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4 Commits

Author SHA1 Message Date
826389b3c3 lab9 again... 2024-11-18 09:11:19 +03:00
045a5a9f64 bullshit 2024-11-17 23:05:53 +03:00
9ab033bd58 lab 9 . 2024-11-14 15:20:18 +03:00
39f827f3e7 lab9 2024-11-14 12:27:54 +03:00
20 changed files with 1103 additions and 0 deletions

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@@ -12,6 +12,8 @@ repositories {
dependencies {
testImplementation platform('org.junit:junit-bom:5.10.0')
testImplementation 'org.junit.jupiter:junit-jupiter'
implementation 'com.google.guava:guava:33.2.1-jre'
}
test {

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@@ -0,0 +1,23 @@
package ru.lionarius.api;
import ru.lionarius.api.client.Client;
import ru.lionarius.api.currency.CurrencyPair;
import ru.lionarius.api.order.OrderType;
import ru.lionarius.api.order.OrderView;
import ru.lionarius.api.order.message.OrderMessage;
import java.util.List;
import java.util.UUID;
import java.util.concurrent.CompletableFuture;
public interface CurrencyExchange {
CompletableFuture<Client> createClient(String name);
CompletableFuture<UUID> placeOrder(UUID clientId, CurrencyPair pair, OrderType type, double price, double quantity);
CompletableFuture<Void> cancelOrder(UUID clientId, UUID orderId);
CompletableFuture<List<OrderView>> getOrders(UUID clientId);
CompletableFuture<List<OrderMessage>> getOrderMessages(UUID clientId, UUID orderId);
}

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@@ -0,0 +1,23 @@
package ru.lionarius.api.client;
import java.util.UUID;
public record Client(UUID id, String name) {
public Client(String name) {
this(UUID.randomUUID(), name);
}
@Override
public boolean equals(Object obj) {
if (obj instanceof Client client) {
return id.equals(client.id);
}
return false;
}
@Override
public int hashCode() {
return id.hashCode();
}
}

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@@ -0,0 +1,15 @@
package ru.lionarius.api.client;
import ru.lionarius.api.order.OrderList;
import java.util.Optional;
import java.util.UUID;
public interface ClientRepository {
Client createClient(String name);
Optional<Client> getClient(UUID clientId);
Optional<OrderList> getClientOrders(UUID clientId);
}

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@@ -0,0 +1,4 @@
package ru.lionarius.api.currency;
public record Currency(String name) {
}

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@@ -0,0 +1,4 @@
package ru.lionarius.api.currency;
public record CurrencyPair(Currency base, Currency quote) {
}

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@@ -0,0 +1,127 @@
package ru.lionarius.api.order;
import com.google.common.collect.ImmutableList;
import ru.lionarius.api.currency.CurrencyPair;
import ru.lionarius.api.order.message.OrderCreatedMessage;
import ru.lionarius.api.order.message.OrderFilledMessage;
import ru.lionarius.api.order.message.OrderMessage;
import ru.lionarius.api.order.message.OrderMessageType;
import java.time.LocalDateTime;
import java.util.ArrayList;
import java.util.List;
import java.util.UUID;
import java.util.concurrent.locks.ReadWriteLock;
import java.util.concurrent.locks.ReentrantReadWriteLock;
public class Order {
private final UUID id = UUID.randomUUID();
private final UUID clientId;
private final OrderType type;
private final CurrencyPair pair;
private final OrderData originalData;
private OrderData lastData;
private boolean closed = false;
private final List<OrderMessage> messages = new ArrayList<>();
private final ReadWriteLock lock = new ReentrantReadWriteLock();
public Order(UUID clientId, OrderType type, CurrencyPair pair, OrderData data) {
this.clientId = clientId;
this.type = type;
this.pair = pair;
this.originalData = data;
pushMessage(new OrderCreatedMessage(data, LocalDateTime.now()));
}
public OrderView getView() {
lock.readLock().lock();
try {
return new OrderView(id, clientId, type, pair, originalData, lastData, closed);
} finally {
lock.readLock().unlock();
}
}
public UUID getId() {
return id;
}
public UUID getClientId() {
return clientId;
}
public OrderType getType() {
return type;
}
public CurrencyPair getPair() {
return pair;
}
public boolean isClosed() {
lock.readLock().lock();
try {
return closed;
} finally {
lock.readLock().unlock();
}
}
public OrderData getLastData() {
lock.readLock().lock();
try {
return lastData;
} finally {
lock.readLock().unlock();
}
}
public void pushMessage(OrderMessage message) {
if (closed)
throw new IllegalStateException("Order is closed");
lock.writeLock().lock();
try {
if (message.type() == OrderMessageType.CREATED) {
if (lastData != null)
throw new IllegalStateException("Order already has data");
lastData = ((OrderCreatedMessage) message).data();
} else if (message.type() == OrderMessageType.FILLED) {
lastData = ((OrderFilledMessage) message).newData();
} else if (message.type() == OrderMessageType.CLOSED) {
closed = true;
}
messages.add(message);
} finally {
lock.writeLock().unlock();
}
}
public List<OrderMessage> getMessages() {
lock.readLock().lock();
try {
return ImmutableList.copyOf(messages);
} finally {
lock.readLock().unlock();
}
}
@Override
public int hashCode() {
return id.hashCode();
}
@Override
public boolean equals(Object obj) {
if (obj instanceof Order order) {
return id.equals(order.id);
}
return false;
}
}

