Add match method

1 files changed, 58 insertions, 1 deletions

diff --git a/trade_queue.py b/trade_queue.py
index c3a4b9d..87bbdfc 100644
--- a/trade_queue.py
+++ b/trade_queue.py
@@ -3,7 +3,7 @@ import bisect
 from collections import deque
 from copy import deepcopy
 from decimal import Decimal
-from typing import Callable, Deque, List
+from typing import Callable, Deque, List, Tuple
 
 from exceptions import TradeNotFound
 from trade import Trade
@@ -63,6 +63,63 @@ class FIFOQueue:
         self._cache_valid = False
         logger.info(f"Added trade: {trade}.")
 
+    def match_trades(self) -> List[Tuple[Trade, Trade]]:
+        """
+        Match sell trades with buy trades in a FIFO manner, ensuring matched amounts are equal.
+        If multiple buy trades are needed for one sell trade, split the sell trade accordingly.
+
+        Returns:
+            List[Tuple[Trade, Trade]]: List of tuples with (buy_trade, sell_trade) of equal amounts.
+        """
+        matched_pairs: List[Tuple[Trade, Trade]] = []
+
+        # Locate the next sell trade
+        sell_trade = next((t for t in self.__queue if t.amount < 0), None)
+
+        while sell_trade:
+            matched_pairs.extend(self.__match_trades_impl(sell_trade))
+            self.__queue.remove(sell_trade)
+            self._cache_valid = False
+            sell_trade = next((t for t in self.__queue if t.amount < 0), None)
+
+        if not sell_trade:
+            logger.info("No more sell trades available for matching.")
+
+        return matched_pairs
+
+    def __match_trades_impl(self, sell_trade: Trade) -> List[Tuple[Trade, Trade]]:
+        matched_pairs: List[Tuple[Trade, Trade]] = []
+
+        # Convert to positive for easier calculations
+        remaining_sell_amount = -sell_trade.amount
+
+        # Use `self.remove_coins` to fetch corresponding buy trades
+        try:
+            buy_trades = self.remove_coins(remaining_sell_amount)
+        except ValueError as e:
+            logger.error(f"Failed to match trade: {e}")
+            raise
+
+        # Process the buy trades and split the sell trade if necessary
+        for buy_trade in buy_trades:
+            #  remove_coins should take care this doesn't happen
+            assert buy_trade.amount <= remaining_sell_amount
+
+            matched_pairs.append(
+                (
+                    buy_trade,
+                    Trade(
+                        buy_trade.amount,
+                        buy_trade.amount * sell_trade.price_per_coin,
+                        sell_trade.timestamp,
+                    ),
+                )
+            )
+            remaining_sell_amount -= buy_trade.amount
+
+        logger.info(f"Matched sell trade {sell_trade} with buy trades: {matched_pairs}")
+        return matched_pairs
+
     # The remove_coins method needs updating, it currently operates on the first trade in the queue, disregarding whether it's buy or sell
     def remove_coins(
         self, amount: float | Decimal, before_ts: str | None = None