io.scalecube.services.examples.orderbook.service.OrderBook Maven / Gradle / Ivy

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package io.scalecube.services.examples.orderbook.service;

import io.scalecube.services.examples.orderbook.service.engine.events.Side;
import it.unimi.dsi.fastutil.longs.Long2LongRBTreeMap;
import it.unimi.dsi.fastutil.longs.LongComparators;
import it.unimi.dsi.fastutil.longs.LongSortedSet;

/** An order book. */
public class OrderBook {

  private long instrument;

  private Long2LongRBTreeMap bids;
  private Long2LongRBTreeMap asks;

  OrderBook(long instrument) {
    this.instrument = instrument;

    this.bids = new Long2LongRBTreeMap(LongComparators.OPPOSITE_COMPARATOR);
    this.asks = new Long2LongRBTreeMap(LongComparators.NATURAL_COMPARATOR);
  }

  /**
   * Get the instrument.
   *
   * @return the instrument
   */
  public long getInstrument() {
    return instrument;
  }

  /**
   * Get the best bid price.
   *
   * @return the best bid price or zero if there are no bids
   */
  public long getBestBidPrice() {
    if (bids.isEmpty()) {
      return 0;
    }

    return bids.firstLongKey();
  }

  /**
   * Get the bid prices.
   *
   * @return the bid prices
   */
  public LongSortedSet getBidPrices() {
    return bids.keySet();
  }

  /**
   * Get a bid level size.
   *
   * @param price the bid price
   * @return the bid level size
   */
  public long getBidSize(long price) {
    return bids.get(price);
  }

  /**
   * Get the best ask price.
   *
   * @return the best ask price or zero if there are no asks
   */
  public long getBestAskPrice() {
    if (asks.isEmpty()) {
      return 0;
    }

    return asks.firstLongKey();
  }

  /**
   * Get the ask prices.
   *
   * @return the ask prices
   */
  public LongSortedSet getAskPrices() {
    return asks.keySet();
  }

  /**
   * Get an ask level size.
   *
   * @param price the ask price
   * @return the ask level size
   */
  public long getAskSize(long price) {
    return asks.get(price);
  }

  boolean add(Side side, long price, long quantity) {
    Long2LongRBTreeMap levels = getLevels(side);

    long size = levels.get(price);

    levels.put(price, size + quantity);

    return price == levels.firstLongKey();
  }

  boolean update(Side side, long price, long quantity) {
    Long2LongRBTreeMap levels = getLevels(side);

    long oldSize = levels.get(price);
    long newSize = oldSize + quantity;

    boolean onBestLevel = price == levels.firstLongKey();

    if (newSize > 0) {
      levels.put(price, newSize);
    } else {
      levels.remove(price);
    }

    return onBestLevel;
  }

  private Long2LongRBTreeMap getLevels(Side side) {
    return side == Side.BUY ? bids : asks;
  }
}