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@@ -0,0 +1,7 @@
package ru.lionarius.api.order;
public record OrderData(double price, double quantity) {
public double rate() {
return price() / quantity();
}
}

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@@ -0,0 +1,13 @@
package ru.lionarius.api.order;
import java.util.List;
import java.util.Optional;
import java.util.UUID;
public interface OrderList {
void add(Order order);
Optional<Order> get(UUID orderId);
List<Order> get();
}

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@@ -0,0 +1,6 @@
package ru.lionarius.api.order;
public enum OrderType {
BUY,
SELL
}

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@@ -0,0 +1,9 @@
package ru.lionarius.api.order;
import ru.lionarius.api.currency.CurrencyPair;
import java.util.UUID;
public record OrderView(UUID id, UUID clientId, OrderType type, CurrencyPair pair, OrderData originalData,
OrderData lastData, boolean closed) {
}

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@@ -0,0 +1,14 @@
package ru.lionarius.api.order.message;
public record OrderClosedMessage(Reason reason) implements OrderMessage {
@Override
public OrderMessageType type() {
return OrderMessageType.CLOSED;
}
public enum Reason {
CANCELLED,
FULFILLED
}
}

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@@ -0,0 +1,13 @@
package ru.lionarius.api.order.message;
import ru.lionarius.api.order.OrderData;
import java.time.LocalDateTime;
public record OrderCreatedMessage(OrderData data, LocalDateTime timestamp) implements OrderMessage {
@Override
public OrderMessageType type() {
return OrderMessageType.CREATED;
}
}

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@@ -0,0 +1,12 @@
package ru.lionarius.api.order.message;
import ru.lionarius.api.order.OrderData;
import java.util.UUID;
public record OrderFilledMessage(UUID otherOrderId, OrderData newData) implements OrderMessage {
@Override
public OrderMessageType type() {
return OrderMessageType.FILLED;
}
}

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@@ -0,0 +1,5 @@
package ru.lionarius.api.order.message;
public interface OrderMessage {
OrderMessageType type();
}

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@@ -0,0 +1,7 @@
package ru.lionarius.api.order.message;
public enum OrderMessageType {
CREATED,
CLOSED,
FILLED
}

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@@ -0,0 +1,51 @@
package ru.lionarius.impl;
import com.google.common.collect.ImmutableList;
import ru.lionarius.api.client.Client;
import ru.lionarius.api.client.ClientRepository;
import ru.lionarius.api.order.OrderList;
import ru.lionarius.api.order.Order;
import java.util.*;
import java.util.concurrent.ConcurrentHashMap;
public class InMemoryClientRepository implements ClientRepository {
private final Map<UUID, Client> clients = new ConcurrentHashMap<>();
private final Map<UUID, OrdersList> orders = new ConcurrentHashMap<>();
@Override
public Client createClient(String name) {
var client = new Client(name);
clients.put(client.id(), client);
orders.put(client.id(), new OrdersList());
return client;
}
@Override
public Optional<Client> getClient(UUID clientId) {
return Optional.ofNullable(clients.get(clientId));
}
@Override
public Optional<OrderList> getClientOrders(UUID clientId) {
return Optional.ofNullable(orders.get(clientId));
}
private static class OrdersList implements OrderList {
private final Map<UUID, Order> orders = new ConcurrentHashMap<>();
public void add(Order order) {
orders.put(order.getId(), order);
}
public Optional<Order> get(UUID orderId) {
return Optional.ofNullable(orders.get(orderId));
}
public List<Order> get() {
return ImmutableList.copyOf(orders.values());
}
}
}

