Order Book Implementation by Chat GPT

OrderBook.cs

using System;
using System.Collections.Generic;
using System.Linq;

namespace Trading
{
    // A class representing a single order in the order book
    public class Order
    {
        public int Id { get; set; }
        public string Side { get; set; }
        public int Quantity { get; set; }
        public decimal Price { get; set; }

        public Order(int id, string side, int quantity, decimal price)
        {
            Id = id;
            Side = side;
            Quantity = quantity;
            Price = price;
        }
    }

    // A class representing the order book
    public class OrderBook
    {
        // A dictionary to hold the orders in the book, indexed by their ID
        private Dictionary<int, Order> orders = new Dictionary<int, Order>();

        // Add a new order to the book
        public void AddOrder(Order order)
        {
            orders[order.Id] = order;
        }

        // Cancel an order with the given ID
        public void CancelOrder(int id)
        {
            orders.Remove(id);
        }

        // Get the best bid and ask prices in the order book
        public (decimal? bid, decimal? ask) GetBestPrices()
        {
            // Find the highest bid and lowest ask prices in the book
            var bid = orders.Values.Where(o => o.Side == "B").Max(o => o.Price);
            var ask = orders.Values.Where(o => o.Side == "A").Min(o => o.Price);

            // Return the best bid and ask prices as a tuple
            return (bid, ask);
        }
    }

    class Program
    {
        static void Main(string[] args)
        {
            // Create an order book
            var book = new OrderBook();

            // Add some orders to the book
            book.AddOrder(new Order(1, "B", 100, 10.50m));
            book.AddOrder(new Order(2, "A", 200, 10.75m));
            book.AddOrder(new Order(3, "B", 300, 10.25m));
            book.AddOrder(new Order(4, "A", 400, 10.80m));

            // Cancel an order
            book.CancelOrder(1);

            // Get the best bid and ask prices in the book
            var (bid, ask) = book.GetBestPrices();

            // Print the best prices
            Console.WriteLine($"Best bid: {bid}");
            Console.WriteLine($"Best ask: {ask}");
        }
    }
}