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buy and sell market orders supported
1 parent 2f38463 commit 42a10ca

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-76
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2 files changed

+168
-76
lines changed

‎Mysql.session.sql

Lines changed: 2 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -14,3 +14,5 @@ CREATE TABLE trades(
1414

1515
ALTER TABLE marketOrders
1616
ALTER direction CHECK (direction = "buy" OR "sell") ;
17+
18+

‎routes/orders.js

Lines changed: 166 additions & 76 deletions
Original file line numberDiff line numberDiff line change
@@ -37,7 +37,7 @@ if(symbol !== "BTC/USD"){
3737
const insertTrade = await db.query(queryString,[symbol,type,price,size,time])
3838
const insertTradeArr = insertTrade[0]
3939
if(insertTradeArr.affectedRows !== 0){
40-
res.sendStatus(201)
40+
res.status(201).json({message : "Limit Order Posted Successfully",code : 201})
4141
}
4242
}else if(direction === "sell" && type === "limit"){
4343

@@ -47,11 +47,11 @@ if(symbol !== "BTC/USD"){
4747
const insertTrade = await db.query(queryString,[symbol,type,price,size,time])
4848
const insertTradeArr = insertTrade[0]
4949
if(insertTradeArr.affectedRows !== 0){
50-
res.sendStatus(201)
50+
res.status(201).json({message : "Limit Order Posted Successfully",code : 201})
5151
}
5252
}else if(type === "market"){
5353

54-
//inserting market order buy into the database
54+
//inserting market order into the database
5555

5656

5757
const queryString = "insert into marketOrders(symbol,direction,type,size,time) values(?,?,?,?,?)"
@@ -72,7 +72,7 @@ if(symbol !== "BTC/USD"){
7272
let index = 1;
7373
let askPriceSum = updateAsksArr[0].price;
7474
const time = Date.now()
75-
// const avgPrice = askPriceSum / index
75+
7676

7777
for(let i = 1; i < updateAsksArr.length ; i++){
7878

@@ -99,112 +99,203 @@ if(symbol !== "BTC/USD"){
9999
const queryStringTrades = "insert into trades(symbol,direction,price,size,time) values(?,?,?,?,?);"
100100

101101
const deleteRows = await db.query('DELETE FROM askLimitOrders ORDER BY price ASC,time ASC LIMIT ?;',index);
102-
const tradesInsert = await db.query(queryStringTrades,[symbol,direction,avgPrice,limitSize,time]);
103-
104-
}else{
105-
106-
const rows = index - 1
107-
console.log(rows);
108-
const deleteRows = await db.query('DELETE FROM askLimitOrders ORDER BY price ASC,time ASC LIMIT ?;',rows);
109-
110102
if(deleteRows[0].affectedRows !== 0){
111-
const queryStringTrades = "insert into trades(symbol,direction,price,size,time) values(?,?,?,?,?);"
112103

104+
const tradesInsert = await db.query(queryStringTrades,[symbol,direction,avgPrice,limitSize,time]);
105+
106+
//Deleting market order from the database after the trade execution
107+
108+
const deleteRows = await db.query('DELETE FROM marketOrders ORDER BY time ASC LIMIT ?;',1);
109+
res.status(200).json({message : "Market Order Partially Filled Successfully", code : 200})
110+
111+
}
112+
113+
}else if(limitSize > marketBuyArr[0].size){
114+
if(index === 1){
115+
const queryStringTrades = "insert into trades(symbol,direction,price,size,time) values(?,?,?,?,?);"
116+
113117
const updateRow = await db.query('UPDATE askLimitOrders SET size = ? ORDER BY price ASC,time ASC LIMIT ?',[sub,1]);
114-
const tradesInsert = await db.query(queryStringTrades,[symbol,direction,avgPrice,size,time]);
115118

116-
console.log(deleteRows[0])
119+
120+
if(updateRow[0].changedRows !== 0){
121+
const tradesInsert = await db.query(queryStringTrades,[symbol,direction,avgPrice,limitSize,time]);
122+
123+
//Deleting market order from the database after the trade execution
124+
125+
const deleteRows = await db.query('DELETE FROM marketOrders ORDER BY time ASC LIMIT ?;',1);
126+
res.status(200).json({message : "Market Order Filled Successfully", code : 200})
127+
128+
}
129+
}else{
130+
const rows = index - 1
131+
132+
const deleteRows = await db.query('DELETE FROM askLimitOrders ORDER BY price ASC,time ASC LIMIT ?;',rows);
133+
134+
if(deleteRows[0].affectedRows !== 0){
135+
const queryStringTrades = "insert into trades(symbol,direction,price,size,time) values(?,?,?,?,?);"
136+
137+
const updateRow = await db.query('UPDATE askLimitOrders SET size = ? ORDER BY price ASC,time ASC LIMIT ?',[sub,1]);
138+
const tradesInsert = await db.query(queryStringTrades,[symbol,direction,avgPrice,size,time]);
139+
140+
141+
142+
if(updateRow[0].changedRows !== 0){
143+
//Deleting market order from the database after the trade execution
144+
145+
const deleteRows = await db.query('DELETE FROM marketOrders ORDER BY time ASC LIMIT ?;',1);
146+
res.status(200).json({message : "Market Order Filled Successfully", code : 200})
147+
148+
}
149+
150+
}
151+
117152