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@@ -0,0 +1,206 @@
package ru.lionarius.impl;
import com.google.common.collect.ImmutableMap;
import com.google.common.collect.ImmutableSet;
import ru.lionarius.api.CurrencyExchange;
import ru.lionarius.api.client.Client;
import ru.lionarius.api.client.ClientRepository;
import ru.lionarius.api.currency.Currency;
import ru.lionarius.api.currency.CurrencyPair;
import ru.lionarius.api.order.Order;
import ru.lionarius.api.order.OrderData;
import ru.lionarius.api.order.OrderType;
import ru.lionarius.api.order.OrderView;
import ru.lionarius.api.order.message.OrderClosedMessage;
import ru.lionarius.api.order.message.OrderFilledMessage;
import ru.lionarius.api.order.message.OrderMessage;
import java.util.*;
import java.util.concurrent.CompletableFuture;
import java.util.concurrent.locks.ReadWriteLock;
import java.util.concurrent.locks.ReentrantReadWriteLock;
public class PlainCurrencyExchange implements CurrencyExchange {
private final ClientRepository clientRepository = new InMemoryClientRepository();
private final Map<CurrencyPair, OrderBook> orderBooks;
private final Set<Currency> allowedCurrencies;
private final Set<CurrencyPair> allowedPairs;
public PlainCurrencyExchange(Set<Currency> allowedCurrencies, Set<CurrencyPair> allowedPairs) {
this.allowedCurrencies = ImmutableSet.copyOf(allowedCurrencies);
this.allowedPairs = ImmutableSet.copyOf(allowedPairs);
this.orderBooks = allowedPairs.stream()
.map(pair -> new AbstractMap.SimpleEntry<>(pair, new OrderBook()))
.collect(ImmutableMap.toImmutableMap(Map.Entry::getKey, Map.Entry::getValue));
}
@Override
public CompletableFuture<Client> createClient(String name) {
return CompletableFuture.supplyAsync(() -> {
if (name == null)
throw new IllegalArgumentException("Name cannot be null");
return clientRepository.createClient(name);
}, Runnable::run);
}
@Override
public CompletableFuture<UUID> placeOrder(UUID clientId, CurrencyPair pair, OrderType type, double price, double quantity) {
return CompletableFuture.supplyAsync(() -> {
if (clientId == null)
throw new IllegalArgumentException("Client ID cannot be null");
if (pair == null)
throw new IllegalArgumentException("Currency pair cannot be null");
if (type == null)
throw new IllegalArgumentException("Order type cannot be null");
if (price <= 0.0)
throw new IllegalArgumentException("Price must be positive");
if (quantity <= 0.0)
throw new IllegalArgumentException("Quantity must be positive");
var orders = clientRepository.getClientOrders(clientId).orElseThrow();
var order = new Order(clientId, type, pair, new OrderData(price, quantity));
orders.add(order);
var orderBook = orderBooks.get(pair);
orderBook.addOrder(order);
orderBook.matchOrders();
return order.getId();
}, Runnable::run);
}
@Override
public CompletableFuture<Void> cancelOrder(UUID clientId, UUID orderId) {
return CompletableFuture.runAsync(() -> {
if (clientId == null)
throw new IllegalArgumentException("Client ID cannot be null");
if (orderId == null)
throw new IllegalArgumentException("Order ID cannot be null");
var orders = clientRepository.getClientOrders(clientId).orElseThrow();
orders.get(orderId).ifPresent(order -> {
order.pushMessage(new OrderClosedMessage(OrderClosedMessage.Reason.CANCELLED));
