Shay/rust-orderbook
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update logging

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Shay Patel
2025-08-14 15:03:43 +01:00
parent 89129d32ee
commit 9ebadb542d
1 changed files with 102 additions and 59 deletions
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159
src/main.rs
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@@ -43,6 +43,7 @@ fn gen_hashtag_loop(n: usize) -> String {
fn list_orders(ob: &Orderbook) {
println!("===============================");
println!();
println!("{:<5} {:>13}", "PRICE", "QUANTITY");
println!();
@@ -70,58 +71,6 @@ fn list_orders(ob: &Orderbook) {
println!();
}
fn market_buy(ob: &mut Orderbook, quantity: i32) {
println!("MARKET BUY placed: {} @ market price", quantity);
let mut left_to_buy: i32 = quantity;
let mut total_value: i32 = 0;
while left_to_buy > 0 {
let (p, q) = ob.asks.pop_first().expect("Insufficient sell volume.");
if q > left_to_buy {
// push back sell order with reduced quantity
ob.asks.insert(p, q-left_to_buy);
// increase total_value
total_value += left_to_buy * p;
// reduce left_to_buy
left_to_buy = 0;
} else {
// increase total_value
total_value += q*p;
// reduce left_to_buy
left_to_buy -= q;
}
}
println!("Bought {} at an average price of ${:.2}", quantity, ((total_value as f32) / (quantity as f32)));
}
fn market_sell(ob: &mut Orderbook, quantity: i32) {
println!("MARKET SELL placed: {} @ market price", quantity);
let mut left_to_sell: i32 = quantity;
let mut total_value: i32 = 0;
while left_to_sell > 0 {
let (p, q) = ob.bids.pop_last().expect("Insufficient buy volume.");
if q > left_to_sell {
// push back buy order with reduced quantity
ob.bids.insert(p, q-left_to_sell);
// increase total_value
total_value += left_to_sell * p;
// reduce left_to_sell
left_to_sell = 0;
} else {
// increase total_value
total_value += q*p;
// reduce left_to_sell
left_to_sell -= q;
}
}
println!("Sold {} at an average price of ${:.2}", quantity, ((total_value as f32) / (quantity as f32)));
}
fn create_buy_order(ob: &mut Orderbook, quantity: i32, price: i32) {
println!("Placed BUY order ({} @ ${})", quantity, price);
match ob.bids.get(&price) {
@@ -150,8 +99,81 @@ fn create_sell_order(ob: &mut Orderbook, quantity: i32, price: i32) {
};
}
fn market_buy(ob: &mut Orderbook, quantity: i32) {
println!("Performing MARKET BUY: {} @ market price", quantity);
println!();
let mut left_to_buy: i32 = quantity;
let mut total_value: i32 = 0;
while left_to_buy > 0 {
let (p, q) = ob.asks.pop_first().expect("Insufficient sell volume.");
if q > left_to_buy {
// push back sell order with reduced quantity
ob.asks.insert(p, q-left_to_buy);
// increase total_value
total_value += left_to_buy * p;
println!("Bought {} @ ${:.2}", left_to_buy, p);
// reduce left_to_buy
left_to_buy = 0;
} else {
// increase total_value
total_value += q*p;
// reduce left_to_buy
left_to_buy -= q;
println!("Bought {} @ ${:.2}", q, p);
}
}
println!();
if quantity > 0 {
println!("Bought {} at an average price of ${:.2}", quantity, ((total_value as f32) / (quantity as f32)));
} else {
println!("Bought 0");
};
}
fn market_sell(ob: &mut Orderbook, quantity: i32) {
println!("Performing MARKET SELL: {} @ market price", quantity);
println!();
let mut left_to_sell: i32 = quantity;
let mut total_value: i32 = 0;
