matching_algorithm.md

// asks = orderbook.asks in this timeframe // bids = orderbook.bids in this timeframe

// sales = []

// sort asks lowest first // sort bids highest first

// for ask in asks: // for bid in bids: // if bid.price >= ask.price # we have a match // sale = new orderbookentry() // sale.price = ask.price

// if bid.amount == ask.amount: # bid completely clears ask
    // sale.amount = ask.amount
    // sales.append(sale)
    // bid.amount = 0 # make sure the bid is not processed again
    // # can do no more with this ask
    // # go onto the next ask
    // break

// if bid.amount > ask.amount: # ask is completely gone slice the bid // sale.amount = ask.amount // sales.append(sale) // # we adjust the bid in place // # so it can be used to process the next ask // bid.amount = bid.amount - ask.amount // # ask is completely gone, so go to next ask // break // if bid.amount < ask.amount # bid is completely gone, slice the ask // sale.amount = bid.amount // sales.append(sale) // # update the ask // # and allow further bids to process the remaining amount // ask.amount = ask.amount - bid.amount // bid.amount = 0 # make sure the bid is not processed again // # some ask remains so go to the next bid // continue // return sales