118153
}
119154

120-
console.log(index);
121155
}
156+
157+
158+
122159

123160
}else if(sub === 0){
124161
const deleteRows = await db.query('DELETE FROM askLimitOrders ORDER BY price ASC,time ASC LIMIT ?;',index);
125162

126-
127163
const queryStringTrades = "insert into trades(symbol,direction,price,size,time) values(?,?,?,?,?);"
128-
const tradesInsert = await db.query(queryStringTrades,[symbol,direction,avgPrice,size,time])
129-
console.log(deleteRows[0]);
164+
165+
166+
if(deleteRows[0].affectedRows !== 0){
167+
const tradesInsert = await db.query(queryStringTrades,[symbol,direction,avgPrice,size,time])
168+
169+
//Deleting market order from the database after the trade execution
170+
171+
const deleteRows = await db.query('DELETE FROM marketOrders ORDER BY time ASC LIMIT ?;',1);
172+
res.status(200).json({message : "Market Order Filled Successfully", code : 200})
130173

174+
}
131175
}
132-
// if (limitSize > marketBuyArr[0].size){
133-
// const queryStringTrades = "insert into trades(symbol,direction,price,size,time) values(?,?,?,?,?);"
176+
177+
}else if(direction === "sell"){
178+
const marketSell = await db.query('SELECT * FROM marketOrders WHERE direction = ? ORDER BY time ASC;',"sell")
179+
const updateBids = await db.query('select size,price from bidLimitOrders ORDER BY price DESC,time ASC;')
180+
const marketSellArr = marketSell[0];
181+
const updateBidsArr = updateBids[0];
134182

135-
// const updateRow = await db.query('UPDATE askLimitOrders SET size = ? ORDER BY price ASC,time ASC LIMIT ?',[sub,1]);
136-
// const tradesInsert = await db.query(queryStringTrades,[symbol,direction,avgPrice,size,time]);
137-
138-
// console.log(updateRow[0]);
183+
let limitSize = updateBidsArr[0].size;
184+
let index = 1;
185+
let bidPriceSum = updateBidsArr[0].price;
186+
const time = Date.now()
187+
188+
189+
for(let i = 1; i < updateBidsArr.length ; i++){
190+
191+
if(marketSellArr[0].size > limitSize){
192+
limitSize += updateBidsArr[i].size
193+
index += 1
194+
bidPriceSum += updateBidsArr[i].price
195+
196+
197+
}else{
198+
199+
break;
139200

140-
// }else if(sub === 0){
201+
}
202+
}
203+
204+
const sub = limitSize - marketSellArr[0].size;
205+
const avgPrice = bidPriceSum / index
206+
207+
if(sub !== 0){
208+
209+
if(marketSellArr[0].size > limitSize){
210+
const queryStringTrades = "insert into trades(symbol,direction,price,size,time) values(?,?,?,?,?);"
211+
212+
const deleteRows = await db.query('DELETE FROM bidLimitOrders ORDER BY price DESC,time ASC LIMIT ?;',index);
213+
if(deleteRows[0].affectedRows !== 0){
214+
215+
const tradesInsert = await db.query(queryStringTrades,[symbol,direction,avgPrice,limitSize,time]);
141216

142-
// const deleteRows = await db.query('DELETE FROM askLimitOrders ORDER BY price ASC,time ASC LIMIT ?;',index);
217+
//Deleting market order from the database after the trade execution
143218

219+
const deleteRows = await db.query('DELETE FROM marketOrders ORDER BY time ASC LIMIT ?;',1);
220+
res.status(200).json({message : "Market Order Partially Filled Successfully", code : 200})
144221

145-
// const queryStringTrades = "insert into trades(symbol,direction,price,size,time) values(?,?,?,?,?);"
146-
// const tradesInsert = await db.query(queryStringTrades,[symbol,direction,avgPrice,size,time])
147-
222+
}
148223