});
}, Runnable::run);
}
@Override
public CompletableFuture<List<OrderView>> getOrders(UUID clientId) {
return CompletableFuture.supplyAsync(() -> {
if (clientId == null)
throw new IllegalArgumentException("Client ID cannot be null");
var orders = clientRepository.getClientOrders(clientId).orElseThrow();
return orders.get().stream().map(Order::getView).toList();
}, Runnable::run);
}
@Override
public CompletableFuture<List<OrderMessage>> getOrderMessages(UUID clientId, UUID orderId) {
return CompletableFuture.supplyAsync(() -> {
if (clientId == null)
throw new IllegalArgumentException("Client ID cannot be null");
if (orderId == null)
throw new IllegalArgumentException("Order ID cannot be null");
var orders = clientRepository.getClientOrders(clientId).orElseThrow();
return orders.get(orderId).map(Order::getMessages).orElseThrow();
}, Runnable::run);
}
private static class OrderBook {
private final TreeMap<Double, List<Order>> buyOrders = new TreeMap<>(Collections.reverseOrder());
private final TreeMap<Double, List<Order>> sellOrders = new TreeMap<>();
private final ReadWriteLock lock = new ReentrantReadWriteLock();
public void addOrder(Order order) {
var orders = order.getType() == OrderType.BUY ? buyOrders : sellOrders;
lock.writeLock().lock();
try {
orders.computeIfAbsent(order.getLastData().rate(), (k) -> new ArrayList<>()).add(order);
} finally {
lock.writeLock().unlock();
}
}
public void matchOrders() {
lock.writeLock().lock();
try {
while (!buyOrders.isEmpty() && !sellOrders.isEmpty()) {
var bestBuyEntry = buyOrders.firstEntry();
var bestSellEntry = sellOrders.firstEntry();
var bestBuy = bestBuyEntry.getValue().getFirst();
var bestSell = bestSellEntry.getValue().getFirst();
if (bestBuy.isClosed()) {
bestBuyEntry.getValue().remove(bestBuy);
if (bestBuyEntry.getValue().isEmpty())
buyOrders.remove(bestBuyEntry.getKey());
continue;
}
if (bestSell.isClosed()) {
bestSellEntry.getValue().remove(bestSell);
if (bestSellEntry.getValue().isEmpty())
sellOrders.remove(bestSellEntry.getKey());
continue;
}
if (bestBuy.getLastData().rate() < bestSell.getLastData().rate())
break;
var matchQuantity = Math.min(bestBuy.getLastData().quantity(), bestSell.getLastData().quantity());
var newBuyOrderData = new OrderData(
bestBuy.getLastData().price() - matchQuantity * bestBuy.getLastData().rate(),
bestBuy.getLastData().quantity() - matchQuantity
);
var newSellOrderData = new OrderData(
bestSell.getLastData().price() - matchQuantity * bestSell.getLastData().rate(),
bestSell.getLastData().quantity() - matchQuantity
);
bestBuy.pushMessage(new OrderFilledMessage(bestSell.getId(), newBuyOrderData));
bestSell.pushMessage(new OrderFilledMessage(bestBuy.getId(), newSellOrderData));
if (bestBuy.getLastData().quantity() <= 0) {
bestBuyEntry.getValue().remove(bestBuy);
bestBuy.pushMessage(new OrderClosedMessage(OrderClosedMessage.Reason.FULFILLED));
if (bestBuyEntry.getValue().isEmpty())
buyOrders.remove(bestBuyEntry.getKey());
}
if (bestSell.getLastData().quantity() <= 0) {
bestSellEntry.getValue().remove(bestSell);
bestSell.pushMessage(new OrderClosedMessage(OrderClosedMessage.Reason.FULFILLED));
if (bestSellEntry.getValue().isEmpty())
sellOrders.remove(bestSellEntry.getKey());
}
}
} finally {
lock.writeLock().unlock();
}
}
}
}

