);
return volume;
}
unsigned long long market_get_total_orders_filled(void)
{
unsigned long long orders;
MapIterator *it;
orders = 0;
pthread_mutex_lock(&mutex);
if(is_open) {
for(it = map_begin(book_table); it != NULL; it = map_next(it)) {
orders += book_get_orders_filled((const Book *)map_get_value(it));
}
}
pthread_mutex_unlock(&mutex);
return orders;
}