upload project files

This commit is contained in:
Stefan
2022-05-30 21:11:27 +02:00
parent 1ae391462d
commit 2f67a6446d
37 changed files with 3262 additions and 0 deletions

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# https://www.jetbrains.com/help/idea/http-client-in-product-code-editor.html
### Place an order
POST http://localhost:8080/orders
Accept: application/json
Content-Type: application/json
{
"asset": "BTC",
"price": 43251.00,
"amount": 2.0,
"direction": "BUY"
}
#### Get an order
GET http://localhost:8080/orders/1
Accept: application/json
Content-Type: application/json
### Cencel an order
POST http://localhost:8080/orders/1/cancel
Accept: application/json
Content-Type: application/json
{
"asset": "BTC",
"price": 43251.00,
"amount": 2.0,
"direction": "BUY"
}
###

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mvnw vendored Normal file
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#!/bin/sh
# ----------------------------------------------------------------------------
# Licensed to the Apache Software Foundation (ASF) under one
# or more contributor license agreements. See the NOTICE file
# distributed with this work for additional information
# regarding copyright ownership. The ASF licenses this file
# to you under the Apache License, Version 2.0 (the
# "License"); you may not use this file except in compliance
# with the License. You may obtain a copy of the License at
#
# https://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing,
# software distributed under the License is distributed on an
# "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
# KIND, either express or implied. See the License for the
# specific language governing permissions and limitations
# under the License.
# ----------------------------------------------------------------------------
# ----------------------------------------------------------------------------
# Maven Start Up Batch script
#
# Required ENV vars:
# ------------------
# JAVA_HOME - location of a JDK home dir
#
# Optional ENV vars
# -----------------
# M2_HOME - location of maven2's installed home dir
# MAVEN_OPTS - parameters passed to the Java VM when running Maven
# e.g. to debug Maven itself, use
# set MAVEN_OPTS=-Xdebug -Xrunjdwp:transport=dt_socket,server=y,suspend=y,address=8000
# MAVEN_SKIP_RC - flag to disable loading of mavenrc files
# ----------------------------------------------------------------------------
if [ -z "$MAVEN_SKIP_RC" ] ; then
if [ -f /etc/mavenrc ] ; then
. /etc/mavenrc
fi
if [ -f "$HOME/.mavenrc" ] ; then
. "$HOME/.mavenrc"
fi
fi
# OS specific support. $var _must_ be set to either true or false.
cygwin=false;
darwin=false;
mingw=false
case "`uname`" in
CYGWIN*) cygwin=true ;;
MINGW*) mingw=true;;
Darwin*) darwin=true
# Use /usr/libexec/java_home if available, otherwise fall back to /Library/Java/Home
# See https://developer.apple.com/library/mac/qa/qa1170/_index.html
if [ -z "$JAVA_HOME" ]; then
if [ -x "/usr/libexec/java_home" ]; then
export JAVA_HOME="`/usr/libexec/java_home`"
else
export JAVA_HOME="/Library/Java/Home"
fi
fi
;;
esac
if [ -z "$JAVA_HOME" ] ; then
if [ -r /etc/gentoo-release ] ; then
JAVA_HOME=`java-config --jre-home`
fi
fi
if [ -z "$M2_HOME" ] ; then
## resolve links - $0 may be a link to maven's home
PRG="$0"
# need this for relative symlinks
while [ -h "$PRG" ] ; do
ls=`ls -ld "$PRG"`
link=`expr "$ls" : '.*-> \(.*\)$'`
if expr "$link" : '/.*' > /dev/null; then
PRG="$link"
else
PRG="`dirname "$PRG"`/$link"
fi
done
saveddir=`pwd`
M2_HOME=`dirname "$PRG"`/..
# make it fully qualified
M2_HOME=`cd "$M2_HOME" && pwd`
cd "$saveddir"
# echo Using m2 at $M2_HOME
fi
# For Cygwin, ensure paths are in UNIX format before anything is touched
if $cygwin ; then
[ -n "$M2_HOME" ] &&
M2_HOME=`cygpath --unix "$M2_HOME"`
[ -n "$JAVA_HOME" ] &&
JAVA_HOME=`cygpath --unix "$JAVA_HOME"`
[ -n "$CLASSPATH" ] &&
CLASSPATH=`cygpath --path --unix "$CLASSPATH"`
fi
# For Mingw, ensure paths are in UNIX format before anything is touched
if $mingw ; then
[ -n "$M2_HOME" ] &&
M2_HOME="`(cd "$M2_HOME"; pwd)`"
[ -n "$JAVA_HOME" ] &&
JAVA_HOME="`(cd "$JAVA_HOME"; pwd)`"
fi
if [ -z "$JAVA_HOME" ]; then
javaExecutable="`which javac`"
if [ -n "$javaExecutable" ] && ! [ "`expr \"$javaExecutable\" : '\([^ ]*\)'`" = "no" ]; then
# readlink(1) is not available as standard on Solaris 10.
readLink=`which readlink`
if [ ! `expr "$readLink" : '\([^ ]*\)'` = "no" ]; then
if $darwin ; then
javaHome="`dirname \"$javaExecutable\"`"
javaExecutable="`cd \"$javaHome\" && pwd -P`/javac"
else
javaExecutable="`readlink -f \"$javaExecutable\"`"
fi
javaHome="`dirname \"$javaExecutable\"`"
javaHome=`expr "$javaHome" : '\(.*\)/bin'`
JAVA_HOME="$javaHome"
export JAVA_HOME
fi
fi
fi
if [ -z "$JAVACMD" ] ; then
if [ -n "$JAVA_HOME" ] ; then
if [ -x "$JAVA_HOME/jre/sh/java" ] ; then
# IBM's JDK on AIX uses strange locations for the executables
JAVACMD="$JAVA_HOME/jre/sh/java"
else
JAVACMD="$JAVA_HOME/bin/java"
fi
else
JAVACMD="`which java`"
fi
fi
if [ ! -x "$JAVACMD" ] ; then
echo "Error: JAVA_HOME is not defined correctly." >&2
echo " We cannot execute $JAVACMD" >&2
exit 1
fi
if [ -z "$JAVA_HOME" ] ; then
echo "Warning: JAVA_HOME environment variable is not set."
fi
CLASSWORLDS_LAUNCHER=org.codehaus.plexus.classworlds.launcher.Launcher
# traverses directory structure from process work directory to filesystem root
# first directory with .mvn subdirectory is considered project base directory
find_maven_basedir() {
if [ -z "$1" ]
then
echo "Path not specified to find_maven_basedir"
return 1
fi
basedir="$1"
wdir="$1"
while [ "$wdir" != '/' ] ; do
if [ -d "$wdir"/.mvn ] ; then
basedir=$wdir
break
fi
# workaround for JBEAP-8937 (on Solaris 10/Sparc)
if [ -d "${wdir}" ]; then
wdir=`cd "$wdir/.."; pwd`
fi
# end of workaround
done
echo "${basedir}"
}
# concatenates all lines of a file
concat_lines() {
if [ -f "$1" ]; then
echo "$(tr -s '\n' ' ' < "$1")"
fi
}
BASE_DIR=`find_maven_basedir "$(pwd)"`
if [ -z "$BASE_DIR" ]; then
exit 1;
fi
##########################################################################################
# Extension to allow automatically downloading the maven-wrapper.jar from Maven-central
# This allows using the maven wrapper in projects that prohibit checking in binary data.
##########################################################################################
if [ -r "$BASE_DIR/.mvn/wrapper/maven-wrapper.jar" ]; then
if [ "$MVNW_VERBOSE" = true ]; then
echo "Found .mvn/wrapper/maven-wrapper.jar"
fi
else
if [ "$MVNW_VERBOSE" = true ]; then
echo "Couldn't find .mvn/wrapper/maven-wrapper.jar, downloading it ..."
fi
if [ -n "$MVNW_REPOURL" ]; then
jarUrl="$MVNW_REPOURL/io/takari/maven-wrapper/0.5.6/maven-wrapper-0.5.6.jar"
else
jarUrl="https://repo.maven.apache.org/maven2/io/takari/maven-wrapper/0.5.6/maven-wrapper-0.5.6.jar"
fi
while IFS="=" read key value; do
case "$key" in (wrapperUrl) jarUrl="$value"; break ;;
esac
done < "$BASE_DIR/.mvn/wrapper/maven-wrapper.properties"
if [ "$MVNW_VERBOSE" = true ]; then
echo "Downloading from: $jarUrl"
fi
wrapperJarPath="$BASE_DIR/.mvn/wrapper/maven-wrapper.jar"
if $cygwin; then
wrapperJarPath=`cygpath --path --windows "$wrapperJarPath"`
fi
if command -v wget > /dev/null; then
if [ "$MVNW_VERBOSE" = true ]; then
echo "Found wget ... using wget"
fi
if [ -z "$MVNW_USERNAME" ] || [ -z "$MVNW_PASSWORD" ]; then
wget "$jarUrl" -O "$wrapperJarPath"
else
wget --http-user=$MVNW_USERNAME --http-password=$MVNW_PASSWORD "$jarUrl" -O "$wrapperJarPath"
fi
elif command -v curl > /dev/null; then
if [ "$MVNW_VERBOSE" = true ]; then
echo "Found curl ... using curl"
fi
if [ -z "$MVNW_USERNAME" ] || [ -z "$MVNW_PASSWORD" ]; then
curl -o "$wrapperJarPath" "$jarUrl" -f
else
curl --user $MVNW_USERNAME:$MVNW_PASSWORD -o "$wrapperJarPath" "$jarUrl" -f
fi
else
if [ "$MVNW_VERBOSE" = true ]; then
echo "Falling back to using Java to download"
fi
javaClass="$BASE_DIR/.mvn/wrapper/MavenWrapperDownloader.java"
# For Cygwin, switch paths to Windows format before running javac
if $cygwin; then
javaClass=`cygpath --path --windows "$javaClass"`
fi
if [ -e "$javaClass" ]; then
if [ ! -e "$BASE_DIR/.mvn/wrapper/MavenWrapperDownloader.class" ]; then
if [ "$MVNW_VERBOSE" = true ]; then
echo " - Compiling MavenWrapperDownloader.java ..."
fi
# Compiling the Java class
("$JAVA_HOME/bin/javac" "$javaClass")
fi
if [ -e "$BASE_DIR/.mvn/wrapper/MavenWrapperDownloader.class" ]; then
# Running the downloader
if [ "$MVNW_VERBOSE" = true ]; then
echo " - Running MavenWrapperDownloader.java ..."
fi
("$JAVA_HOME/bin/java" -cp .mvn/wrapper MavenWrapperDownloader "$MAVEN_PROJECTBASEDIR")
fi
fi
fi
fi
##########################################################################################
# End of extension
##########################################################################################
export MAVEN_PROJECTBASEDIR=${MAVEN_BASEDIR:-"$BASE_DIR"}
if [ "$MVNW_VERBOSE" = true ]; then
echo $MAVEN_PROJECTBASEDIR
fi
MAVEN_OPTS="$(concat_lines "$MAVEN_PROJECTBASEDIR/.mvn/jvm.config") $MAVEN_OPTS"
# For Cygwin, switch paths to Windows format before running java
if $cygwin; then
[ -n "$M2_HOME" ] &&
M2_HOME=`cygpath --path --windows "$M2_HOME"`
[ -n "$JAVA_HOME" ] &&
JAVA_HOME=`cygpath --path --windows "$JAVA_HOME"`
[ -n "$CLASSPATH" ] &&
CLASSPATH=`cygpath --path --windows "$CLASSPATH"`
[ -n "$MAVEN_PROJECTBASEDIR" ] &&
MAVEN_PROJECTBASEDIR=`cygpath --path --windows "$MAVEN_PROJECTBASEDIR"`
fi
# Provide a "standardized" way to retrieve the CLI args that will
# work with both Windows and non-Windows executions.
MAVEN_CMD_LINE_ARGS="$MAVEN_CONFIG $@"
export MAVEN_CMD_LINE_ARGS
WRAPPER_LAUNCHER=org.apache.maven.wrapper.MavenWrapperMain
exec "$JAVACMD" \
$MAVEN_OPTS \
-classpath "$MAVEN_PROJECTBASEDIR/.mvn/wrapper/maven-wrapper.jar" \
"-Dmaven.home=${M2_HOME}" "-Dmaven.multiModuleProjectDirectory=${MAVEN_PROJECTBASEDIR}" \
${WRAPPER_LAUNCHER} $MAVEN_CONFIG "$@"

