├── .checkstyle ├── .classpath ├── .github └── workflows │ ├── checkstyle.yml │ └── maven.yml ├── .gitignore ├── .mvn └── wrapper │ ├── MavenWrapperDownloader.java │ ├── maven-wrapper.jar │ └── maven-wrapper.properties ├── .project ├── .settings ├── org.eclipse.jdt.core.prefs └── org.eclipse.m2e.core.prefs ├── README.md ├── mvnw ├── mvnw.cmd ├── pom.xml └── src ├── main └── java │ └── net │ └── laffyco │ └── javamatchingengine │ ├── core │ ├── CoreApplication.java │ ├── api │ │ ├── IOrderInterface.java │ │ ├── ISpreadInterface.java │ │ ├── OrderInterface.java │ │ ├── SpreadInterface.java │ │ └── package-info.java │ ├── engine │ │ ├── Order.java │ │ ├── OrderBook.java │ │ ├── Side.java │ │ ├── Trade.java │ │ └── package-info.java │ ├── events │ │ ├── OrderAddedEvent.java │ │ ├── OrderMatchedEvent.java │ │ └── package-info.java │ └── package-info.java │ └── package-info.java └── test ├── java ├── net │ └── laffyco │ │ └── javamatchingengine │ │ ├── core │ │ ├── api │ │ │ ├── OrderInterfaceTests.java │ │ │ ├── SpreadInterfaceTests.java │ │ │ └── package-info.java │ │ ├── engine │ │ │ ├── CancelOrderTests.java │ │ │ ├── MatchingEngineTest.java │ │ │ ├── OrderBookTests.java │ │ │ ├── OrderTests.java │ │ │ ├── SpreadTests.java │ │ │ └── package-info.java │ │ └── package-info.java │ │ ├── package-info.java │ │ └── scenarios │ │ ├── CucumberRunner.java │ │ ├── orders │ │ ├── Orders.feature │ │ ├── OrdersSteps.java │ │ └── package-info.java │ │ └── package-info.java └── test │ └── utils │ ├── AbstractTest.java │ └── package-info.java └── resources └── cucumber.properties /.checkstyle: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | -------------------------------------------------------------------------------- /.classpath: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 33 | 34 | 35 | -------------------------------------------------------------------------------- /.github/workflows/checkstyle.yml: -------------------------------------------------------------------------------- 1 | on: pull_request 2 | jobs: 3 | checkstyle_job: 4 | runs-on: ubuntu-latest 5 | name: Checkstyle job 6 | steps: 7 | - name: Checkout 8 | uses: actions/checkout@v2 9 | - name: Run check style 10 | uses: nikitasavinov/checkstyle-action@master 11 | with: 12 | github_token: ${{ secrets.GITHUB_TOKEN }} 13 | reporter: 'github-pr-check' 14 | tool_name: 'testtool' 15 | checkstyle_config: sun_checks.xml -------------------------------------------------------------------------------- /.github/workflows/maven.yml: -------------------------------------------------------------------------------- 1 | # This workflow will build a Java project with Maven 2 | # For more information see: https://help.github.com/actions/language-and-framework-guides/building-and-testing-java-with-maven 3 | 4 | name: Java CI with Maven 5 | 6 | on: 7 | push: 8 | branches: [ main ] 9 | pull_request: 10 | branches: [ main ] 11 | 12 | jobs: 13 | build: 14 | 15 | runs-on: ubuntu-latest 16 | 17 | steps: 18 | - uses: actions/checkout@v2 19 | - name: Set up JDK 17 20 | uses: actions/setup-java@v1 21 | with: 22 | java-version: 17 23 | - name: Build with Maven 24 | run: mvn -B package --file pom.xml 25 | -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- 1 | HELP.md 2 | target/ 3 | !.mvn/wrapper/maven-wrapper.jar 4 | !**/src/main/**/target/ 5 | !**/src/test/**/target/ 6 | 7 | ### STS ### 8 | .apt_generated 9 | .classpath 10 | .factorypath 11 | .project 12 | .settings 13 | .springBeans 14 | .sts4-cache 15 | 16 | ### IntelliJ IDEA ### 17 | .idea 18 | *.iws 19 | *.iml 20 | *.ipr 21 | 22 | ### NetBeans ### 23 | /nbproject/private/ 24 | /nbbuild/ 25 | /dist/ 26 | /nbdist/ 27 | /.nb-gradle/ 28 | build/ 29 | !**/src/main/**/build/ 30 | !**/src/test/**/build/ 31 | 32 | ### VS Code ### 33 | .vscode/ 34 | -------------------------------------------------------------------------------- /.mvn/wrapper/MavenWrapperDownloader.java: -------------------------------------------------------------------------------- 1 | /* 2 | * Copyright 2007-present the original author or authors. 3 | * 4 | * Licensed under the Apache License, Version 2.0 (the "License"); 5 | * you may not use this file except in compliance with the License. 6 | * You may obtain a copy of the License at 7 | * 8 | * https://www.apache.org/licenses/LICENSE-2.0 9 | * 10 | * Unless required by applicable law or agreed to in writing, software 11 | * distributed under the License is distributed on an "AS IS" BASIS, 12 | * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 13 | * See the License for the specific language governing permissions and 14 | * limitations under the License. 15 | */ 16 | import java.net.*; 17 | import java.io.*; 18 | import java.nio.channels.*; 19 | import java.util.Properties; 20 | 21 | public class MavenWrapperDownloader { 22 | 23 | private static final String WRAPPER_VERSION = "0.5.6"; 24 | /** 25 | * Default URL to download the maven-wrapper.jar from, if no 'downloadUrl' is provided. 26 | */ 27 | private static final String DEFAULT_DOWNLOAD_URL = "https://repo.maven.apache.org/maven2/io/takari/maven-wrapper/" 28 | + WRAPPER_VERSION + "/maven-wrapper-" + WRAPPER_VERSION + ".jar"; 29 | 30 | /** 31 | * Path to the maven-wrapper.properties file, which might contain a downloadUrl property to 32 | * use instead of the default one. 33 | */ 34 | private static final String MAVEN_WRAPPER_PROPERTIES_PATH = 35 | ".mvn/wrapper/maven-wrapper.properties"; 36 | 37 | /** 38 | * Path where the maven-wrapper.jar will be saved to. 39 | */ 40 | private static final String MAVEN_WRAPPER_JAR_PATH = 41 | ".mvn/wrapper/maven-wrapper.jar"; 42 | 43 | /** 44 | * Name of the property which should be used to override the default download url for the wrapper. 45 | */ 46 | private static final String PROPERTY_NAME_WRAPPER_URL = "wrapperUrl"; 47 | 48 | public static void main(String args[]) { 49 | System.out.println("- Downloader started"); 50 | File baseDirectory = new File(args[0]); 51 | System.out.println("- Using base directory: " + baseDirectory.getAbsolutePath()); 52 | 53 | // If the maven-wrapper.properties exists, read it and check if it contains a custom 54 | // wrapperUrl parameter. 55 | File mavenWrapperPropertyFile = new File(baseDirectory, MAVEN_WRAPPER_PROPERTIES_PATH); 56 | String url = DEFAULT_DOWNLOAD_URL; 57 | if(mavenWrapperPropertyFile.exists()) { 58 | FileInputStream mavenWrapperPropertyFileInputStream = null; 59 | try { 60 | mavenWrapperPropertyFileInputStream = new FileInputStream(mavenWrapperPropertyFile); 61 | Properties mavenWrapperProperties = new Properties(); 62 | mavenWrapperProperties.load(mavenWrapperPropertyFileInputStream); 63 | url = mavenWrapperProperties.getProperty(PROPERTY_NAME_WRAPPER_URL, url); 64 | } catch (IOException e) { 65 | System.out.println("- ERROR loading '" + MAVEN_WRAPPER_PROPERTIES_PATH + "'"); 66 | } finally { 67 | try { 68 | if(mavenWrapperPropertyFileInputStream != null) { 69 | mavenWrapperPropertyFileInputStream.close(); 70 | } 71 | } catch (IOException e) { 72 | // Ignore ... 73 | } 74 | } 75 | } 76 | System.out.println("- Downloading from: " + url); 77 | 78 | File outputFile = new File(baseDirectory.getAbsolutePath(), MAVEN_WRAPPER_JAR_PATH); 79 | if(!outputFile.getParentFile().exists()) { 80 | if(!outputFile.getParentFile().mkdirs()) { 81 | System.out.println( 82 | "- ERROR creating output directory '" + outputFile.getParentFile().getAbsolutePath() + "'"); 83 | } 84 | } 85 | System.out.println("- Downloading to: " + outputFile.getAbsolutePath()); 86 | try { 87 | downloadFileFromURL(url, outputFile); 88 | System.out.println("Done"); 89 | System.exit(0); 90 | } catch (Throwable e) { 91 | System.out.println("- Error downloading"); 92 | e.printStackTrace(); 93 | System.exit(1); 94 | } 95 | } 96 | 97 | private static void downloadFileFromURL(String urlString, File destination) throws Exception { 98 | if (System.getenv("MVNW_USERNAME") != null && System.getenv("MVNW_PASSWORD") != null) { 99 | String username = System.getenv("MVNW_USERNAME"); 100 | char[] password = System.getenv("MVNW_PASSWORD").toCharArray(); 101 | Authenticator.setDefault(new Authenticator() { 102 | @Override 103 | protected PasswordAuthentication getPasswordAuthentication() { 104 | return new PasswordAuthentication(username, password); 105 | } 106 | }); 107 | } 108 | URL website = new URL(urlString); 109 | ReadableByteChannel rbc; 110 | rbc = Channels.newChannel(website.openStream()); 111 | FileOutputStream fos = new FileOutputStream(destination); 112 | fos.getChannel().transferFrom(rbc, 0, Long.MAX_VALUE); 113 | fos.close(); 114 | rbc.close(); 115 | } 116 | 117 | } 118 | -------------------------------------------------------------------------------- /.mvn/wrapper/maven-wrapper.jar: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Laffini/Java-Matching-Engine-Core/20d5e162f2c605773f7f1bf37d5a0287b8b24c8c/.mvn/wrapper/maven-wrapper.jar -------------------------------------------------------------------------------- /.mvn/wrapper/maven-wrapper.properties: -------------------------------------------------------------------------------- 1 | distributionUrl=https://repo.maven.apache.org/maven2/org/apache/maven/apache-maven/3.8.1/apache-maven-3.8.1-bin.zip 2 | wrapperUrl=https://repo.maven.apache.org/maven2/io/takari/maven-wrapper/0.5.6/maven-wrapper-0.5.6.jar 3 | -------------------------------------------------------------------------------- /.project: -------------------------------------------------------------------------------- 1 | 2 | 3 | Java-Matching-Engine 4 | 5 | 6 | 7 | 8 | 9 | org.eclipse.jdt.core.javabuilder 10 | 11 | 12 | 13 | 14 | net.sf.eclipsecs.core.CheckstyleBuilder 15 | 16 | 17 | 18 | 19 | org.eclipse.m2e.core.maven2Builder 20 | 21 | 22 | 23 | 24 | 25 | org.eclipse.jdt.core.javanature 26 | org.eclipse.m2e.core.maven2Nature 27 | net.sf.eclipsecs.core.CheckstyleNature 28 | 29 | 30 | -------------------------------------------------------------------------------- /.settings/org.eclipse.jdt.core.prefs: -------------------------------------------------------------------------------- 1 | eclipse.preferences.version=1 2 | org.eclipse.jdt.core.compiler.annotation.inheritNullAnnotations=disabled 3 | org.eclipse.jdt.core.compiler.annotation.missingNonNullByDefaultAnnotation=ignore 4 | org.eclipse.jdt.core.compiler.annotation.nonnull=org.eclipse.jdt.annotation.NonNull 5 | org.eclipse.jdt.core.compiler.annotation.nonnull.secondary= 6 | org.eclipse.jdt.core.compiler.annotation.nonnullbydefault=org.eclipse.jdt.annotation.NonNullByDefault 7 | org.eclipse.jdt.core.compiler.annotation.nonnullbydefault.secondary= 8 | org.eclipse.jdt.core.compiler.annotation.nullable=org.eclipse.jdt.annotation.Nullable 9 | org.eclipse.jdt.core.compiler.annotation.nullable.secondary= 10 | org.eclipse.jdt.core.compiler.annotation.nullanalysis=disabled 11 | org.eclipse.jdt.core.compiler.codegen.inlineJsrBytecode=enabled 12 | org.eclipse.jdt.core.compiler.codegen.methodParameters=generate 13 | org.eclipse.jdt.core.compiler.codegen.targetPlatform=1.8 14 | org.eclipse.jdt.core.compiler.codegen.unusedLocal=preserve 15 | org.eclipse.jdt.core.compiler.compliance=1.8 16 | org.eclipse.jdt.core.compiler.debug.lineNumber=generate 17 | org.eclipse.jdt.core.compiler.debug.localVariable=generate 18 | org.eclipse.jdt.core.compiler.debug.sourceFile=generate 19 | org.eclipse.jdt.core.compiler.problem.APILeak=warning 20 | org.eclipse.jdt.core.compiler.problem.annotationSuperInterface=warning 21 | org.eclipse.jdt.core.compiler.problem.assertIdentifier=error 22 | org.eclipse.jdt.core.compiler.problem.autoboxing=ignore 23 | org.eclipse.jdt.core.compiler.problem.comparingIdentical=warning 24 | org.eclipse.jdt.core.compiler.problem.deadCode=warning 25 | org.eclipse.jdt.core.compiler.problem.deprecation=warning 26 | org.eclipse.jdt.core.compiler.problem.deprecationInDeprecatedCode=disabled 27 | org.eclipse.jdt.core.compiler.problem.deprecationWhenOverridingDeprecatedMethod=disabled 28 | org.eclipse.jdt.core.compiler.problem.discouragedReference=warning 29 | org.eclipse.jdt.core.compiler.problem.emptyStatement=ignore 30 | org.eclipse.jdt.core.compiler.problem.enablePreviewFeatures=disabled 31 | org.eclipse.jdt.core.compiler.problem.enumIdentifier=error 32 | org.eclipse.jdt.core.compiler.problem.explicitlyClosedAutoCloseable=ignore 33 | org.eclipse.jdt.core.compiler.problem.fallthroughCase=ignore 