149-
// }else if(sub !== 0){
150-
// const rows = index - 1
151-
// console.log(rows);
152-
// const deleteRows = await db.query('DELETE FROM askLimitOrders ORDER BY price ASC,time ASC LIMIT ?;',rows);
224+
}else if(limitSize > marketSellArr[0].size){
225+
if(index === 1){
226+
const queryStringTrades = "insert into trades(symbol,direction,price,size,time) values(?,?,?,?,?);"
227+
228+
const updateRow = await db.query('UPDATE bidLimitOrders SET size = ? ORDER BY price DESC,time ASC LIMIT ?',[sub,1]);
229+
153230

154-
// if(deleteRows[0].affectedRows !== 0){
155-
// const queryStringTrades = "insert into trades(symbol,direction,price,size,time) values(?,?,?,?,?);"
231+
if(updateRow[0].changedRows !== 0){
232+
const tradesInsert = await db.query(queryStringTrades,[symbol,direction,avgPrice,limitSize,time]);
233+
234+
//Deleting market order from the database after the trade execution
235+
236+
const deleteRows = await db.query('DELETE FROM marketOrders ORDER BY time ASC LIMIT ?;',1);
237+
res.status(200).json({message : "Market Order Filled Successfully", code : 200})
238+
239+
}
240+
}else{
241+
const rows = index - 1
242+
243+
const deleteRows = await db.query('DELETE FROM bidLimitOrders ORDER BY price DESC,time ASC LIMIT ?;',rows);
244+
245+
if(deleteRows[0].affectedRows !== 0){
246+
const queryStringTrades = "insert into trades(symbol,direction,price,size,time) values(?,?,?,?,?);"
247+
248+
const updateRow = await db.query('UPDATE bidLimitOrders SET size = ? ORDER BY price DESC,time ASC LIMIT ?',[sub,1]);
249+
const tradesInsert = await db.query(queryStringTrades,[symbol,direction,avgPrice,size,time]);
156250

157-
// const updateRow = await db.query('UPDATE askLimitOrders SET size = ? ORDER BY price ASC,time ASC LIMIT ?',[sub,1]);
158-
// const tradesInsert = await db.query(queryStringTrades,[symbol,direction,avgPrice,size,time]);
159251

160-
// console.log(deleteRows[0])
252+
253+
if(updateRow[0].changedRows !== 0){
254+
//Deleting market order from the database after the trade execution
255+
256+
const deleteRows = await db.query('DELETE FROM marketOrders ORDER BY time ASC LIMIT ?;',1);
257+
res.status(200).json({message : "Market Order Filled Successfully", code : 200})
258+
259+
}
161260

162-
// }
261+
}
163262

164-
// console.log(index);
165-
166-
// }
167-
263+
264+
}
265+
266+
}
267+
268+
269+
270+
271+
}else if(sub === 0){
272+
const deleteRows = await db.query('DELETE FROM bidLimitOrders ORDER BY price DESC,time ASC LIMIT ?;',index);
168273

274+
const queryStringTrades = "insert into trades(symbol,direction,price,size,time) values(?,?,?,?,?);"
275+
276+
277+
if(deleteRows[0].affectedRows !== 0){
278+
const tradesInsert = await db.query(queryStringTrades,[symbol,direction,avgPrice,size,time])
279+
280+
//Deleting market order from the database after the trade execution
281+
282+
const deleteRows = await db.query('DELETE FROM marketOrders ORDER BY time ASC LIMIT ?;',1);
283+
res.status(200).json({message : "Market Order Filled Successfully", code : 200})
284+
285+
}
169286
}
170287

171-
//sending response to the client
288+
172289

173-
if(insertTradeMarketArr.affectedRows !== 0){
174-
res.sendStatus(201)
290+
291+
175292
}
176-
}
177293

178294

179-
});
295+
}
180296

181-
// const size = [10,5,10,100]
182-
// const marketSize = [20,1,3,100]
183-
// let limitSize = size[0];
184-
// let index = 0
185-
// let row;
186-
// for(let i = 1; i < 3 ; i++){
187-
188-
// if(marketSize[0] > limitSize){
189-
// limitSize += size[i]
190-
// index += i
191-
192-
// }else{
193-
// console.log('breaked');
194-
// break;
195-
196-
// }
197-
198-
199-
// }
200297

201-
// const sub = limitSize - marketSize[0]
202-
// if(sub === 0){
203-
// console.log(`delelte db rows ${index}`);
204-
// }else if(sub !== 0){
205-
// row = index - 1
206-
// console.log(`delete rows ${row} & update row ${0} with value ${sub}`)
207-
// }
298+
});
208299

209300

210301
export default router;
@@ -213,4 +304,3 @@ export default router;
213304

214305

215306

216-

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