Class: RMarket::OrderLedger

Inherits:
Object
  • Object
show all
Defined in:
lib/rmarket/order_ledger.rb

Instance Method Summary collapse

Constructor Details

#initialize(type = nil, asset_label = "") ⇒ OrderLedger

Returns a new instance of OrderLedger.



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# File 'lib/rmarket/order_ledger.rb', line 4

def initialize(type=nil, asset_label="")
  @orders = []
  @type = type
  @asset_label = asset_label
end

Instance Method Details

#ask ⇒ Object 



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# File 'lib/rmarket/order_ledger.rb', line 71

def ask
  raise "OrderLedger is of type \"buy\" and cannot supply an \"ask\"" if @type == "buy"
  @orders == [] ? 1/0.0 : @orders.first.price
end

#ask_quantity ⇒ Object 



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# File 'lib/rmarket/order_ledger.rb', line 76

def ask_quantity
  raise "OrderLedger is of type \"buy\" and cannot supply an \"ask\"" if @type == "buy"
  @orders == [] ? 0 : @orders.first.quantity
end

#bid ⇒ Object 



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# File 'lib/rmarket/order_ledger.rb', line 61

def bid
  raise "OrderLedger is of type \"sell\" and cannot supply a \"bid\"" if @type == "sell"
  @orders == [] ? 0 : @orders.last.price
end

#bid_quantity ⇒ Object 



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# File 'lib/rmarket/order_ledger.rb', line 66

def bid_quantity
  raise "OrderLedger is of type \"sell\" and cannot supply a \"bid\"" if @type == "sell"
  @orders == [] ? 0 : @orders.last.quantity
end

#outstanding_order_count ⇒ Object 



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# File 'lib/rmarket/order_ledger.rb', line 59

def outstanding_order_count; @orders.size; end

#remove_prior_orders(trader) ⇒ Object 



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# File 'lib/rmarket/order_ledger.rb', line 81

def remove_prior_orders(trader);  @orders.reject!{|x| x.trader == trader}; end

#submit_order(order) ⇒ Object 



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# File 'lib/rmarket/order_ledger.rb', line 53

def submit_order(order)
  @type ||= order.type
  index = @orders.index{|i| i.price > order.price}
  index == nil ? @orders << order : @orders.insert(index, order)
end

#transact(order) ⇒ Object 



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# File 'lib/rmarket/order_ledger.rb', line 10

def transact(order)
  while order.quantity > 0 && price != 0 && price != 1/0.0
    if @type == "buy" && order.type == "sell"
      if bid > order.price
        if @orders.last.quantity > order.quantity
          @orders.last.trader.(-bid*order.quantity, order.quantity, @asset_label)
          order.trader.(bid*order.quantity, -order.quantity, @asset_label)
          @orders.last.quantity -= order.quantity
          return nil
        else
          @orders.last.trader.(-bid*@orders.last.quantity, @orders.last.quantity, @asset_label)
          order.trader.(bid*@orders.last.quantity, -@orders.last.quantity, @asset_label)
          order.quantity -= @orders.last.quantity
          @orders.pop
          return nil if order.quantity == 0
        end
      else
        return order
      end
    elsif @type == "sell" && order.type == "buy"
      if ask < order.price
        if @orders.first.quantity > order.quantity
          @orders.first.trader.(ask*order.quantity, -order.quantity, @asset_label)
          order.trader.(-ask*order.quantity, order.quantity, @asset_label)
          @orders.first.quantity -= order.quantity
          return nil
        else
          @orders.first.trader.(ask*@orders.first.quantity, -@orders.first.quantity, @asset_label)
          order.trader.(-ask*@orders.first.quantity, @orders.first.quantity, @asset_label)
          order.quantity -= @orders.first.quantity
          @orders.delete_at(0)
          return nil if order.quantity == 0
        end
      else
        return order
      end
    else
      raise "Orders of the same type cannot transact"
    end
  end
  return order
end