Updated project structure

order_matching_engine/order_client.py

@@ -0,0 +1,28 @@
+import asyncio
+import websockets
+import json
+import random
+
+async def send_order():
+    websocket_url = "ws://localhost:8000"
+    async with websockets.connect(websocket_url) as ws:
+        while True:
+            # Create an order
+            order = {
+                "type": "order",
+                "price": random.randrange(200, 210),
+                "quantity": random.randint(1, 100),
+                "is_buy": random.choice([True, False])
+            }
+
+            # Send the order to the server
+            await ws.send(json.dumps(order))
+
+            # Wait for the response from the server
+            response = await ws.recv()
+            print(f"Server response: {response}")
+
+            # Wait for some time before sending the next order
+            await asyncio.sleep(1)
+
+asyncio.get_event_loop().run_until_complete(send_order())

order_matching_engine/order_server.py

@@ -0,0 +1,100 @@
+import asyncio
+import websockets
+import json
+from datetime import datetime
+
+class Order:
+    def __init__(self, price, quantity, is_buy):
+        self.price = price
+        self.quantity = quantity
+        self.is_buy = is_buy
+        self.order_time = datetime.now()
+
+class OrderBook:
+    def __init__(self):
+        self.orders = []
+        self.last_price = None
+
+    def process_order(self, order):
+
+        print(f"New order received: Price={order.price}, Quantity={order.quantity}, Buy={order.is_buy}, Time={order.order_time}")
+
+        if order.is_buy:
+            self.process_buy_order(order)
+        else:
+            self.process_sell_order(order)
+
+        self.last_price = order.price
+
+        self.orders.append(order)
+
+    def process_buy_order(self, buy_order):
+        for i, sell_order in enumerate(self.orders):
+            if sell_order.is_buy:
+                continue
+
+            if buy_order.price >= sell_order.price:
+                matched_quantity = min(buy_order.quantity, sell_order.quantity)
+
+                # Execute the matched orders
+                self.execute_order(buy_order, matched_quantity)
+                self.execute_order(sell_order, matched_quantity)
+
+                if sell_order.quantity == 0:
+                    # Remove the sell order from the order book
+                    del self.orders[i]
+
+                if buy_order.quantity == 0:
+                    # No remaining quantity in the buy order
+                    break
+
+    def process_sell_order(self, sell_order):
+        for i, buy_order in enumerate(self.orders):
+            if not buy_order.is_buy:
+                continue
+
+            if sell_order.price <= buy_order.price:
+                matched_quantity = min(sell_order.quantity, buy_order.quantity)
+
+                # Execute the matched orders
+                self.execute_order(sell_order, matched_quantity)
+                self.execute_order(buy_order, matched_quantity)
+
+                if buy_order.quantity == 0:
+                    # Remove the buy order from the order book
+                    del self.orders[i]
+
+                if sell_order.quantity == 0:
+                    # No remaining quantity in the sell order
+                    break
+
+    def execute_order(self, order, quantity):
+        order.quantity -= quantity
+
+        print(f"Order executed: Price={order.price}, Quantity={quantity}, Time={datetime.now()} Last traded price: {self.last_price}")
+
+        if order.quantity > 0:
+            # The order still has remaining quantity, update the order book
+            self.orders.append(order)
+
+async def handle_order(websocket, path):
+    async for message in websocket:
+        order_data = json.loads(message)
+
+        if order_data["type"] == "order":
+            order = Order(order_data["price"], order_data["quantity"], order_data["is_buy"])
+            order_book.process_order(order)
+
+            # Send response to the client
+            response = {"status": "Order processed successfully"}
+            await websocket.send(json.dumps(response))
+        else:
+            # Invalid message format
+            response = {"status": "Invalid message format"}
+            await websocket.send(json.dumps(response))
+
+order_book = OrderBook()
+start_server = websockets.serve(handle_order, "localhost", 8000)
+
+asyncio.get_event_loop().run_until_complete(start_server)
+asyncio.get_event_loop().run_forever()