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@REM ----------------------------------------------------------------------------
@REM Licensed to the Apache Software Foundation (ASF) under one
@REM or more contributor license agreements. See the NOTICE file
@REM distributed with this work for additional information
@REM regarding copyright ownership. The ASF licenses this file
@REM to you under the Apache License, Version 2.0 (the
@REM "License"); you may not use this file except in compliance
@REM with the License. You may obtain a copy of the License at
@REM
@REM https://www.apache.org/licenses/LICENSE-2.0
@REM
@REM Unless required by applicable law or agreed to in writing,
@REM software distributed under the License is distributed on an
@REM "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
@REM KIND, either express or implied. See the License for the
@REM specific language governing permissions and limitations
@REM under the License.
@REM ----------------------------------------------------------------------------
@REM ----------------------------------------------------------------------------
@REM Maven Start Up Batch script
@REM
@REM Required ENV vars:
@REM JAVA_HOME - location of a JDK home dir
@REM
@REM Optional ENV vars
@REM M2_HOME - location of maven2's installed home dir
@REM MAVEN_BATCH_ECHO - set to 'on' to enable the echoing of the batch commands
@REM MAVEN_BATCH_PAUSE - set to 'on' to wait for a keystroke before ending
@REM MAVEN_OPTS - parameters passed to the Java VM when running Maven
@REM e.g. to debug Maven itself, use
@REM set MAVEN_OPTS=-Xdebug -Xrunjdwp:transport=dt_socket,server=y,suspend=y,address=8000
@REM MAVEN_SKIP_RC - flag to disable loading of mavenrc files
@REM ----------------------------------------------------------------------------
@REM Begin all REM lines with '@' in case MAVEN_BATCH_ECHO is 'on'
@echo off
@REM set title of command window
title %0
@REM enable echoing by setting MAVEN_BATCH_ECHO to 'on'
@if "%MAVEN_BATCH_ECHO%" == "on" echo %MAVEN_BATCH_ECHO%
@REM set %HOME% to equivalent of $HOME
if "%HOME%" == "" (set "HOME=%HOMEDRIVE%%HOMEPATH%")
@REM Execute a user defined script before this one
if not "%MAVEN_SKIP_RC%" == "" goto skipRcPre
@REM check for pre script, once with legacy .bat ending and once with .cmd ending
if exist "%HOME%\mavenrc_pre.bat" call "%HOME%\mavenrc_pre.bat"
if exist "%HOME%\mavenrc_pre.cmd" call "%HOME%\mavenrc_pre.cmd"
:skipRcPre
@setlocal
set ERROR_CODE=0
@REM To isolate internal variables from possible post scripts, we use another setlocal
@setlocal
@REM ==== START VALIDATION ====
if not "%JAVA_HOME%" == "" goto OkJHome
echo.
echo Error: JAVA_HOME not found in your environment. >&2
echo Please set the JAVA_HOME variable in your environment to match the >&2
echo location of your Java installation. >&2
echo.
goto error
:OkJHome
if exist "%JAVA_HOME%\bin\java.exe" goto init
echo.
echo Error: JAVA_HOME is set to an invalid directory. >&2
echo JAVA_HOME = "%JAVA_HOME%" >&2
echo Please set the JAVA_HOME variable in your environment to match the >&2
echo location of your Java installation. >&2
echo.
goto error
@REM ==== END VALIDATION ====
:init
@REM Find the project base dir, i.e. the directory that contains the folder ".mvn".
@REM Fallback to current working directory if not found.
set MAVEN_PROJECTBASEDIR=%MAVEN_BASEDIR%
IF NOT "%MAVEN_PROJECTBASEDIR%"=="" goto endDetectBaseDir
set EXEC_DIR=%CD%
set WDIR=%EXEC_DIR%
:findBaseDir
IF EXIST "%WDIR%"\.mvn goto baseDirFound
cd ..
IF "%WDIR%"=="%CD%" goto baseDirNotFound
set WDIR=%CD%
goto findBaseDir
:baseDirFound
set MAVEN_PROJECTBASEDIR=%WDIR%
cd "%EXEC_DIR%"
goto endDetectBaseDir
:baseDirNotFound
set MAVEN_PROJECTBASEDIR=%EXEC_DIR%
cd "%EXEC_DIR%"
:endDetectBaseDir
IF NOT EXIST "%MAVEN_PROJECTBASEDIR%\.mvn\jvm.config" goto endReadAdditionalConfig
@setlocal EnableExtensions EnableDelayedExpansion
for /F "usebackq delims=" %%a in ("%MAVEN_PROJECTBASEDIR%\.mvn\jvm.config") do set JVM_CONFIG_MAVEN_PROPS=!JVM_CONFIG_MAVEN_PROPS! %%a
@endlocal & set JVM_CONFIG_MAVEN_PROPS=%JVM_CONFIG_MAVEN_PROPS%
:endReadAdditionalConfig
SET MAVEN_JAVA_EXE="%JAVA_HOME%\bin\java.exe"
set WRAPPER_JAR="%MAVEN_PROJECTBASEDIR%\.mvn\wrapper\maven-wrapper.jar"
set WRAPPER_LAUNCHER=org.apache.maven.wrapper.MavenWrapperMain
set DOWNLOAD_URL="https://repo.maven.apache.org/maven2/io/takari/maven-wrapper/0.5.6/maven-wrapper-0.5.6.jar"
FOR /F "tokens=1,2 delims==" %%A IN ("%MAVEN_PROJECTBASEDIR%\.mvn\wrapper\maven-wrapper.properties") DO (
IF "%%A"=="wrapperUrl" SET DOWNLOAD_URL=%%B
)
@REM Extension to allow automatically downloading the maven-wrapper.jar from Maven-central
@REM This allows using the maven wrapper in projects that prohibit checking in binary data.
if exist %WRAPPER_JAR% (
if "%MVNW_VERBOSE%" == "true" (
echo Found %WRAPPER_JAR%
)
) else (
if not "%MVNW_REPOURL%" == "" (
SET DOWNLOAD_URL="%MVNW_REPOURL%/io/takari/maven-wrapper/0.5.6/maven-wrapper-0.5.6.jar"
)
if "%MVNW_VERBOSE%" == "true" (
echo Couldn't find %WRAPPER_JAR%, downloading it ...
echo Downloading from: %DOWNLOAD_URL%
)
powershell -Command "&{"^
"$webclient = new-object System.Net.WebClient;"^
"if (-not ([string]::IsNullOrEmpty('%MVNW_USERNAME%') -and [string]::IsNullOrEmpty('%MVNW_PASSWORD%'))) {"^
"$webclient.Credentials = new-object System.Net.NetworkCredential('%MVNW_USERNAME%', '%MVNW_PASSWORD%');"^
"}"^
"[Net.ServicePointManager]::SecurityProtocol = [Net.SecurityProtocolType]::Tls12; $webclient.DownloadFile('%DOWNLOAD_URL%', '%WRAPPER_JAR%')"^
"}"
if "%MVNW_VERBOSE%" == "true" (
echo Finished downloading %WRAPPER_JAR%
)
)
@REM End of extension
@REM Provide a "standardized" way to retrieve the CLI args that will
@REM work with both Windows and non-Windows executions.
set MAVEN_CMD_LINE_ARGS=%*
%MAVEN_JAVA_EXE% %JVM_CONFIG_MAVEN_PROPS% %MAVEN_OPTS% %MAVEN_DEBUG_OPTS% -classpath %WRAPPER_JAR% "-Dmaven.multiModuleProjectDirectory=%MAVEN_PROJECTBASEDIR%" %WRAPPER_LAUNCHER% %MAVEN_CONFIG% %*
if ERRORLEVEL 1 goto error
goto end
:error
set ERROR_CODE=1
:end
@endlocal & set ERROR_CODE=%ERROR_CODE%
if not "%MAVEN_SKIP_RC%" == "" goto skipRcPost
@REM check for post script, once with legacy .bat ending and once with .cmd ending
if exist "%HOME%\mavenrc_post.bat" call "%HOME%\mavenrc_post.bat"
if exist "%HOME%\mavenrc_post.cmd" call "%HOME%\mavenrc_post.cmd"
:skipRcPost
@REM pause the script if MAVEN_BATCH_PAUSE is set to 'on'
if "%MAVEN_BATCH_PAUSE%" == "on" pause
if "%MAVEN_TERMINATE_CMD%" == "on" exit %ERROR_CODE%
exit /B %ERROR_CODE%

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pom.xml Normal file
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<?xml version="1.0" encoding="UTF-8"?>
<project xmlns="http://maven.apache.org/POM/4.0.0"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 https://maven.apache.org/xsd/maven-4.0.0.xsd">
<modelVersion>4.0.0</modelVersion>
<parent>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-parent</artifactId>
<version>2.6.1</version>
<relativePath/> <!-- lookup parent from repository -->
</parent>
<groupId>io.bux</groupId>
<artifactId>backend-assignment-starter-matching-engine</artifactId>
<version>0.0.1-SNAPSHOT</version>
<name>backend-assignment-starter-matching-engine</name>
<description>Simple matching engine</description>
<properties>
<java.version>17</java.version>
</properties>
<dependencies>
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-web</artifactId>
</dependency>
<dependency>
<groupId>org.springframework</groupId>
<artifactId>spring-webflux</artifactId>
</dependency>
<dependency>
<groupId>com.google.protobuf</groupId>
<artifactId>protobuf-java</artifactId>
<version>3.21.0</version>
</dependency>
<dependency>
<groupId>com.googlecode.protobuf-java-format</groupId>
<artifactId>protobuf-java-format</artifactId>
<version>1.4</version>
</dependency>
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-actuator</artifactId>
</dependency>
<dependency>
<groupId>io.projectreactor</groupId>
<artifactId>reactor-core</artifactId>
<version>3.4.18</version>
</dependency>
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-test</artifactId>
<scope>test</scope>
</dependency>
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-webflux</artifactId>
</dependency>
<dependency>
<groupId>io.projectreactor</groupId>
<artifactId>reactor-test</artifactId>
<version>3.4.17</version>
<scope>test</scope>
</dependency>
<dependency>
<groupId>org.junit.vintage</groupId>
<artifactId>junit-vintage-engine</artifactId>
<scope>test</scope>
</dependency>
</dependencies>
<build>
<plugins>
<plugin>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-maven-plugin</artifactId>
</plugin>
<plugin>
<groupId>org.apache.maven.plugins</groupId>
<artifactId>maven-compiler-plugin</artifactId>
<configuration>
<source>17</source>
<target>17</target>
<compilerArgs>--enable-preview</compilerArgs>
</configuration>
</plugin>
<plugin>
<artifactId>maven-surefire-plugin</artifactId>
<configuration>
<argLine>--enable-preview</argLine>
</configuration>
</plugin>
<plugin>
<artifactId>maven-failsafe-plugin</artifactId>
<configuration>
<argLine>--enable-preview</argLine>
</configuration>
</plugin>
<plugin>
<groupId>com.github.os72</groupId>
<artifactId>protoc-jar-maven-plugin</artifactId>
<version>3.1.0.1</version>
<executions>
<execution>
<phase>generate-sources</phase>
<goals>
<goal>run</goal>
</goals>
<configuration>
<protocVersion>3.1.0</protocVersion>
<inputDirectories>
<include>src/main/resources</include>
</inputDirectories>
</configuration>
</execution>
</executions>
</plugin>
</plugins>
</build>
<contributors>
<contributor>
<name>Stefan Dragisic</name>
</contributor>
</contributors>
</project>

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package io.bux.matchingengine;
import org.springframework.boot.SpringApplication;
import org.springframework.boot.autoconfigure.SpringBootApplication;
import org.springframework.context.annotation.Bean;
import org.springframework.http.converter.protobuf.ProtobufHttpMessageConverter;
import org.springframework.web.client.RestTemplate;
import java.util.List;
@SpringBootApplication
public class MatchingEngineApplication {
@Bean
RestTemplate restTemplate(ProtobufHttpMessageConverter hmc) {
return new RestTemplate(List.of(hmc));
}
@Bean
ProtobufHttpMessageConverter protobufHttpMessageConverter() {
return new ProtobufHttpMessageConverter();
}
public static void main(String[] args) {
SpringApplication.run(MatchingEngineApplication.class, args);
}
}