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import org.junit.jupiter.api.AfterEach;
import org.junit.jupiter.api.BeforeEach;
import org.junit.jupiter.api.Test;
import ru.lionarius.api.CurrencyExchange;
import ru.lionarius.api.client.Client;
import ru.lionarius.api.currency.Currency;
import ru.lionarius.api.currency.CurrencyPair;
import ru.lionarius.api.order.OrderType;
import ru.lionarius.impl.PlainCurrencyExchange;
import java.util.*;
import java.util.concurrent.*;
import java.util.stream.Stream;
import static org.junit.jupiter.api.Assertions.*;
class ConcurrentCurrencyExchangeTest {
private CurrencyExchange exchange;
private Currency RUB;
private Currency CNY;
private CurrencyPair RUB_CNY;
private ExecutorService executorService;
@BeforeEach
void setUp() {
RUB = new Currency("RUB");
CNY = new Currency("CNY");
RUB_CNY = new CurrencyPair(RUB, CNY);
exchange = new PlainCurrencyExchange(
Set.of(RUB, CNY),
Set.of(RUB_CNY)
);
executorService = Executors.newFixedThreadPool(10);
}
@Test
void testConcurrentClientCreation() throws InterruptedException {
int numClients = 100;
var latch = new CountDownLatch(numClients);
var futures = new ArrayList<CompletableFuture<Client>>();
for (int i = 0; i < numClients; i++) {
var future = CompletableFuture.supplyAsync(() -> {
try {
return exchange.createClient("Client " + UUID.randomUUID()).join();
} finally {
latch.countDown();
}
}, executorService);
futures.add(future);
}
latch.await(30, TimeUnit.SECONDS);
CompletableFuture.allOf(futures.toArray(new CompletableFuture[0])).join();
assertEquals(numClients, futures.stream().map(CompletableFuture::join).distinct().count(),
"All created clients should be unique");
}
@Test
void testConcurrentOrderPlacement() throws InterruptedException {
var numSellers = 10;
var numBuyers = 10;
var ordersPerClient = 20;
var latch = new CountDownLatch(numSellers + numBuyers);
var sellers = new ArrayList<Client>();
for (int i = 0; i < numSellers; i++) {
var seller = exchange.createClient("Seller " + i).join();
sellers.add(seller);
}
var buyers = new ArrayList<Client>();
for (int i = 0; i < numBuyers; i++) {
var buyer = exchange.createClient("Buyer " + i).join();
buyers.add(buyer);
}
var sellerFutures = sellers.stream()
.map(seller -> CompletableFuture.runAsync(() -> {
try {
for (int i = 0; i < ordersPerClient; i++) {
exchange.placeOrder(seller.id(), RUB_CNY, OrderType.SELL, 10.0, 10.0).join();
Thread.sleep(10);
}
} catch (InterruptedException e) {
Thread.currentThread().interrupt();
} finally {
latch.countDown();
}
}, executorService))
.toList();
var buyerFutures = buyers.stream()
.map(buyer -> CompletableFuture.runAsync(() -> {
try {
for (int i = 0; i < ordersPerClient; i++) {
exchange.placeOrder(buyer.id(), RUB_CNY, OrderType.BUY, 1.2, 10.0).join();
Thread.sleep(10);
}
} catch (InterruptedException e) {
Thread.currentThread().interrupt();
} finally {
latch.countDown();
}
}, executorService))
.toList();
latch.await(30, TimeUnit.SECONDS);
CompletableFuture.allOf(
Stream.concat(sellerFutures.stream(), buyerFutures.stream())
.toArray(CompletableFuture[]::new)
).join();
for (var seller : sellers) {
assertTrue((long) exchange.getOrders(seller.id()).join().size() <= ordersPerClient);
}
for (var buyer : buyers) {
assertTrue((long) exchange.getOrders(buyer.id()).join().size() <= ordersPerClient);
}
}
@Test
void testConcurrentOrderMatchingWithDifferentPrices() throws InterruptedException {
var numOrders = 50;
var latch = new CountDownLatch(2);
var seller = exchange.createClient("Seller").join();
var buyer = exchange.createClient("Buyer").join();
var sellerFuture = CompletableFuture.runAsync(() -> {
try {
for (int i = 0; i < numOrders; i++) {
var price = 1.0 + (i * 0.01);
exchange.placeOrder(seller.id(), RUB_CNY, OrderType.SELL, price, 10.0).join();
Thread.sleep(5);
}
} catch (InterruptedException e) {
Thread.currentThread().interrupt();
} finally {
latch.countDown();
}
}, executorService);
var buyerFuture = CompletableFuture.runAsync(() -> {
try {
for (var i = 0; i < numOrders; i++) {
var price = 2.0 - (i * 0.01);
exchange.placeOrder(buyer.id(), RUB_CNY, OrderType.BUY, price, 10.0).join();
Thread.sleep(5);
}
} catch (InterruptedException e) {
Thread.currentThread().interrupt();
} finally {
latch.countDown();
}
}, executorService);
latch.await(30, TimeUnit.SECONDS);
CompletableFuture.allOf(sellerFuture, buyerFuture).join();
var sellerOrders = exchange.getOrders(seller.id()).join();
var buyerOrders = exchange.getOrders(buyer.id()).join();
var remainingSellerOrders = sellerOrders.stream().filter(order -> !order.closed()).count();
var remainingBuyerOrders = buyerOrders.stream().filter(order -> !order.closed()).count();
