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kishanrajput23kishanrajput23
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Merge pull request #450 from pran9v/main
Added OrderBook Project
2 parents 3e8c99d + 3a5b78b commit ad69e73

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‎OrderBook/src/main/orderbook/Helpers.java

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import java.io.*;
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import java.nio.file.*;
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public class Helpers {
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public static void printFileContents(String filePath) {
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try {
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String content = Files.readString(Paths.get(filePath));
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System.out.println(content);
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} catch (IOException e) {
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System.err.println("Unable to open " + filePath);
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}
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}
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public static void printFill(OrderFill fill, int quantity, long startTime, long endTime) {
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double averagePrice = fill.unitsTransacted > 0 ? fill.totalValue / fill.unitsTransacted : 0.0;
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long timeTaken = endTime - startTime;
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System.out.println("Filled "+fill.unitsTransacted+"/"+quantity+" units @ $"+averagePrice+" avg. price in "+timeTaken+" ns");
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}
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}

‎OrderBook/src/main/orderbook/OrderBook.java

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import java.util.*;
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class Order {
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int quantity;
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double price;
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String side;
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Order(int quantity, double price, String side) {
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this.quantity = quantity;
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this.price = price;
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this.side = side;
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}
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}
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final class Orderbook {
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private final TreeMap<Double, List<Order>> bids = new TreeMap<>(Collections.reverseOrder());
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private final TreeMap<Double, List<Order>> asks = new TreeMap<>();
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public Orderbook(boolean generateDummies) {
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if (generateDummies) {
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Random random = new Random(12);
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for (int i = 0; i < 10; i++) {
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double randomPrice = 90.0 + random.nextInt(1001) / 100.0;
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addOrder(random.nextInt(100) + 1, randomPrice, "BUY");
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addOrder(random.nextInt(100) + 1, randomPrice, "BUY");
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}
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for (int i = 0; i < 10; i++) {
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double randomPrice = 100.0 + random.nextInt(1001) / 100.0;
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addOrder(random.nextInt(100) + 1, randomPrice, "SELL");
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addOrder(random.nextInt(100) + 1, randomPrice, "SELL");
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}
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}
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}
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public void addOrder(int qty, double price, String side) {
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Order order = new Order(qty, price, side.equals("BUY") ? "BUY" : "SELL");
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TreeMap<Double, List<Order>> book = side.equals("BUY") ? bids : asks;
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book.computeIfAbsent(price, k -> new ArrayList<>()).add(order);
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}
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public void print() {
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System.out.println("========== Orderbook =========");
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printLeg(asks, "ASK");
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double bestAsk = bestQuote("SELL");
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double bestBid = bestQuote("BUY");
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System.out.println("====== " + String.format("%.2f", (bestAsk - bestBid) / bestBid * 10000) + "bps ======");
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printLeg(bids, "BUY");
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System.out.println("==============================\n\n");
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}
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private void printLeg(TreeMap<Double, List<Order>> book, String side) {
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if (side.equals("ASK")) {
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for (Map.Entry<Double, List<Order>> entry : book.entrySet()) {
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printPriceLevel(entry.getKey(), entry.getValue(), "31");
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}
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} else {
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NavigableSet<Double> descendingKeys = book.navigableKeySet().descendingSet();
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for (Double key : descendingKeys) {
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printPriceLevel(key, book.get(key), "32");
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}
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}
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}
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private void printPriceLevel(double price, List<Order> orders, String color) {
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int totalQuantity = 0;
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for (Order order : orders) {
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totalQuantity += order.quantity;
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}
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System.out.printf("\t\033[1;%sm\u20B9%6.2f%5d\033[0m ", color, price, totalQuantity);
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for (int i = 0; i < totalQuantity / 10; i++) {
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System.out.print("█");
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}
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System.out.println();
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}
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private double bestQuote(String side) {
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TreeMap<Double, List<Order>> book = side.equals("BUY") ? bids : asks;
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return book.isEmpty() ? 0.0 : book.firstKey();
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}
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public OrderFill handleOrder(String type, int orderQuantity, String side, double price) {
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int unitsTransacted = 0;
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double totalValue = 0.0;
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TreeMap<Double, List<Order>> book = side.equals("BUY") ? asks : bids;
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Iterator<Map.Entry<Double, List<Order>>> iterator = book.entrySet().iterator();
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while (iterator.hasNext() && orderQuantity > 0) {
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Map.Entry<Double, List<Order>> entry = iterator.next();
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double priceLevel = entry.getKey();
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if (type.equals("LIMIT") && ((side.equals("BUY") && priceLevel > price)
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|| (side.equals("SELL") && priceLevel < price))) {
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break;
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}
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List<Order> orders = entry.getValue();
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Iterator<Order> orderIterator = orders.iterator();
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while (orderIterator.hasNext() && orderQuantity > 0) {
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Order order = orderIterator.next();
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if (order.quantity > orderQuantity) {
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unitsTransacted += orderQuantity;
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totalValue += orderQuantity * priceLevel;
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order.quantity -= orderQuantity;
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orderQuantity = 0;
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} else {
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unitsTransacted += order.quantity;
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totalValue += order.quantity * priceLevel;
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orderQuantity -= order.quantity;
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orderIterator.remove();
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}
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}
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if (orders.isEmpty()) {
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iterator.remove();
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}
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}
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if (type.equals("LIMIT") && orderQuantity > 0) {
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addOrder(orderQuantity, price, side.equals("BUY") ? "BUY" : "SELL");
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}
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return new OrderFill(unitsTransacted, totalValue);
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}
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}
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class OrderFill {
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int unitsTransacted;
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double totalValue;
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OrderFill(int unitsTransacted, double totalValue) {
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this.unitsTransacted = unitsTransacted;
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this.totalValue = totalValue;
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}
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}