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package io.bux.matchingengine.cqrs;
import reactor.core.publisher.Flux;
import reactor.core.publisher.Mono;
/**
* Interface to represent aggregate
*
* @author Stefan Dragisic
*/
public interface Aggregate {
/**
* Aggregate identifier that is used to uniquely represent asset
*
* @return unique aggregate identifier
*/
String aggregateId();
/**
* Routes commands to corresponding handler
*
* @param command to handle
* @return event that has been materialized
*/
Mono<SourcingEvent> routeCommand(Command command);
/**
* Routes event to corresponding handler
*
* @param event to handle
*/
Mono<Void> routeEvent(SourcingEvent event);
/**
* Hot stream that emits all aggregate events
*
* @return infinitive stream of events
*/
Flux<Event> aggregateEvents();
}

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package io.bux.matchingengine.cqrs;
import reactor.core.publisher.Mono;
/**
* Represents repository that stores all aggregates
*
* @author Stefan Dragisic
*/
public interface AggregateRepository<T extends Aggregate> {
Mono<T> load(String aggregateId);
}

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package io.bux.matchingengine.cqrs;
import java.util.UUID;
/**
* Interface to define command
*
* @author Stefan Dragisic
*/
public interface Command {
/**
* Aggregate identifier that is used to uniquely represent asset
*
* @return unique aggregate identifier
*/
String aggregateId();
/**
* Uniquely identifies command
*
* @return unique command identifier
*/
UUID commandId();
}

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package io.bux.matchingengine.cqrs;
/**
* Interface to define event
* @author Stefan Dragisic
*/
public interface Event {
/**
* Aggregate identifier that is used to uniquely represent asset
*
* @return unique aggregate identifier
*/
String aggregateId();
}

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package io.bux.matchingengine.cqrs;
import reactor.core.publisher.Flux;
import reactor.core.publisher.Mono;
/**
* @author Stefan Dragisic
*/
public interface QueryRepository<T> {
Mono<Void> updateProjection(Event e);
//Flux<Void> getBookOrders(String book);
Mono<T> getOrder(long orderId);
}

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package io.bux.matchingengine.cqrs;
/**
* Interface to define sourcing event - event that changes aggregate and projection state
*
* @author Stefan Dragisic
*/
public interface SourcingEvent extends Event { }

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package io.bux.matchingengine.cqrs;
/**
* Interface to define update event - event that changes only projection state
*
* @author Stefan Dragisic
*/
public interface UpdateEvent extends Event { }

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package io.bux.matchingengine.domain;
import io.bux.matchingengine.cqrs.Aggregate;
import io.bux.matchingengine.cqrs.Command;
import io.bux.matchingengine.cqrs.Event;
import io.bux.matchingengine.cqrs.SourcingEvent;
import io.bux.matchingengine.domain.command.CancelOrderCommand;
import io.bux.matchingengine.domain.command.MakeOrderCommand;
import io.bux.matchingengine.domain.engine.MatchingEngine;
import io.bux.matchingengine.domain.events.CancellationRequestedEvent;
import io.bux.matchingengine.domain.events.OrderAcceptedEvent;
import io.bux.matchingengine.domain.events.OrderRejectedEvent;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import reactor.core.publisher.Flux;
import reactor.core.publisher.Mono;
import reactor.core.publisher.Sinks;
import java.math.BigDecimal;
import java.time.Instant;
import java.util.UUID;
import java.util.concurrent.atomic.AtomicLong;
/**
* Book aggregate to model business domain.
*
* @author Stefan Dragisic
*/
public class Book implements Aggregate {
private final Logger logger = LoggerFactory.getLogger(Book.class);
private final String aggregateId;
private final MatchingEngine matchingEngine;
private static final AtomicLong orderIdGenerator = new AtomicLong();
Sinks.Many<Event> aggregateEventSink = Sinks.many().multicast().onBackpressureBuffer();
Flux<Event> aggregateEventFlux = aggregateEventSink.asFlux()
.doOnNext(n -> logger.debug(n.toString()))
.publish()
.autoConnect();
public Book(String aggregateId, MatchingEngine matchingEngine) {
this.aggregateId = aggregateId;
this.matchingEngine = matchingEngine;
}
public Book(String aggregateId) {
this.aggregateId = aggregateId;
this.matchingEngine = new MatchingEngine();
}
@Override
public String aggregateId() {
return aggregateId;
}
@Override
public Flux<Event> aggregateEvents() {
return aggregateEventFlux
.mergeWith(matchingEngine.engineEvents())
.cast(Event.class);
}
//---------------------------COMMAND HANDLING---------------------------------
@Override
public Mono<SourcingEvent> routeCommand(Command command) {
return switch (command) {
case MakeOrderCommand cmd -> handleMakeOrderCommand(cmd);
case CancelOrderCommand cmd -> handleCancelOrderCommand(cmd);
default -> Mono.error(new RuntimeException(
command.getClass().getSimpleName() + ": event not implemented!"));
};
}
public Mono<SourcingEvent> handleMakeOrderCommand(MakeOrderCommand cmd) {
return Mono.defer(() -> {
if (cmd.amount().compareTo(BigDecimal.ZERO) <= 0 || cmd.price().compareTo(BigDecimal.ZERO) <= 0) {
aggregateEventSink.tryEmitNext(new OrderRejectedEvent(cmd.aggregateId(),
UUID.randomUUID(),
cmd.type(),
cmd.amount(),
cmd.price(),
"Amount/Price needs to be larger then zero!"));
return Mono.error(new IllegalStateException("Amount/Price needs to be larger then zero!"));
} else {
OrderAcceptedEvent orderAcceptedEvent = new OrderAcceptedEvent(cmd.aggregateId(),
UUID.randomUUID(),
orderIdGenerator.incrementAndGet(),
cmd.type(),
cmd.amount(),
cmd.price(),
Instant.now());
aggregateEventSink.tryEmitNext(orderAcceptedEvent);
return Mono.just(orderAcceptedEvent);
}
});
}
public Mono<SourcingEvent> handleCancelOrderCommand(CancelOrderCommand cmd) {
return Mono.defer(() -> {
if (!cmd.cancelAll() && cmd.newAmount().compareTo(BigDecimal.ZERO) <= 0) {
return Mono.error(new IllegalStateException("Cancellation: new amount can't be <= 0!"));
} else {
CancellationRequestedEvent event = new CancellationRequestedEvent(cmd.aggregateId(),
UUID.randomUUID(),
cmd.orderId(),
cmd.cancelAll(),
cmd.newAmount());
aggregateEventSink.tryEmitNext(event);
return Mono.just(event);
}
});
}
//---------------------------EVENT HANDLING---------------------------------
@Override
public Mono<Void> routeEvent(SourcingEvent event) {
return switch (event) {
case OrderAcceptedEvent evt -> handleOrderAcceptedEvent(evt);
case CancellationRequestedEvent evt -> handleOrderCancellationRequestedEvent(evt);
default -> Mono.error(new RuntimeException(event.getClass().getSimpleName() + ": event not implemented!"));
};
}
private Mono<Void> handleOrderAcceptedEvent(OrderAcceptedEvent evt) {
return Mono.fromRunnable(() -> matchingEngine.placeOrder(evt.orderId(),
evt.aggregateId(),
evt.entryTimestamp(),
evt.type(),
evt.price(),
evt.amount()));
}
private Mono<Void> handleOrderCancellationRequestedEvent(CancellationRequestedEvent evt) {
return Mono.fromRunnable(() -> {
if (evt.cancelAll()) {
matchingEngine.cancelAll(evt.orderId(), evt.aggregateId());
} else {
matchingEngine.cancel(evt.orderId(),evt.aggregateId(), evt.newAmount());
}
});
}
}

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package io.bux.matchingengine.domain;
import io.bux.matchingengine.cqrs.AggregateRepository;
import io.bux.matchingengine.domain.Book;
import io.bux.matchingengine.domain.query.BookQueryRepository;
import org.springframework.stereotype.Component;
import reactor.core.publisher.Mono;
import java.util.concurrent.ConcurrentHashMap;
/**
* Thread-safe implementation of {@link AggregateRepository} used to store Book aggregates
*
* @author Stefan Dragisic
*/
@Component("aggregateRepository")
public class BookAggregateRepository implements AggregateRepository<Book> {
private final ConcurrentHashMap<String, Book> aggregates = new ConcurrentHashMap<>();
private final BookQueryRepository bookQueryRepository;
public BookAggregateRepository(BookQueryRepository bookQueryRepository) {
this.bookQueryRepository = bookQueryRepository;
}
/**
* Loads aggregate from repository.
* For convenience of demo if aggregate is not found it will be automatically created and stored in repository.
* Once aggregate is created, query repository subscribes to its events.
*
* @param aggregateId / asset name to load or create from repository
* @return book aggregate
*/
@Override
public Mono<Book> load(String aggregateId) {
return Mono.fromCallable(() -> aggregates.computeIfAbsent(aggregateId, (k) -> {
Book book = new Book(aggregateId);
//subscribe query projection for book events
book.aggregateEvents().flatMap(bookQueryRepository::updateProjection).subscribe();
return book;
}));
}
}

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package io.bux.matchingengine.domain.bus;
import io.bux.matchingengine.cqrs.Command;
import io.bux.matchingengine.cqrs.SourcingEvent;
import io.bux.matchingengine.domain.BookAggregateRepository;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.springframework.stereotype.Component;
import reactor.core.Disposable;
import reactor.core.publisher.Mono;
import reactor.core.publisher.Sinks;
import reactor.core.scheduler.Schedulers;
import java.time.Duration;
import java.util.function.Consumer;
import javax.annotation.PreDestroy;
/**
* Routes commands to corresponding aggregate.
* <p>
* Routes command for district assets/aggregates in parallel, but routes commands withing one aggregate sequentially.
* <p>
* Locking is done by Reactor {@see <a href="https://github.com/reactor/reactor-core/blob/178e0c7cf799122afdd6bf89be32975d2b433609/reactor-core/src/main/java/reactor/core/publisher/SinksSpecs.java#L46">tryAcquire</a>}
* <p>
* Is fire and forget, canceling subscription will not change execution flow, but subscriber has option to "stay" and
* get signaled once corresponding event has been materialized or if execution has failed.
*
* @author Stefan Dragisic
*/
@Component
public class CommandBus {
private final Logger logger = LoggerFactory.getLogger(CommandBus.class);
private final Sinks.Many<CommandWrapper> commandExecutor = Sinks.many()
.unicast()
.onBackpressureBuffer();
private final Disposable commandExecutorDisposable;
/**
* Instantiate command bus by subscribing to hot stream on which commands are published
*
* @param aggregateRepository
*/
public CommandBus(BookAggregateRepository aggregateRepository) {
commandExecutorDisposable = commandExecutor.asFlux()
.doOnNext(n -> logger.debug("{} being executed....",
n.getCommand().getClass()
.getSimpleName()))
.groupBy(cw -> cw.getCommand().aggregateId())
.flatMap(aggregateCommands -> aggregateCommands
.concatMap(cmd -> aggregateRepository
.load(cmd.getCommand().aggregateId())
.flatMap(aggregate -> aggregate.routeCommand(cmd.getCommand()) //potential performance boost - flatMapSequential
.flatMap(event -> aggregate.routeEvent(
event)
.then(cmd.signalMaterialized(
event)))
.doOnError(cmd::signalError)
)))
.subscribe();
}
/**
* Sends a command that is then routed to command handler at corresponding aggregate. Routes command for district
* assets/aggregates in parallel, but routes commands withing one aggregate sequentially.
* <p>
* Is fire and forget - canceling execution does not change execution flow.
*
* @param command to send
* @return sourcing event once it has been materialized
*/
public Mono<SourcingEvent> sendCommand(Command command) {
return Mono.defer(() -> {
Sinks.One<SourcingEvent> actionResult = Sinks.one();
return Mono.<Void>fromRunnable(() -> commandExecutor.emitNext(new CommandWrapper(command,
actionResult::tryEmitValue,
actionResult::tryEmitError),
(signalType, emitResult) -> emitResult
.equals(Sinks.EmitResult.FAIL_NON_SERIALIZED)))
.subscribeOn(Schedulers.parallel())
.then(actionResult.asMono());
});
}
/**
* Shutdown command bus on bean destruction
*/
@PreDestroy
public void destroy() {
commandExecutor.tryEmitComplete();
commandExecutorDisposable.dispose();
}
private static class CommandWrapper {
private final Command command;
private final Consumer<SourcingEvent> signalDone;
private final Consumer<Throwable> signalError;
public CommandWrapper(Command command,
Consumer<SourcingEvent> action,
Consumer<Throwable> signalError) {
this.command = command;
this.signalDone = action;
this.signalError = signalError;
}
public Command getCommand() {
return command;
}
public Mono<Void> signalMaterialized(SourcingEvent event) {
return Mono.fromRunnable(() -> signalDone.accept(event));
}
public void signalError(Throwable t) {
signalError.accept(t);
}
}
}

