refactor: use positive quantity for buys & sells #525
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ghost
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moshababo
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Sep 25, 2018
michael1011
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Sep 25, 2018
lib/orderbook/MatchingEngine.ts
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| @@ -198,7 +196,7 @@ class MatchingEngine { | |||
| } | |||
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| private removeOrder = (order: StampedOrder, lists: OrderSidesLists<StampedOrder>) => { | |||
| const isBuyOrder = order.quantity > 0; | |||
| const isBuyOrder = order.side === OrderSide.Buy; | |||
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You are using order.side === OrderSide.Buy pretty often. Maybe you should put it into a function
This change refactors how we represent buy and sell orders. Previously, sell orders were represented with a negative quantity. However, this was considered to be potentially confusing especially in regards to the API and quantity updates to existing orders. Instead, orders on the rpc layer now have a `side` property to indicate whether they are buys or sells, and all standing orders and order matches are represented with positive quantities. Internally, orders use an `isBuy` property. to indicate their side.
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Per our discussions, I went with representing the side internally via an |
michael1011
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Sep 25, 2018
moshababo
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Sep 25, 2018
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This PR refactors how we represent buy and sell orders. Previously, sell orders were represented with a negative quantity. However, I believe this to be potentially confusing especially in regards to the API and quantity updates to existing orders, and this was echoed in our discussions. Instead, orders now have a
sideproperty to indicate whether they are buys or sells, and all standing orders and order matches are represented with positive quantities.This passes all tests as well as some limited local testing of mine, namely manually placing buy and sell orders via the cli and ensuring they match as expected.