34 | org.eclipse.jdt.core.compiler.problem.fatalOptionalError=disabled 35 | org.eclipse.jdt.core.compiler.problem.fieldHiding=ignore 36 | org.eclipse.jdt.core.compiler.problem.finalParameterBound=warning 37 | org.eclipse.jdt.core.compiler.problem.finallyBlockNotCompletingNormally=warning 38 | org.eclipse.jdt.core.compiler.problem.forbiddenReference=warning 39 | org.eclipse.jdt.core.compiler.problem.hiddenCatchBlock=warning 40 | org.eclipse.jdt.core.compiler.problem.includeNullInfoFromAsserts=disabled 41 | org.eclipse.jdt.core.compiler.problem.incompatibleNonInheritedInterfaceMethod=warning 42 | org.eclipse.jdt.core.compiler.problem.incompleteEnumSwitch=warning 43 | org.eclipse.jdt.core.compiler.problem.indirectStaticAccess=ignore 44 | org.eclipse.jdt.core.compiler.problem.localVariableHiding=ignore 45 | org.eclipse.jdt.core.compiler.problem.methodWithConstructorName=warning 46 | org.eclipse.jdt.core.compiler.problem.missingDefaultCase=ignore 47 | org.eclipse.jdt.core.compiler.problem.missingDeprecatedAnnotation=ignore 48 | org.eclipse.jdt.core.compiler.problem.missingEnumCaseDespiteDefault=disabled 49 | org.eclipse.jdt.core.compiler.problem.missingHashCodeMethod=ignore 50 | org.eclipse.jdt.core.compiler.problem.missingOverrideAnnotation=ignore 51 | org.eclipse.jdt.core.compiler.problem.missingOverrideAnnotationForInterfaceMethodImplementation=enabled 52 | org.eclipse.jdt.core.compiler.problem.missingSerialVersion=warning 53 | org.eclipse.jdt.core.compiler.problem.missingSynchronizedOnInheritedMethod=ignore 54 | org.eclipse.jdt.core.compiler.problem.noEffectAssignment=warning 55 | org.eclipse.jdt.core.compiler.problem.noImplicitStringConversion=warning 56 | org.eclipse.jdt.core.compiler.problem.nonExternalizedStringLiteral=ignore 57 | org.eclipse.jdt.core.compiler.problem.nonnullParameterAnnotationDropped=warning 58 | org.eclipse.jdt.core.compiler.problem.nonnullTypeVariableFromLegacyInvocation=warning 59 | org.eclipse.jdt.core.compiler.problem.nullAnnotationInferenceConflict=error 60 | org.eclipse.jdt.core.compiler.problem.nullReference=warning 61 | org.eclipse.jdt.core.compiler.problem.nullSpecViolation=error 62 | org.eclipse.jdt.core.compiler.problem.nullUncheckedConversion=warning 63 | org.eclipse.jdt.core.compiler.problem.overridingPackageDefaultMethod=warning 64 | org.eclipse.jdt.core.compiler.problem.parameterAssignment=ignore 65 | org.eclipse.jdt.core.compiler.problem.pessimisticNullAnalysisForFreeTypeVariables=warning 66 | org.eclipse.jdt.core.compiler.problem.possibleAccidentalBooleanAssignment=ignore 67 | org.eclipse.jdt.core.compiler.problem.potentialNullReference=ignore 68 | org.eclipse.jdt.core.compiler.problem.potentiallyUnclosedCloseable=ignore 69 | org.eclipse.jdt.core.compiler.problem.rawTypeReference=warning 70 | org.eclipse.jdt.core.compiler.problem.redundantNullAnnotation=warning 71 | org.eclipse.jdt.core.compiler.problem.redundantNullCheck=ignore 72 | org.eclipse.jdt.core.compiler.problem.redundantSpecificationOfTypeArguments=ignore 73 | org.eclipse.jdt.core.compiler.problem.redundantSuperinterface=ignore 74 | org.eclipse.jdt.core.compiler.problem.reportMethodCanBePotentiallyStatic=ignore 75 | org.eclipse.jdt.core.compiler.problem.reportMethodCanBeStatic=ignore 76 | org.eclipse.jdt.core.compiler.problem.reportPreviewFeatures=ignore 77 | org.eclipse.jdt.core.compiler.problem.specialParameterHidingField=disabled 78 | org.eclipse.jdt.core.compiler.problem.staticAccessReceiver=warning 79 | org.eclipse.jdt.core.compiler.problem.suppressOptionalErrors=disabled 80 | org.eclipse.jdt.core.compiler.problem.suppressWarnings=enabled 81 | org.eclipse.jdt.core.compiler.problem.syntacticNullAnalysisForFields=disabled 82 | org.eclipse.jdt.core.compiler.problem.syntheticAccessEmulation=ignore 83 | org.eclipse.jdt.core.compiler.problem.terminalDeprecation=warning 84 | org.eclipse.jdt.core.compiler.problem.typeParameterHiding=warning 85 | org.eclipse.jdt.core.compiler.problem.unavoidableGenericTypeProblems=enabled 86 | org.eclipse.jdt.core.compiler.problem.uncheckedTypeOperation=warning 87 | org.eclipse.jdt.core.compiler.problem.unclosedCloseable=warning 88 | org.eclipse.jdt.core.compiler.problem.undocumentedEmptyBlock=ignore 89 | org.eclipse.jdt.core.compiler.problem.unhandledWarningToken=warning 90 | org.eclipse.jdt.core.compiler.problem.unlikelyCollectionMethodArgumentType=warning 91 | org.eclipse.jdt.core.compiler.problem.unlikelyCollectionMethodArgumentTypeStrict=disabled 92 | org.eclipse.jdt.core.compiler.problem.unlikelyEqualsArgumentType=info 93 | org.eclipse.jdt.core.compiler.problem.unnecessaryElse=ignore 94 | org.eclipse.jdt.core.compiler.problem.unnecessaryTypeCheck=ignore 95 | org.eclipse.jdt.core.compiler.problem.unqualifiedFieldAccess=ignore 96 | org.eclipse.jdt.core.compiler.problem.unstableAutoModuleName=warning 97 | org.eclipse.jdt.core.compiler.problem.unusedDeclaredThrownException=ignore 98 | org.eclipse.jdt.core.compiler.problem.unusedDeclaredThrownExceptionExemptExceptionAndThrowable=enabled 99 | org.eclipse.jdt.core.compiler.problem.unusedDeclaredThrownExceptionIncludeDocCommentReference=enabled 100 | org.eclipse.jdt.core.compiler.problem.unusedDeclaredThrownExceptionWhenOverriding=disabled 101 | org.eclipse.jdt.core.compiler.problem.unusedExceptionParameter=ignore 102 | org.eclipse.jdt.core.compiler.problem.unusedImport=warning 103 | org.eclipse.jdt.core.compiler.problem.unusedLabel=warning 104 | org.eclipse.jdt.core.compiler.problem.unusedLocal=warning 105 | org.eclipse.jdt.core.compiler.problem.unusedObjectAllocation=ignore 106 | org.eclipse.jdt.core.compiler.problem.unusedParameter=ignore 107 | org.eclipse.jdt.core.compiler.problem.unusedParameterIncludeDocCommentReference=enabled 108 | org.eclipse.jdt.core.compiler.problem.unusedParameterWhenImplementingAbstract=disabled 109 | org.eclipse.jdt.core.compiler.problem.unusedParameterWhenOverridingConcrete=disabled 110 | org.eclipse.jdt.core.compiler.problem.unusedPrivateMember=warning 111 | org.eclipse.jdt.core.compiler.problem.unusedTypeParameter=ignore 112 | org.eclipse.jdt.core.compiler.problem.unusedWarningToken=warning 113 | org.eclipse.jdt.core.compiler.problem.varargsArgumentNeedCast=warning 114 | org.eclipse.jdt.core.compiler.release=disabled 115 | org.eclipse.jdt.core.compiler.source=1.8 116 | -------------------------------------------------------------------------------- /.settings/org.eclipse.m2e.core.prefs: -------------------------------------------------------------------------------- 1 | activeProfiles= 2 | eclipse.preferences.version=1 3 | resolveWorkspaceProjects=true 4 | version=1 5 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # Java-Matching-Engine-Core 2 | 3 | ![Java CI with Maven](https://github.com/Laffini/Java-Matching-Engine-Core/workflows/Java%20CI%20with%20Maven/badge.svg) 4 | 5 | A matching engine written in Java. 6 | 7 | ## What is a matching engine? 8 | A matching engine matches buy and sell orders in a market. 9 | 10 | ## Matching Algorithm 11 | The matching engine uses a price-time-priority algorithm. 12 | The matching priority is firstly price, then time. 13 | Market participants are rewarded for offering the best price and coming early. 14 | 15 | ## Usage 16 | The Java-Matching-Engine is broken up into multiple projects. 17 | This is the 'core' project. 18 | This project only contains the engine (no REST API, persistence, etc). 19 | 20 | To use this project, you will need to include the 'core' package as part of your Spring configuration scanning (as seen below). 21 | ``` 22 | @SpringBootApplication(scanBasePackages = "net.laffyco.javamatchingengine.core") 23 | public class ExampleApp { 24 | 25 | @Autowired 26 | private IOrderInterface orderInterface 27 | 28 | public static void main(final String[] args) { 29 | SpringApplication.run(ExampleApp.class, args); 30 | System.out.println(this.orderInterface.getOrders()); 31 | } 32 | 33 | } 34 | 35 | ``` 36 | 37 | In the example above, we are interacting with the order book through the OrderInterface. 38 | The example starts and prints the orders to the console (it will be empty as no orders have been added). 39 | In most cases you will want to use some of the other Java-Matching-Engine projects as these add additional functionality (such as a REST API) that may suit your needs. 40 | 41 | It is recommended that every user of this service audits and verifies all underlying code for its validity and suitability. Mistakes and bugs happen. 42 | -------------------------------------------------------------------------------- /mvnw: -------------------------------------------------------------------------------- 1 | #!/bin/sh 2 | # ---------------------------------------------------------------------------- 3 | # Licensed to the Apache Software Foundation (ASF) under one 4 | # or more contributor license agreements. See the NOTICE file 5 | # distributed with this work for additional information 6 | # regarding copyright ownership. The ASF licenses this file 7 | # to you under the Apache License, Version 2.0 (the 8 | # "License"); you may not use this file except in compliance 9 | # with the License. You may obtain a copy of the License at 10 | # 11 | # https://www.apache.org/licenses/LICENSE-2.0 12 | # 13 | # Unless required by applicable law or agreed to in writing, 14 | # software distributed under the License is distributed on an 15 | # "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY 16 | # KIND, either express or implied. See the License for the 17 | # specific language governing permissions and limitations 18 | # under the License. 19 | # ---------------------------------------------------------------------------- 20 | 21 | # ---------------------------------------------------------------------------- 22 | # Maven Start Up Batch script 23 | # 24 | # Required ENV vars: 25 | # ------------------ 26 | # JAVA_HOME - location of a JDK home dir 27 | # 28 | # Optional ENV vars 29 | # ----------------- 30 | # M2_HOME - location of maven2's installed home dir 31 | # MAVEN_OPTS - parameters passed to the Java VM when running Maven 32 | # e.g. to debug Maven itself, use 33 | # set MAVEN_OPTS=-Xdebug -Xrunjdwp:transport=dt_socket,server=y,suspend=y,address=8000 34 | # MAVEN_SKIP_RC - flag to disable loading of mavenrc files 35 | # ---------------------------------------------------------------------------- 36 | 37 | if [ -z "$MAVEN_SKIP_RC" ] ; then 38 | 39 | if [ -f /etc/mavenrc ] ; then 40 | . /etc/mavenrc 41 | fi 42 | 43 | if [ -f "$HOME/.mavenrc" ] ; then 44 | . "$HOME/.mavenrc" 45 | fi 46 | 47 | fi 48 | 49 | # OS specific support. $var _must_ be set to either true or false. 50 | cygwin=false; 51 | darwin=false; 52 | mingw=false 53 | case "`uname`" in 54 | CYGWIN*) cygwin=true ;; 55 | MINGW*) mingw=true;; 56 | Darwin*) darwin=true 57 | # Use /usr/libexec/java_home if available, otherwise fall back to /Library/Java/Home 58 | # See https://developer.apple.com/library/mac/qa/qa1170/_index.html 59 | if [ -z "$JAVA_HOME" ]; then 60 | if [ -x "/usr/libexec/java_home" ]; then 61 | export JAVA_HOME="`/usr/libexec/java_home`" 62 | else 63 | export JAVA_HOME="/Library/Java/Home" 64 | fi 65 | fi 66 | ;; 67 | esac 68 | 69 | if [ -z "$JAVA_HOME" ] ; then 70 | if [ -r /etc/gentoo-release ] ; then 71 | JAVA_HOME=`java-config --jre-home` 72 | fi 73 | fi 74 | 75 | if [ -z "$M2_HOME" ] ; then 76 | ## resolve links - $0 may be a link to maven's home 77 | PRG="$0" 78 | 79 | # need this for relative symlinks 80 | while [ -h "$PRG" ] ; do 81 | ls=`ls -ld "$PRG"` 82 | link=`expr "$ls" : '.*-> $.*$$'` 83 | if expr "$link" : '/.*' > /dev/null; then 84 | PRG="$link" 85 | else 86 | PRG="`dirname "$PRG"`/$link" 87 | fi 88 | done 89 | 90 | saveddir=`pwd` 91 | 92 | M2_HOME=`dirname "$PRG"`/.. 93 | 94 | # make it fully qualified 95 | M2_HOME=`cd "$M2_HOME" && pwd` 96 | 97 | cd "$saveddir" 98 | # echo Using m2 at $M2_HOME 99 | fi 100 | 101 | # For Cygwin, ensure paths are in UNIX format before anything is touched 102 | if $cygwin ; then 103 | [ -n "$M2_HOME" ] && 104 | M2_HOME=`cygpath --unix "$M2_HOME"` 105 | [ -n "$JAVA_HOME" ] && 106 | JAVA_HOME=`cygpath --unix "$JAVA_HOME"` 107 | [ -n "$CLASSPATH" ] && 108 | CLASSPATH=`cygpath --path --unix "$CLASSPATH"` 109 | fi 110 | 111 | # For Mingw, ensure paths are in UNIX format before anything is touched 112 | if $mingw ; then 113 | [ -n "$M2_HOME" ] && 114 | M2_HOME="`(cd "$M2_HOME"; pwd)`" 115 | [ -n "$JAVA_HOME" ] && 116 | JAVA_HOME="`(cd "$JAVA_HOME"; pwd)`" 117 | fi 118 | 119 | if [ -z "$JAVA_HOME" ]; then 120 | javaExecutable="`which javac`" 121 | if [ -n "$javaExecutable" ] && ! [ "`expr \"$javaExecutable\" : '$[^ ]*$'`" = "no" ]; then 122 | # readlink(1) is not available as standard on Solaris 10. 