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package io.bux.matchingengine.domain.command;
import io.bux.matchingengine.cqrs.Command;
import org.springframework.lang.NonNull;
import java.math.BigDecimal;
import java.util.UUID;
/**
* Command to request order cancellation
* @author Stefan Dragisic
*/
public record CancelOrderCommand(String aggregateId, UUID commandId, long orderId, Boolean cancelAll, BigDecimal newAmount)
implements Command {
public CancelOrderCommand(
@NonNull String aggregateId,
@NonNull UUID commandId,
@NonNull long orderId,
@NonNull Boolean cancelAll,
@NonNull BigDecimal newAmount) {
this.aggregateId = aggregateId;
this.commandId = commandId;
this.orderId = orderId;
this.cancelAll = cancelAll;
this.newAmount = newAmount;
}
}

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package io.bux.matchingengine.domain.command;
import io.bux.matchingengine.cqrs.Command;
import io.bux.matchingengine.domain.query.OrderType;
import org.springframework.lang.NonNull;
import java.math.BigDecimal;
import java.util.UUID;
/**
* Command to place new order
*
* @author Stefan Dragisic
*/
public record MakeOrderCommand(String aggregateId, UUID commandId,
OrderType type, BigDecimal amount, BigDecimal price)
implements Command {
public MakeOrderCommand(
@NonNull String aggregateId,
@NonNull UUID commandId,
@NonNull OrderType type,
@NonNull BigDecimal amount,
@NonNull BigDecimal price) {
this.aggregateId = aggregateId;
this.commandId = commandId;
this.type = type;
this.amount = amount;
this.price = price;
}
}

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package io.bux.matchingengine.domain.engine;
import io.bux.matchingengine.cqrs.UpdateEvent;
import io.bux.matchingengine.domain.query.OrderType;
import io.bux.matchingengine.domain.engine.events.OrderCanceledEvent;
import io.bux.matchingengine.domain.engine.events.OrderMatchedEvent;
import io.bux.matchingengine.domain.engine.events.OrderPlacedEvent;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import reactor.core.publisher.Flux;
import reactor.core.publisher.Sinks;
import java.math.BigDecimal;
import java.time.Instant;
import java.util.HashMap;
import java.util.Map;
import java.util.TreeSet;
import java.util.concurrent.atomic.AtomicLong;
/**
* Single threaded matching engine - any thread synchronization should be done external.
* <p>
* Uses Max-Heap and Min-Heap {@link TreeSet}
* <p>
* Time complexity for critical operations are as.
* - Add O(log N)
* - Cancel O(1)
* <p>
* Asynchronous - no immediate return values, all events are publishes to local event bus {@link
* MatchingEngine#engineEventSink}
*
* @author Stefan Dragisic
*/
public class MatchingEngine {
private final Logger logger = LoggerFactory.getLogger(MatchingEngine.class);
private final TreeSet<Order> bids;
private final TreeSet<Order> asks;
private final Map<Long, Order> orders;
private final AtomicLong term;
Sinks.Many<UpdateEvent> engineEventSink = Sinks.many().multicast().onBackpressureBuffer();
Flux<UpdateEvent> engineEventFlux = engineEventSink.asFlux()
.doOnNext(n -> logger.info(n.toString()))
.publish()
.autoConnect();
public MatchingEngine() {
this.bids = new TreeSet<>(MatchingEngine::compareBids);
this.asks = new TreeSet<>(MatchingEngine::compareAsks);
this.orders = new HashMap<>();
this.term = new AtomicLong(0);
}
private static int compareBids(Order a, Order b) {
int result = b.getPrice().compareTo(a.getPrice());
if (result != 0) {
return result;
}
return Long.compare(a.getTerm(), b.getTerm());
}
private static int compareAsks(Order a, Order b) {
int result = a.getPrice().compareTo(b.getPrice());
if (result != 0) {
return result;
}
return Long.compare(a.getTerm(), b.getTerm());
}
/**
* All engine execution events are published to this bus
*
* @return local engine event bus - hot stream
*/
public Flux<UpdateEvent> engineEvents() {
return engineEventFlux;
}
/**
* Places order into matching engine
*
* @param orderId - order identifier
* @param aggregateId - asset name / aggregate identifier
* @param entryTimestamp - time when the system registered order
* @param type - direction - can be either "BUY" or "SELL"
* @param price - a price for limit order
* @param amount - amount of asset to fill by order
*/
public void placeOrder(long orderId, String aggregateId, Instant entryTimestamp, OrderType type, BigDecimal price,
BigDecimal amount) {
if (orders.containsKey(orderId)) {
return;
}
if (type == OrderType.BUY) {
buy(orderId, aggregateId, entryTimestamp, price, amount);
} else {
sell(orderId, aggregateId, entryTimestamp, price, amount);
}
}
private void buy(long incomingId, String aggregateId, Instant entryTimestamp, BigDecimal incomingPrice,
BigDecimal incomingAmount) {
while (!asks.isEmpty()) {
Order resting = asks.first();
BigDecimal restingPrice = resting.getPrice();
if (restingPrice.compareTo(incomingPrice) > 0) {
break;
}
long restingId = resting.getId();
BigDecimal restingAmount = resting.getRemainingAmount();
if (restingAmount.compareTo(incomingAmount) > 0) {
resting.reduce(incomingAmount);
engineEventSink.tryEmitNext(new OrderMatchedEvent(restingId,
aggregateId,
entryTimestamp,
incomingId,
OrderType.BUY,
incomingPrice,
restingPrice,
incomingAmount,
restingAmount,
resting.getRemainingAmount()));
return;
}
asks.remove(resting);
orders.remove(restingId);
engineEventSink.tryEmitNext(new OrderMatchedEvent(restingId,
aggregateId,
entryTimestamp,
incomingId,
OrderType.BUY,
incomingPrice,
restingPrice,
incomingAmount,
restingAmount,
BigDecimal.ZERO));
incomingAmount = incomingAmount.subtract(restingAmount);
if (incomingAmount.compareTo(BigDecimal.ZERO) == 0) {
return;
}
}
add(incomingId, aggregateId, entryTimestamp, OrderType.BUY, incomingPrice, incomingAmount, bids);
}
private void sell(long incomingId, String aggregateId, Instant entryTimestamp, BigDecimal incomingPrice,
BigDecimal incomingAmount) {
while (!bids.isEmpty()) {
Order resting = bids.first();
BigDecimal restingPrice = resting.getPrice();
if (restingPrice.compareTo(incomingPrice) < 0) {
break;
}
long restingId = resting.getId();
BigDecimal restingAmount = resting.getRemainingAmount();
if (restingAmount.compareTo(incomingAmount) > 0) {
resting.reduce(incomingAmount);
engineEventSink.tryEmitNext(new OrderMatchedEvent(restingId,
aggregateId,
entryTimestamp,
incomingId,
OrderType.SELL,
incomingPrice,
restingPrice,
incomingAmount,
restingAmount,
resting.getRemainingAmount()));
return;
}
bids.remove(resting);
orders.remove(restingId);
engineEventSink.tryEmitNext(new OrderMatchedEvent(restingId,
aggregateId,
entryTimestamp,
incomingId,
OrderType.SELL,
incomingPrice,
restingPrice,
incomingAmount,
restingAmount,
BigDecimal.ZERO));
incomingAmount = incomingAmount.subtract(restingAmount);
if (incomingAmount.compareTo(BigDecimal.ZERO) == 0) {
return;
}
}
add(incomingId, aggregateId, entryTimestamp, OrderType.SELL, incomingPrice, incomingAmount, asks);
}
private void add(long orderId, String aggregateId, Instant entryTimestamp, OrderType type, BigDecimal price,
BigDecimal amount, TreeSet<Order> queue) {
Order order = new Order(orderId, type, price, amount, term.incrementAndGet());
queue.add(order);
orders.put(orderId, order);
engineEventSink.tryEmitNext(new OrderPlacedEvent(orderId,
aggregateId,
entryTimestamp,
type,
price,
amount));
}
/**
* Cancels full amount of order.
*
* @param orderId - order identifier
* @param aggregateId - asset name / aggregate identifier
*/
public void cancelAll(long orderId, String aggregateId) {
cancel(orderId, aggregateId, BigDecimal.ZERO);
}
/**
* Partially cancels order and sets new amount to be filled
*
* @param orderId - order identifier
* @param aggregateId - asset name / aggregate identifier
* @param newAmount - new amount to replace previous amount
*/
public void cancel(long orderId, String aggregateId, BigDecimal newAmount) {
Order order = orders.get(orderId);
if (order == null) {
return;
}
BigDecimal remainingAmount = order.getRemainingAmount();
if (newAmount.compareTo(remainingAmount) >= 0) {
return;
}
if (newAmount.compareTo(BigDecimal.ZERO) > 0) {
order.resize(newAmount);
} else {
TreeSet<Order> queue = order.type() == OrderType.BUY ? bids : asks;
queue.remove(order);
orders.remove(orderId);
}
engineEventSink.tryEmitNext(new OrderCanceledEvent(orderId,
aggregateId,
order.type(),
remainingAmount.subtract(newAmount),
newAmount));
}
;
}

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package io.bux.matchingengine.domain.engine;
import io.bux.matchingengine.domain.query.OrderType;
import java.math.BigDecimal;
/**
* Representation of order used by {@link MatchingEngine}
*
* @author Stefan Dragisic
*/
public class Order {
private final OrderType type;
private final BigDecimal price;
private final long term;
private final long id;
private BigDecimal remainingAmount;
public Order(long id, OrderType type, BigDecimal price, BigDecimal amount, long term) {
this.id = id;
this.type = type;
this.price = price;
this.term = term;
this.remainingAmount = amount;
}
public BigDecimal getPrice() {
return price;
}
public OrderType type() {
return type;
}
public BigDecimal getRemainingAmount() {
return remainingAmount;
}
public long getTerm() {
return term;
}
public void reduce(BigDecimal amount) {
remainingAmount = remainingAmount.subtract(amount);
}
public long getId() {
return id;
}
public void resize(BigDecimal newAmount) {
remainingAmount = newAmount;
}
}

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package io.bux.matchingengine.domain.engine.events;
import io.bux.matchingengine.cqrs.UpdateEvent;
import io.bux.matchingengine.domain.query.OrderType;
import java.math.BigDecimal;
/**
* Update event that signals that order has been canceled.
*
* @author Stefan Dragisic
*/
public record OrderCanceledEvent(
long orderId,
String aggregateId,
OrderType orderType,
BigDecimal canceledAmount,
BigDecimal remainingAmount) implements UpdateEvent {
}

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package io.bux.matchingengine.domain.engine.events;
import io.bux.matchingengine.cqrs.UpdateEvent;
import io.bux.matchingengine.domain.query.OrderType;
import java.math.BigDecimal;
import java.time.Instant;
/**
* Update event that signals that order has been matched.
*
* @author Stefan Dragisic
*/
public record OrderMatchedEvent(
long restingId,
String aggregateId,
Instant entryTimestamp,
long incomingId,
OrderType orderType,
BigDecimal incomingPrice,
BigDecimal restingPrice,
BigDecimal incomingAmount,
BigDecimal previousRestingAmount,
BigDecimal restingRemainingAmount) implements UpdateEvent {
}

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package io.bux.matchingengine.domain.engine.events;
import io.bux.matchingengine.cqrs.UpdateEvent;
import io.bux.matchingengine.domain.query.OrderType;
import java.math.BigDecimal;
import java.time.Instant;
/**
* Update event that signals that order has been placed but not yet matched.
*
* @author Stefan Dragisic
*/
public record OrderPlacedEvent(
long orderId,
String aggregateId,
Instant timestamp,
OrderType orderType,
BigDecimal price,
BigDecimal amount) implements UpdateEvent {
}

