Piyasa Verisi — Ekranda Görünen Satış Neden Gerçekte Yoktu?

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package com.bank.marketdata;
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public sealed interface FeedMessage permits FeedMessage.Add, FeedMessage.Delete, FeedMessage.Executed {
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    long seq();
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    record Add(long seq, String orderId, long priceKurus, long qty) implements FeedMessage {}
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    record Delete(long seq, String orderId) implements FeedMessage {}
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    record Executed(long seq, String orderId, long qty) implements FeedMessage {}
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}

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package com.bank.marketdata;
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public interface RetransmitClient {
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    /** Asks the exchange's retransmission service for [from, to]. Answers arrive on the feed. */
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    void request(long from, long to);
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}

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package com.bank.marketdata;
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import java.util.HashMap;
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import java.util.Map;
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import java.util.TreeMap;
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public final class BookBuilder {
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    private final RetransmitClient retransmit;
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    private final Map<String, FeedMessage.Add> orders = new HashMap<>();
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    private final Map<String, Long> remaining = new HashMap<>();
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    private final TreeMap<Long, FeedMessage> buffered = new TreeMap<>();
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    private long expected = 1;
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    private boolean stale;
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    public BookBuilder(RetransmitClient retransmit) {
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        this.retransmit = retransmit;
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    }
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    public void on(FeedMessage message) {
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        long seq = message.seq();
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        if (seq < expected) {
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            return; // already applied: a retransmitted copy
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        }
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        if (seq > expected) {
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            if (!stale) {
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                stale = true; // do not trade on this book
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                retransmit.request(expected, seq - 1);
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            }
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            buffered.put(seq, message);
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            return;
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        }
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        apply(message);
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        while (!buffered.isEmpty() && buffered.firstKey() == expected) {
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            apply(buffered.pollFirstEntry().getValue());
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        }
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        stale = !buffered.isEmpty();
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    }
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    private void apply(FeedMessage message) {
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        switch (message) {
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            case FeedMessage.Add add -> {
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                orders.put(add.orderId(), add);
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                remaining.put(add.orderId(), add.qty());
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            }
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            case FeedMessage.Delete delete -> {
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                orders.remove(delete.orderId());
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                remaining.remove(delete.orderId());
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            }
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            case FeedMessage.Executed executed -> {
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                long left = remaining.merge(executed.orderId(), -executed.qty(), Long::sum);
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                if (left <= 0) {
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                    orders.remove(executed.orderId());
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                    remaining.remove(executed.orderId());
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                }
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            }
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        }
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        expected = message.seq() + 1;
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    }
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    public boolean isStale() {
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        return stale;
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    }
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}