market-transactions-engine v1.0.2

Market Transactions Engine.

npm i market-transactions-engine

A market engine to determine price and fulfill orders based on supply and demand. This is designed for utilization as an embedded market engine in discrete simulations/games.

Example simulation: https://prehistoric.tech, simulation source

How it works

imports:

import { Order, MarketTransactionsEngine } from 'market-transactions-engine';

The market is simulated by discrete Order, which takes this form:

interface Order {
    orderId: string;
    resourceName: string;
    orderType: boolean; // buy or sell. buy=true, sell=false
    unitPrice: number;
    // for buy orders, the unitPrice represent the highest price payable
    // for sell orders, the unitPrice represent the lowest price accepted
    quantity: number;
    delivered: boolean;
    settlePrice?: number;
    quantityFulfilled?: number;
}

Market engine takes a list of above orders, and process them at once, filling the orders with the highest buy price and lowest sell price until the prices meet.

Order are updated in place, hence they may be controlled by other entities instead of being tied to MarketTransactionsEngine.

A very quick example:

let engine = new MarketTransactionsEngine();
let order1 = new Order("Rice", true, 1.2, 1); // commodity, buy/sell, unit price, quantity
let order2 = new Order("Rice", true, 1.1, 1);
let order3 = new Order("Rice", false, 1, 1.5);
engine.addOrders([order1, order2, order3]);
engine.processOrders();
let riceReport = engine.getData().get("Rice");
// Rice Report:
{
  sellOrdersCount: 1,
  buyOrdersCount: 2,
  sellOrdersVolume: 1.5,
  buyOrdersVolume: 2,
  sellOrdersDelivered: 1,
  buyOrdersDelivered: 2,
  actualVolume: 1.5,
  actualPrice: 1.1
}

// order2 is updated in this process and is half filled per market:
Order {
  orderId: '25a3877a-fdf1-487c-b2c2-1fb6f97cde3e',
  resourceName: 'Rice',
  orderType: true,
  unitPrice: 1.1,
  quantity: 1,
  delivered: true,
  settlePrice: 1.1,
  quantityFulfilled: 0.5
}

See tests for more robust examples