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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
}
}
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