gistfile1.txt

'use strict';

var clone = require('clone')
    , BinaryHeap = require('./BinaryHeap');

var BUY = "buys", SELL = "sells";

function createBinaryHeap(orderType) {
    return new BinaryHeap(function (x) {
        return x;
    }, orderType);
}

function createExchange(exchangeData) {
    var cloned = clone(exchangeData);
    cloned.trades = [];
    init(cloned, BUY);
    init(cloned, SELL);
    return cloned;

    function init(exchange, orderType) {
        if (!exchange[orderType]) {
            exchange[orderType] = {};
            exchange[orderType].volumes = {};
            var options = {};
            if (BUY == orderType) options.max = true;
            exchange[orderType].prices = createBinaryHeap(options);
        }
    }
}
module.exports = {
    BUY:BUY,
    SELL:SELL,
    buy:function (price, volume, exchangeData) {
        return order(BUY, price, volume, exchangeData);
    },
    sell:function (price, volume, exchangeData) {
        return order(SELL, price, volume, exchangeData);
    },
    order:order,
    getDisplay:function (exchangeData) {
        var options = {max:true};
        var buyPrices = createBinaryHeap(options);
        var sellPrices = createBinaryHeap(options);
        var buys = exchangeData.buys;
        var sells = exchangeData.sells;

        if (sells) {
            for (var price in sells.volumes) {
                sellPrices.push(price);
            }
        }
        if (buys) {
            for (var price in buys.volumes) {
                buyPrices.push(price);
            }
        }

        var padding = "        | ";
        var stringBook = "\n";

        while (sellPrices.size() > 0) {
            var sellPrice = sellPrices.pop()
            stringBook += padding + sellPrice + ", " + sells.volumes[sellPrice] + "\n";
        }
        while (buyPrices.size() > 0) {
            var buyPrice = buyPrices.pop();
            stringBook += buyPrice + ", " + buys.volumes[buyPrice] + "\n";
        }
        stringBook += "\n\n";
        for (var i = 0; exchangeData.trades && i < exchangeData.trades.length; i++) {
            var trade = exchangeData.trades[i];
            stringBook += "TRADE " + trade.volume + " @ " + trade.price + "\n";
        }
        return stringBook;
    }
}

function order(orderType, price, volume, exchangeData) {
    // Init
    var cloned = createExchange(exchangeData);
    var orderBook = cloned[orderType];
    var oldVolume = orderBook.volumes[price];

    function getOpposite() {
        return (BUY == orderType) ? SELL : BUY;
    }

    function isTrade() {
        var opp = cloned[getOpposite()].prices.peek();
        return (BUY == orderType) ? price >= opp : price <= opp;
    }

    var trade = isTrade();
    var remainingVolume = volume;
    var storePrice = true;

    if (trade) {
        var oppBook = cloned[BUY]
        if (orderType == BUY) oppBook = cloned[SELL]

        while (remainingVolume > 0 && Object.keys(oppBook.volumes).length > 0) {
            var bestOppPrice = oppBook.prices.peek();
            var bestOppVol = oppBook.volumes[bestOppPrice];

            if (bestOppVol > remainingVolume) {
                cloned.trades.push({price:bestOppPrice, volume:remainingVolume});
                oppBook.volumes[bestOppPrice] = oppBook.volumes[bestOppPrice] - remainingVolume;
                remainingVolume = 0;
                storePrice = false;
            }
            else {
                if (bestOppVol == remainingVolume) storePrice = false;
                cloned.trades.push({price:bestOppPrice, volume:oppBook.volumes[bestOppPrice]});
                remainingVolume = remainingVolume - oppBook.volumes[bestOppPrice];
                // Pop the best price from the heap
                oppBook.prices.pop();
                delete oppBook.volumes[bestOppPrice];
            }
        }
    }
    if (!oldVolume && storePrice) cloned[orderType].prices.push(price);

    var newVolume = remainingVolume;

    // Add to existing volume
    if (oldVolume) newVolume += oldVolume;
    if (newVolume > 0) orderBook.volumes[price] = newVolume;
    return cloned;
}