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package io.bux.matchingengine.domain.events;
import io.bux.matchingengine.cqrs.SourcingEvent;
import org.springframework.lang.NonNull;
import java.math.BigDecimal;
import java.util.UUID;
/**
* Event that user requested cancellation of order
* Not used - POC
*
* @author Stefan Dragisic
*/
public record CancellationRequestedEvent(String aggregateId, UUID eventId,
long orderId,
Boolean cancelAll, BigDecimal newAmount)
implements SourcingEvent {
public CancellationRequestedEvent(
@NonNull String aggregateId,
@NonNull UUID eventId,
@NonNull long orderId,
@NonNull Boolean cancelAll,
@NonNull BigDecimal newAmount) {
this.aggregateId = aggregateId;
this.eventId = eventId;
this.orderId = orderId;
this.cancelAll = cancelAll;
this.newAmount = newAmount;
}
}

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package io.bux.matchingengine.domain.events;
import io.bux.matchingengine.cqrs.SourcingEvent;
import io.bux.matchingengine.domain.query.OrderType;
import org.springframework.lang.NonNull;
import java.math.BigDecimal;
import java.time.Instant;
import java.util.UUID;
/**
* Event that marks that order has passed validation phase, and order id is generated to be used for tracker.
*
* @author Stefan Dragisic
*/
public record OrderAcceptedEvent(String aggregateId, UUID eventId, long orderId,
OrderType type, BigDecimal amount, BigDecimal price, Instant entryTimestamp)
implements SourcingEvent {
public OrderAcceptedEvent(
@NonNull String aggregateId,
@NonNull UUID eventId,
@NonNull long orderId,
@NonNull OrderType type,
@NonNull BigDecimal amount,
@NonNull BigDecimal price,
@NonNull Instant entryTimestamp) {
this.aggregateId = aggregateId;
this.orderId = orderId;
this.eventId = eventId;
this.type = type;
this.amount = amount;
this.price = price;
this.entryTimestamp = entryTimestamp;
}
}

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package io.bux.matchingengine.domain.events;
import io.bux.matchingengine.cqrs.SourcingEvent;
import io.bux.matchingengine.domain.query.OrderType;
import org.springframework.lang.NonNull;
import java.math.BigDecimal;
import java.util.UUID;
/**
* Event that marks that order didn't pass validation.
* Not used - POC
*
* @author Stefan Dragisic
*/
public record OrderRejectedEvent(String aggregateId, UUID eventId,
OrderType type, BigDecimal amount, BigDecimal price, String cause)
implements SourcingEvent {
public OrderRejectedEvent(
@NonNull String aggregateId,
@NonNull UUID eventId,
@NonNull OrderType type,
@NonNull BigDecimal amount,
@NonNull BigDecimal price,
@NonNull String cause) {
this.aggregateId = aggregateId;
this.eventId = eventId;
this.type = type;
this.amount = amount;
this.price = price;
this.cause = cause;
}
}

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package io.bux.matchingengine.domain.query;
import io.bux.matchingengine.cqrs.Event;
import io.bux.matchingengine.cqrs.QueryRepository;
import io.bux.matchingengine.domain.engine.events.OrderCanceledEvent;
import io.bux.matchingengine.domain.engine.events.OrderMatchedEvent;
import io.bux.matchingengine.domain.engine.events.OrderPlacedEvent;
import org.springframework.stereotype.Component;
import reactor.core.publisher.Mono;
import reactor.core.scheduler.Schedulers;
import java.util.List;
import java.util.concurrent.ConcurrentHashMap;
import java.util.concurrent.CopyOnWriteArrayList;
/**
* Thread-safe implementation of {@link QueryRepository} used to store order & book projections.
*
* @author Stefan Dragisic
*/
@Component
public class BookQueryRepository implements QueryRepository<OrderEntry> {
private final ConcurrentHashMap<Long, OrderEntry> projection = new ConcurrentHashMap<>();
/**
* Returns current order projection
*
* @param orderId - order identifier
* @return - materialized projection
*/
@Override
public Mono<OrderEntry> getOrder(long orderId) {
return Mono.fromCallable(() -> projection.get(orderId));
}
/**
* Updates projection with event. Repository uses this event to create/maintain projections.
*
* @param event - materialized event
*/
@Override
public Mono<Void> updateProjection(Event event) {
return (switch (event) {
case OrderPlacedEvent evt -> handleOrderPlacedEvent(evt);
case OrderMatchedEvent evt -> handleOrderMatchedEvent(evt);
case OrderCanceledEvent evt -> handleOrderCanceledEvent(evt);
default -> Mono.empty();
}).subscribeOn(Schedulers.parallel())
.then();
}
private Mono<OrderEntry> handleOrderPlacedEvent(OrderPlacedEvent evt) {
return Mono.fromCallable(() -> projection.computeIfAbsent(evt.orderId(), orderId ->
new OrderEntry(orderId,
evt.timestamp(),
evt.aggregateId(),
evt.price(),
evt.amount(),
evt.orderType(),
new CopyOnWriteArrayList<>(),
evt.amount())));
}
private Mono<OrderEntry> handleOrderMatchedEvent(OrderMatchedEvent evt) {
return Mono.fromCallable(() -> {
//update previous
projection.computeIfPresent(evt.restingId(), (key, order) -> {
order.setPendingAmount(evt.restingRemainingAmount());
order.trades().add(
new OrderTradeEntry(evt.incomingId(),
evt.incomingAmount(),
evt.restingPrice()));
return order;
});
//enter new
return projection.computeIfAbsent(evt.incomingId(), incomingId ->
new OrderEntry(incomingId,
evt.entryTimestamp(),
evt.aggregateId(),
evt.incomingPrice(),
evt.incomingAmount(),
evt.orderType(),
new CopyOnWriteArrayList<>(List.of(new OrderTradeEntry(
evt.restingId(),
evt.previousRestingAmount().subtract(evt.restingRemainingAmount()),
evt.restingPrice()
))),
evt.incomingAmount()
.subtract(evt.previousRestingAmount().subtract(evt.restingRemainingAmount()))));
});
}
private Mono<OrderEntry> handleOrderCanceledEvent(OrderCanceledEvent evt) {
return Mono.fromCallable(() -> projection.computeIfPresent(evt.orderId(), (key, order) -> {
order.setPendingAmount(evt.remainingAmount());
return order;
}));
}
}

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package io.bux.matchingengine.domain.query;
import java.math.BigDecimal;
import java.time.Instant;
import java.util.List;
/**
* @author Stefan Dragisic
*/
public class OrderEntry {
private final long orderId;
private final Instant entryTimestamp;
private final String asset;
private final BigDecimal price;
private final BigDecimal amount;
private final OrderType direction;
private final List<OrderTradeEntry> trades;
private BigDecimal pendingAmount;
public OrderEntry(
long orderId,
Instant entryTimestamp,
String asset,
BigDecimal price,
BigDecimal amount,
OrderType direction,
List<OrderTradeEntry> trades,
BigDecimal pendingAmount) {
this.orderId = orderId;
this.entryTimestamp = entryTimestamp;
this.asset = asset;
this.price = price;
this.amount = amount;
this.direction = direction;
this.trades = trades;
this.pendingAmount = pendingAmount;
}
public void setPendingAmount(BigDecimal pendingAmount) {
this.pendingAmount = pendingAmount;
}
public long orderId() {
return orderId;
}
public Instant entryTimestamp() {
return entryTimestamp;
}
public String asset() {
return asset;
}
public BigDecimal price() {
return price;
}
public BigDecimal amount() {
return amount;
}
public OrderType direction() {
return direction;
}
public List<OrderTradeEntry> trades() {
return trades;
}
public BigDecimal pendingAmount() {
return pendingAmount;
}
}

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package io.bux.matchingengine.domain.query;
import java.math.BigDecimal;
public record OrderTradeEntry(
long orderId,
BigDecimal amount,
BigDecimal price
) {
public OrderTradeEntry(
long orderId,
BigDecimal amount,
BigDecimal price) {
this.orderId = orderId;
this.price = price;
this.amount = amount;
}
}

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package io.bux.matchingengine.domain.query;
/**
* @author Stefan Dragisic
*/
public enum OrderType {
BUY,
SELL
}

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package io.bux.matchingengine.web;
import io.bux.matchingengine.api.protobuf.OrderStatusResponse;
import io.bux.matchingengine.api.protobuf.PlaceOrderRequest;
import io.bux.matchingengine.api.protobuf.Trade;
import io.bux.matchingengine.cqrs.Event;
import io.bux.matchingengine.cqrs.SourcingEvent;
import io.bux.matchingengine.domain.Book;
import io.bux.matchingengine.domain.BookAggregateRepository;
import io.bux.matchingengine.domain.bus.CommandBus;
import io.bux.matchingengine.domain.command.CancelOrderCommand;
import io.bux.matchingengine.domain.command.MakeOrderCommand;
import io.bux.matchingengine.domain.events.OrderAcceptedEvent;
import io.bux.matchingengine.domain.query.BookQueryRepository;
import io.bux.matchingengine.domain.query.OrderEntry;
import io.bux.matchingengine.domain.query.OrderType;
import org.springframework.http.MediaType;
import org.springframework.http.ResponseEntity;
import org.springframework.web.bind.annotation.GetMapping;
import org.springframework.web.bind.annotation.PathVariable;
import org.springframework.web.bind.annotation.PostMapping;
import org.springframework.web.bind.annotation.RequestBody;
import org.springframework.web.bind.annotation.RestController;
import reactor.core.publisher.Flux;
import reactor.core.publisher.Mono;
import java.math.BigDecimal;
import java.time.Duration;
import java.util.UUID;
import java.util.stream.Collectors;
/**
* Implements REST Endpoints to place, get or cancel order.
*
* @author Stefan Dragisic
* @author bux
*/
@RestController
public class TradingController {
private final CommandBus commandBus;
private final BookAggregateRepository bookAggregateRepository;
private final BookQueryRepository bookQueryRepository;
public TradingController(CommandBus commandBus,
BookAggregateRepository bookAggregateRepository,
BookQueryRepository bookQueryRepository) {
this.commandBus = commandBus;
this.bookAggregateRepository = bookAggregateRepository;
this.bookQueryRepository = bookQueryRepository;
}
/**
* Places order into trading system
*
* @param request user request to place order
* @return order status
*/
@PostMapping("/orders")
public Mono<OrderStatusResponse> placeOrder(@RequestBody PlaceOrderRequest request) {
return commandBus.sendCommand(toMakeOrderCommand(request))
.cast(OrderAcceptedEvent.class)
.flatMap(this::getOrderProjection)
.map(this::toOrderStatus);
}
/**
* Not used - POC
* Intended to UI or client applications to mantain their own projection
*
* @param asset
* @return streams all events from aggregate
*/
@GetMapping(value = "/book/{asset}", produces = MediaType.TEXT_EVENT_STREAM_VALUE)
public Flux<Event> bookEvents(@PathVariable String asset) {
return bookAggregateRepository.load(asset)
.flatMapMany(Book::aggregateEvents);
}
/**
* Retrieves order from projection
*
* @param orderId - order identifier
* @return order status
*/
@GetMapping("/orders/{orderId}")
public Mono<OrderStatusResponse> getOrder(@PathVariable Long orderId) {
return bookQueryRepository.getOrder(orderId)
.map(this::toOrderStatus);
}
/**
* POC
* Cancels pending order from book.
* @param orderId - order identifier
* @return response OK or error with error message
*/
@PostMapping("/orders/{orderId}/cancel")
public Mono<ResponseEntity<String>> cancelOrder(@PathVariable Long orderId) {
return bookQueryRepository.getOrder(orderId)
.flatMap(TradingController::validateOrderAmount)
.flatMap(this::sendCancelCommand)
.switchIfEmpty(Mono.error(new IllegalStateException(
"You can't cancel non-existing order.")))
.map(order -> ResponseEntity.accepted().body("OK"))
.onErrorResume(e -> Mono.just(ResponseEntity.badRequest().body(e.getMessage())));
}
private Mono<SourcingEvent> sendCancelCommand(OrderEntry order) {
return commandBus.sendCommand(new CancelOrderCommand(order.asset(),
UUID.randomUUID(),
order.orderId(),
true,
BigDecimal.ZERO));
}
private Mono<? extends OrderEntry> getOrderProjection(OrderAcceptedEvent ev) {
return bookQueryRepository.getOrder(ev.orderId())
.repeatWhenEmpty(5, o -> o.delayElements(
Duration.ofMillis(50)));
}
private MakeOrderCommand toMakeOrderCommand(PlaceOrderRequest request) {
return new MakeOrderCommand(request.getAsset(),
UUID.randomUUID(),
OrderType.valueOf(request.getDirection().name()),
BigDecimal.valueOf(request.getAmount()),
BigDecimal.valueOf(request.getPrice()));
}
private OrderStatusResponse toOrderStatus(OrderEntry order) {
return OrderStatusResponse.newBuilder()
.setId(order.orderId())
.setTimestamp(order.entryTimestamp().toString())
.setAsset(order.asset())
.setAmount(order.amount().doubleValue())
.setPrice(order.price().doubleValue())
.setDirection(io.bux.matchingengine.api.protobuf.OrderType.valueOf(
order.direction().name()))
.addAllTrades(order.trades().stream()
.map(t -> Trade.newBuilder()
.setOrderId(t.orderId())
.setPrice(t.price()
.doubleValue())
.setAmount(t.amount()
.doubleValue())
.build())
.collect(Collectors.toList()))
.setPendingAmount(order.pendingAmount().doubleValue())
.build();
}
private static Mono<? extends OrderEntry> validateOrderAmount(OrderEntry order) {
if (order.price().compareTo(BigDecimal.ZERO) > 0) {
return Mono.just(order);
} else {
return Mono.error(new IllegalStateException("Order already executed."));
}
}
}

