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orderbookMatchingEngine.cs
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using System;
using System.Collections.Generic;
using System.IO;
using System.Linq;
namespace Solution
{
class Solution
{
static void Main(string[] args)
{
var ob = new Ob();
var cmdFactory = new InputCommandFactory();
while (true)
{
var inputLine = Console.ReadLine();
var cmd = cmdFactory.Create(inputLine);
if (cmd is SubInputCommand subCmd)
{
Console.WriteLine(ob.SubmitOrder(subCmd));
}
else if (cmd is CxlInputCommand xclCmd)
{
ob.ClearOrder(xclCmd.Id);
}
else if (cmd is CrpInputCommand crpCmd)
{
ob.CancelReplaceOrder(crpCmd);
}
else if (cmd is EndInputCommand endCmd)
{
ob.PrintBookStatus();
break;
}
}
}
}
enum Side
{
B,
S
}
class Ob
{
LinkedList<Order> B { get; set; } = new LinkedList<Order>();
LinkedList<Order> S { get; set; } = new LinkedList<Order>();
Dictionary<string, (Order order, Side side)> orderDictionary { get; set; } = new Dictionary<string, (Order, Side)>();
public void PrintBookStatus()
{
Console.WriteLine("B: " + String.Join(" ", B.Select(x => x.ToString())));
Console.WriteLine("S: " + String.Join(" ", S.Select(x => x.ToString())));
}
public void ClearOrder(string id)
{
if (orderDictionary.TryGetValue(id, out var orderStruct))
{
var book = orderStruct.side == Side.S ? S : B;
RemoveOrder(orderStruct.order, book);
}
}
private void RemoveOrder(Order o, LinkedList<Order> book)
{
book.Remove(o);
orderDictionary.Remove(o.Id);
}
private bool OrderNotMatched(SubLoInputCommand cmd, Order order) =>
(cmd.Side == Side.B && order.Price > cmd.Price) || (cmd.Side == Side.S && order.Price < cmd.Price);
public int SubmitOrder(SubInputCommand cmd)
{
int totalCost = 0;
(var book, var otherBook) = cmd.Side == Side.S ? (S, B) : (B, S);
if (cmd is SubMoInputCommand subMoCmd)
{
while (otherBook.Any() && subMoCmd.Quantity > 0)
{
var order = otherBook.First();
totalCost += ReduceOrders(order, subMoCmd);
RemoveOrderIfEmpty(otherBook, order);
RemoveReplenishReAddIcberg(cmd, otherBook, order);
}
}
else if (cmd is SubLoInputCommand subLoCmd)
{
if (!(cmd is SubFOKCInputCommand) || CanFillFOKOrder(subLoCmd, otherBook))
{
while (otherBook.Any() && subLoCmd.Quantity > 0)
{
var order = otherBook.First();
if (OrderNotMatched(subLoCmd, order))
{
break;
}
totalCost += ReduceOrders(order, subLoCmd);
RemoveOrderIfEmpty(otherBook, order);
RemoveReplenishReAddIcberg(cmd, otherBook, order);
if (subLoCmd is SubIcebergInputCommand ice)
{
ice.Replenish();
}
}
if (!(subLoCmd is SubIOCInputCommand))
{
InsertAsOrderInBookIfNotEmpty(subLoCmd, book);
}
}
}
return totalCost;
}
private bool CanFillFOKOrder(SubLoInputCommand cmd, LinkedList<Order> book)
{
var bk = book.AsEnumerable();
if (cmd.Side == Side.B)
{
bk = bk.TakeWhile(x => x.Price <= cmd.Price);
}
else
{
bk = bk.TakeWhile(x => x.Price >= cmd.Price);
}
var available = bk.Sum(x => x.Quantity + ((x as IcebergOrder)?.HiddenQuantity ?? 0));
return cmd.Quantity <= available;
}
private void RemoveReplenishReAddIcberg(SubInputCommand cmd, LinkedList<Order> otherBook, Order order)
{
if (order.Quantity == 0 && order is IcebergOrder iceOrder)
{
var otherSide = cmd.Side == Side.S ? Side.B : Side.S;
iceOrder.Replenish();
InsertOrderInBookIfNotEmpty(order, otherSide, otherBook);
}
}
private void InsertOrderInBookIfNotEmpty(Order order, Side side, LinkedList<Order> book)
{
if (order.Quantity > 0)
{
var cur = book.First;
while (cur != null &&
(side == Side.B && cur.Value.Price >= order.Price ||
side == Side.S && cur.Value.Price <= order.Price)
)
{
cur = cur.Next;
}
if (cur != null)
{
book.AddBefore(cur, order);
}
else
{
book.AddLast(order);
}
orderDictionary.Add(order.Id, (order, side));
}
}
private void InsertAsOrderInBookIfNotEmpty(SubLoInputCommand subCmd, LinkedList<Order> book)
{
Order order = CreateOrder(subCmd);
InsertOrderInBookIfNotEmpty(order, subCmd.Side, book);
}
private static Order CreateOrder(SubLoInputCommand subCmd)
{
Order order;
if (subCmd is SubIcebergInputCommand ice)
{
order = new IcebergOrder(subCmd.Price, subCmd.Quantity, subCmd.Id, ice.HiddenQuantity + ice.Quantity);
}
else
{
order = new Order(subCmd.Price, subCmd.Quantity, subCmd.Id);
}
return order;
}
private void RemoveOrderIfEmpty(LinkedList<Order> otherBook, Order order)
{
if (order.Quantity == 0)
{
RemoveOrder(order, otherBook);
}
}
int ReduceOrders(Order order, SubInputCommand subCmd)
{
var quantity = order.Quantity < subCmd.Quantity ? order.Quantity : subCmd.Quantity;
order.Quantity -= quantity;
subCmd.Quantity -= quantity;
return order.Price * quantity;
}
