Support amend order

[shawnmitchell]

How would you need to refactor the code to allow a resting order to be modified?

Rules for modified orders:

• On price change order loses its priority
• On size change if new size is smaller, order maintains priority but if new size is larger order loses priority

[vinCurious]

1. On price change - Current code should work as the price is considered first while ordering in priority queue dynamically.

2. Size change -
   When we modify resting order by consuming some of the order counts, we want them to order based on the size. I think we have to customize the priority queues to use trade counts as factor instead of time.
   After we compare the prices, if prices are same then we want orders to be ordered based on their counts and not time.

new Comparator() {

		@Override
		public int compare(Order o1, Order o2) {
			// TODO Auto-generated method stub

			if (o1.order_price < o2.order_price) {
				return 1;
			} else if (o1.order_price > o2.order_price) {
				return -1;
			} else {
				if (o1.order_count < o2.order_count) {
					return 1;
				} else {
					return -1;
				}
			}
		}
	}

[shawnmitchell]

Okay, but you'd also need some kind of orderID too, right, so that you could reference a previous order that you want to modify?

[vinCurious]

As I am just modifying the current resting order in hand, I have that reference with me. For, accessing the top resting order I am calling poll function. Modification to its trade count will trigger the reordering of that concerned priority queue based on our new customization. Next time, I'll again access the top resting order from reordered priority queue.
Please let me know if I have not understood your question correctly.

[shawnmitchell]

If I place a buy order for 100@45.50 and I want to atomically cancel/replace that order with 80@45.50 a minute later I need to specify an orderID of some sort to identify the original order I want to replace.

[vinCurious]

Got it! For this, I'll have to maintain separate hashmap with key as OrderID and value as reference to the corresponding order. When user wants to cancel/update the order, using the orderID for user selected order we can lookup in hashmap to get reference to the exact order and update the same.