assertTrue(remainingSellerOrders + remainingBuyerOrders < numOrders * 2,
"Some orders should have been matched");
}
@Test
void testBalanceConsistencyWithConcurrentTradesSamePrices() throws InterruptedException {
var numTraders = 100;
var numOrders = 1000;
var latch = new CountDownLatch(numTraders * 2);
var sellers = new ArrayList<Client>();
var buyers = new ArrayList<Client>();
var sellAmount = 100.0;
var buyAmount = 100.0;
for (var i = 0; i < numTraders; i++) {
var seller = exchange.createClient("Seller " + i).join();
var buyer = exchange.createClient("Buyer " + i).join();
sellers.add(seller);
buyers.add(buyer);
}
var futures = new ArrayList<CompletableFuture<Void>>();
for (var seller : sellers) {
var future = CompletableFuture.runAsync(() -> {
try {
for (var i = 0; i < numOrders; i++) {
exchange.placeOrder(seller.id(), RUB_CNY, OrderType.SELL, buyAmount, sellAmount).join();
}
} finally {
latch.countDown();
}
}, executorService);
futures.add(future);
}
for (var buyer : buyers) {
var future = CompletableFuture.runAsync(() -> {
try {
for (var i = 0; i < numOrders; i++) {
exchange.placeOrder(buyer.id(), RUB_CNY, OrderType.BUY, sellAmount, buyAmount).join();
}
} finally {
latch.countDown();
}
}, executorService);
futures.add(future);
}
latch.await(30, TimeUnit.SECONDS);
CompletableFuture.allOf(futures.toArray(new CompletableFuture[0])).join();
var totalRubMoney = 0.0;
var totalCnyMoney = 0.0;
for (var seller : sellers) {
var orders = exchange.getOrders(seller.id()).join();
totalCnyMoney += orders.stream().mapToDouble(order -> order.originalData().quantity() - order.lastData().quantity()).sum();
totalRubMoney += orders.stream().mapToDouble(order -> order.originalData().price() - order.lastData().price()).sum();
}
assertEquals(numOrders * numTraders * sellAmount, totalCnyMoney, 0.001);
assertEquals(numOrders * numTraders * buyAmount, totalRubMoney, 0.001);
for (var buyer : buyers) {
var orders = exchange.getOrders(buyer.id()).join();
totalCnyMoney -= orders.stream().mapToDouble(order -> order.originalData().quantity() - order.lastData().quantity()).sum();
totalRubMoney -= orders.stream().mapToDouble(order -> order.originalData().price() - order.lastData().price()).sum();
}
assertEquals(0.0, totalRubMoney, 0.001);
assertEquals(0.0, totalCnyMoney, 0.001);
}
@Test
void testBalanceConsistencyWithConcurrentTrades() throws InterruptedException {
var numTraders = 100;
var numOrders = 1000;
var latch = new CountDownLatch(numTraders * 3);
var sellers = new ArrayList<Client>();
var buyers = new ArrayList<Client>();
var sellAmount = 100.0;
var buyAmount = 50.0;
for (var i = 0; i < numTraders; i++) {
var seller = exchange.createClient("Seller " + i).join();
var buyer = exchange.createClient("Buyer " + i).join();
var buyer2 = exchange.createClient("Buyer " + i).join();
sellers.add(seller);
buyers.add(buyer);
buyers.add(buyer2);
}
var futures = new ArrayList<CompletableFuture<Void>>();
for (var seller : sellers) {
var future = CompletableFuture.runAsync(() -> {
try {
for (var i = 0; i < numOrders; i++) {
exchange.placeOrder(seller.id(), RUB_CNY, OrderType.SELL, buyAmount, sellAmount).join();
}
} finally {
latch.countDown();
}
}, executorService);
futures.add(future);
}
for (var buyer : buyers) {
var future = CompletableFuture.runAsync(() -> {
try {
for (var i = 0; i < numOrders; i++) {
exchange.placeOrder(buyer.id(), RUB_CNY, OrderType.BUY, sellAmount, buyAmount).join();
}
} finally {
latch.countDown();
}
}, executorService);
futures.add(future);
}
latch.await(30, TimeUnit.SECONDS);
CompletableFuture.allOf(futures.toArray(new CompletableFuture[0])).join();
var totalRubMoney = 0.0;
var totalCnyMoney = 0.0;
for (var seller : sellers) {
var orders = exchange.getOrders(seller.id()).join();
totalCnyMoney += orders.stream().mapToDouble(order -> order.originalData().quantity() - order.lastData().quantity()).sum();
totalRubMoney += orders.stream().mapToDouble(order -> order.originalData().price() - order.lastData().price()).sum();
}
assertEquals(numOrders * numTraders * sellAmount, totalCnyMoney, 0.001);
assertEquals(numOrders * numTraders * buyAmount, totalRubMoney, 0.001);
for (var buyer : buyers) {
var orders = exchange.getOrders(buyer.id()).join();
totalCnyMoney -= orders.stream().mapToDouble(order -> order.originalData().quantity() - order.lastData().quantity()).sum();
}
assertEquals(0.0, totalCnyMoney, 0.001);
}
@AfterEach
void tearDown() {
executorService.shutdown();
try {
if (!executorService.awaitTermination(5, TimeUnit.SECONDS)) {
executorService.shutdownNow();
}
} catch (InterruptedException e) {
executorService.shutdownNow();
Thread.currentThread().interrupt();
}
}
}