123 | readLink=`which readlink` 124 | if [ ! `expr "$readLink" : '$[^ ]*$'` = "no" ]; then 125 | if $darwin ; then 126 | javaHome="`dirname \"$javaExecutable\"`" 127 | javaExecutable="`cd \"$javaHome\" && pwd -P`/javac" 128 | else 129 | javaExecutable="`readlink -f \"$javaExecutable\"`" 130 | fi 131 | javaHome="`dirname \"$javaExecutable\"`" 132 | javaHome=`expr "$javaHome" : '$.*$/bin'` 133 | JAVA_HOME="$javaHome" 134 | export JAVA_HOME 135 | fi 136 | fi 137 | fi 138 | 139 | if [ -z "$JAVACMD" ] ; then 140 | if [ -n "$JAVA_HOME" ] ; then 141 | if [ -x "$JAVA_HOME/jre/sh/java" ] ; then 142 | # IBM's JDK on AIX uses strange locations for the executables 143 | JAVACMD="$JAVA_HOME/jre/sh/java" 144 | else 145 | JAVACMD="$JAVA_HOME/bin/java" 146 | fi 147 | else 148 | JAVACMD="`which java`" 149 | fi 150 | fi 151 | 152 | if [ ! -x "$JAVACMD" ] ; then 153 | echo "Error: JAVA_HOME is not defined correctly." >&2 154 | echo " We cannot execute $JAVACMD" >&2 155 | exit 1 156 | fi 157 | 158 | if [ -z "$JAVA_HOME" ] ; then 159 | echo "Warning: JAVA_HOME environment variable is not set." 160 | fi 161 | 162 | CLASSWORLDS_LAUNCHER=org.codehaus.plexus.classworlds.launcher.Launcher 163 | 164 | # traverses directory structure from process work directory to filesystem root 165 | # first directory with .mvn subdirectory is considered project base directory 166 | find_maven_basedir() { 167 | 168 | if [ -z "$1" ] 169 | then 170 | echo "Path not specified to find_maven_basedir" 171 | return 1 172 | fi 173 | 174 | basedir="$1" 175 | wdir="$1" 176 | while [ "$wdir" != '/' ] ; do 177 | if [ -d "$wdir"/.mvn ] ; then 178 | basedir=$wdir 179 | break 180 | fi 181 | # workaround for JBEAP-8937 (on Solaris 10/Sparc) 182 | if [ -d "${wdir}" ]; then 183 | wdir=`cd "$wdir/.."; pwd` 184 | fi 185 | # end of workaround 186 | done 187 | echo "${basedir}" 188 | } 189 | 190 | # concatenates all lines of a file 191 | concat_lines() { 192 | if [ -f "$1" ]; then 193 | echo "$(tr -s '\n' ' ' < "$1")" 194 | fi 195 | } 196 | 197 | BASE_DIR=`find_maven_basedir "$(pwd)"` 198 | if [ -z "$BASE_DIR" ]; then 199 | exit 1; 200 | fi 201 | 202 | ########################################################################################## 203 | # Extension to allow automatically downloading the maven-wrapper.jar from Maven-central 204 | # This allows using the maven wrapper in projects that prohibit checking in binary data. 205 | ########################################################################################## 206 | if [ -r "$BASE_DIR/.mvn/wrapper/maven-wrapper.jar" ]; then 207 | if [ "$MVNW_VERBOSE" = true ]; then 208 | echo "Found .mvn/wrapper/maven-wrapper.jar" 209 | fi 210 | else 211 | if [ "$MVNW_VERBOSE" = true ]; then 212 | echo "Couldn't find .mvn/wrapper/maven-wrapper.jar, downloading it ..." 213 | fi 214 | if [ -n "$MVNW_REPOURL" ]; then 215 | jarUrl="$MVNW_REPOURL/io/takari/maven-wrapper/0.5.6/maven-wrapper-0.5.6.jar" 216 | else 217 | jarUrl="https://repo.maven.apache.org/maven2/io/takari/maven-wrapper/0.5.6/maven-wrapper-0.5.6.jar" 218 | fi 219 | while IFS="=" read key value; do 220 | case "$key" in (wrapperUrl) jarUrl="$value"; break ;; 221 | esac 222 | done < "$BASE_DIR/.mvn/wrapper/maven-wrapper.properties" 223 | if [ "$MVNW_VERBOSE" = true ]; then 224 | echo "Downloading from: $jarUrl" 225 | fi 226 | wrapperJarPath="$BASE_DIR/.mvn/wrapper/maven-wrapper.jar" 227 | if $cygwin; then 228 | wrapperJarPath=`cygpath --path --windows "$wrapperJarPath"` 229 | fi 230 | 231 | if command -v wget > /dev/null; then 232 | if [ "$MVNW_VERBOSE" = true ]; then 233 | echo "Found wget ... using wget" 234 | fi 235 | if [ -z "$MVNW_USERNAME" ] || [ -z "$MVNW_PASSWORD" ]; then 236 | wget "$jarUrl" -O "$wrapperJarPath" 237 | else 238 | wget --http-user=$MVNW_USERNAME --http-password=$MVNW_PASSWORD "$jarUrl" -O "$wrapperJarPath" 239 | fi 240 | elif command -v curl > /dev/null; then 241 | if [ "$MVNW_VERBOSE" = true ]; then 242 | echo "Found curl ... using curl" 243 | fi 244 | if [ -z "$MVNW_USERNAME" ] || [ -z "$MVNW_PASSWORD" ]; then 245 | curl -o "$wrapperJarPath" "$jarUrl" -f 246 | else 247 | curl --user $MVNW_USERNAME:$MVNW_PASSWORD -o "$wrapperJarPath" "$jarUrl" -f 248 | fi 249 | 250 | else 251 | if [ "$MVNW_VERBOSE" = true ]; then 252 | echo "Falling back to using Java to download" 253 | fi 254 | javaClass="$BASE_DIR/.mvn/wrapper/MavenWrapperDownloader.java" 255 | # For Cygwin, switch paths to Windows format before running javac 256 | if $cygwin; then 257 | javaClass=`cygpath --path --windows "$javaClass"` 258 | fi 259 | if [ -e "$javaClass" ]; then 260 | if [ ! -e "$BASE_DIR/.mvn/wrapper/MavenWrapperDownloader.class" ]; then 261 | if [ "$MVNW_VERBOSE" = true ]; then 262 | echo " - Compiling MavenWrapperDownloader.java ..." 263 | fi 264 | # Compiling the Java class 265 | ("$JAVA_HOME/bin/javac" "$javaClass") 266 | fi 267 | if [ -e "$BASE_DIR/.mvn/wrapper/MavenWrapperDownloader.class" ]; then 268 | # Running the downloader 269 | if [ "$MVNW_VERBOSE" = true ]; then 270 | echo " - Running MavenWrapperDownloader.java ..." 271 | fi 272 | ("$JAVA_HOME/bin/java" -cp .mvn/wrapper MavenWrapperDownloader "$MAVEN_PROJECTBASEDIR") 273 | fi 274 | fi 275 | fi 276 | fi 277 | ########################################################################################## 278 | # End of extension 279 | ########################################################################################## 280 | 281 | export MAVEN_PROJECTBASEDIR=${MAVEN_BASEDIR:-"$BASE_DIR"} 282 | if [ "$MVNW_VERBOSE" = true ]; then 283 | echo $MAVEN_PROJECTBASEDIR 284 | fi 285 | MAVEN_OPTS="$(concat_lines "$MAVEN_PROJECTBASEDIR/.mvn/jvm.config") $MAVEN_OPTS" 286 | 287 | # For Cygwin, switch paths to Windows format before running java 288 | if $cygwin; then 289 | [ -n "$M2_HOME" ] && 290 | M2_HOME=`cygpath --path --windows "$M2_HOME"` 291 | [ -n "$JAVA_HOME" ] && 292 | JAVA_HOME=`cygpath --path --windows "$JAVA_HOME"` 293 | [ -n "$CLASSPATH" ] && 294 | CLASSPATH=`cygpath --path --windows "$CLASSPATH"` 295 | [ -n "$MAVEN_PROJECTBASEDIR" ] && 296 | MAVEN_PROJECTBASEDIR=`cygpath --path --windows "$MAVEN_PROJECTBASEDIR"` 297 | fi 298 | 299 | # Provide a "standardized" way to retrieve the CLI args that will 300 | # work with both Windows and non-Windows executions. 301 | MAVEN_CMD_LINE_ARGS="$MAVEN_CONFIG $@" 302 | export MAVEN_CMD_LINE_ARGS 303 | 304 | WRAPPER_LAUNCHER=org.apache.maven.wrapper.MavenWrapperMain 305 | 306 | exec "$JAVACMD" \ 307 | $MAVEN_OPTS \ 308 | -classpath "$MAVEN_PROJECTBASEDIR/.mvn/wrapper/maven-wrapper.jar" \ 309 | "-Dmaven.home=${M2_HOME}" "-Dmaven.multiModuleProjectDirectory=${MAVEN_PROJECTBASEDIR}" \ 310 | ${WRAPPER_LAUNCHER} $MAVEN_CONFIG "$@" 311 | -------------------------------------------------------------------------------- /mvnw.cmd: -------------------------------------------------------------------------------- 1 | @REM ---------------------------------------------------------------------------- 2 | @REM Licensed to the Apache Software Foundation (ASF) under one 3 | @REM or more contributor license agreements. See the NOTICE file 4 | @REM distributed with this work for additional information 5 | @REM regarding copyright ownership. The ASF licenses this file 6 | @REM to you under the Apache License, Version 2.0 (the 7 | @REM "License"); you may not use this file except in compliance 8 | @REM with the License. You may obtain a copy of the License at 9 | @REM 10 | @REM https://www.apache.org/licenses/LICENSE-2.0 11 | @REM 12 | @REM Unless required by applicable law or agreed to in writing, 13 | @REM software distributed under the License is distributed on an 14 | @REM "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY 15 | @REM KIND, either express or implied. See the License for the 16 | @REM specific language governing permissions and limitations 17 | @REM under the License. 18 | @REM ---------------------------------------------------------------------------- 19 | 20 | @REM ---------------------------------------------------------------------------- 21 | @REM Maven Start Up Batch script 22 | @REM 23 | @REM Required ENV vars: 24 | @REM JAVA_HOME - location of a JDK home dir 25 | @REM 26 | @REM Optional ENV vars 27 | @REM M2_HOME - location of maven2's installed home dir 28 | @REM MAVEN_BATCH_ECHO - set to 'on' to enable the echoing of the batch commands 29 | @REM MAVEN_BATCH_PAUSE - set to 'on' to wait for a keystroke before ending 30 | @REM MAVEN_OPTS - parameters passed to the Java VM when running Maven 31 | @REM e.g. to debug Maven itself, use 32 | @REM set MAVEN_OPTS=-Xdebug -Xrunjdwp:transport=dt_socket,server=y,suspend=y,address=8000 33 | @REM MAVEN_SKIP_RC - flag to disable loading of mavenrc files 34 | @REM ---------------------------------------------------------------------------- 35 | 36 | @REM Begin all REM lines with '@' in case MAVEN_BATCH_ECHO is 'on' 37 | @echo off 38 | @REM set title of command window 39 | title %0 40 | @REM enable echoing by setting MAVEN_BATCH_ECHO to 'on' 41 | @if "%MAVEN_BATCH_ECHO%" == "on" echo %MAVEN_BATCH_ECHO% 42 | 43 | @REM set %HOME% to equivalent of $HOME 44 | if "%HOME%" == "" (set "HOME=%HOMEDRIVE%%HOMEPATH%") 45 | 46 | @REM Execute a user defined script before this one 47 | if not "%MAVEN_SKIP_RC%" == "" goto skipRcPre 48 | @REM check for pre script, once with legacy .bat ending and once with .cmd ending 49 | if exist "%HOME%\mavenrc_pre.bat" call "%HOME%\mavenrc_pre.bat" 50 | if exist "%HOME%\mavenrc_pre.cmd" call "%HOME%\mavenrc_pre.cmd" 51 | :skipRcPre 52 | 53 | @setlocal 54 | 55 | set ERROR_CODE=0 56 | 57 | @REM To isolate internal variables from possible post scripts, we use another setlocal 58 | @setlocal 59 | 60 | @REM ==== START VALIDATION ==== 61 | if not "%JAVA_HOME%" == "" goto OkJHome 62 | 63 | echo. 64 | echo Error: JAVA_HOME not found in your environment. >&2 65 | echo Please set the JAVA_HOME variable in your environment to match the >&2 66 | echo location of your Java installation. >&2 67 | echo. 68 | goto error 69 | 70 | :OkJHome 71 | if exist "%JAVA_HOME%\bin\java.exe" goto init 72 | 73 | echo. 74 | echo Error: JAVA_HOME is set to an invalid directory. >&2 75 | echo JAVA_HOME = "%JAVA_HOME%" >&2 76 | echo Please set the JAVA_HOME variable in your environment to match the >&2 77 | echo location of your Java installation. >&2 78 | echo. 79 | goto error 80 | 81 | @REM ==== END VALIDATION ==== 82 | 83 | :init 84 | 85 | @REM Find the project base dir, i.e. the directory that contains the folder ".mvn". 86 | @REM Fallback to current working directory if not found. 87 | 88 | set MAVEN_PROJECTBASEDIR=%MAVEN_BASEDIR% 89 | IF NOT "%MAVEN_PROJECTBASEDIR%"=="" goto endDetectBaseDir 90 | 91 | set EXEC_DIR=%CD% 92 | set WDIR=%EXEC_DIR% 93 | :findBaseDir 94 | IF EXIST "%WDIR%"\.mvn goto baseDirFound 95 | cd .. 96 | IF "%WDIR%"=="%CD%" goto baseDirNotFound 97 | set WDIR=%CD% 98 | goto findBaseDir 99 | 100 | :baseDirFound 101 | set MAVEN_PROJECTBASEDIR=%WDIR% 102 | cd "%EXEC_DIR%" 103 | goto endDetectBaseDir 104 | 105 | :baseDirNotFound 106 | set MAVEN_PROJECTBASEDIR=%EXEC_DIR% 107 | cd "%EXEC_DIR%" 108 | 109 | :endDetectBaseDir 110 | 111 | IF NOT EXIST "%MAVEN_PROJECTBASEDIR%\.mvn\jvm.config" goto endReadAdditionalConfig 112 | 113 | @setlocal EnableExtensions EnableDelayedExpansion 114 | for /F "usebackq delims=" %%a in ("%MAVEN_PROJECTBASEDIR%\.mvn\jvm.config") do set JVM_CONFIG_MAVEN_PROPS=!JVM_CONFIG_MAVEN_PROPS! %%a 115 | @endlocal & set JVM_CONFIG_MAVEN_PROPS=%JVM_CONFIG_MAVEN_PROPS% 116 | 117 | :endReadAdditionalConfig 118 | 119 | SET MAVEN_JAVA_EXE="%JAVA_HOME%\bin\java.exe" 120 | set WRAPPER_JAR="%MAVEN_PROJECTBASEDIR%\.mvn\wrapper\maven-wrapper.jar" 121 | set WRAPPER_LAUNCHER=org.apache.maven.wrapper.MavenWrapperMain 122 | 123 | set DOWNLOAD_URL="https://repo.maven.apache.org/maven2/io/takari/maven-wrapper/0.5.6/maven-wrapper-0.5.6.jar" 124 | 125 | FOR /F "tokens=1,2 delims==" %%A IN ("%MAVEN_PROJECTBASEDIR%\.mvn\wrapper\maven-wrapper.properties") DO ( 126 | IF "%%A"=="wrapperUrl" SET DOWNLOAD_URL=%%B 127 | ) 128 | 129 | @REM Extension to allow automatically downloading the maven-wrapper.jar from Maven-central 130 | @REM This allows using the maven wrapper in projects that prohibit checking in binary data. 131 | if exist %WRAPPER_JAR% ( 132 | if "%MVNW_VERBOSE%" == "true" ( 133 | echo Found %WRAPPER_JAR% 134 | ) 135 | ) else ( 136 | if not "%MVNW_REPOURL%" == "" ( 137 | SET DOWNLOAD_URL="%MVNW_REPOURL%/io/takari/maven-wrapper/0.5.6/maven-wrapper-0.5.6.jar" 138 | ) 139 | if "%MVNW_VERBOSE%" == "true" ( 140 | echo Couldn't find %WRAPPER_JAR%, downloading it ... 