Emir Defteri — 900 Lotluk Alış Neden Ekrandaki Fiyattan Pahalıya Geldi?

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package com.bank.trading.book;
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/** priceKurus is null for a market order. */
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public record Order(String id, Side side, Long priceKurus, long quantity, long sequence) {
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    public enum Side { BUY, SELL }
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    public boolean isMarket() {
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        return priceKurus == null;
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    }
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}

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package com.bank.trading.book;
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public record Fill(String takerId, String makerId, long priceKurus, long quantity) {}

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package com.bank.trading.book;
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import java.util.ArrayDeque;
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import java.util.ArrayList;
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import java.util.Comparator;
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import java.util.Deque;
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import java.util.List;
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import java.util.Map;
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import java.util.TreeMap;
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public final class OrderBook {
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    private static final class Resting {
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        final Order order;
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        long remaining;
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        Resting(Order order, long remaining) {
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            this.order = order;
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            this.remaining = remaining;
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        }
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    }
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    /** Cheapest ask first. */
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    private final TreeMap<Long, Deque<Resting>> asks = new TreeMap<>();
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    /** Highest bid first. */
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    private final TreeMap<Long, Deque<Resting>> bids = new TreeMap<>(Comparator.reverseOrder());
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    public List<Fill> submit(Order taker) {
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        TreeMap<Long, Deque<Resting>> opposite = taker.side() == Order.Side.BUY ? asks : bids;
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        List<Fill> fills = new ArrayList<>();
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        long left = taker.quantity();
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        while (left > 0 && !opposite.isEmpty()) {
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            Map.Entry<Long, Deque<Resting>> best = opposite.firstEntry();
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            if (!crosses(taker, best.getKey())) {
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                break; // the limit price stops the walk
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            }
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            Deque<Resting> level = best.getValue();
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            Resting maker = level.peekFirst(); // earliest at this price
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            long qty = Math.min(left, maker.remaining);
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            fills.add(new Fill(taker.id(), maker.order.id(), best.getKey(), qty));
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            left -= qty;
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            maker.remaining -= qty;
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            if (maker.remaining == 0) {
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                level.pollFirst();
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                if (level.isEmpty()) {
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                    opposite.pollFirstEntry();
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                }
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            }
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        }
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        if (left > 0 && !taker.isMarket()) {
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            TreeMap<Long, Deque<Resting>> own = taker.side() == Order.Side.BUY ? bids : asks;
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            own.computeIfAbsent(taker.priceKurus(), p -> new ArrayDeque<>()).addLast(new Resting(taker, left));
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        }
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        // A market order's unfilled rest is not booked: it has no price to wait at.
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        return fills;
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    }
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    private static boolean crosses(Order taker, long makerPrice) {
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        if (taker.isMarket()) {
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            return true;
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        }
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        return taker.side() == Order.Side.BUY ? makerPrice <= taker.priceKurus() : makerPrice >= taker.priceKurus();
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    }
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}