def match_orders(sec, buysell):
"""Match orders in cross"""
# Get buy and sell lists
b = Order.query(Order.security == sec, Order.buysell == 'Buy', Order.active == True, ancestor=sec.key).order(-Order.price, Order.timestamp)
s = Order.query(Order.security == sec, Order.buysell == 'Sell', Order.active == True, ancestor=sec.key).order(Order.price, Order.timestamp)
b = list(b)
s = list(s)
# Match orders until market uncrosses
bn = 0
sn = 0
while(1):
if bn + 1 > len(b):
break
if sn + 1 > len(s):
break
if b[bn].price >= s[sn].price:
t = Trade()
t.timestamp = datetime.utcnow()
t.buy_user = b[bn].user
t.sell_user = s[sn].user
t.security = b[bn].security
if buysell == "Buy":
t.price = s[sn].price
else:
t.price = b[bn].price
b[bn] = b[bn].key.get()
s[sn] = s[sn].key.get()
b_ptf = Portfolio.query(Portfolio.user == b[bn].user).get()
s_ptf = Portfolio.query(Portfolio.user == s[sn].user).get()
if b[bn].volume > s[sn].volume:
t.volume = s[sn].volume
b[bn].volume += -s[sn].volume
s[sn].active = False
b_ptf.points += s[sn].volume
s_ptf.points += s[sn].volume
b[bn].put()
s[sn].put()
sn += 1
elif b[bn].volume < s[sn].volume:
t.volume = b[bn].volume
s[sn].volume += -b[bn].volume
b[bn].active = False
b_ptf.points += b[bn].volume
s_ptf.points += b[bn].volume
b[bn].put()
s[sn].put()
bn += 1
elif b[bn].volume == s[sn].volume:
t.volume = b[bn].volume
b[bn].active = False
s[sn].active = False
b_ptf.points += b[bn].volume
s_ptf.points += b[bn].volume
b[bn].put()
s[sn].put()
bn += 1
sn += 1
b_ptf.put()
s_ptf.put()
t.put()
flash(u'Trade %s successfully completed.' % t.key.id(), 'success')
continue
break