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import org.junit.jupiter.api.BeforeEach;
import org.junit.jupiter.api.Test;
import ru.lionarius.api.CurrencyExchange;
import ru.lionarius.api.currency.Currency;
import ru.lionarius.api.currency.CurrencyPair;
import ru.lionarius.api.order.OrderData;
import ru.lionarius.api.order.OrderType;
import ru.lionarius.api.order.message.OrderClosedMessage;
import ru.lionarius.api.order.message.OrderFilledMessage;
import ru.lionarius.api.order.message.OrderMessageType;
import ru.lionarius.impl.PlainCurrencyExchange;
import java.util.Arrays;
import java.util.Map;
import java.util.Set;
import java.util.UUID;
import java.util.concurrent.ExecutionException;
import static org.junit.jupiter.api.Assertions.*;
class CurrencyExchangeTest {
private CurrencyExchange exchange;
private Currency RUB;
private Currency CNY;
private CurrencyPair RUB_CNY;
@BeforeEach
void setUp() {
RUB = new Currency("RUB");
CNY = new Currency("CNY");
RUB_CNY = new CurrencyPair(RUB, CNY);
exchange = new PlainCurrencyExchange(
Set.of(RUB, CNY),
Set.of(RUB_CNY)
);
}
@Test
void testCreateClient() throws ExecutionException, InterruptedException {
var client = exchange.createClient("Trader").get();
assertNotNull(client);
}
@Test
void testCreateClientWithNullName() {
assertThrows(ExecutionException.class, () -> exchange.createClient(null).get());
}
@Test
void testGetBalancesNonexistentClient() {
var nonexistentId = UUID.randomUUID();
assertThrows(Exception.class, () -> exchange.getOrders(nonexistentId).get());
}
@Test
void testPlaceOrder() throws ExecutionException, InterruptedException {
var client = exchange.createClient("Trader").get();
exchange.placeOrder(client.id(), RUB_CNY, OrderType.SELL, 120, 100.0).get();
exchange.getOrders(client.id()).get().getFirst();
}
@Test
void testOrderPriceValidation() throws ExecutionException, InterruptedException {
var client = exchange.createClient("Trader").get();
assertThrows(ExecutionException.class, () ->
exchange.placeOrder(client.id(), RUB_CNY, OrderType.SELL, -1.0, 100.0).get()
);
}
@Test
void testOrderQuantityValidation() throws ExecutionException, InterruptedException {
var client = exchange.createClient("Trader").get();
assertThrows(ExecutionException.class, () ->
exchange.placeOrder(client.id(), RUB_CNY, OrderType.SELL, 120.0, -100.0).get()
);
}
@Test
void testMatchingOrders() throws ExecutionException, InterruptedException {
var buyer = exchange.createClient("Buyer").get();
var seller = exchange.createClient("Seller").get();
var sellOrderId = exchange.placeOrder(seller.id(), RUB_CNY, OrderType.SELL, 120.0, 100.0).get();
var buyOrderId = exchange.placeOrder(buyer.id(), RUB_CNY, OrderType.BUY, 120.0, 100.0).get();
var sellOrderMessages = exchange.getOrderMessages(seller.id(), sellOrderId).get();
var buyOrderMessages = exchange.getOrderMessages(buyer.id(), buyOrderId).get();
assertEquals(3, sellOrderMessages.size());
assertSame(sellOrderMessages.getLast().type(), OrderMessageType.CLOSED);
assertEquals(3, buyOrderMessages.size());
assertSame(buyOrderMessages.getLast().type(), OrderMessageType.CLOSED);
}
@Test
void testPartialOrderMatching() throws ExecutionException, InterruptedException {
var buyer = exchange.createClient("Buyer").get();
var seller = exchange.createClient("Seller").get();
var sellOrderId = exchange.placeOrder(seller.id(), RUB_CNY, OrderType.SELL, 120.0, 100.0).get();
var buyOrderId = exchange.placeOrder(buyer.id(), RUB_CNY, OrderType.BUY, 60.0, 50.0).get();
var buyOrderMessages = exchange.getOrderMessages(buyer.id(), buyOrderId).get();
var sellOrderMessages = exchange.getOrderMessages(seller.id(), sellOrderId).get();
assertEquals(2, sellOrderMessages.size());
assertSame(sellOrderMessages.getLast().type(), OrderMessageType.FILLED);
assertEquals(new OrderData(60.0, 50.0), ((OrderFilledMessage) sellOrderMessages.getLast()).newData());
assertEquals(3, buyOrderMessages.size());
assertSame(buyOrderMessages.getLast().type(), OrderMessageType.CLOSED);
}
@Test
void testPartialOrderMatchingMultiple() throws ExecutionException, InterruptedException {
var buyer1 = exchange.createClient("Buyer1").get();
var buyer2 = exchange.createClient("Buyer2").get();
var seller = exchange.createClient("Seller").get();
var sellOrderId = exchange.placeOrder(seller.id(), RUB_CNY, OrderType.SELL, 120.0, 100.0).get();
var buyOrderId1 = exchange.placeOrder(buyer1.id(), RUB_CNY, OrderType.BUY, 60.0, 50.0).get();
var buyOrderId2 = exchange.placeOrder(buyer2.id(), RUB_CNY, OrderType.BUY, 60.0, 50.0).get();
var sellOrderMessages = exchange.getOrderMessages(seller.id(), sellOrderId).get();