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syntax = "proto3";
package io.bux.matchingengine.api;
option java_package = "io.bux.matchingengine.api.protobuf";
option java_multiple_files = true;
enum OrderType {
BUY = 0;
SELL = 1;
}
/**
DTO to carry order request
*/
message PlaceOrderRequest {
string asset = 1;
double price = 2;
double amount = 3;
OrderType direction = 4;
}
/**
DTO to carry order status response
*/
message OrderStatusResponse {
int64 id = 1;
string timestamp = 2;
string asset = 3;
double price = 4;
double amount = 5;
OrderType direction = 6;
repeated Trade trades = 7;
double pendingAmount = 8;
}
/**
DTO to carry trade response
*/
message Trade {
int64 orderId = 1;
double amount = 2;
double price = 3;
}

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package io.bux.matchingengine.cqrs;
import io.bux.matchingengine.domain.Book;
import io.bux.matchingengine.domain.BookAggregateRepository;
import io.bux.matchingengine.domain.query.OrderType;
import io.bux.matchingengine.domain.command.CancelOrderCommand;
import io.bux.matchingengine.domain.command.MakeOrderCommand;
import io.bux.matchingengine.domain.bus.CommandBus;
import io.bux.matchingengine.domain.engine.MatchingEngine;
import io.bux.matchingengine.domain.events.CancellationRequestedEvent;
import io.bux.matchingengine.domain.events.OrderAcceptedEvent;
import org.junit.jupiter.api.*;
import org.mockito.*;
import reactor.core.publisher.Mono;
import reactor.test.StepVerifier;
import java.math.BigDecimal;
import java.time.Instant;
import java.util.List;
import java.util.UUID;
import static org.junit.jupiter.api.Assertions.*;
import static org.mockito.Mockito.*;
/**
* @author Stefan Dragisic
*/
class CommandBusTest {
private CommandBus commandBus;
private MatchingEngine matchingEngineMock;
@BeforeEach
public void setUp() {
BookAggregateRepository aggregateRepositoryMock = mock(BookAggregateRepository.class);
matchingEngineMock = mock(MatchingEngine.class);
Book book = new Book("instrumentId", matchingEngineMock);
when(aggregateRepositoryMock.load("instrumentId")).thenReturn(Mono.just(book));
commandBus = new CommandBus(aggregateRepositoryMock);
}
@Test
public void testMakeOrderCommand() {
StepVerifier.create(commandBus.sendCommand(new MakeOrderCommand("instrumentId",
UUID.randomUUID(),
OrderType.BUY,
BigDecimal.ONE,
BigDecimal.valueOf(1))))
.expectNextMatches(result -> result instanceof OrderAcceptedEvent &&
result.aggregateId().equals("instrumentId")
&& ((OrderAcceptedEvent) result).type() == OrderType.BUY
&& ((OrderAcceptedEvent) result).amount().compareTo(BigDecimal.ONE) == 0
&& ((OrderAcceptedEvent) result).price().compareTo(BigDecimal.ONE) == 0)
.verifyComplete();
verify(matchingEngineMock).placeOrder(anyLong(),
eq("instrumentId"),
any(Instant.class),
eq(OrderType.BUY),
eq(BigDecimal.ONE),
eq(BigDecimal.ONE));
}
@Test
public void testMakeOrderCommandMany() {
Mono<Void> sendCommands = commandBus.sendCommand(new MakeOrderCommand("instrumentId",
UUID.randomUUID(),
OrderType.BUY,
BigDecimal.ONE,
BigDecimal.ONE))
.then(commandBus.sendCommand(new MakeOrderCommand("instrumentId",
UUID.randomUUID(),
OrderType.SELL,
BigDecimal.ONE,
BigDecimal.valueOf(2))))
.then(commandBus.sendCommand(new MakeOrderCommand("instrumentId",
UUID.randomUUID(),
OrderType.BUY,
BigDecimal.valueOf(2),
BigDecimal.valueOf(2))))
.then();
StepVerifier.create(sendCommands)
.verifyComplete();
ArgumentCaptor<Long> orderIdCaptor = ArgumentCaptor.forClass(Long.class);
ArgumentCaptor<OrderType> orderTypeCaptor = ArgumentCaptor.forClass(OrderType.class);
ArgumentCaptor<BigDecimal> amountCaptor = ArgumentCaptor.forClass(BigDecimal.class);
ArgumentCaptor<BigDecimal> priceCaptor = ArgumentCaptor.forClass(BigDecimal.class);
verify(matchingEngineMock, times(3)).placeOrder(orderIdCaptor.capture(),
anyString(),
any(Instant.class),
orderTypeCaptor.capture(),
priceCaptor.capture(),
amountCaptor.capture());
assertEquals(orderIdCaptor.getAllValues(), List.of(1L, 2L, 3L));
assertEquals(orderTypeCaptor.getAllValues(), List.of(OrderType.BUY, OrderType.SELL, OrderType.BUY));
assertEquals(amountCaptor.getAllValues(), List.of(BigDecimal.ONE, BigDecimal.ONE, BigDecimal.valueOf(2)));
assertEquals(priceCaptor.getAllValues(), List.of(BigDecimal.ONE, BigDecimal.valueOf(2), BigDecimal.valueOf(2)));
}
@Test
public void testMakeInvalidOrderCommand() {
StepVerifier.create(commandBus.sendCommand(new MakeOrderCommand("instrumentId",
UUID.randomUUID(),
OrderType.BUY,
BigDecimal.valueOf(-1),
BigDecimal.valueOf(-1))))
.expectErrorMatches(err -> err instanceof IllegalStateException
&& err.getMessage().startsWith("Amount/Price needs to be larger then zero!"))
.verify();
verify(matchingEngineMock, times(0)).placeOrder(anyLong(),
anyString(),
any(Instant.class),
any(), any(BigDecimal.class), any(BigDecimal.class));
}
@Test
public void testCancelAllOrderCommand() {
StepVerifier.create(commandBus.sendCommand(new CancelOrderCommand("instrumentId",
UUID.randomUUID(),
1,
true,
BigDecimal.ZERO)))
.expectNextMatches(result -> result instanceof CancellationRequestedEvent &&
result.aggregateId().equals("instrumentId")
&& ((CancellationRequestedEvent) result).orderId() == 1
&& ((CancellationRequestedEvent) result).cancelAll())
.verifyComplete();
verify(matchingEngineMock).cancelAll(1, "instrumentId");
}
@Test
public void testCancelPartialOrderCommand() {
StepVerifier.create(commandBus.sendCommand(new CancelOrderCommand("instrumentId",
UUID.randomUUID(),
1,
false,
BigDecimal.TEN)))
.expectNextMatches(result -> result instanceof CancellationRequestedEvent &&
result.aggregateId().equals("instrumentId")
&& ((CancellationRequestedEvent) result).orderId() == 1
&& !((CancellationRequestedEvent) result).cancelAll()
&& ((CancellationRequestedEvent) result).newAmount().compareTo(BigDecimal.TEN) == 0)
.verifyComplete();
verify(matchingEngineMock).cancel(1,"instrumentId", BigDecimal.TEN);
}
@Test
public void testCancelPartialInvalidOrderCommand() {
StepVerifier.create(commandBus.sendCommand(new CancelOrderCommand("instrumentId",
UUID.randomUUID(),
1,
false,
BigDecimal.valueOf(-10))))
.expectErrorMatches(err -> err instanceof IllegalStateException
&& err.getMessage().startsWith("Cancellation: new amount can't be <= 0!"))
.verify();
verify(matchingEngineMock, times(0)).cancel(anyLong(), anyString(), any(BigDecimal.class));
}
}

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package io.bux.matchingengine.domain;
import io.bux.matchingengine.domain.query.BookQueryRepository;
import org.junit.jupiter.api.*;
import reactor.test.StepVerifier;
import static org.mockito.Mockito.*;
/**
* @author Stefan Dragisic
*/
class BookAggregateRepositoryTest {
private final BookAggregateRepository testSubject = new BookAggregateRepository(mock(BookQueryRepository.class));
@Test
public void loadOrCreate() {
StepVerifier.create(testSubject.load("instrumentId"))
.expectNextCount(1)
.verifyComplete();
}
}

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package io.bux.matchingengine.domain;
import io.bux.matchingengine.domain.query.OrderType;
import io.bux.matchingengine.domain.query.BookQueryRepository;
import io.bux.matchingengine.domain.engine.events.OrderMatchedEvent;
import io.bux.matchingengine.domain.engine.events.OrderPlacedEvent;
import org.junit.jupiter.api.*;
import reactor.test.StepVerifier;
import java.math.BigDecimal;
import java.time.Instant;
/**
* @author Stefan Dragisic
*/
class BookQueryRepositoryTest {
private BookQueryRepository testSubject;
@BeforeEach
void setUp() {
testSubject = new BookQueryRepository();
}
@Test
void testOrderPlacedProjection() {
StepVerifier.create(testSubject.updateProjection(new OrderPlacedEvent(1L,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(10),
BigDecimal.valueOf(100)))
.then(testSubject.getOrder(1L)))
.expectNextMatches(orderEntry -> orderEntry.orderId() == 1L
&& orderEntry.entryTimestamp().equals(Instant.MIN)
&& orderEntry.direction() == OrderType.SELL
&& orderEntry.price().compareTo(BigDecimal.valueOf(10)) == 0
&& orderEntry.amount().compareTo(BigDecimal.valueOf(100)) == 0
)
.verifyComplete();
}
@Test
void buxTest() {
StepVerifier.create(testSubject.updateProjection(new OrderPlacedEvent(0L,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(
43251.00),
BigDecimal.valueOf(
1.0)))
.then(testSubject.getOrder(0L)))
.expectNextMatches(orderEntry -> orderEntry.orderId() == 0L
&& orderEntry.entryTimestamp().equals(Instant.MIN)
&& orderEntry.direction() == OrderType.SELL
&& orderEntry.price().compareTo(BigDecimal.valueOf(43251.00))
== 0
&& orderEntry.amount().compareTo(BigDecimal.valueOf(1.0)) == 0
&& orderEntry.pendingAmount().compareTo(BigDecimal.valueOf(1.0))
== 0
&& orderEntry.trades().isEmpty()
)
.expectComplete()
.verify();
StepVerifier.create(testSubject.updateProjection(new OrderPlacedEvent(1L,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(
43250.00),
BigDecimal.valueOf(
0.25)
))
.then(testSubject.getOrder(1L)))
.expectNextMatches(orderEntry -> orderEntry.orderId() == 1L
&& orderEntry.entryTimestamp().equals(Instant.MIN)
&& orderEntry.direction() == OrderType.BUY
&& orderEntry.price().compareTo(BigDecimal.valueOf(43250.00)) == 0
&& orderEntry.amount().compareTo(BigDecimal.valueOf(0.25)) == 0
&& orderEntry.pendingAmount().compareTo(BigDecimal.valueOf(0.25))
== 0
&& orderEntry.trades().isEmpty()
)
.expectComplete()
.verify();
StepVerifier.create(testSubject.updateProjection(new OrderMatchedEvent(0L,
"BTC",
Instant.MAX,
2L,
OrderType.BUY,
BigDecimal.valueOf(
43250.00),
BigDecimal.valueOf(
43251.00),
BigDecimal.valueOf(
0.35),
BigDecimal.valueOf(
1.0),
BigDecimal.valueOf(
0.65)
))
.then(testSubject.getOrder(0L)))
.expectNextMatches(orderEntry -> orderEntry.orderId() == 0L
&& orderEntry.entryTimestamp().equals(Instant.MIN)
&& orderEntry.direction() == OrderType.SELL
&& orderEntry.price().compareTo(BigDecimal.valueOf(43251.00)) == 0
&& orderEntry.amount().compareTo(BigDecimal.valueOf(1.0)) == 0
&& orderEntry.pendingAmount().compareTo(BigDecimal.valueOf(0.65))
== 0
&& orderEntry.trades().stream().allMatch(t -> t.orderId() == 2L
&& t.amount().compareTo(BigDecimal.valueOf(0.35)) == 0
&& t.price().compareTo(BigDecimal.valueOf(
43251.00)) == 0)
)
.expectComplete()
.verify();
StepVerifier.create(testSubject.updateProjection(new OrderMatchedEvent(0L,
"BTC",
Instant.MAX,
3L,
OrderType.BUY,
BigDecimal.valueOf(
43250.00),
BigDecimal.valueOf(
43251.00),
BigDecimal.valueOf(
0.65),
BigDecimal.valueOf(
0.65),
BigDecimal.valueOf(
0.0)
))
.then(testSubject.getOrder(0L)))
.expectNextMatches(orderEntry -> orderEntry.orderId() == 0L
&& orderEntry.entryTimestamp().equals(Instant.MIN)
&& orderEntry.direction() == OrderType.SELL
&& orderEntry.price().compareTo(BigDecimal.valueOf(43251.00)) == 0
&& orderEntry.amount().compareTo(BigDecimal.valueOf(1)) == 0
&& orderEntry.pendingAmount().compareTo(BigDecimal.valueOf(0.0))
== 0
&& orderEntry.trades().stream().anyMatch(t -> t.orderId() == 2L
&& t.amount().compareTo(BigDecimal.valueOf(0.35)) == 0
&& t.price().compareTo(BigDecimal.valueOf(
43251.00)) == 0)
&& orderEntry.trades().stream().anyMatch(t -> t.orderId() == 3L
&& t.amount().compareTo(BigDecimal.valueOf(0.65)) == 0
&& t.price().compareTo(BigDecimal.valueOf(
43251.00)) == 0)
)
.expectComplete()
.verify();
}
}

