Created
October 27, 2017 20:44
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var matchOrder = function(corp) { | |
var self = this; | |
self.corp = corp; | |
debug('corp [%s] [%s]', self.corp.symbol, self.corp.name); | |
return Promise.all([ | |
Order.findOne({ | |
corp: self.corp._id, | |
action: 'buy', | |
type: 'limit', | |
unfilled: { $gt: 0 }, | |
expired: { $gt: Date.now() }, | |
is_failed: false, | |
}).sort('-price placed'), | |
Order.findOne({ | |
corp: self.corp._id, | |
action: 'sell', | |
type: 'limit', | |
unfilled: { $gt: 0 }, | |
expired: { $gt: Date.now() }, | |
is_failed: false, | |
}).sort('price placed'), | |
Tick.findOne({ | |
corp: self.corp._id, | |
}).sort('date'), | |
]).then(results => { | |
self.bid = results[0]; | |
self.ask = results[1]; | |
self.tick = results[2]; | |
if (!self.bid || !self.ask) { | |
debug('no order'); | |
throw 'No Order'; | |
} | |
debug('bid [%d] x [%d]', self.bid.price, self.bid.quantity); | |
debug('ask [%d] x [%d]', self.ask.price, self.ask.quantity); | |
debug('last tick [%d] - [%d]', self.tick.bid, self.tick.ask); | |
if (self.bid.price < self.ask.price) { | |
if (self.bid.price != self.tick.bid || self.ask.price != self.tick.price) { | |
debug('new tick [%d] - [%d]', self.bid.price, self.ask.price); | |
Tick.create({ bid: self.bid.price, ask: self.ask.price, date: Date.now() }); | |
} | |
debug('no trade'); | |
throw 'No Trade'; | |
} | |
return Promise.all([ | |
Friend.findById(self.bid.friend), | |
Friend.findById(self.ask.friend), | |
Stock.findOne({ friend: self.bid.friend, corp: self.corp._id }), | |
Stock.findOne({ friend: self.ask.friend, corp: self.corp._id }), | |
]); | |
}).then(results => { | |
self.buyer = results[0]; | |
self.seller = results[1]; | |
self.buyerStock = results[2]; | |
self.sellerStock = results[3]; | |
debug('buyer [%s] [%d]', self.buyer.name, self.buyer.cash); | |
debug('seller [%s] [%d]', self.seller.name, self.seller.cash); | |
debug('buyer stock [%d]', self.buyerStock.quantity); | |
debug('seller stock [%d]', self.sellerStock.quantity); | |
self.quantity = Math.min(self.bid.unfilled, self.ask.unfilled); | |
self.buyAmount = self.quantity * self.bid.price; | |
self.sellAmount = self.quantity * self.ask.price; | |
self.makerCollect = self.buyAmount - self.sellAmount; | |
debug('quantity [%d]', self.quantity); | |
debug('buy amount [%d]', self.buyAmount); | |
debug('sell amount [%d]', self.sellAmount); | |
debug('maker collect [%d]', self.makerCollect); | |
if (self.buyer.cash < self.buyAmount) { // buyer cannot paid for the stock | |
self.bid.is_failed = true; | |
self.bid.save(); | |
debug('buyer too poor'); | |
throw 'Buyer Too Poor'; | |
} | |
if (self.quantity < self.sellerStock.quantity) { // seller cannot sell the stock | |
self.ask.is_failed = true; | |
self.ask.save(); | |
debug('seller too poor'); | |
throw 'Seller Too Poor'; | |
} | |
self.bid.unfilled -= self.quantity; | |
self.ask.unfilled -= self.quantity; | |
self.buyer.cash -= self.buyAmount; | |
self.seller.cash += self.sellAmount; | |
self.buyerStock.quantity += self.quantity; | |
self.sellerStock.quantity -= self.quantity; | |
gskse.maker.cash += self.makerCollect; // maket maker collect the spread | |
self.bid.save(); | |
self.ask.save(); | |
self.buyer.save(); | |
self.seller.save(); | |
self.buyerStock.save(); | |
self.sellerStock.save(); | |
gskse.maker.save(); | |
return matchOrder(corp); | |
}); | |
}; | |
exports.matchOrder = matchOrder; | |
function() { | |
matchOrder(self.corp).catch(err => debug(err)); | |
} |
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