From 2c5b7da8165e3f8b90748e8ced1de0e3e8d52309 Mon Sep 17 00:00:00 2001
From: lazydancer <jrpucula@gmail.com>
Date: Sun, 22 Dec 2024 17:33:11 -0500
Subject: Initial

---
 rust_backend/src/market/trade.rs | 63 ++++++++++++++++++++++++++++++++++++++++
 1 file changed, 63 insertions(+)
 create mode 100644 rust_backend/src/market/trade.rs

(limited to 'rust_backend/src/market/trade.rs')

diff --git a/rust_backend/src/market/trade.rs b/rust_backend/src/market/trade.rs
new file mode 100644
index 0000000..362acbf
--- /dev/null
+++ b/rust_backend/src/market/trade.rs
@@ -0,0 +1,63 @@
+use crate::order::Order;
+
+pub struct Trade<'a> {
+    from: &'a Order,
+    to: &'a Order,
+    quantity: usize,
+    gross_profit: f64,
+}
+
+const TAX_RATE: f64 = 0.08
+
+impl<'a> Trade<'a> {
+    pub fn new(from: &'a Order, to: &'a Order, quantity: usize) -> Self {
+        Self { from, to, quantity }
+    }
+
+    pub fn create_trades(sell_orders: &'a [Order], buy_orders: &'a [Order]) -> Vec<Trade<'a>> {
+        let mut trades: Vec<Trade<'a>> = Vec::new();
+        let mut grouped_orders: HashMap<i32, (Vec<&'a Order>, Vec<&'a Order>)> = HashMap::new();
+
+        // Grouping sell orders
+        for order in sell_orders {
+            grouped_orders.entry(order.type_id)
+                .or_insert((Vec::new(), Vec::new()))
+                .0
+                .push(order);
+        }
+
+        // Grouping buy orders
+        for order in buy_orders {
+            grouped_orders.entry(order.type_id)
+                .or_insert((Vec::new(), Vec::new()))
+                .1
+                .push(order);
+        }
+
+        // Iterating over each type_id's sell and buy orders to create trades
+        for (_type_id, (sells, buys)) in grouped_orders {
+            for &sell_order in sells {
+                for &buy_order in buys {
+                    let quantity = std::cmp::min(sell_order.volume_remain, buy_order.volume_remain);
+                    let gross_profit = quantity as f64 * (buy_order.price * (1-TAX_RATE) - sell_order.price);
+
+                    if gross_profit <= 0.0 {
+                        continue;
+                    }
+
+                    let trade = Trade::new(
+                        sell_order,  
+                        buy_order,
+                        quantity,
+                        gross_profit,
+                    );
+
+                    trades.push(trade);
+                }
+            }
+        }
+
+        trades
+    }
+
+}
-- 
cgit v1.3