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package io.bux.matchingengine.domain.engine;
import io.bux.matchingengine.domain.query.OrderType;
import io.bux.matchingengine.domain.engine.events.OrderCanceledEvent;
import io.bux.matchingengine.domain.engine.events.OrderMatchedEvent;
import io.bux.matchingengine.domain.engine.events.OrderPlacedEvent;
import org.junit.jupiter.api.*;
import reactor.test.StepVerifier;
import java.math.BigDecimal;
import java.time.Instant;
/**
* @author Stefan Dragisic
*/
class MatchingEngineTest {
private final MatchingEngine testSubject = new MatchingEngine();
@Test
public void buxTest() {
StepVerifier.create(testSubject.engineEvents().take(9))
.expectSubscription()
.then(() -> testSubject.placeOrder(1,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(10.05),
BigDecimal.valueOf(20)))
.then(() -> testSubject.placeOrder(2,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(10.04),
BigDecimal.valueOf(20)))
.then(() -> testSubject.placeOrder(3,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(10.05),
BigDecimal.valueOf(40)))
.then(() -> testSubject.placeOrder(5,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(10.02),
BigDecimal.valueOf(40)))
.then(() -> testSubject.placeOrder(4,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(10.00),
BigDecimal.valueOf(20)))
.then(() -> testSubject.placeOrder(6,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(10.00),
BigDecimal.valueOf(40)))
.expectNextCount(6)
.then(() -> testSubject.placeOrder(7,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(10.06),
BigDecimal.valueOf(55)))
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).restingId() == 2
&& ((OrderMatchedEvent) orderEvent).previousRestingAmount().compareTo(BigDecimal.valueOf(20)) == 0
)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).restingId() == 1)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).restingId() == 3)
.expectComplete()
.verify();
}
@Test
public void buxTest2() {
StepVerifier.create(testSubject.engineEvents().take(4))
.expectSubscription()
.then(() -> testSubject.placeOrder(0L,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(43251.00),
BigDecimal.valueOf(1.0)))
.then(() -> testSubject.placeOrder(1L,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(43250.00),
BigDecimal.valueOf(0.25)))
.then(() -> testSubject.placeOrder(2L,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(43253.00),
BigDecimal.valueOf(0.35)))
.then(() -> testSubject.placeOrder(4L,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(43251.00),
BigDecimal.valueOf(0.65)))
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent
&& ((OrderPlacedEvent) orderEvent).orderId() == 0L
&& ((OrderPlacedEvent) orderEvent).amount().compareTo(BigDecimal.valueOf(1.0)) == 0
&& ((OrderPlacedEvent) orderEvent).price().compareTo(BigDecimal.valueOf(43251.00)) == 0)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent
&& ((OrderPlacedEvent) orderEvent).orderId() == 1L
&& ((OrderPlacedEvent) orderEvent).amount().compareTo(BigDecimal.valueOf(0.25)) == 0
&& ((OrderPlacedEvent) orderEvent).price().compareTo(BigDecimal.valueOf(43250.00)) == 0)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).restingId() == 0L
&& ((OrderMatchedEvent) orderEvent).incomingId() == 2L
&& ((OrderMatchedEvent) orderEvent).orderType() == OrderType.BUY
&& ((OrderMatchedEvent) orderEvent).restingPrice().compareTo(BigDecimal.valueOf(43251.00)) == 0
&& ((OrderMatchedEvent) orderEvent).incomingAmount().compareTo(BigDecimal.valueOf(0.35)) == 0
&& ((OrderMatchedEvent) orderEvent).previousRestingAmount().compareTo(BigDecimal.valueOf(1.0)) == 0
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.valueOf(0.65)) == 0
)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).restingId() == 0L
&& ((OrderMatchedEvent) orderEvent).incomingId() == 4L
&& ((OrderMatchedEvent) orderEvent).orderType() == OrderType.BUY
&& ((OrderMatchedEvent) orderEvent).restingPrice().compareTo(BigDecimal.valueOf(43251.00)) == 0
&& ((OrderMatchedEvent) orderEvent).incomingAmount().compareTo(BigDecimal.valueOf(0.65)) == 0
&& ((OrderMatchedEvent) orderEvent).previousRestingAmount().compareTo(BigDecimal.valueOf(0.65)) == 0
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.valueOf(0.0)) == 0
)
.expectComplete()
.verify();
}
@Test
public void filledBuyTest() {
StepVerifier.create(testSubject.engineEvents().take(2))
.expectSubscription()
.then(() -> testSubject.placeOrder(1,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(100.0),
BigDecimal.valueOf(1.0)))
.then(() -> testSubject.placeOrder(2,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(100.0),
BigDecimal.valueOf(1.0)))
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).orderType() == OrderType.BUY)
.expectComplete()
.verify();
}
@Test
public void filledSellTest() {
StepVerifier.create(testSubject.engineEvents().take(2))
.expectSubscription()
.then(() -> testSubject.placeOrder(1,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(100.10),
BigDecimal.valueOf(10.1)))
.then(() -> testSubject.placeOrder(2,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(100.10),
BigDecimal.valueOf(10.1)))
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).orderType() == OrderType.SELL)
.expectComplete()
.verify();
}
@Test
public void multiBuy() {
StepVerifier.create(testSubject.engineEvents().take(5))
.expectSubscription()
.then(() -> testSubject.placeOrder(1,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(1000.0),
BigDecimal.valueOf(1.00)))
.then(() -> testSubject.placeOrder(2,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(1001.0),
BigDecimal.valueOf(1.00)))
.then(() -> testSubject.placeOrder(3,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(999.0),
BigDecimal.valueOf(0.50)))
.then(() -> testSubject.placeOrder(4,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(1000.0),
BigDecimal.valueOf(1.00)))
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).restingId() == 3
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.ZERO)
== 0
&& ((OrderMatchedEvent) orderEvent).restingPrice().compareTo(BigDecimal.valueOf(999.0))
== 0
&& ((OrderMatchedEvent) orderEvent).entryTimestamp().equals(Instant.MIN)
)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).restingId() == 1
&& ((OrderMatchedEvent) orderEvent).restingPrice().compareTo(BigDecimal.valueOf(1000.0))
== 0
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount()
.compareTo(BigDecimal.valueOf(0.50)) == 0)
.expectComplete()
.verify();
}
@Test
public void multiSell() {
StepVerifier.create(testSubject.engineEvents().take(5))
.expectSubscription()
.then(() -> testSubject.placeOrder(1,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(1.000),
BigDecimal.valueOf(1.0)))
.then(() -> testSubject.placeOrder(2,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(0.999),
BigDecimal.valueOf(1.0)))
.then(() -> testSubject.placeOrder(3,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(1.001),
BigDecimal.valueOf(0.5)))
.then(() -> testSubject.placeOrder(4,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(1),
BigDecimal.valueOf(1.0)))
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).restingId() == 3
&& ((OrderMatchedEvent) orderEvent).restingPrice().compareTo(BigDecimal.valueOf(1.001))
== 0
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.ZERO)
== 0)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).restingId() == 1
&& ((OrderMatchedEvent) orderEvent).restingPrice().compareTo(BigDecimal.valueOf(1)) == 0
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount()
.compareTo(BigDecimal.valueOf(0.5)) == 0)
.expectComplete()
.verify();
}
@Test
public void partialBuy() {
StepVerifier.create(testSubject.engineEvents().take(3))
.expectSubscription()
.then(() -> testSubject.placeOrder(1,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(50)))
.then(() -> testSubject.placeOrder(2,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(100)))
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).restingId() == 1
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.ZERO)
== 0)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent
&& ((OrderPlacedEvent) orderEvent).orderId() == 2
&& ((OrderPlacedEvent) orderEvent).price().compareTo(BigDecimal.valueOf(1000)) == 0
&& ((OrderPlacedEvent) orderEvent).amount().compareTo(BigDecimal.valueOf(50)) == 0)
.expectComplete()
.verify();
}
@Test
public void partialSell() {
StepVerifier.create(testSubject.engineEvents().take(3))
.expectSubscription()
.then(() -> testSubject.placeOrder(1,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(50)))
.then(() -> testSubject.placeOrder(2,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(100)))
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).restingId() == 1
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.ZERO)
== 0)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent
&& ((OrderPlacedEvent) orderEvent).orderId() == 2
&& ((OrderPlacedEvent) orderEvent).price().compareTo(BigDecimal.valueOf(1000)) == 0
&& ((OrderPlacedEvent) orderEvent).amount().compareTo(BigDecimal.valueOf(50)) == 0)
.expectComplete()
.verify();
}
@Test
public void partialBidFill() {
StepVerifier.create(testSubject.engineEvents().take(5))
.expectSubscription()
.then(() -> testSubject.placeOrder(1,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(100)))
.then(() -> testSubject.placeOrder(2,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(50)))
.then(() -> testSubject.placeOrder(3,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(50)))
.then(() -> testSubject.placeOrder(4,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(50)))
.then(() -> testSubject.placeOrder(5,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(50)))
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).restingId() == 1
&&
((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.valueOf(50))
== 0)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).restingId() == 1
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.ZERO)
== 0)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectComplete()
.verify();
}
@Test
public void partialAskFill() {
StepVerifier.create(testSubject.engineEvents().take(4))
.expectSubscription()
.then(() -> testSubject.placeOrder(1,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(100)))
.then(() -> testSubject.placeOrder(2,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(50)))
.then(() -> testSubject.placeOrder(3,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(50)))
.then(() -> testSubject.placeOrder(4,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(50)))
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).restingId() == 1
&&
((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.valueOf(50))
== 0)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent
&& ((OrderMatchedEvent) orderEvent).restingId() == 1
&& ((OrderMatchedEvent) orderEvent).restingRemainingAmount().compareTo(BigDecimal.ZERO)
== 0)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectComplete()
.verify();
}
@Test
public void cancel() {
StepVerifier.create(testSubject.engineEvents().take(3))
.expectSubscription()
.then(() -> testSubject.placeOrder(1,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(100)))
.then(() -> testSubject.cancelAll(1, "BTC"))
.then(() -> testSubject.placeOrder(3,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(100)))
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderCanceledEvent
&& ((OrderCanceledEvent) orderEvent).canceledAmount().compareTo(BigDecimal.valueOf(100))
== 0)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectComplete()
.verify();
}
@Test
public void partialCancel() {
StepVerifier.create(testSubject.engineEvents().take(4))
.expectSubscription()
.then(() -> testSubject.placeOrder(1,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(100)))
.then(() -> testSubject.cancel(1,"BTC", BigDecimal.valueOf(75)))
.then(() -> testSubject.placeOrder(2,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(100)))
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderCanceledEvent
&& ((OrderCanceledEvent) orderEvent).canceledAmount().compareTo(BigDecimal.valueOf(25))
== 0)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectComplete()
.verify();
}
@Test
public void ineffectiveCancel() {
StepVerifier.create(testSubject.engineEvents().take(2))
.expectSubscription()
.then(() -> testSubject.placeOrder(1,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(100)))
.then(() -> testSubject.cancel(1,"BTC", BigDecimal.valueOf(100)))
.then(() -> testSubject.cancel(1, "BTC",BigDecimal.valueOf(100)))
.then(() -> testSubject.cancel(1, "BTC",BigDecimal.valueOf(100)))
.then(() -> testSubject.placeOrder(2,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(100)))
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent)
.expectComplete()
.verify();
}
@Test
public void cancelNonExisting() {
StepVerifier.create(testSubject.engineEvents().take(2))
.expectSubscription()
.then(() -> testSubject.placeOrder(1,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(100)))
.then(() -> testSubject.cancel(3,"BTC", BigDecimal.valueOf(50)))
.then(() -> testSubject.placeOrder(2,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(100)))
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent)
.expectComplete()
.verify();
}
@Test
public void sameId() {
StepVerifier.create(testSubject.engineEvents().take(3))
.expectSubscription()
.then(() -> testSubject.placeOrder(1,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(100)))
.then(() -> testSubject.placeOrder(2,
"BTC",
Instant.MIN,
OrderType.SELL,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(100)))
.then(() -> testSubject.placeOrder(1,
"BTC",
Instant.MIN,
OrderType.BUY,
BigDecimal.valueOf(1000),
BigDecimal.valueOf(100)))
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderMatchedEvent)
.expectNextMatches(orderEvent -> orderEvent instanceof OrderPlacedEvent)
.expectComplete()
.verify();
}
}

