/* This file is part of DarkFi (https://dark.fi)
*
* Copyright (C) 2020-2024 Dyne.org foundation
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU Affero General Public License as
* published by the Free Software Foundation, either version 3 of the
* License, or (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Affero General Public License for more details.
*
* You should have received a copy of the GNU Affero General Public License
* along with this program. If not, see .
*/
fn compute_prefix_sum(arr: &[u16]) -> Vec {
let mut sum = 0;
arr.iter()
.map(|a| {
sum += a;
sum
})
.collect()
}
fn fill_orders(total_orders: u16, orders: &mut [u16], prefix_sum_arr: &[u16]) {
for (i, order) in orders.iter_mut().enumerate() {
let previous_prefix_sum = if i == 0 { 0 } else { prefix_sum_arr[i - 1] };
*order = (total_orders as i64 - previous_prefix_sum as i64)
.max(0)
.min(*order as i64) as u16;
}
}
pub fn volume_match(sell_orders: &mut [u16], buy_orders: &mut [u16]) {
let prefix_sum_sell_orders = compute_prefix_sum(sell_orders);
let prefix_sum_buy_orders = compute_prefix_sum(buy_orders);
let total_buy_orders = *prefix_sum_buy_orders.last().unwrap_or(&0);
let total_sell_orders = *prefix_sum_sell_orders.last().unwrap_or(&0);
fill_orders(total_sell_orders, buy_orders, &prefix_sum_buy_orders);
fill_orders(total_buy_orders, sell_orders, &prefix_sum_sell_orders);
}