141 | echo Downloading from: %DOWNLOAD_URL% 142 | ) 143 | 144 | powershell -Command "&{"^ 145 | "$webclient = new-object System.Net.WebClient;"^ 146 | "if (-not ([string]::IsNullOrEmpty('%MVNW_USERNAME%') -and [string]::IsNullOrEmpty('%MVNW_PASSWORD%'))) {"^ 147 | "$webclient.Credentials = new-object System.Net.NetworkCredential('%MVNW_USERNAME%', '%MVNW_PASSWORD%');"^ 148 | "}"^ 149 | "[Net.ServicePointManager]::SecurityProtocol = [Net.SecurityProtocolType]::Tls12; $webclient.DownloadFile('%DOWNLOAD_URL%', '%WRAPPER_JAR%')"^ 150 | "}" 151 | if "%MVNW_VERBOSE%" == "true" ( 152 | echo Finished downloading %WRAPPER_JAR% 153 | ) 154 | ) 155 | @REM End of extension 156 | 157 | @REM Provide a "standardized" way to retrieve the CLI args that will 158 | @REM work with both Windows and non-Windows executions. 159 | set MAVEN_CMD_LINE_ARGS=%* 160 | 161 | %MAVEN_JAVA_EXE% %JVM_CONFIG_MAVEN_PROPS% %MAVEN_OPTS% %MAVEN_DEBUG_OPTS% -classpath %WRAPPER_JAR% "-Dmaven.multiModuleProjectDirectory=%MAVEN_PROJECTBASEDIR%" %WRAPPER_LAUNCHER% %MAVEN_CONFIG% %* 162 | if ERRORLEVEL 1 goto error 163 | goto end 164 | 165 | :error 166 | set ERROR_CODE=1 167 | 168 | :end 169 | @endlocal & set ERROR_CODE=%ERROR_CODE% 170 | 171 | if not "%MAVEN_SKIP_RC%" == "" goto skipRcPost 172 | @REM check for post script, once with legacy .bat ending and once with .cmd ending 173 | if exist "%HOME%\mavenrc_post.bat" call "%HOME%\mavenrc_post.bat" 174 | if exist "%HOME%\mavenrc_post.cmd" call "%HOME%\mavenrc_post.cmd" 175 | :skipRcPost 176 | 177 | @REM pause the script if MAVEN_BATCH_PAUSE is set to 'on' 178 | if "%MAVEN_BATCH_PAUSE%" == "on" pause 179 | 180 | if "%MAVEN_TERMINATE_CMD%" == "on" exit %ERROR_CODE% 181 | 182 | exit /B %ERROR_CODE% 183 | -------------------------------------------------------------------------------- /pom.xml: -------------------------------------------------------------------------------- 1 | 2 | 5 | 4.0.0 6 | 7 | org.springframework.boot 8 | spring-boot-starter-parent 9 | 2.5.0 10 | 11 | 12 | net.laffyco.java-matching-engine 13 | core 14 | 0.0.1-SNAPSHOT 15 | java-matching-engine-core 16 | A matching engine made in Java 17 | 18 | 17 19 | 20 | 21 | 22 | 23 | 24 | org.springframework.boot 25 | spring-boot-starter-web 26 | 27 | 28 | org.springframework.boot 29 | spring-boot-devtools 30 | runtime 31 | 32 | 33 | 34 | 35 | io.cucumber 36 | cucumber-java 37 | 7.0.0 38 | 39 | 40 | io.cucumber 41 | cucumber-junit 42 | 7.0.0 43 | test 44 | 45 | 46 | org.junit.vintage 47 | junit-vintage-engine 48 | 5.8.1 49 | test 50 | 51 | 52 | org.springframework.boot 53 | spring-boot-starter-test 54 | test 55 | 56 | 57 | 58 | 59 | 60 | 61 | org.apache.maven.plugins 62 | maven-surefire-plugin 63 | 64 | 65 | 66 | 67 | 68 | org.apache.maven.plugins 69 | maven-surefire-plugin 70 | 3.0.0-M5 71 | 72 | 73 | * 74 | 75 | methods 76 | 10 77 | 78 | 79 | 80 | 81 | 82 | 83 | 84 | 85 | github 86 | GitHub Laffini Apache Maven Packages 87 | https://maven.pkg.github.com/Laffini/Java-Matching-Engine-Core 88 | 89 | 90 | 91 | 92 | -------------------------------------------------------------------------------- /src/main/java/net/laffyco/javamatchingengine/core/CoreApplication.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core; 2 | 3 | import org.springframework.boot.autoconfigure.SpringBootApplication; 4 | 5 | /** 6 | * Service bootstrap. 7 | * 8 | * @author Laffini 9 | * 10 | */ 11 | @SpringBootApplication 12 | public class CoreApplication { 13 | 14 | /** 15 | * Start the service. 16 | * 17 | * @param args 18 | */ 19 | public static void main(final String[] args) { 20 | /* 21 | * Intentionally left blank. 22 | */ 23 | } 24 | 25 | } 26 | -------------------------------------------------------------------------------- /src/main/java/net/laffyco/javamatchingengine/core/api/IOrderInterface.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.api; 2 | 3 | import java.util.List; 4 | import java.util.Map; 5 | import java.util.Optional; 6 | 7 | import net.laffyco.javamatchingengine.core.engine.Order; 8 | import net.laffyco.javamatchingengine.core.engine.Side; 9 | 10 | /** 11 | * Interface definition for orders. 12 | * 13 | * @author Laffini 14 | * 15 | */ 16 | public interface IOrderInterface { 17 | 18 | /** 19 | * Retrieve all orders. 20 | * 21 | * @return A map of orders. 22 | */ 23 | Map> getOrders(); 24 | 25 | /** 26 | * Retrieve an order by ID. 27 | * 28 | * @param id 29 | * @param side 30 | * @return order 31 | */ 32 | Map getOrder(String id, Side side); 33 | 34 | /** 35 | * Add an order. 36 | * 37 | * @param side 38 | * @param amount 39 | * @param price 40 | * @return order id 41 | */ 42 | Map addOrder(Side side, double amount, double price); 43 | 44 | /** 45 | * Delete an order. 46 | * 47 | * @param id 48 | * @param side 49 | * @return whether an order was deleted or not 50 | */ 51 | Map deleteOrder(String id, Side side); 52 | 53 | /** 54 | * Update an order. 55 | * 56 | * @param id 57 | * @param side 58 | * @param newAmount 59 | * @param newPrice 60 | * @param newSide 61 | * @return whether an order has been updated or not 62 | */ 63 | Map updateOrder(String id, Side side, 64 | Optional newAmount, Optional newPrice, 65 | Optional newSide); 66 | 67 | } 68 | -------------------------------------------------------------------------------- /src/main/java/net/laffyco/javamatchingengine/core/api/ISpreadInterface.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.api; 2 | 3 | import java.util.Map; 4 | 5 | /** 6 | * Interface definition for spread. 7 | * 8 | * @author Laffini 9 | * 10 | */ 11 | public interface ISpreadInterface { 12 | 13 | /** 14 | * Retrieve the order book spread. 15 | * 16 | * @return spread 17 | */ 18 | Map getSpread(); 19 | 20 | } 21 | -------------------------------------------------------------------------------- /src/main/java/net/laffyco/javamatchingengine/core/api/OrderInterface.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.api; 2 | 3 | import java.util.HashMap; 4 | import java.util.List; 5 | import java.util.Map; 6 | import java.util.Optional; 7 | 8 | import org.springframework.beans.factory.annotation.Autowired; 9 | import org.springframework.context.ApplicationEventPublisher; 10 | import org.springframework.stereotype.Service; 11 | 12 | import net.laffyco.javamatchingengine.core.engine.Order; 13 | import net.laffyco.javamatchingengine.core.engine.OrderBook; 14 | import net.laffyco.javamatchingengine.core.engine.Side; 15 | import net.laffyco.javamatchingengine.core.engine.Trade; 16 | import net.laffyco.javamatchingengine.core.events.OrderAddedEvent; 17 | import net.laffyco.javamatchingengine.core.events.OrderMatchedEvent; 18 | 19 | /** 20 | * Controller for orders. 21 | * 22 | * @author Laffini 23 | * 24 | */ 25 | @Service 26 | public class OrderInterface implements IOrderInterface { 27 | 28 | /** 29 | * Order book. 30 | */ 31 | @Autowired 32 | private OrderBook orderBook; 33 | 34 | /** 35 | * Event publisher. 36 | */ 37 | @Autowired 38 | private ApplicationEventPublisher applicationEventPublisher; 39 | 40 | @Override 41 | public final Map> getOrders() { 42 | final Map> response = new HashMap<>(); 43 | response.put("buy", this.orderBook.getBuyOrders()); 44 | response.put("sell", this.orderBook.getSellOrders()); 45 | return response; 46 | } 47 | 48 | @Override 49 | public final Map getOrder(final String id, final Side side) { 50 | final Map response = new HashMap<>(); 51 | 52 | response.put("order", this.orderBook.findOrder(id, side)); 53 | 54 | return response; 55 | } 56 | 57 | @Override 58 | public final Map addOrder(final Side side, 59 | final double amount, final double price) { 60 | final Map response = new HashMap<>(); 61 | 62 | final Order order = new Order.Builder(side).withAmount(amount) 63 | .atPrice(price).build(); 64 | 65 | final List trades = this.orderBook.process(order); 66 | 67 | response.put("id", order.getId()); 68 | response.put("trades", trades); 69 | this.applicationEventPublisher 70 | .publishEvent(new OrderAddedEvent(this, order)); 71 | 72 | if (!trades.isEmpty()) { 73 | this.applicationEventPublisher 74 | .publishEvent(new OrderMatchedEvent(this, trades)); 75 | } 76 | 77 | return response; 78 | } 79 | 80 | @Override 81 | public final Map deleteOrder(final String id, 82 | final Side side) { 83 | final Map response = new HashMap<>(); 84 | 85 | final boolean result = this.orderBook.cancelOrder(id, side); 86 | 87 | response.put("order_deleted", result); 88 | 89 | return response; 90 | } 91 | 92 | @Override 93 | public final Map updateOrder(final String id, 94 | final Side side, final Optional newAmount, 95 | final Optional newPrice, final Optional newSide) { 96 | 97 | final Map response = new HashMap<>(); 98 | 99 | boolean isUpdated = false; 100 | 101 | final Order toUpdate = this.orderBook.findOrder(id, side); 102 | 103 | if (newAmount.isPresent()) { 104 | // Update amount. 105 | toUpdate.setAmount(newAmount.get()); 106 | isUpdated = true; 107 | } 108 | 109 | if (newPrice.isPresent()) { 110 | // Update price. 111 | toUpdate.setPrice(newPrice.get()); 112 | isUpdated = true; 113 | } 114 | 115 | if (newSide.isPresent()) { 116 | // Update side. 117 | toUpdate.setSide(newSide.get()); 118 | isUpdated = true; 119 | } 120 | 121 | response.put("updated", isUpdated); 122 | 123 | return response; 124 | } 125 | } 126 | -------------------------------------------------------------------------------- /src/main/java/net/laffyco/javamatchingengine/core/api/SpreadInterface.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.api; 2 | 3 | import java.util.HashMap; 4 | import java.util.Map; 5 | 6 | import org.springframework.beans.factory.annotation.Autowired; 7 | import org.springframework.stereotype.Service; 8 | 9 | import net.laffyco.javamatchingengine.core.engine.OrderBook; 10 | 11 | /** 12 | * Spread controller. 13 | * 14 | * @author Laffini 15 | * 16 | */ 17 | @Service 18 | public class SpreadInterface implements ISpreadInterface { 19 | 20 | /** 21 | * Order book. 22 | */ 23 | @Autowired 24 | private OrderBook orderBook; 25 | 26 | @Override 27 | public final Map getSpread() { 28 | final Map response = new HashMap<>(); 29 | final double spread = this.orderBook.getSpread(); 30 | response.put("spread", spread); 31 | return response; 32 | } 33 | } 34 | -------------------------------------------------------------------------------- /src/main/java/net/laffyco/javamatchingengine/core/api/package-info.java: -------------------------------------------------------------------------------- 1 | /** 2 | * @author Laffini 3 | * 4 | */ 5 | package net.laffyco.javamatchingengine.core.api; 6 | -------------------------------------------------------------------------------- /src/main/java/net/laffyco/javamatchingengine/core/engine/Order.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.engine; 2 | 3 | import java.util.Date; 4 | import java.util.Optional; 5 | import java.util.UUID; 6 | 7 | /** 8 | * Orders. 9 | * 10 | * @author Laffini 11 | * 12 | */ 13 | public class Order implements Comparable { 14 | 15 | /** 16 | * Size of the order. 17 | */ 18 | private double amount; 19 | 20 | /** 21 | * Order price. 22 | */ 23 | private double price; 24 | 25 | /** 26 | * ID. 27 | */ 28 | private String id; 29 | 30 | /** 31 | * Side of the order. 32 | */ 33 | private Side side; 34 | 35 | /** 36 | * Date & Time of order. 37 | */ 38 | private final Date dateTimeOfOrder; 39 | 40 | /** 41 | * Class for building orders. 42 | * 43 | * @author Laffini 44 | * 45 | */ 46 | public static class Builder { 47 | 48 | /** 49 | * Size of the order. 50 | */ 51 | private double amount; 52 | 53 | /** 54 | * Order price. 55 | */ 56 | private double price; 57 | 58 | /** 59 | * Side of the order. 60 | */ 61 | private final Side side; 62 | 63 | /** 64 | * Date & Time of order. 65 | */ 66 | private Date dateTimeOfOrder; 67 | 68 | /** 69 | * ID. 70 | */ 71 | private String id; 72 | 73 | /** 74 | * Builder constructor. 