samuron / funtimewithservicefabric

It will be a big plus to host trading system in service fabric stateful service and provide main operations in its interface

Trading Engine Test

Goal

Test candidate's problem solving skills and code style.

Prerequisite

Trading Engine is simplified version of FOREX trading system, it matches buy and sell orders placed by different counter parties.

Every order has following properties: Id - generate automatically CurrencyPair - trading pair e.g. USD/EUR Amount - the amount of order e.g. 100 Price - the price one of counter parties is willing to pay for given amount Side - Buy or Sell

Task

Implement Trading Engine (TradingEngine.cs) and unit tests, so it satisfies following requirements:

• New orders should be matched with other orders, if possible. See order matching logic below
• Once order is placed, Trading Engine should raise OrderPlaced event
• Once order is fullfilled (fully matched with other orders), Trading Engine should raise OrderClosed event
• Trading Engine should be thread-safe and orders can be placed from different threads

Order matching

Order can match ONLY:

• orders have the same CurrencyPair
• orders have opposite Side e.g. Buy order can match with Sell and vice versa
• Buy order can be matched with Sell order, which have Price equal or lower than Buy order price
• Sell order can be matched with Buy order, which have Price equal or more than Sell order price

Order Matching Example

Imagine that current order books looks like below

Side	Price	Amount	CurrencyPair
BUY	560.50	50	USD/EUR
BUY	560.55	50	USD/EUR
BUY	560.60	40	USD/EUR
SELL	580.60	100	USD/EUR

now we place new order (Side=SELL, Price=560.53,Amount=80), acording to rules above this order can be fullfilled by BUY order with price => our order price, so steps should be Step1: match with (| BUY | 560.55 | 50 | USD/EUR |) for amount - 50, at this time BUY order is closed and we need to raise an event Step2: match with (| BUY | 560.60 | 40 | USD/EUR |) for amount - 30, at this time SELL order is closed (because we fill 80 amount) and we need to raise an event

Notes