internal void CancelReplaceOrder(CrpInputCommand crpCmd)
{
if (orderDictionary.TryGetValue(crpCmd.Id, out var o))
{
if(o.order is IcebergOrder)
{
return;
}
var willMove = (o.order.Price != crpCmd.Price || o.order.Quantity <= crpCmd.Quantity);
(o.order.Price, o.order.Quantity) = (crpCmd.Price, crpCmd.Quantity);
if (willMove)
{
var book = o.side == Side.B ? B : S;
RemoveOrder(o.order, book);
InsertOrderInBookIfNotEmpty(o.order, o.side, book);
}
}
}
}
class InputCommandFactory
{
private SubInputCommandFactory subInputCommandFactory = new SubInputCommandFactory();
public InputCommand Create(string input)
{
//var tokens = input.Split(' ', StringSplitOptions.None);
var tokens = input.Split(' ');
switch (tokens[0])
{
case "SUB": return subInputCommandFactory.Create(tokens);
case "CXL": return new CxlInputCommand(tokens);
case "CRP": return new CrpInputCommand(tokens);
case "END": return new EndInputCommand(tokens);
case "": throw new ArgumentException("Empty arg");
}
throw new ArgumentException("Invalid arg");
}
}
class SubInputCommandFactory
{
public InputCommand Create(string[] tokens)
{
switch (tokens[1])
{
case "MO": return new SubMoInputCommand(tokens);
case "LO": return new SubLoInputCommand(tokens);
case "IOC": return new SubIOCInputCommand(tokens);
case "FOK": return new SubFOKCInputCommand(tokens);
case "ICE": return new SubIcebergInputCommand(tokens);
case "": throw new ArgumentException("Empty arg");
}
throw new ArgumentException("Invalid arg");
}
}
abstract class InputCommand
{
public InputCommand(string[] tokens)
{
Command = tokens[0];
}
public string Command { get; set; }
}
class SubInputCommand : InputCommand
{
public SubInputCommand(string[] tokens) : base(tokens)
{
(Type, Side, Id, Quantity) = (tokens[1], tokens[2] == "B" ? Side.B : Side.S, tokens[3], Convert.ToInt32(tokens[4]));
}
public string Type { get; set; }
public Side Side { get; set; }
public string Id { get; set; }
public int Quantity { get; set; }
}
class SubMoInputCommand : SubInputCommand
{
public SubMoInputCommand(string[] tokens) : base(tokens)
{ }
}
class SubLoInputCommand : SubInputCommand
{
public SubLoInputCommand(string[] tokens) : base(tokens)
{
Price = Convert.ToInt32(tokens[5]);
}
public int Price { get; set; }
}
class SubIOCInputCommand : SubLoInputCommand
{
public SubIOCInputCommand(string[] tokens) : base(tokens)
{ }
}
class SubFOKCInputCommand : SubLoInputCommand
{
public SubFOKCInputCommand(string[] tokens) : base(tokens)
{ }
}
class SubIcebergInputCommand : SubLoInputCommand
{
public SubIcebergInputCommand(string[] tokens) : base(tokens)
{
Quantity = Convert.ToInt32(tokens[6]);
DisplaySize = Quantity;
HiddenQuantity = Convert.ToInt32(tokens[4]) - Quantity;
}
private int DisplaySize { get; set; }
public int HiddenQuantity { get; set; }
public void Replenish()
{
if (Quantity < DisplaySize)
{
var diff = DisplaySize - Quantity;
var take = diff > HiddenQuantity ? HiddenQuantity : diff;
Quantity += take;
HiddenQuantity -= take;
}
}
}
class CxlInputCommand : InputCommand
{
public CxlInputCommand(string[] tokens) : base(tokens)
{
Id = tokens[1];
}
public string Id { get; set; }
}
class CrpInputCommand : InputCommand
{
public CrpInputCommand(string[] tokens) : base(tokens)
{
Id = tokens[1];
Quantity = Convert.ToInt32(tokens[2]);
Price = Convert.ToInt32(tokens[3]);
}
public string Id { get; set; }
public int Quantity { get; set; }
public int Price { get; set; }
}
class EndInputCommand : InputCommand
{
public EndInputCommand(string[] tokens) : base(tokens)
{
}
}
class IcebergOrder : Order
{
public IcebergOrder(int price, int quantity, string id, int realQuantity)
: base(price, quantity, id)
{
HiddenQuantity = realQuantity - quantity;
DisplaySize = quantity;
}
public int HiddenQuantity { get; set; }
public int DisplaySize { get; set; }
public void Replenish()
{
if (Quantity < DisplaySize)
{
var diff = DisplaySize - Quantity;
var take = diff > HiddenQuantity ? HiddenQuantity : diff;
Quantity += take;
HiddenQuantity -= take;
}
}
public override string ToString()
{
return $"{Quantity}({HiddenQuantity+Quantity})@{Price}#{Id}";
}
}
// I'd use record to not allow default ctor but not supported
class Order
{
public Order(int price, int quantity, string id)
{
Id = id;
Price = price;
Quantity = quantity;
}
public string Id { get; private set; }
public int Price { get; set; }
public int Quantity { get; set; }
//public virtual int GetRealQuantity()
//{
// return Quantity;
//}
//public virtual void SetRealQuantity(int quantity)
//{
// Quantity = quantity;
//}
public override string ToString()
{
return $"{Quantity}@{Price}#{Id}";
}
}
}