‎OrderBook/src/main/orderbook/OrderBookApp.java

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import java.util.Scanner;
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public class OrderBookApp {
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public static void main(String[] args) {
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Orderbook ob = new Orderbook(true);
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Scanner scanner = new Scanner(System.in);
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System.out.println("""
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___ _ ____ _ __ _ \r
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/ _ \\ _ __ __| | ___ _ __| __ ) ___ ___ | | __ / / (_) __ ___ ____ _ \r
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| | | | '__/ _` |/ _ \\ '__| _ \\ / _ \\ / _ \\| |/ / / / | |/ _` \\ \\ / / _` |\r
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| |_| | | | (_| | __/ | | |_) | (_) | (_) | < / / | | (_| |\\ V / (_| |\r
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\\___/|_| \\__,_|\\___|_| |____/ \\___/ \\___/|_|\\_\\ /_/ _/ |\\__,_| \\_/ \\__,_|\r
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|__/ """ //
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//
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//
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//
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//
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);
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while (true) {
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System.out.println("Options\n-----------------------------------\n|1. Print Orderbook |\n|2. Submit order |\n|3. Exit |\n-----------------------------------\nChoice: ");
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int action = scanner.nextInt();
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if (action == 1) {
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ob.print();
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} else if (action == 2) {
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System.out.println("Enter order type:\n1. Market order\n2. Limit order\nSelection: ");
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int orderTypeInput = scanner.nextInt();
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String orderType = (orderTypeInput == 1) ? "MARKET" : "LIMIT";
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System.out.println("\nEnter side:\n1. Buy\n2. Sell\nSelection: ");
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int sideInput = scanner.nextInt();
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String side = (sideInput == 1) ? "BUY" : "SELL";
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System.out.println("\nEnter order quantity: ");
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int quantity = scanner.nextInt();
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if (orderType.equals("MARKET")) {
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System.out.println("\nSubmitting market " + (side.equals("BUY") ? "buy" : "sell")
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+ " order for " + quantity + " units..\n");
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long startTime = System.nanoTime();
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OrderFill fill = ob.handleOrder(orderType, quantity, side, 0.0);
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long endTime = System.nanoTime();
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Helpers.printFill(fill, quantity, startTime, endTime);
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} else if (orderType.equals("LIMIT")) {
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System.out.println("\nEnter limit price: ");
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double price = scanner.nextDouble();
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System.out.println("\nSubmitting limit " + (side.equals("BUY") ? "buy" : "sell")
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+ " order for " + quantity + " units @ \u20B9" + price + "..\n");
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long startTime = System.nanoTime();
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OrderFill fill = ob.handleOrder(orderType, quantity, side, price);
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long endTime = System.nanoTime();
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Helpers.printFill(fill, quantity, startTime, endTime);
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}
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System.out.println();
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} else if(action == 3) {
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break;
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}
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}
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scanner.close();
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System.out.println("Program terminated.");
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}
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}

‎orderBook

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Subproject commit 1e5ed09f70b085b47e64eb25ec32a4f3267be627

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