75 | * 76 | * @param pSide 77 | */ 78 | public Builder(final Side pSide) { 79 | this.side = pSide; 80 | } 81 | 82 | /** 83 | * The order's amount. 84 | * 85 | * @param amt 86 | * @return The builder. 87 | */ 88 | public Builder withAmount(final double amt) { 89 | this.amount = amt; 90 | return this; 91 | } 92 | 93 | /** 94 | * The order's price. 95 | * 96 | * @param pPrice 97 | * @return The builder. 98 | */ 99 | public Builder atPrice(final double pPrice) { 100 | this.price = pPrice; 101 | return this; 102 | } 103 | 104 | /** 105 | * The order's ID. 106 | * 107 | * @param pId 108 | * @return The builder. 109 | */ 110 | public Builder withId(final String pId) { 111 | this.id = pId; 112 | return this; 113 | } 114 | 115 | /** 116 | * The order's date time stamp. 117 | * 118 | * @param dateTime 119 | * @return The builder. 120 | */ 121 | public Builder withDateTime(final Date dateTime) { 122 | this.dateTimeOfOrder = dateTime; 123 | return this; 124 | } 125 | 126 | /** 127 | * Build an order. 128 | * 129 | * @return The new order. 130 | */ 131 | public Order build() { 132 | return new Order(this.amount, this.price, 133 | Optional.ofNullable(this.id), this.side, 134 | Optional.ofNullable(this.dateTimeOfOrder)); 135 | } 136 | 137 | } 138 | 139 | /** 140 | * Create an instance of Order. Private so that the builder is used. 141 | * 142 | * @param pAmount 143 | * @param pPrice 144 | * @param pId 145 | * @param pSide 146 | * @param pDateTimeOfOrder 147 | */ 148 | private Order(final double pAmount, final double pPrice, 149 | final Optional pId, final Side pSide, 150 | final Optional pDateTimeOfOrder) { 151 | 152 | if (pPrice <= 0) { 153 | throw new IllegalArgumentException( 154 | "Order prices must be greater than zero"); 155 | } else if (pAmount <= 0) { 156 | throw new IllegalArgumentException( 157 | "Order amounts must be greater than zero"); 158 | } 159 | 160 | this.amount = pAmount; 161 | this.price = pPrice; 162 | this.id = pId.orElse(UUID.randomUUID().toString()); 163 | this.side = pSide; 164 | this.dateTimeOfOrder = pDateTimeOfOrder.orElse(new Date()); 165 | } 166 | 167 | /** 168 | * @return the amount 169 | */ 170 | public double getAmount() { 171 | return this.amount; 172 | } 173 | 174 | /** 175 | * @param pAmount the amount to set 176 | */ 177 | public void setAmount(final double pAmount) { 178 | this.amount = pAmount; 179 | } 180 | 181 | /** 182 | * @return the price 183 | */ 184 | public double getPrice() { 185 | return this.price; 186 | } 187 | 188 | /** 189 | * @param pPrice the price to set 190 | */ 191 | public void setPrice(final double pPrice) { 192 | this.price = pPrice; 193 | } 194 | 195 | /** 196 | * @return the id 197 | */ 198 | public String getId() { 199 | return this.id; 200 | } 201 | 202 | /** 203 | * @param pId the id to set 204 | */ 205 | public void setId(final String pId) { 206 | this.id = pId; 207 | } 208 | 209 | /** 210 | * @return the side 211 | */ 212 | public Side getSide() { 213 | return this.side; 214 | } 215 | 216 | /** 217 | * @param pSide the side to set 218 | */ 219 | public void setSide(final Side pSide) { 220 | this.side = pSide; 221 | } 222 | 223 | /** 224 | * @return the dateTimeOfOrder 225 | */ 226 | public Date getDateTimeOfOrder() { 227 | return this.dateTimeOfOrder; 228 | } 229 | 230 | /** 231 | * Compare two orders by price & time. 232 | * 233 | * @param o 234 | */ 235 | @Override 236 | public int compareTo(final Order o) { 237 | 238 | if (Double.compare(this.getPrice(), o.getPrice()) == 0) { 239 | // If equal, check date & time. 240 | if (this.getDateTimeOfOrder().before(o.getDateTimeOfOrder())) { 241 | // The current Order occurred before, therefore should appear 242 | // first. 243 | return -1; 244 | } else { 245 | return 1; 246 | } 247 | 248 | } else { 249 | return Double.compare(this.getPrice(), o.getPrice()); 250 | } 251 | } 252 | 253 | } 254 | -------------------------------------------------------------------------------- /src/main/java/net/laffyco/javamatchingengine/core/engine/OrderBook.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.engine; 2 | 3 | import java.util.ArrayList; 4 | import java.util.Collections; 5 | import java.util.List; 6 | 7 | import org.springframework.stereotype.Component; 8 | 9 | /** 10 | * The order book. 11 | * 12 | * @author Laffini 13 | * 14 | */ 15 | @Component 16 | public class OrderBook { 17 | 18 | /** 19 | * List of asking buy orders. 20 | */ 21 | private List buyOrders; 22 | 23 | /** 24 | * List of asking sell orders. 25 | */ 26 | private List sellOrders; 27 | 28 | /** 29 | * Last sale price. 30 | */ 31 | private double lastSalePrice; 32 | 33 | /** 34 | * Constructor. 35 | */ 36 | public OrderBook() { 37 | this.buyOrders = new ArrayList<>(); 38 | this.sellOrders = new ArrayList<>(); 39 | } 40 | 41 | /** 42 | * Process an order and return the trades generated before adding the 43 | * remaining amount to the market. 44 | * 45 | * @param pOrder 46 | * @return trades 47 | */ 48 | public synchronized List process(final Order pOrder) { 49 | if (pOrder.getSide() == Side.BUY) { 50 | return this.processLimitBuy(pOrder); 51 | } else { 52 | return this.processLimitSell(pOrder); 53 | } 54 | } 55 | 56 | /** 57 | * Process limit buy. 58 | * 59 | * @param order 60 | * @return trades 61 | */ 62 | private synchronized List processLimitBuy(final Order order) { 63 | final ArrayList trades = new ArrayList<>(); 64 | 65 | final int n = this.sellOrders.size(); 66 | 67 | // Check if order book is empty. 68 | if (n != 0) { 69 | // Check if at least one matching order. 70 | if (this.sellOrders.get(n - 1).getPrice() <= order.getPrice()) { 71 | 72 | // Traverse matching orders 73 | while (true) { 74 | final Order sellOrder = this.sellOrders.get(0); 75 | if (sellOrder.getPrice() > order.getPrice()) { 76 | break; 77 | } 78 | // Fill entire order. 79 | if (sellOrder.getAmount() >= order.getAmount()) { 80 | trades.add(new Trade(order.getId(), sellOrder.getId(), 81 | order.getAmount(), sellOrder.getPrice())); 82 | sellOrder.setAmount( 83 | sellOrder.getAmount() - order.getAmount()); 84 | if (sellOrder.getAmount() == 0) { 85 | this.removeSellOrder(0); 86 | } 87 | this.setLastSalePrice(sellOrder.getPrice()); 88 | return trades; 89 | } 90 | 91 | // Fill partial order & continue. 92 | if (sellOrder.getAmount() < order.getAmount()) { 93 | trades.add(new Trade(order.getId(), sellOrder.getId(), 94 | sellOrder.getAmount(), sellOrder.getPrice())); 95 | order.setAmount( 96 | order.getAmount() - sellOrder.getAmount()); 97 | this.removeSellOrder(0); 98 | this.setLastSalePrice(sellOrder.getPrice()); 99 | continue; 100 | } 101 | } 102 | } 103 | } 104 | 105 | // Add remaining order to book. 106 | this.buyOrders.add(order); 107 | 108 | Collections.sort(this.buyOrders); 109 | 110 | return trades; 111 | } 112 | 113 | /** 114 | * Process a limit sell. 115 | * 116 | * @param order 117 | * @return Trades. 118 | */ 119 | private synchronized List processLimitSell(final Order order) { 120 | 121 | final ArrayList trades = new ArrayList<>(); 122 | 123 | final int n = this.buyOrders.size(); 124 | 125 | // Check if order book is empty. 126 | double currentPrice; 127 | if (n == 0) { 128 | currentPrice = -1; 129 | } else { 130 | currentPrice = this.buyOrders.get(n - 1).getPrice(); 131 | } 132 | 133 | // Check that there is at least one matching order. 134 | if (n != 0 || currentPrice >= order.getPrice()) { 135 | // Traverse all matching orders. 136 | for (int i = 0; i >= 0; i++) { 137 | final Order buyOrder = this.buyOrders.get(0); 138 | 139 | // Fill entire order. 140 | if (buyOrder.getAmount() >= order.getAmount()) { 141 | trades.add(new Trade(order.getId(), buyOrder.getId(), 142 | order.getAmount(), buyOrder.getPrice())); 143 | buyOrder.setAmount( 144 | buyOrder.getAmount() - order.getAmount()); 145 | if (buyOrder.getAmount() == 0) { 146 | this.removeBuyOrder(0); 147 | } 148 | this.setLastSalePrice(buyOrder.getPrice()); 149 | return trades; 150 | } 151 | 152 | // Fill partial order and continue. 153 | if (buyOrder.getAmount() < order.getAmount()) { 154 | trades.add(new Trade(order.getId(), buyOrder.getId(), 155 | buyOrder.getAmount(), buyOrder.getPrice())); 156 | order.setAmount(order.getAmount() - buyOrder.getAmount()); 157 | this.removeBuyOrder(0); 158 | this.setLastSalePrice(buyOrder.getPrice()); 159 | continue; 160 | } 161 | } 162 | } 163 | // Add remaining order to the list. 164 | this.sellOrders.add(order); 165 | 166 | Collections.sort(this.sellOrders); 167 | 168 | return trades; 169 | } 170 | 171 | /** 172 | * Calculate the spread. 173 | * 174 | * @return Difference in buy and sell books. 175 | */ 176 | public double getSpread() { 177 | 178 | if (this.buyOrders.size() != 0 && this.sellOrders.size() != 0) { 179 | final double buyOrderPrice = this.buyOrders 180 | .get(this.buyOrders.size() - 1).getPrice(); 181 | 182 | final double sellOrderPrice = this.sellOrders.get(0).getPrice(); 183 | 184 | return sellOrderPrice - buyOrderPrice; 185 | } 186 | return 0; 187 | } 188 | 189 | /** 190 | * Find an order by ID. 191 | * 192 | * @param id 193 | * @param side 194 | * @return the order (or null if not found) 195 | */ 196 | public synchronized Order findOrder(final String id, final Side side) { 197 | List toSearch; 198 | if (side == Side.BUY) { 199 | toSearch = this.buyOrders; 200 | } else { 201 | toSearch = this.sellOrders; 202 | } 203 | return toSearch.stream().filter(order -> order.getId().equals(id)) 204 | .findFirst().orElse(null); 205 | } 206 | 207 | /** 208 | * Cancel an order when the side is known. 209 | * 210 | * @param orderId 211 | * @param side 212 | * @return is order cancelled. 213 | */ 214 | public synchronized boolean cancelOrder(final String orderId, 215 | final Side side) { 216 | if (side == Side.BUY) { 217 | // Search buy orders. 218 | return this.cancel(orderId, this.buyOrders); 219 | } else if (side == Side.SELL) { 220 | // Search sell orders. 221 | return this.cancel(orderId, this.sellOrders); 222 | } else { 223 | return false; 224 | } 225 | } 226 | 227 | /** 228 | * Cancel an order from an order book. 229 | * 230 | * @param orderId 231 | * @param orderBook 232 | * @return whether an order has been cancelled 233 | */ 234 | private synchronized boolean cancel(final String orderId, 235 | final List orderBook) { 236 | // Loop through order book to find order. 237 | for (int i = 0; i < orderBook.size(); i++) { 238 | final Order currentOrder = orderBook.get(i); 239 | if (currentOrder.getId().equals(orderId)) { 240 | orderBook.remove(i); 241 | return true; // Order cancelled. 242 | } 243 | } 244 | return false; // No order cancelled. 245 | } 246 | 247 | /** 248 | * Remove a buy order from the order book. 249 | * 250 | * @param index 251 | */ 252 | private synchronized void removeBuyOrder(final int index) { 253 | this.buyOrders.remove(index); 254 | } 255 | 256 | /** 257 | * Remove a sell order from the order book. 258 | * 259 | * @param index 260 | */ 261 | private synchronized void removeSellOrder(final int index) { 262 | this.sellOrders.remove(index); 263 | } 264 | 265 | /** 266 | * @return the buyOrders 267 | */ 268 | public synchronized List getBuyOrders() { 269 | return this.buyOrders; 270 | } 271 | 272 | /** 273 | * @param pBuyOrders the buyOrders to set 274 | */ 275 | public synchronized void setBuyOrders(final ArrayList pBuyOrders) { 276 | this.buyOrders = pBuyOrders; 277 | } 278 | 279 | /** 280 | * @return the sellOrders 281 | */ 282 | public synchronized List getSellOrders() { 283 | return this.sellOrders; 284 | } 285 | 286 | /** 287 | * @param pSellOrders the sellOrders to set 288 | */ 289 | public synchronized void setSellOrders(final ArrayList pSellOrders) { 290 | this.sellOrders = pSellOrders; 291 | } 292 | 293 | /** 294 | * @return the lastSalePrice 295 | */ 296 | public synchronized double getLastSalePrice() { 297 | return this.lastSalePrice; 298 | } 299 | 300 | /** 301 | * @param pLastSalePrice the lastSalePrice to set 302 | */ 303 | public synchronized void setLastSalePrice(final double pLastSalePrice) { 304 | this.lastSalePrice = pLastSalePrice; 305 | } 306 | } 307 | -------------------------------------------------------------------------------- /src/main/java/net/laffyco/javamatchingengine/core/engine/Side.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.engine; 2 | 3 | /** 4 | * Order sides. 5 | * 6 | * @author Laffini 7 | * 8 | */ 9 | public enum Side { 10 | 11 | /** 12 | * Buy orders. 