var buyOrder1Messages = exchange.getOrderMessages(buyer1.id(), buyOrderId1).get();
var buyOrder2Messages = exchange.getOrderMessages(buyer2.id(), buyOrderId2).get();
assertEquals(4, sellOrderMessages.size());
assertSame(sellOrderMessages.getLast().type(), OrderMessageType.CLOSED);
assertEquals(3, buyOrder1Messages.size());
assertSame(buyOrder1Messages.getLast().type(), OrderMessageType.CLOSED);
assertEquals(3, buyOrder2Messages.size());
assertSame(buyOrder2Messages.getLast().type(), OrderMessageType.CLOSED);
}
@Test
void testPricePriorityInOrderMatching() throws ExecutionException, InterruptedException {
var buyer = exchange.createClient("Buyer").get();
var seller1 = exchange.createClient("Seller1").get();
var seller2 = exchange.createClient("Seller2").get();
var sellOrderId1 = exchange.placeOrder(seller1.id(), RUB_CNY, OrderType.SELL, 75, 50.0).get();
var sellOrderId2 = exchange.placeOrder(seller2.id(), RUB_CNY, OrderType.SELL, 60, 50.0).get();
var buyOrderId = exchange.placeOrder(buyer.id(), RUB_CNY, OrderType.BUY, 75, 50.0).get();
var buyOrderMessages = exchange.getOrderMessages(buyer.id(), buyOrderId).get();
var sellOrder1Messages = exchange.getOrderMessages(seller1.id(), sellOrderId1).get();
var sellOrder2Messages = exchange.getOrderMessages(seller2.id(), sellOrderId2).get();
assertEquals(1, sellOrder1Messages.size());
assertSame(sellOrder1Messages.getLast().type(), OrderMessageType.CREATED);
assertEquals(3, sellOrder2Messages.size());
assertSame(sellOrder2Messages.getLast().type(), OrderMessageType.CLOSED);
assertEquals(3, buyOrderMessages.size());
assertSame(buyOrderMessages.getLast().type(), OrderMessageType.CLOSED);
}
@Test
void testPricePriorityWithMultipleOrders() throws ExecutionException, InterruptedException {
var buyer = exchange.createClient("Buyer").get();
var seller1 = exchange.createClient("Seller1").get();
var seller2 = exchange.createClient("Seller2").get();
var seller3 = exchange.createClient("Seller3").get();
var sellOrderId1 = exchange.placeOrder(seller1.id(), RUB_CNY, OrderType.SELL, 75.0, 50.0).get();
var sellOrderId2 = exchange.placeOrder(seller2.id(), RUB_CNY, OrderType.SELL, 65.0, 50.0).get();
var sellOrderId3 = exchange.placeOrder(seller3.id(), RUB_CNY, OrderType.SELL, 60.0, 50.0).get();
var buyOrderId = exchange.placeOrder(buyer.id(), RUB_CNY, OrderType.BUY, 150.0, 100.0).get();
var buyOrderMessages = exchange.getOrderMessages(buyer.id(), buyOrderId).get();
var sellOrder1Messages = exchange.getOrderMessages(seller1.id(), sellOrderId1).get();
var sellOrder2Messages = exchange.getOrderMessages(seller2.id(), sellOrderId2).get();
var sellOrder3Messages = exchange.getOrderMessages(seller3.id(), sellOrderId3).get();
assertEquals(1, sellOrder1Messages.size());
assertSame(sellOrder1Messages.getLast().type(), OrderMessageType.CREATED);
assertEquals(3, sellOrder2Messages.size());
assertSame(sellOrder2Messages.getLast().type(), OrderMessageType.CLOSED);
assertEquals(3, sellOrder3Messages.size());
assertSame(sellOrder3Messages.getLast().type(), OrderMessageType.CLOSED);
assertEquals(4, buyOrderMessages.size());
assertSame(buyOrderMessages.getLast().type(), OrderMessageType.CLOSED);
}
@Test
void testPriceOrderNotMatching() throws ExecutionException, InterruptedException {
var buyer1 = exchange.createClient("Buyer1").get();
var buyer2 = exchange.createClient("Buyer2").get();
var seller = exchange.createClient("Seller").get();
var buyOrderId1 = exchange.placeOrder(buyer1.id(), RUB_CNY, OrderType.BUY, 80.0, 50.0).get();
var buyOrderId2 = exchange.placeOrder(buyer2.id(), RUB_CNY, OrderType.BUY, 75.0, 50.0).get();
var sellOrderId = exchange.placeOrder(seller.id(), RUB_CNY, OrderType.SELL, 85, 50.0).get();
var buyOrderMessages = exchange.getOrderMessages(buyer1.id(), buyOrderId1).get();
var buyOrderMessages2 = exchange.getOrderMessages(buyer2.id(), buyOrderId2).get();
var sellOrderMessages = exchange.getOrderMessages(seller.id(), sellOrderId).get();
assertEquals(1, sellOrderMessages.size());
assertEquals(1, buyOrderMessages.size());
assertEquals(1, buyOrderMessages2.size());
}
@Test
public void testCancelBuyOrder() throws ExecutionException, InterruptedException {
var client = exchange.createClient("Trader").get();
var orderId = exchange.placeOrder(client.id(), RUB_CNY, OrderType.BUY, 100.0, 200.0).get();
exchange.cancelOrder(client.id(), orderId).get();
var orderMessages = exchange.getOrderMessages(client.id(), orderId).get();
assertEquals(2, orderMessages.size());
assertSame(orderMessages.getLast().type(), OrderMessageType.CLOSED);
assertSame(((OrderClosedMessage) orderMessages.getLast()).reason(), OrderClosedMessage.Reason.CANCELLED);
}
}