Initial commit

Author: joelrb

go.mod

@@ -0,0 +1,3 @@
+module Study/AntonyGG/cryptoexchange
+
+go 1.20

main.go

@@ -0,0 +1,5 @@
+package main
+
+func main() {
+
+}

makefile

@@ -0,0 +1,8 @@
+build:
+	go build -o bin/exchange
+
+run: build
+	./bin/exchange
+
+test:
+	go test -v ./...

orderbook.go

@@ -0,0 +1,72 @@
+package main
+
+import (
+	"fmt"
+	"time"
+)
+
+type Order struct {
+	Size      float64
+	Bid       bool
+	Limit     *Limit
+	Timestamp int64
+}
+
+type Limit struct {
+	Price       float64
+	Orders      []*Order
+	TotalVolume float64
+}
+
+type Orderbook struct {
+	Asks      []*Limit
+	Bids      []*Limit
+	AskLimits map[float64]*Limit
+	BidLimits map[float64]*Limit
+}
+
+func NewLimit(price float64) *Limit {
+	return &Limit{
+		Price:  price,
+		Orders: []*Order{},
+	}
+}
+
+func NewOrder(bid bool, size float64) *Order {
+	return &Order{
+		Size:      size,
+		Bid:       bid,
+		Timestamp: time.Now().UnixNano(),
+	}
+}
+
+func (l *Limit) AddOrder(o *Order) {
+	o.Limit = l
+	l.Orders = append(l.Orders, o)
+	l.TotalVolume += o.Size
+}
+
+func (o *Order) String() string {
+	return fmt.Sprintf("size: %2.f", o.Size)
+}
+
+func (l *Limit) DeleteOrder(o *Order) {
+	for i := 0; i < len(l.Orders); i++ {
+		if l.Orders[i] == o {
+			l.Orders[i] = l.Orders[len(l.Orders)-1]
+			l.Orders = l.Orders[:len(l.Orders)-1]
+		}
+	}
+
+	o.Limit = nil
+	l.TotalVolume -= o.Size
+}
+
+func NewOrderbook() *Orderbook {
+	return &Orderbook{
+		Asks:      []*Limit{},
+		Bids:      []*Limit{},
+		AskLimits: make(map[float64]*Limit),
+		BidLimits: make(map[float64]*Limit),
+	}
+}

orderbook_test.go

@@ -0,0 +1,25 @@
+package main
+
+import (
+	"fmt"
+	"testing"
+)
+
+func TestLimit(t *testing.T) {
+	l := NewLimit(10000)
+	buyOrderA := NewOrder(true, 5)
+	buyOrderB := NewOrder(true, 8)
+	buyOrderC := NewOrder(true, 10)
+
+	l.AddOrder(buyOrderA)
+	l.AddOrder(buyOrderB)
+	l.AddOrder(buyOrderC)
+
+	l.DeleteOrder(buyOrderB)
+
+	fmt.Println(l)
+}
+
+func TestOrderbook(t *testing.T) {
+	ob := NewOrderbook()
+}