13 | */ 14 | BUY, 15 | 16 | /** 17 | * Sell orders. 18 | */ 19 | SELL 20 | 21 | } 22 | -------------------------------------------------------------------------------- /src/main/java/net/laffyco/javamatchingengine/core/engine/Trade.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.engine; 2 | 3 | /** 4 | * Trades. 5 | * 6 | * @author Laffini 7 | * 8 | */ 9 | public class Trade { 10 | 11 | /** 12 | * Taker's order ID. 13 | */ 14 | private String takerOrderId; 15 | 16 | /** 17 | * Maker's order ID. 18 | */ 19 | private String makerOrderId; 20 | 21 | /** 22 | * Trade amount. 23 | */ 24 | private double amount; 25 | 26 | /** 27 | * Trade price. 28 | */ 29 | private double price; 30 | 31 | /** 32 | * Create an instance of Trade. 33 | * 34 | * @param pTakerOrderId 35 | * @param pMakerOrderId 36 | * @param pAmount 37 | * @param pPrice 38 | */ 39 | public Trade(final String pTakerOrderId, final String pMakerOrderId, 40 | final double pAmount, final double pPrice) { 41 | super(); 42 | this.takerOrderId = pTakerOrderId; 43 | this.makerOrderId = pMakerOrderId; 44 | this.amount = pAmount; 45 | this.price = pPrice; 46 | } 47 | 48 | /** 49 | * @return the takerOrderId 50 | */ 51 | public String getTakerOrderId() { 52 | return this.takerOrderId; 53 | } 54 | 55 | /** 56 | * @param pTakerOrderId the takerOrderId to set 57 | */ 58 | public void setTakerOrderId(final String pTakerOrderId) { 59 | this.takerOrderId = pTakerOrderId; 60 | } 61 | 62 | /** 63 | * @return the makerOrderId 64 | */ 65 | public String getMakerOrderId() { 66 | return this.makerOrderId; 67 | } 68 | 69 | /** 70 | * @param pMakerOrderId the makerOrderId to set 71 | */ 72 | public void setMakerOrderId(final String pMakerOrderId) { 73 | this.makerOrderId = pMakerOrderId; 74 | } 75 | 76 | /** 77 | * @return the amount 78 | */ 79 | public double getAmount() { 80 | return this.amount; 81 | } 82 | 83 | /** 84 | * @param pAmount the amount to set 85 | */ 86 | public void setAmount(final double pAmount) { 87 | this.amount = pAmount; 88 | } 89 | 90 | /** 91 | * @return the price 92 | */ 93 | public double getPrice() { 94 | return this.price; 95 | } 96 | 97 | /** 98 | * @param pPrice the price to set 99 | */ 100 | public void setPrice(final double pPrice) { 101 | this.price = pPrice; 102 | } 103 | 104 | } 105 | -------------------------------------------------------------------------------- /src/main/java/net/laffyco/javamatchingengine/core/engine/package-info.java: -------------------------------------------------------------------------------- 1 | /** 2 | * @author Laffini 3 | * 4 | */ 5 | package net.laffyco.javamatchingengine.core.engine; 6 | -------------------------------------------------------------------------------- /src/main/java/net/laffyco/javamatchingengine/core/events/OrderAddedEvent.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.events; 2 | 3 | import org.springframework.context.ApplicationEvent; 4 | 5 | import net.laffyco.javamatchingengine.core.engine.Order; 6 | 7 | /** 8 | * Event for when an order is added to the engine. 9 | * 10 | * @author Laffini 11 | * 12 | */ 13 | public class OrderAddedEvent extends ApplicationEvent { 14 | 15 | /** 16 | * The order added. 17 | */ 18 | private final Order order; 19 | 20 | /** 21 | * Constructor. 22 | * 23 | * @param source 24 | * @param pOrder 25 | */ 26 | public OrderAddedEvent(final Object source, final Order pOrder) { 27 | super(source); 28 | this.order = pOrder; 29 | } 30 | 31 | /** 32 | * Get order. 33 | * 34 | * @return the order 35 | */ 36 | public Order getOrder() { 37 | return this.order; 38 | } 39 | 40 | } 41 | -------------------------------------------------------------------------------- /src/main/java/net/laffyco/javamatchingengine/core/events/OrderMatchedEvent.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.events; 2 | 3 | import java.util.List; 4 | 5 | import org.springframework.context.ApplicationEvent; 6 | 7 | import net.laffyco.javamatchingengine.core.engine.Trade; 8 | 9 | /** 10 | * Order matched event. 11 | * 12 | * @author Laffini 13 | * 14 | */ 15 | public class OrderMatchedEvent extends ApplicationEvent { 16 | 17 | /** 18 | * Completed trades. 19 | */ 20 | private final List trades; 21 | 22 | /** 23 | * Constructor. 24 | * 25 | * @param source 26 | * @param pTrades 27 | */ 28 | public OrderMatchedEvent(final Object source, final List pTrades) { 29 | super(source); 30 | this.trades = pTrades; 31 | } 32 | 33 | } 34 | -------------------------------------------------------------------------------- /src/main/java/net/laffyco/javamatchingengine/core/events/package-info.java: -------------------------------------------------------------------------------- 1 | /** 2 | * @author Laffini 3 | * 4 | */ 5 | package net.laffyco.javamatchingengine.core.events; 6 | -------------------------------------------------------------------------------- /src/main/java/net/laffyco/javamatchingengine/core/package-info.java: -------------------------------------------------------------------------------- 1 | /** 2 | * @author Laffini 3 | * 4 | */ 5 | package net.laffyco.javamatchingengine.core; 6 | -------------------------------------------------------------------------------- /src/main/java/net/laffyco/javamatchingengine/package-info.java: -------------------------------------------------------------------------------- 1 | /** 2 | * @author Laffini 3 | * 4 | */ 5 | package net.laffyco.javamatchingengine; 6 | -------------------------------------------------------------------------------- /src/test/java/net/laffyco/javamatchingengine/core/api/OrderInterfaceTests.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.api; 2 | 3 | import static org.junit.jupiter.api.Assertions.assertEquals; 4 | import static org.junit.jupiter.api.Assertions.assertTrue; 5 | 6 | import java.util.ArrayList; 7 | import java.util.List; 8 | import java.util.Map; 9 | import java.util.Optional; 10 | 11 | import javax.annotation.Resource; 12 | 13 | import org.junit.jupiter.api.DisplayName; 14 | import org.junit.jupiter.api.Test; 15 | import org.mockito.ArgumentCaptor; 16 | import org.mockito.Captor; 17 | import org.mockito.InjectMocks; 18 | import org.mockito.Mock; 19 | import org.mockito.Mockito; 20 | import org.springframework.context.ApplicationEvent; 21 | import org.springframework.context.ApplicationEventPublisher; 22 | 23 | import net.laffyco.javamatchingengine.core.engine.Order; 24 | import net.laffyco.javamatchingengine.core.engine.OrderBook; 25 | import net.laffyco.javamatchingengine.core.engine.Side; 26 | import net.laffyco.javamatchingengine.core.engine.Trade; 27 | import net.laffyco.javamatchingengine.core.events.OrderAddedEvent; 28 | import net.laffyco.javamatchingengine.core.events.OrderMatchedEvent; 29 | import test.utils.AbstractTest; 30 | 31 | /** 32 | * Tests for the OrderInterface class. 33 | * 34 | * @author Laffini 35 | * 36 | */ 37 | public class OrderInterfaceTests extends AbstractTest { 38 | 39 | /** 40 | * Mock order book. 41 | */ 42 | @Mock 43 | private OrderBook orderBook; 44 | 45 | /** 46 | * Event publisher. 47 | */ 48 | @Mock 49 | private ApplicationEventPublisher applicationEventPublisher; 50 | 51 | /** 52 | * Controller under test. 53 | */ 54 | @InjectMocks 55 | @Resource 56 | private OrderInterface controller; 57 | 58 | /** 59 | * Key captor. 60 | */ 61 | @Captor 62 | private ArgumentCaptor captor; 63 | 64 | /** 65 | * Test data id. 66 | */ 67 | private final String id = "id"; 68 | 69 | /** 70 | * Test data side. 71 | */ 72 | private final Side side = Side.BUY; 73 | 74 | /** Create a mock order to return. */ 75 | private final Order mockOrder = Mockito.mock(Order.class); 76 | 77 | /** 78 | * Test data amount. 79 | */ 80 | private final double amt = 25.0; 81 | 82 | /** 83 | * Test data price. 84 | */ 85 | private final double price = 25; 86 | 87 | @Override 88 | public final void init() { 89 | Mockito.when(this.orderBook.findOrder(this.id, this.side)) 90 | .thenReturn(this.mockOrder); 91 | } 92 | 93 | /** 94 | * Get orders test. 95 | */ 96 | @Test 97 | @DisplayName("Get the orders") 98 | public void getOrders() { 99 | final Map> result = this.controller.getOrders(); 100 | 101 | Mockito.verify(this.orderBook).getBuyOrders(); 102 | Mockito.verify(this.orderBook).getSellOrders(); 103 | 104 | assertTrue(result.containsKey("buy")); 105 | assertTrue(result.containsKey("sell")); 106 | } 107 | 108 | /** 109 | * Get order by ID test. 110 | */ 111 | @Test 112 | @DisplayName("Get an order by ID") 113 | public void getOrderById() { 114 | final Map result = this.controller.getOrder(this.id, 115 | this.side); 116 | assertTrue(result.containsKey("order")); 117 | assertEquals(result.get("order"), this.mockOrder); 118 | } 119 | 120 | /** 121 | * Add order test. 122 | */ 123 | @Test 124 | @DisplayName("Add an order") 125 | public void addOrder() { 126 | final List trades = new ArrayList(); 127 | Mockito.when(this.orderBook.process(Mockito.any())).thenReturn(trades); 128 | 129 | final Map result = this.controller.addOrder(this.side, 130 | this.amt, this.price); 131 | 132 | assertTrue(result.containsKey(this.id)); 133 | assertTrue(result.containsKey("trades")); 134 | assertEquals(result.get("trades"), trades); 135 | } 136 | 137 | /** 138 | * Checking that the correct events are published. 139 | */ 140 | @Test 141 | @DisplayName("Check that appropriate events are published") 142 | public void events() { 143 | final List trades = new ArrayList() { 144 | { 145 | this.add(null); 146 | } 147 | }; 148 | Mockito.when(this.orderBook.process(Mockito.any())).thenReturn(trades); 149 | 150 | this.controller.addOrder(this.side, this.amt, this.price); 151 | 152 | Mockito.verify(this.applicationEventPublisher, Mockito.times(2)) 153 | .publishEvent(this.captor.capture()); 154 | 155 | assertTrue( 156 | this.captor.getAllValues().get(0) instanceof OrderAddedEvent); 157 | assertTrue( 158 | this.captor.getAllValues().get(1) instanceof OrderMatchedEvent); 159 | } 160 | 161 | /** 162 | * Delete an order. 163 | */ 164 | @Test 165 | @DisplayName("Delete an order") 166 | public void deleteOrder() { 167 | 168 | Mockito.when(this.orderBook.cancelOrder(this.id, this.side)) 169 | .thenReturn(true); 170 | 171 | final Map result = this.controller.deleteOrder(this.id, 172 | this.side); 173 | 174 | assertTrue((boolean) result.get("order_deleted")); 175 | 176 | Mockito.verify(this.orderBook).cancelOrder(this.id, this.side); 177 | } 178 | 179 | /** 180 | * Update an order. 181 | */ 182 | @Test 183 | @DisplayName("Update an order") 184 | public void updateOrder() { 185 | final Side newSide = Side.SELL; 186 | 187 | final Map result = this.controller.updateOrder(this.id, 188 | this.side, Optional.of(this.amt), Optional.of(this.price), 189 | Optional.of(newSide)); 190 | 191 | assertTrue((boolean) result.get("updated")); 192 | Mockito.verify(this.mockOrder).setAmount(this.amt); 193 | Mockito.verify(this.mockOrder).setPrice(this.price); 194 | Mockito.verify(this.mockOrder).setSide(newSide); 195 | } 196 | 197 | /** 198 | * Update an order with one parameter. 199 | */ 200 | @Test 201 | @DisplayName("Update an order with one parameter") 202 | public void updateOrder1Param() { 203 | final Map result = this.controller.updateOrder(this.id, 204 | this.side, Optional.of(this.amt), Optional.empty(), 205 | Optional.empty()); 206 | 207 | assertTrue((boolean) result.get("updated")); 208 | Mockito.verify(this.mockOrder).setAmount(this.amt); 209 | Mockito.verify(this.mockOrder, Mockito.times(0)) 210 | .setPrice(Mockito.anyDouble()); 211 | Mockito.verify(this.mockOrder, Mockito.times(0)) 212 | .setSide(Mockito.any(Side.class)); 213 | } 214 | } 215 | -------------------------------------------------------------------------------- /src/test/java/net/laffyco/javamatchingengine/core/api/SpreadInterfaceTests.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.api; 2 | 3 | import static org.junit.jupiter.api.Assertions.assertEquals; 4 | 5 | import java.util.Map; 6 | 7 | import javax.annotation.Resource; 8 | 9 | import org.junit.jupiter.api.DisplayName; 10 | import org.junit.jupiter.api.Test; 11 | import org.mockito.InjectMocks; 12 | import org.mockito.Mock; 13 | import org.mockito.Mockito; 14 | 15 | import net.laffyco.javamatchingengine.core.engine.OrderBook; 16 | import test.utils.AbstractTest; 17 | 18 | /** 19 | * @author Laffini 20 | * 21 | */ 22 | public class SpreadInterfaceTests extends AbstractTest { 23 | 24 | /** 25 | * Mock order book. 26 | */ 27 | @Mock 28 | private OrderBook orderBook; 29 | 30 | /** 31 | * Controller under test. 32 | */ 33 | @InjectMocks 34 | @Resource 35 | private SpreadInterface controller; 36 | 37 | @Override 38 | public void init() { 39 | // Left blank intentionally. 