while left_to_sell > 0 {
let (p, q) = ob.bids.pop_last().expect("Insufficient buy volume.");
if q > left_to_sell {
// push back buy order with reduced quantity
ob.bids.insert(p, q-left_to_sell);
// increase total_value
total_value += left_to_sell * p;
println!("Sold {} @ ${:.2}", left_to_sell, p);
// reduce left_to_sell
left_to_sell = 0;
} else {
// increase total_value
total_value += q*p;
// reduce left_to_sell
left_to_sell -= q;
println!("Sold {} @ ${:.2}", q, p);
}
}
println!();
if quantity > 0 {
println!("Sold {} at an average price of ${:.2}", quantity, ((total_value as f32) / (quantity as f32)));
} else {
println!("Sold 0");
};
}
fn limit_buy(ob: &mut Orderbook, quantity: i32, price: i32) {
println!("LIMIT BUY placed: {} @ ${}", quantity, price);
println!("Perofrming LIMIT BUY: {} @ ${}", quantity, price);
println!();
let mut left_to_buy: i32 = quantity;
let mut total_value: i32 = 0;
let mut total_quantity: i32 = 0;
@@ -176,6 +198,8 @@ fn limit_buy(ob: &mut Orderbook, quantity: i32, price: i32) {
total_value += left_to_buy * p;
total_quantity += left_to_buy;
println!("Bought {} @ ${:.2}", left_to_buy, p);
// reduce left_to_buy
left_to_buy = 0;
} else {
@@ -185,6 +209,8 @@ fn limit_buy(ob: &mut Orderbook, quantity: i32, price: i32) {
// reduce left_to_buy
left_to_buy -= q;
println!("Bought {} @ ${:.2}", q, p);
}
} else {
ob.asks.insert(p, q);
@@ -194,13 +220,17 @@ fn limit_buy(ob: &mut Orderbook, quantity: i32, price: i32) {
}
}
}
println!();
println!("Bought {} at an average price of ${:.2}", total_quantity, ((total_value as f32) / (total_quantity as f32)));
if quantity > 0 {
println!("Bought {} at an average price of ${:.2}", quantity, ((total_value as f32) / (total_quantity as f32)));
} else {
println!("Bought 0");
};
}
fn limit_sell(ob: &mut Orderbook, quantity: i32, price: i32) {
println!("LIMIT SELL placed: {} @ ${}", quantity, price);
println!("Performing LIMIT SELL: {} @ ${}", quantity, price);
println!();
let mut left_to_sell: i32 = quantity;
let mut total_value: i32 = 0;
let mut total_quantity: i32 = 0;
@@ -225,6 +255,8 @@ fn limit_sell(ob: &mut Orderbook, quantity: i32, price: i32) {
total_value += left_to_sell * p;
total_quantity += left_to_sell;
println!("Sold {} @ ${:.2}", left_to_sell, p);
// reduce left_to_sell
left_to_sell = 0;
} else {
@@ -234,6 +266,8 @@ fn limit_sell(ob: &mut Orderbook, quantity: i32, price: i32) {
// reduce left_to_sell
left_to_sell -= q;
println!("Sold {} @ ${:.2}", q, p);
}
} else {
ob.bids.insert(p, q);
@@ -243,9 +277,12 @@ fn limit_sell(ob: &mut Orderbook, quantity: i32, price: i32) {
}
}
}
println!();
println!("Sold {} at an average price of ${:.2}", total_quantity, ((total_value as f32) / (total_quantity as f32)));
if quantity > 0 {
println!("Sold {} at an average price of ${:.2}", quantity, ((total_value as f32) / (total_quantity as f32)));
} else {
println!("Sold 0");
};
}
fn populate_orderbook(ob: &mut Orderbook) {
@@ -281,6 +318,8 @@ fn main() {
};
populate_orderbook(&mut ob);
println!();
list_orders(&ob);
while input_string.trim() != "EXIT" {
@@ -290,6 +329,10 @@ fn main() {
io::stdin().read_line(&mut input_string).unwrap();
println!();
println!("===============================");
println!();
let start_time = SystemTime::now();
let mut split = input_string.split_whitespace();