/**
* ROLE: EXECUTABLE
* CONNECTED VIA: JavaScript memory management simulation
* PURPOSE: High-performance trading engine with order matching and portfolio management
* FAILURE MODES: Negative prices throw error, zero quantities throw error, no orders throws calculation error
*
* Authority: 05-cpp-memory.md
*/
// Plan 05: High-Performance Trading Engine (C++ patterns in JavaScript)
class OrderBook {
constructor(symbol) {
this.symbol = symbol;
this.bidOrders = [];
this.askOrders = [];
this.tradeHistory = [];
this.lastUpdate = new Date();
}
addBidOrder(price, quantity, orderid) {
if (price <= 0 || quantity <= 0) {
throw new Error('Price and quantity must be positive');
}
this.bidOrders.push({
orderid,
price,
quantity,
timestamp: new Date()
});
this.bidOrders.sort((a, b) => b.price - a.price);
this.lastUpdate = new Date();
}
addAskOrder(price, quantity, orderid) {
if (price <= 0 || quantity <= 0) {
throw new Error('Price and quantity must be positive');
}
this.askOrders.push({
orderid,
price,
quantity,
timestamp: new Date()
});
this.askOrders.sort((a, b) => a.price - b.price);
this.lastUpdate = new Date();
}
matchOrders() {
const trades = [];
while (this.bidOrders.length > 0 && this.askOrders.length > 0) {
const bestBid = this.bidOrders[0];
const bestAsk = this.askOrders[0];
if (bestBid.price < bestAsk.price) {
break;
}
const tradeQty = Math.min(bestBid.quantity, bestAsk.quantity);
const tradePrice = bestAsk.price;
trades.push({
bidOrderId: bestBid.orderid,
askOrderId: bestAsk.orderid,
price: tradePrice,
quantity: tradeQty,
timestamp: new Date(),
value: tradePrice * tradeQty
});
bestBid.quantity -= tradeQty;
bestAsk.quantity -= tradeQty;
if (bestBid.quantity === 0) {
this.bidOrders.shift();
}
if (bestAsk.quantity === 0) {
this.askOrders.shift();
}
this.tradeHistory.push(trades[trades.length - 1]);
}
return trades;
}
getSpread() {
if (this.bidOrders.length === 0 || this.askOrders.length === 0) {
throw new Error('No orders to calculate spread');
}
return this.askOrders[0].price - this.bidOrders[0].price;
}
getMidPrice() {
if (this.bidOrders.length === 0 || this.askOrders.length === 0) {
throw new Error('No orders for price calculation');
}
return (this.bidOrders[0].price + this.askOrders[0].price) / 2;
}
}
class Portfolio {
constructor(portfolioId) {
this.portfolioId = portfolioId;
this.positions = new Map();
this.cash = 1000000;
this.trades = [];
}
addPosition(symbol, quantity, entryPrice) {
if (quantity <= 0 || entryPrice <= 0) {
throw new Error('Invalid position parameters');
}
if (this.positions.has(symbol)) {
const existing = this.positions.get(symbol);
existing.quantity += quantity;
existing.totalCost += quantity * entryPrice;
} else {
this.positions.set(symbol, {
symbol,
quantity,
totalCost: quantity * entryPrice,
avgPrice: entryPrice
});
}
this.cash -= quantity * entryPrice;
}
getExposure() {
let exposure = 0;
for (const position of this.positions.values()) {
exposure += position.quantity * position.avgPrice;
}
return exposure;
}
getPosition(symbol) {
return this.positions.get(symbol);
}
}
const orderBook = new OrderBook('AAPL');
orderBook.addBidOrder(150.25, 1000, 'BID001');
orderBook.addBidOrder(150.20, 2000, 'BID002');
orderBook.addAskOrder(150.30, 1500, 'ASK001');
orderBook.addAskOrder(150.35, 2000, 'ASK002');
const trades = orderBook.matchOrders();
const portfolio = new Portfolio('PORT001');
portfolio.addPosition('AAPL', 100, 150.25);
portfolio.addPosition('MSFT', 200, 380.50);
module.exports = { OrderBook, Portfolio, orderBook, portfolio };