40 | } 41 | 42 | /** 43 | * Get spread. 44 | */ 45 | @Test 46 | @DisplayName("Get the spread") 47 | public void getSpread() { 48 | final double spread = 3.0; 49 | Mockito.when(this.orderBook.getSpread()).thenReturn(spread); 50 | final Map result = this.controller.getSpread(); 51 | assertEquals(spread, result.get("spread")); 52 | } 53 | 54 | } 55 | -------------------------------------------------------------------------------- /src/test/java/net/laffyco/javamatchingengine/core/api/package-info.java: -------------------------------------------------------------------------------- 1 | /** 2 | * @author Laffini 3 | * 4 | */ 5 | package net.laffyco.javamatchingengine.core.api; 6 | -------------------------------------------------------------------------------- /src/test/java/net/laffyco/javamatchingengine/core/engine/CancelOrderTests.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.engine; 2 | 3 | import static org.junit.jupiter.api.Assertions.assertEquals; 4 | 5 | import javax.annotation.Resource; 6 | 7 | import org.junit.jupiter.api.DisplayName; 8 | import org.junit.jupiter.api.Test; 9 | import org.mockito.InjectMocks; 10 | 11 | /** 12 | * Test the cancel order functionality. 13 | * 14 | * @author Laffini 15 | * 16 | */ 17 | public class CancelOrderTests extends MatchingEngineTest { 18 | 19 | /** 20 | * Order book. 21 | */ 22 | @InjectMocks 23 | @Resource 24 | private OrderBook orderBook; 25 | 26 | /** 27 | * Attempt to cancel an order that doesn't exist. 28 | * 29 | */ 30 | @Test 31 | @DisplayName("Attempt to cancel an order that doesn't exist") 32 | public void cancelNoCancellation() { 33 | assertEquals(this.orderBook.cancelOrder("test", Side.BUY), false); 34 | assertEquals(this.orderBook.cancelOrder("test", Side.SELL), false); 35 | } 36 | 37 | /** 38 | * Cancel a buy order, with side not given. 39 | * 40 | * @throws InterruptedException 41 | */ 42 | @Test 43 | @DisplayName("Cancel a buy order with the side not given") 44 | public void cancelBuyOrder() throws InterruptedException { 45 | 46 | final int amt = 1; 47 | final double price = 1; 48 | final Side side = Side.BUY; 49 | // Create order. 50 | final Order order = new Order.Builder(side).atPrice(price) 51 | .withAmount(amt).build(); 52 | 53 | // Process order 54 | this.orderBook.process(order); 55 | 56 | // Assert only 1 order in book. 57 | assertEquals(this.orderBook.getBuyOrders().size(), 1); 58 | 59 | // Cancel order 60 | assertEquals(this.orderBook.cancelOrder(order.getId(), side), true); 61 | assertEquals(this.orderBook.getBuyOrders().size(), 0); 62 | } 63 | 64 | /** 65 | * Cancel a buy order, with side given. 66 | * 67 | */ 68 | @Test 69 | @DisplayName("Cancel a buy order") 70 | public void cancelBuyOrderSideGiven() { 71 | 72 | final int amt = 1; 73 | final double price = 1; 74 | final Side side = Side.BUY; 75 | // Create order. 76 | final Order order = new Order.Builder(side).atPrice(price) 77 | .withAmount(amt).build(); 78 | 79 | // Process order 80 | this.orderBook.process(order); 81 | 82 | // Assert only 1 order in book. 83 | assertEquals(this.orderBook.getBuyOrders().size(), 1); 84 | 85 | // Cancel order 86 | assertEquals(this.orderBook.cancelOrder(order.getId(), side), true); 87 | assertEquals(this.orderBook.getBuyOrders().size(), 0); 88 | } 89 | 90 | /** 91 | * Cancel a sell order, with side not given. 92 | * 93 | * @throws InterruptedException 94 | */ 95 | @Test 96 | @DisplayName("Cancel a sell order with the side not given") 97 | public void cancelSellOrder() throws InterruptedException { 98 | final int amt = 1; 99 | final double price = 1; 100 | final Side side = Side.SELL; 101 | // Create order. 102 | final Order order = new Order.Builder(side).atPrice(price) 103 | .withAmount(amt).build(); 104 | 105 | // Process order 106 | this.orderBook.process(order); 107 | 108 | // Assert only 1 order in book. 109 | assertEquals(this.orderBook.getSellOrders().size(), 1); 110 | 111 | // Cancel order 112 | assertEquals(this.orderBook.cancelOrder(order.getId(), side), true); 113 | assertEquals(this.orderBook.getSellOrders().size(), 0); 114 | } 115 | 116 | /** 117 | * Cancel a sell order. 118 | * 119 | */ 120 | @Test 121 | @DisplayName("Cancel a sell order") 122 | public void cancelSellOrderSideGiven() { 123 | final int amt = 1; 124 | final double price = 1; 125 | final Side side = Side.SELL; 126 | // Create order. 127 | final Order order = new Order.Builder(side).atPrice(price) 128 | .withAmount(amt).build(); 129 | 130 | // Process order 131 | this.orderBook.process(order); 132 | 133 | // Assert only 1 order in book. 134 | assertEquals(this.orderBook.getSellOrders().size(), 1); 135 | 136 | // Cancel order 137 | assertEquals(this.orderBook.cancelOrder(order.getId(), side), true); 138 | assertEquals(this.orderBook.getSellOrders().size(), 0); 139 | } 140 | } 141 | -------------------------------------------------------------------------------- /src/test/java/net/laffyco/javamatchingengine/core/engine/MatchingEngineTest.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.engine; 2 | 3 | import org.junit.jupiter.api.BeforeEach; 4 | import org.mockito.MockitoAnnotations; 5 | 6 | /** 7 | * Common test functionality. 8 | * 9 | * @author Laffini 10 | * 11 | */ 12 | public abstract class MatchingEngineTest { 13 | 14 | /** 15 | * Test setup. 16 | */ 17 | @BeforeEach 18 | public void setup() { 19 | MockitoAnnotations.openMocks(this); 20 | } 21 | 22 | /** 23 | * Add an array of orders to the order book. 24 | * 25 | * @param orderBook 26 | * @param orders 27 | */ 28 | public void addOrders(final OrderBook orderBook, final Order[] orders) { 29 | for (int i = 0; i < orders.length; i++) { 30 | orderBook.process(orders[i]); 31 | } 32 | 33 | } 34 | } 35 | -------------------------------------------------------------------------------- /src/test/java/net/laffyco/javamatchingengine/core/engine/OrderBookTests.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.engine; 2 | 3 | import static org.junit.jupiter.api.Assertions.assertEquals; 4 | import static org.junit.jupiter.api.Assertions.assertFalse; 5 | import static org.junit.jupiter.api.Assertions.assertTrue; 6 | 7 | import java.util.List; 8 | 9 | import javax.annotation.Resource; 10 | 11 | import org.junit.jupiter.api.DisplayName; 12 | import org.junit.jupiter.api.Test; 13 | import org.mockito.InjectMocks; 14 | 15 | /** 16 | * Order book tests. 17 | * 18 | * @author Laffini 19 | * 20 | */ 21 | public class OrderBookTests extends MatchingEngineTest { 22 | 23 | /** 24 | * Test amount. 25 | */ 26 | private final double amount = 3; 27 | 28 | /** 29 | * Test price. 30 | */ 31 | private final double price = 2; 32 | 33 | /** 34 | * Array of orders. 35 | */ 36 | private final Order[] orders = { 37 | new Order.Builder(Side.BUY).withAmount(this.amount) 38 | .atPrice(this.price).build(), 39 | new Order.Builder(Side.SELL).withAmount(this.amount) 40 | .atPrice(this.price).build() }; 41 | 42 | /** 43 | * Test OrderBook. 44 | */ 45 | @InjectMocks 46 | @Resource 47 | private OrderBook orderBook; 48 | 49 | /** 50 | * Add a buy order, then add a matching sell order. 51 | */ 52 | @Test 53 | @DisplayName("Add a buy order, then add a matching sell order") 54 | public void buyThenSell() { 55 | 56 | // Add buy order 57 | this.orderBook.process(this.orders[0]); 58 | 59 | // There should only be 1 buy order. 60 | assertEquals(this.orderBook.getBuyOrders().size(), 1); 61 | 62 | // There should not be any sell orders 63 | assertEquals(this.orderBook.getSellOrders().size(), 0); 64 | 65 | // Add sell order 66 | final List trades = this.orderBook.process(this.orders[1]); 67 | 68 | // There should not be any buy or sell orders 69 | assertEquals(this.orderBook.getSellOrders().size(), 0); 70 | assertEquals(this.orderBook.getBuyOrders().size(), 0); 71 | 72 | // There should be only 1 trade 73 | assertEquals(trades.size(), 1); 74 | 75 | // Assert the trade details 76 | final Trade trade = trades.get(0); 77 | assertEquals(trade.getPrice(), this.orders[1].getPrice()); 78 | assertEquals(trade.getAmount(), this.orders[1].getAmount()); 79 | 80 | // Assert last trade price 81 | assertEquals(this.orderBook.getLastSalePrice(), 2); 82 | } 83 | 84 | /** 85 | * Add a sell order, then add a buy order. 86 | */ 87 | @Test 88 | @DisplayName("Add a sell order, then add a matching buy order") 89 | public void sellThenBuy() { 90 | 91 | // Add sell order 92 | this.orderBook.process(this.orders[1]); 93 | 94 | // There should only be 1 sell order. 95 | assertEquals(this.orderBook.getSellOrders().size(), 1); 96 | 97 | // There should not be any buy orders 98 | assertEquals(this.orderBook.getBuyOrders().size(), 0); 99 | 100 | // Add buy order 101 | final List trades = this.orderBook.process(this.orders[0]); 102 | 103 | // There should not be any buy or sell orders 104 | assertEquals(this.orderBook.getSellOrders().size(), 0); 105 | assertEquals(this.orderBook.getBuyOrders().size(), 0); 106 | 107 | // There should be only 1 trade 108 | assertEquals(trades.size(), 1); 109 | 110 | // Assert the trade details 111 | final Trade trade = trades.get(0); 112 | assertEquals(trade.getPrice(), this.orders[0].getPrice()); 113 | assertEquals(trade.getAmount(), this.orders[0].getAmount()); 114 | 115 | // Assert last trade price 116 | assertEquals(this.orderBook.getLastSalePrice(), 2); 117 | } 118 | 119 | /** 120 | * Find order tests. 121 | */ 122 | @Test 123 | @DisplayName("Find orders") 124 | public void findOrder() { 125 | 126 | // Can't find an order that hasn't been added to the book. 127 | assertEquals(this.orderBook.findOrder(this.orders[1].getId(), 128 | this.orders[1].getSide()), null); 129 | assertEquals(this.orderBook.findOrder(this.orders[0].getId(), 130 | this.orders[0].getSide()), null); 131 | 132 | // Add sell order 133 | this.orderBook.process(this.orders[1]); 134 | 135 | // Can find the order now. 136 | assertEquals(this.orderBook.findOrder(this.orders[1].getId(), 137 | this.orders[1].getSide()), this.orders[1]); 138 | 139 | // Add & find buy order. 140 | this.orderBook.process(this.orders[0]); 141 | // Add twice as first is matched with previous sell. 142 | this.orderBook.process(this.orders[0]); 143 | assertEquals(this.orderBook.findOrder(this.orders[0].getId(), 144 | this.orders[0].getSide()), this.orders[0]); 145 | } 146 | 147 | /** 148 | * Test that no orders are cancelled when an invalid side is provided. 149 | */ 150 | @Test 151 | @DisplayName("No orders are cancelled when an invalid side is provided") 152 | public void cancelTestInvalidSide() { 153 | 154 | final String orderId = ""; 155 | 156 | final boolean result = this.orderBook.cancelOrder(orderId, null); 157 | assertFalse(result); 158 | } 159 | 160 | /** 161 | * A buy order that fills two sell orders. 162 | */ 163 | @Test 164 | @DisplayName("A buy order that fills two sell orders") 165 | public void buyPartialFill() { 166 | 167 | // Add two sell orders. 168 | this.orderBook.process(this.orders[1]); 169 | this.orderBook.process(this.orders[1]); 170 | 171 | // Modify buy order to be twice the amount. 172 | final Order buyOrder = this.orders[0]; 173 | buyOrder.setAmount(buyOrder.getAmount() * 2); 174 | 175 | // Add the buy order. 176 | final List trades = this.orderBook.process(buyOrder); 177 | 178 | // Two trades should have taken place. 179 | assertTrue(trades.size() == 2); 180 | 181 | // Order book should be empty. 182 | assertTrue(this.orderBook.getBuyOrders().isEmpty()); 183 | assertTrue(this.orderBook.getSellOrders().isEmpty()); 184 | 185 | // The trades match the expected amt and price. 186 | for (final Trade trade : trades) { 187 | assertTrue(trade.getAmount() == buyOrder.getAmount()); 188 | assertTrue(trade.getPrice() == buyOrder.getPrice()); 189 | } 190 | } 191 | 192 | /** 193 | * A buy order that fills two sell orders. 194 | */ 195 | @Test 196 | @DisplayName("A sell order that fills two buy orders") 197 | public void sellPartialFill() { 198 | 199 | // Add two buy orders. 200 | this.orderBook.process(this.orders[0]); 201 | this.orderBook.process(this.orders[0]); 202 | 203 | // Modify sell order to be twice the amount. 