Sunday, April 9, 2017

DIY Game Financial System Part 2: Trade Algorithm


This is part of my series on DIY Game Financial System
For other posts in this series check out the following links:
DIY Game Financial System Part 1: Intro and Accounts
DIY Game Financial System Part 2: Trade Algorithm

For the full source code for the financial system discussed in this series, look in the repository.
This post we will look at the actual trade algorithm used. It is a quite naive implementation but works for me. Feel free to extend it for your own needs.

In the Marketplace class, we have an Update method that iterates through all the buy and sell orders available and tries to match them with each other. This simple implementation tries to find an exact match but there is potential to extend it to match multiple sell to one buy, or one sell to multiple sell.
In the demo application this is triggered by a timer.

public void Update()
{
 bool updated = false;
 lock(_sellOrders)
 {
  lock (_buyOrders)
  {
   foreach (var buyName in _buyOrders)
   {
    List<SellOrder> sellOrders;
    if (!_sellOrders.TryGetValue(buyName.Key, out sellOrders))
     continue;
    // naive
    foreach (var buyOrder in buyName.Value)
    {
     foreach (var sellOrder in sellOrders)
     {
      if (buyOrder.Quantity == sellOrder.Quantity
       && buyOrder.PricePerItem == sellOrder.PricePerItem)
      {
       updated = true;
       buyOrder.Execute(sellOrder);
      }
     }
    }
   }
   foreach (var order in _sellOrdersToBeRemoved)
   {
    _sellOrders[order.SecurityName].Remove(order);
   }
   foreach (var order in _buyOrdersToBeRemoved)
   {
    _buyOrders[order.SecurityName].Remove(order);
   }

  }
 }
 if (updated)
 {
  Updated?.Invoke(this, this);
 }
}

The key lines above are the
if (buyOrder.Quantity == sellOrder.Quantity
 && buyOrder.PricePerItem == sellOrder.PricePerItem)
{
 updated = true;
 buyOrder.Execute(sellOrder);
}
This tries to exactly match each buy with a sell and then trigger the Execute method:
public void Execute(SellOrder sellOrder)
{
    OrderAccount.DepositInto(sellOrder.OrderAccount, sellOrder.Quantity * sellOrder.PricePerItem);
    Security = sellOrder.ForSale;
    foreach (var action in _executeActions)
    {
        action(this);
    }
    sellOrder.Execute();
}
This is where the money is transferred between the two orders, all actions connected to this BuyOrder are triggered and then finally the sellOrder is executed as well.

When the buy order was added to the Marketplace, it associated a Cancel and Execute action with it to be triggered when the order was successful or canceled.
public void Buy(BuyOrder order)
{
 lock (_buyOrders)
 {
  if (_buyOrders.ContainsKey(order.SecurityName))
   _buyOrders[order.SecurityName].Add(order);
  else
   _buyOrders.Add(order.SecurityName, new List<BuyOrder> { order });
  order.AddCancelAction(RemoveBuy);
  order.AddExecuteAction(RemoveBuy);
 }
}
For both cases, we are just interested in removing the order from the list of available orders. The same goes for the Sell method.
private void RemoveBuy(BuyOrder order)
{
 _buyOrdersToBeRemoved.Add(order);
}
As this is triggered from an iteration of the _buyOrders collection, we need to deffer the removal to after the iteration has completed, hence the addition to a secondary removal list.
Just writing this I spotted a bug in the code where the order needs to be flagged as executed so that the same order isn't executed multiple times. I will not fix this in the demo application for now. 


Last in the Update method, a call to the Updated event handlers associated with this marketplace object.
if (updated)
{
 Updated?.Invoke(this, this);
}
This way a GUI can update itself if there was an update. The Updated event is also fired each time an order is added to the marketplace.

So there, thank you for reading. Hope this helps someone out there : )

Until next time: Work to Live, Don’t Live to Work

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