gcx/backend/services/trading-service/internal/matching/engine.go

package matching

import (
	"fmt"
	"sync"
	"time"

	"github.com/genex/trading-service/internal/domain/entity"
	"github.com/genex/trading-service/internal/orderbook"
)

type MatchResult struct {
	Trades       []*entity.Trade
	UpdatedOrder *entity.Order
}

type Engine struct {
	orderbooks map[string]*orderbook.OrderBook
	mu         sync.RWMutex
	tradeSeq   int64
}

func NewEngine() *Engine {
	return &Engine{
		orderbooks: make(map[string]*orderbook.OrderBook),
	}
}

func (e *Engine) getOrCreateOrderBook(couponID string) *orderbook.OrderBook {
	e.mu.Lock()
	defer e.mu.Unlock()
	ob, exists := e.orderbooks[couponID]
	if !exists {
		ob = orderbook.NewOrderBook(couponID)
		e.orderbooks[couponID] = ob
	}
	return ob
}

func (e *Engine) PlaceOrder(order *entity.Order) *MatchResult {
	ob := e.getOrCreateOrderBook(order.CouponID)
	result := &MatchResult{UpdatedOrder: order}

	if order.Type == entity.Market {
		e.matchMarketOrder(ob, order, result)
	} else {
		e.matchLimitOrder(ob, order, result)
	}

	// If order still has remaining quantity, add to book
	if order.RemainingQty > 0 && order.Status != entity.OrderCancelled {
		if order.Type == entity.Limit {
			ob.AddOrder(order)
			if order.FilledQty > 0 {
				order.Status = entity.OrderPartial
			}
		}
	}

	return result
}

func (e *Engine) CancelOrder(couponID, orderID string, side entity.OrderSide) bool {
	ob := e.getOrCreateOrderBook(couponID)
	return ob.RemoveOrder(orderID, side)
}

func (e *Engine) GetOrderBookSnapshot(couponID string, depth int) (bids []orderbook.PriceLevel, asks []orderbook.PriceLevel) {
	ob := e.getOrCreateOrderBook(couponID)
	return ob.Snapshot(depth)
}

func (e *Engine) matchLimitOrder(ob *orderbook.OrderBook, order *entity.Order, result *MatchResult) {
	if order.Side == entity.Buy {
		e.matchBuyOrder(ob, order, result)
	} else {
		e.matchSellOrder(ob, order, result)
	}
}

func (e *Engine) matchMarketOrder(ob *orderbook.OrderBook, order *entity.Order, result *MatchResult) {
	if order.Side == entity.Buy {
		e.matchBuyOrder(ob, order, result)
	} else {
		e.matchSellOrder(ob, order, result)
	}
}

func (e *Engine) matchBuyOrder(ob *orderbook.OrderBook, buyOrder *entity.Order, result *MatchResult) {
	for len(ob.Asks) > 0 && buyOrder.RemainingQty > 0 {
		bestAsk := &ob.Asks[0]
		if buyOrder.Type == entity.Limit && bestAsk.Price > buyOrder.Price {
			break
		}

		for len(bestAsk.Orders) > 0 && buyOrder.RemainingQty > 0 {
			sellOrder := bestAsk.Orders[0]
			matchQty := min(buyOrder.RemainingQty, sellOrder.RemainingQty)
			matchPrice := sellOrder.Price

			trade := e.createTrade(buyOrder, sellOrder, matchPrice, matchQty)
			result.Trades = append(result.Trades, trade)

			buyOrder.FilledQty += matchQty
			buyOrder.RemainingQty -= matchQty
			sellOrder.FilledQty += matchQty
			sellOrder.RemainingQty -= matchQty

			if sellOrder.RemainingQty == 0 {
				sellOrder.Status = entity.OrderFilled
				bestAsk.Orders = bestAsk.Orders[1:]
			} else {
				sellOrder.Status = entity.OrderPartial
			}
		}

		if len(bestAsk.Orders) == 0 {
			ob.Asks = ob.Asks[1:]
		}
	}

	if buyOrder.RemainingQty == 0 {
		buyOrder.Status = entity.OrderFilled
	}
}

func (e *Engine) matchSellOrder(ob *orderbook.OrderBook, sellOrder *entity.Order, result *MatchResult) {
	for len(ob.Bids) > 0 && sellOrder.RemainingQty > 0 {
		bestBid := &ob.Bids[0]
		if sellOrder.Type == entity.Limit && bestBid.Price < sellOrder.Price {
			break
		}

		for len(bestBid.Orders) > 0 && sellOrder.RemainingQty > 0 {
			buyOrder := bestBid.Orders[0]
			matchQty := min(sellOrder.RemainingQty, buyOrder.RemainingQty)
			matchPrice := buyOrder.Price

			trade := e.createTrade(buyOrder, sellOrder, matchPrice, matchQty)
			result.Trades = append(result.Trades, trade)

			sellOrder.FilledQty += matchQty
			sellOrder.RemainingQty -= matchQty
			buyOrder.FilledQty += matchQty
			buyOrder.RemainingQty -= matchQty

			if buyOrder.RemainingQty == 0 {
				buyOrder.Status = entity.OrderFilled
				bestBid.Orders = bestBid.Orders[1:]
			} else {
				buyOrder.Status = entity.OrderPartial
			}
		}

		if len(bestBid.Orders) == 0 {
			ob.Bids = ob.Bids[1:]
		}
	}

	if sellOrder.RemainingQty == 0 {
		sellOrder.Status = entity.OrderFilled
	}
}

func (e *Engine) createTrade(buyOrder, sellOrder *entity.Order, price float64, qty int) *entity.Trade {
	e.tradeSeq++
	takerFee := price * float64(qty) * 0.005 // 0.5% taker fee
	makerFee := price * float64(qty) * 0.001 // 0.1% maker fee

	return &entity.Trade{
		ID:          fmt.Sprintf("trade-%d", e.tradeSeq),
		CouponID:    buyOrder.CouponID,
		BuyOrderID:  buyOrder.ID,
		SellOrderID: sellOrder.ID,
		BuyerID:     buyOrder.UserID,
		SellerID:    sellOrder.UserID,
		Price:       price,
		Quantity:    qty,
		BuyerFee:    takerFee,
		SellerFee:   makerFee,
		CreatedAt:   time.Now(),
	}
}

// GetAllOrderBooks returns a snapshot of all active orderbooks for admin use.
func (e *Engine) GetAllOrderBooks() map[string]*orderbook.OrderBook {
	e.mu.RLock()
	defer e.mu.RUnlock()
	result := make(map[string]*orderbook.OrderBook, len(e.orderbooks))
	for k, v := range e.orderbooks {
		result[k] = v
	}
	return result
}

// GetTradeCount returns the total number of trades executed.
func (e *Engine) GetTradeCount() int64 {
	e.mu.RLock()
	defer e.mu.RUnlock()
	return e.tradeSeq
}

func min(a, b int) int {
	if a < b {
		return a
	}
	return b
}