204 | final Order sellOrder = this.orders[1]; 205 | sellOrder.setAmount(sellOrder.getAmount() * 2); 206 | 207 | // Add the buy order. 208 | final List trades = this.orderBook.process(sellOrder); 209 | 210 | // Two trades should have taken place. 211 | assertTrue(trades.size() == 2); 212 | 213 | // Order book should be empty. 214 | assertTrue(this.orderBook.getBuyOrders().isEmpty()); 215 | assertTrue(this.orderBook.getSellOrders().isEmpty()); 216 | 217 | // The trades match the expected amt and price. 218 | for (final Trade trade : trades) { 219 | assertTrue(trade.getAmount() == sellOrder.getAmount()); 220 | assertTrue(trade.getPrice() == sellOrder.getPrice()); 221 | } 222 | } 223 | } 224 | -------------------------------------------------------------------------------- /src/test/java/net/laffyco/javamatchingengine/core/engine/OrderTests.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.engine; 2 | 3 | import static org.junit.Assert.assertEquals; 4 | import static org.junit.jupiter.api.Assertions.assertTrue; 5 | import static org.junit.jupiter.api.Assertions.fail; 6 | 7 | import java.util.Date; 8 | 9 | import org.junit.jupiter.api.DisplayName; 10 | import org.junit.jupiter.api.Test; 11 | 12 | /** 13 | * Order tests. 14 | * 15 | * @author Laffini 16 | * 17 | */ 18 | public class OrderTests extends MatchingEngineTest { 19 | 20 | /** 21 | * Order amount. 22 | */ 23 | private final int amt = 1; 24 | 25 | /** 26 | * Order price. 27 | */ 28 | private final double price = 2; 29 | 30 | /** 31 | * Order side. 32 | */ 33 | private final Side side = Side.BUY; 34 | 35 | /** 36 | * Compare two orders with different prices. 37 | */ 38 | @Test 39 | @DisplayName("Compare two orders with different prices") 40 | public void comparePrice() { 41 | final double price2 = 3; 42 | 43 | final Order order1 = new Order.Builder(this.side).atPrice(this.price) 44 | .withAmount(this.amt).build(); 45 | final Order order2 = new Order.Builder(this.side).atPrice(price2) 46 | .withAmount(this.amt).build(); 47 | 48 | // Assert 49 | assertTrue(order1.compareTo(order2) < 0); 50 | assertTrue(order2.compareTo(order1) > 0); 51 | } 52 | 53 | /** 54 | * Compare orders with the same price, so therefore time is taken into 55 | * account. 56 | */ 57 | @Test 58 | public void compareSamePrice() { 59 | 60 | final Date date1 = new Date(1626518162); 61 | final Date date2 = new Date(1626515150); 62 | 63 | final Order order1 = new Order.Builder(this.side).withAmount(this.amt) 64 | .atPrice(this.price).withDateTime(date1).build(); 65 | 66 | final Order order2 = new Order.Builder(this.side).withAmount(this.amt) 67 | .atPrice(this.price).withDateTime(date2).build(); 68 | 69 | // Assert 70 | assertTrue(order1.compareTo(order2) > 0); 71 | assertTrue(order2.compareTo(order1) < 0); 72 | } 73 | 74 | /** 75 | * Test exception is thrown when an invalid price is entered. 76 | */ 77 | @Test 78 | @DisplayName("An exception is thrown when an invalid order price is entered") 79 | public void invalidPrice() { 80 | final double invalidPrice = -1; 81 | 82 | try { 83 | new Order.Builder(Side.BUY).atPrice(invalidPrice).build(); 84 | fail("Should have thrown an exception due to invalid order price"); 85 | } catch (final IllegalArgumentException e) { 86 | assertEquals(e.getMessage(), 87 | "Order prices must be greater than zero"); 88 | 89 | } 90 | } 91 | 92 | /** 93 | * Test exception is thrown when an invalid amount is entered. 94 | */ 95 | @Test 96 | @DisplayName("An exception is thrown when an invalid order amount is entered") 97 | public void invalidAmount() { 98 | final double invalidAmount = -1; 99 | 100 | try { 101 | new Order.Builder(Side.BUY).atPrice(this.price) 102 | .withAmount(invalidAmount).build(); 103 | fail("Should have thrown an exception due to invalid order amount"); 104 | } catch (final IllegalArgumentException e) { 105 | assertEquals(e.getMessage(), 106 | "Order amounts must be greater than zero"); 107 | 108 | } 109 | } 110 | } 111 | -------------------------------------------------------------------------------- /src/test/java/net/laffyco/javamatchingengine/core/engine/SpreadTests.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.core.engine; 2 | 3 | import static org.junit.jupiter.api.Assertions.assertEquals; 4 | 5 | import javax.annotation.Resource; 6 | 7 | import org.junit.jupiter.api.DisplayName; 8 | import org.junit.jupiter.api.Test; 9 | import org.mockito.InjectMocks; 10 | 11 | /** 12 | * Test the getSpread() functionality. 13 | * 14 | * @author Laffini 15 | */ 16 | public class SpreadTests extends MatchingEngineTest { 17 | 18 | /** 19 | * Order book. 20 | */ 21 | @InjectMocks 22 | @Resource 23 | private OrderBook orderBook; 24 | 25 | @Test 26 | @DisplayName("Get the spread when there are two orders") 27 | void spreadTwoOrders() { 28 | final Order[] orders = { 29 | new Order.Builder(Side.SELL).withAmount(2).atPrice(2.5) 30 | .withId("sellOrder").build(), 31 | new Order.Builder(Side.BUY).withAmount(2).atPrice(2) 32 | .withId("buyOrder").build() }; 33 | this.addOrders(this.orderBook, orders); 34 | 35 | final double expectedSpread = 0.5; 36 | 37 | assertEquals(expectedSpread, this.orderBook.getSpread()); 38 | } 39 | 40 | @Test 41 | @DisplayName("Get the spread when there are multiple orders") 42 | void spreadMultipleOrders() { 43 | final Order[] orders = { 44 | new Order.Builder(Side.SELL).withAmount(2).atPrice(2.5) 45 | .withId("sellOrder").build(), 46 | new Order.Builder(Side.SELL).withAmount(2).atPrice(2.75) 47 | .withId("secondSellOrder").build(), 48 | new Order.Builder(Side.BUY).withAmount(2).atPrice(2) 49 | .withId("buyOrder").build(), 50 | new Order.Builder(Side.BUY).withAmount(2).atPrice(1.5) 51 | .withId("secondBuyOrder").build() }; 52 | this.addOrders(this.orderBook, orders); 53 | 54 | final double expectedSpread = 0.5; 55 | 56 | assertEquals(expectedSpread, this.orderBook.getSpread()); 57 | } 58 | 59 | @Test 60 | @DisplayName("Attempt to get the spread when there are no orders") 61 | void spreadNoOrders() { 62 | assertEquals(this.orderBook.getSpread(), 0); 63 | } 64 | 65 | } 66 | -------------------------------------------------------------------------------- /src/test/java/net/laffyco/javamatchingengine/core/engine/package-info.java: -------------------------------------------------------------------------------- 1 | /** 2 | * @author Laffini 3 | * 4 | */ 5 | package net.laffyco.javamatchingengine.core.engine; 6 | -------------------------------------------------------------------------------- /src/test/java/net/laffyco/javamatchingengine/core/package-info.java: -------------------------------------------------------------------------------- 1 | /** 2 | * @author Laffini 3 | * 4 | */ 5 | package net.laffyco.javamatchingengine.core; -------------------------------------------------------------------------------- /src/test/java/net/laffyco/javamatchingengine/package-info.java: -------------------------------------------------------------------------------- 1 | /** 2 | * @author Laffini 3 | * 4 | */ 5 | package net.laffyco.javamatchingengine; 6 | -------------------------------------------------------------------------------- /src/test/java/net/laffyco/javamatchingengine/scenarios/CucumberRunner.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.scenarios; 2 | 3 | import static io.cucumber.junit.CucumberOptions.SnippetType.CAMELCASE; 4 | 5 | import org.junit.runner.RunWith; 6 | 7 | import io.cucumber.junit.Cucumber; 8 | import io.cucumber.junit.CucumberOptions; 9 | 10 | /** 11 | * Cucumber test runner. 12 | * 13 | * @author Laffini 14 | */ 15 | @RunWith(Cucumber.class) 16 | @CucumberOptions(plugin = { "pretty", 17 | "summary" }, snippets = CAMELCASE, 18 | features = "src/test/java/net/laffyco/javamatchingengine/scenarios/") 19 | public class CucumberRunner { 20 | // Intentionally left blank. 21 | } 22 | -------------------------------------------------------------------------------- /src/test/java/net/laffyco/javamatchingengine/scenarios/orders/Orders.feature: -------------------------------------------------------------------------------- 1 | Feature: Orders 2 | 3 | Tests related to orders. 4 | 5 | Scenario: Adding an order 6 | Given There is an instance of the order book 7 | When I add an order 8 | Then It is added to the order book 9 | -------------------------------------------------------------------------------- /src/test/java/net/laffyco/javamatchingengine/scenarios/orders/OrdersSteps.java: -------------------------------------------------------------------------------- 1 | package net.laffyco.javamatchingengine.scenarios.orders; 2 | 3 | import static org.junit.jupiter.api.Assertions.assertEquals; 4 | import static org.junit.jupiter.api.Assertions.assertTrue; 5 | 6 | import java.util.List; 7 | 8 | import io.cucumber.java.en.Given; 9 | import io.cucumber.java.en.Then; 10 | import io.cucumber.java.en.When; 11 | import net.laffyco.javamatchingengine.core.engine.Order; 12 | import net.laffyco.javamatchingengine.core.engine.OrderBook; 13 | import net.laffyco.javamatchingengine.core.engine.Side; 14 | 15 | /** 16 | * Orders feature steps. 17 | * 18 | * @author Laffini 19 | */ 20 | public class OrdersSteps { 21 | 22 | /** 23 | * Order book instance. 24 | */ 25 | private OrderBook orderBook; 26 | 27 | /** 28 | * Order to add to order book. 29 | */ 30 | private Order order; 31 | 32 | /** 33 | * Create the order book. 34 | */ 35 | @Given("There is an instance of the order book") 36 | public void createOrderBook() { 37 | this.orderBook = new OrderBook(); 38 | } 39 | 40 | /** 41 | * Add the order. 42 | */ 43 | @When("I add an order") 44 | public void addOrder() { 45 | final double amount = 10; 46 | final double price = 25.59; 47 | final Side side = Side.BUY; 48 | 49 | this.order = new Order.Builder(side).withAmount(amount).atPrice(price) 50 | .build(); 51 | this.orderBook.process(this.order); 52 | } 53 | 54 | /** 55 | * Confirm order is added. 56 | */ 57 | @Then("It is added to the order book") 58 | public void orderIsAdded() { 59 | final List buyOrders = this.orderBook.getBuyOrders(); 60 | 61 | // Assert there is only one order. 62 | final int oneOrder = 1; 63 | assertEquals(oneOrder, buyOrders.size()); 64 | assertTrue(this.orderBook.getSellOrders().isEmpty()); 65 | 66 | // Assert orders are equal match. 67 | final Order addedOrder = buyOrders.get(0); 68 | assertEquals(this.order, addedOrder); 69 | } 70 | } 71 | -------------------------------------------------------------------------------- /src/test/java/net/laffyco/javamatchingengine/scenarios/orders/package-info.java: -------------------------------------------------------------------------------- 1 | /** 2 | * @author Laffini 3 | * 4 | */ 5 | package net.laffyco.javamatchingengine.scenarios.orders; 6 | -------------------------------------------------------------------------------- /src/test/java/net/laffyco/javamatchingengine/scenarios/package-info.java: -------------------------------------------------------------------------------- 1 | /** 2 | * @author Laffini 3 | * 4 | */ 5 | package net.laffyco.javamatchingengine.scenarios; 6 | -------------------------------------------------------------------------------- /src/test/java/test/utils/AbstractTest.java: -------------------------------------------------------------------------------- 1 | package test.utils; 2 | 3 | import org.junit.jupiter.api.BeforeEach; 4 | import org.mockito.MockitoAnnotations; 5 | 6 | /** 7 | * An abstract test to extend. 8 | * 9 | * @author Laffini 10 | * 11 | */ 12 | public abstract class AbstractTest { 13 | 14 | /** 15 | * Setup. 16 | */ 17 | @BeforeEach 18 | public void setUp() { 19 | // Initialise mocks created above 20 | MockitoAnnotations.openMocks(this); 21 | this.init(); 22 | } 23 | 24 | /** 25 | * Any additional initialisation. 26 | */ 27 | public abstract void init(); 28 | 29 | } 30 | -------------------------------------------------------------------------------- /src/test/java/test/utils/package-info.java: -------------------------------------------------------------------------------- 1 | /** 2 | * @author Laffini 3 | * 4 | */ 5 | package test.utils; 6 | -------------------------------------------------------------------------------- /src/test/resources/cucumber.properties: -------------------------------------------------------------------------------- 1 | cucumber.publish.quiet=true 2 | --------------------------------------------------------------------------------