View File

@@ -0,0 +1,269 @@
package io.bux.matchingengine.integration;
import io.bux.matchingengine.MatchingEngineApplication;
import io.bux.matchingengine.api.protobuf.OrderStatusResponse;
import io.bux.matchingengine.api.protobuf.OrderType;
import org.junit.*;
import org.junit.runner.*;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import org.springframework.boot.test.context.SpringBootTest;
import org.springframework.boot.web.server.LocalServerPort;
import org.springframework.http.HttpHeaders;
import org.springframework.http.MediaType;
import org.springframework.test.context.junit4.SpringRunner;
import org.springframework.web.reactive.function.client.WebClient;
import reactor.core.publisher.Flux;
import reactor.core.publisher.Mono;
import reactor.core.scheduler.Schedulers;
import reactor.test.StepVerifier;
import java.time.Duration;
import java.util.concurrent.atomic.AtomicLong;
/**
* @author Stefan Dragisic
*/
@RunWith(SpringRunner.class)
@SpringBootTest(classes = MatchingEngineApplication.class, webEnvironment = SpringBootTest.WebEnvironment.RANDOM_PORT)
public class IntegrationTest {
private final Logger logger = LoggerFactory.getLogger(IntegrationTest.class);
private final String SIMPLE_SELL_ORDER = """
{
"asset": "BTC",
"price": 43251.00,
"amount": 1.0,
"direction": "SELL"
}
""".stripIndent();
private final String SIMPLE_BUY_ORDER = """
{
"asset": "BTC",
"price": 43252.00,
"amount": 0.25,
"direction": "BUY"
}
""".stripIndent();
private final String BTC_SELL_ORDER = """
{
"asset": "BTC",
"price": 40000.00,
"amount": 1.0,
"direction": "SELL"
}
""".stripIndent();
private final String BTC_BUY_ORDER = """
{
"asset": "BTC",
"price": 40000.00,
"amount": 1,
"direction": "BUY"
}
""".stripIndent();
private final String SOL_SELL_ORDER = """
{
"asset": "BTC",
"price": 40000.00,
"amount": 1.0,
"direction": "SELL"
}
""".stripIndent();
private final String SOL_BUY_ORDER = """
{
"asset": "BTC",
"price": 40000.00,
"amount": 1,
"direction": "BUY"
}
""".stripIndent();
@LocalServerPort
private int port;
private WebClient client;
@Before
public void setUp() {
client = WebClient.builder()
.baseUrl("http://localhost:" + port)
.defaultHeader(HttpHeaders.CONTENT_TYPE, MediaType.APPLICATION_JSON_VALUE)
.build();
}
@Test
public void simplePlaceAndGetOrder() {
AtomicLong id = new AtomicLong();
StepVerifier.create((client.post()
.uri("/orders"))
.body(Mono.just(SIMPLE_SELL_ORDER), String.class).header(HttpHeaders.CONTENT_TYPE,
MediaType.APPLICATION_JSON_VALUE)
.retrieve().bodyToMono(OrderStatusResponse.class)
.doOnNext(or -> id.set(or.getId())))
.expectNextMatches(response ->
response.getAsset().equals("BTC")
&& response.getPrice() == 43251.00
&& response.getAmount() == 1.0
&& response.getDirection().equals(OrderType.SELL)
&& response.getPendingAmount() == 1.0)
.verifyComplete();
StepVerifier.create((client.get()
.uri("/orders/" + id + "/"))
.header(HttpHeaders.CONTENT_TYPE, MediaType.APPLICATION_JSON_VALUE)
.retrieve().bodyToMono(OrderStatusResponse.class))
.expectNextMatches(response ->
response.getAsset().equals("BTC")
&& response.getPrice() == 43251.00
&& response.getAmount() == 1.0
&& response.getDirection().equals(OrderType.SELL)
&& response.getPendingAmount() == 1.0)
.verifyComplete();
}
@Test
public void simpleCancelOrder() {
AtomicLong id = new AtomicLong();
StepVerifier.create((client.post()
.uri("/orders"))
.body(Mono.just(SIMPLE_SELL_ORDER), String.class).header(HttpHeaders.CONTENT_TYPE,
MediaType.APPLICATION_JSON_VALUE)
.retrieve().bodyToMono(OrderStatusResponse.class)
.doOnNext(or -> id.set(or.getId())))
.expectNextMatches(response ->
response.getAsset().equals("BTC")
&& response.getPrice() == 43251.00
&& response.getAmount() == 1.0
&& response.getDirection().equals(OrderType.SELL)
&& response.getPendingAmount() == 1.0)
.verifyComplete();
StepVerifier.create((client.post()
.uri("/orders/" + id + "/cancel"))
.header(HttpHeaders.CONTENT_TYPE, MediaType.APPLICATION_JSON_VALUE)
.retrieve().bodyToMono(String.class))
.expectNextMatches(response -> response.equals("OK"))
.verifyComplete();
}
@Test
public void simpleTradeTest() {
AtomicLong id = new AtomicLong();
AtomicLong id2 = new AtomicLong();
StepVerifier.create((client.post()
.uri("/orders"))
.body(Mono.just(SIMPLE_SELL_ORDER), String.class)
.header(HttpHeaders.CONTENT_TYPE, MediaType.APPLICATION_JSON_VALUE)
.retrieve().bodyToMono(OrderStatusResponse.class)
.doOnNext(or -> id.set(or.getId())))
.expectNextMatches(response ->
response.getAsset().equals("BTC")
&& response.getPrice() == 43251.00
&& response.getAmount() == 1.0
&& response.getDirection().equals(OrderType.SELL)
&& response.getPendingAmount() == 1.0)
.verifyComplete();
StepVerifier.create((client.post()
.uri("/orders"))
.body(Mono.just(SIMPLE_BUY_ORDER), String.class)
.header(HttpHeaders.CONTENT_TYPE, MediaType.APPLICATION_JSON_VALUE)
.retrieve().bodyToMono(OrderStatusResponse.class)
.doOnNext(or -> id2.set(or.getId())))
.expectNextMatches(response ->
response.getAsset().equals("BTC")
&& response.getPrice() == 43252.00
&& response.getAmount() == 0.25
&& response.getDirection().equals(OrderType.BUY))
.verifyComplete();
StepVerifier.create((client.get()
.uri("/orders/" + id + "/"))
.header(HttpHeaders.CONTENT_TYPE, MediaType.APPLICATION_JSON_VALUE)
.retrieve().bodyToMono(OrderStatusResponse.class))
.expectNextMatches(response ->
response.getAsset().equals("BTC")
&& response.getPrice() == 43251.00
&& response.getAmount() == 1.0
&& response.getDirection().equals(OrderType.SELL)
&& response.getPendingAmount() == 0.75
&& response.getTradesList().stream()
.anyMatch(t -> t.getOrderId() == id2.get()
&& t.getAmount() == 0.25
&& t.getPrice() == 43251.0
)
)
.verifyComplete();
}
@Test
public void stressTest() {
Mono<OrderStatusResponse> btcSellOrderMono = WebClient.builder()
.baseUrl("http://localhost:" + port)
.defaultHeader(HttpHeaders.CONTENT_TYPE,
MediaType.APPLICATION_JSON_VALUE)
.build().post()
.uri("/orders")
.body(Mono.just(BTC_SELL_ORDER), String.class)
.header(HttpHeaders.CONTENT_TYPE,
MediaType.APPLICATION_JSON_VALUE)
.retrieve().bodyToMono(OrderStatusResponse.class).timeout(
Duration.ofSeconds(1));
Mono<OrderStatusResponse> btcBuyOrderMono = WebClient.builder()
.baseUrl("http://localhost:" + port)
.defaultHeader(HttpHeaders.CONTENT_TYPE,
MediaType.APPLICATION_JSON_VALUE)
.build().post()
.uri("/orders")
.body(Mono.just(BTC_BUY_ORDER), String.class)
.header(HttpHeaders.CONTENT_TYPE,
MediaType.APPLICATION_JSON_VALUE)
.retrieve().bodyToMono(OrderStatusResponse.class)
.subscribeOn(Schedulers.boundedElastic()).timeout(
Duration.ofSeconds(1));
Mono<OrderStatusResponse> solSellOrderMono = WebClient.builder()
.baseUrl("http://localhost:" + port)
.defaultHeader(HttpHeaders.CONTENT_TYPE,
MediaType.APPLICATION_JSON_VALUE)
.build().post()
.uri("/orders")
.body(Mono.just(SOL_SELL_ORDER), String.class)
.header(HttpHeaders.CONTENT_TYPE,
MediaType.APPLICATION_JSON_VALUE)
.retrieve().bodyToMono(OrderStatusResponse.class)
.subscribeOn(Schedulers.boundedElastic()).timeout(
Duration.ofSeconds(1));
Mono<OrderStatusResponse> solBuyOrderMono = WebClient.builder()
.baseUrl("http://localhost:" + port)
.defaultHeader(HttpHeaders.CONTENT_TYPE,
MediaType.APPLICATION_JSON_VALUE)
.build().post()
.uri("/orders")
.body(Mono.just(SOL_BUY_ORDER), String.class)
.header(HttpHeaders.CONTENT_TYPE,
MediaType.APPLICATION_JSON_VALUE)
.retrieve().bodyToMono(OrderStatusResponse.class)
.subscribeOn(Schedulers.boundedElastic()).timeout(
Duration.ofSeconds(1));
Flux<OrderStatusResponse> buySellAll = Flux.merge(btcBuyOrderMono,
solSellOrderMono,
btcSellOrderMono,
solBuyOrderMono);
//16 threads
//2 district asset
//2 operations per asset (BUY/SELL)
//executed 1000 times
//total 4000 operations
Duration duration = StepVerifier.create(Flux.range(0, 1000).flatMap(unused -> buySellAll, 16))
.expectNextCount(4000)
.verifyComplete();
logger.info("Stress test took: {} ms", duration.toMillis());
logger.info("Average: {} ms / end to end rest call", duration.toMillis() / 4000);
}
}