النحات

CREATE TABLE transactions
(
    id INT AUTO_INCREMENT PRIMARY KEY,
    moment TIMESTAMP DEFAULT CURRENT_TIMESTAMP NOT NULL,
    side1 INT NOT NULL,
    side2 INT NOT NULL,
    price BIGINT NOT NULL,
    volume BIGINT NOT NULL
);

CREATE TABLE depth_buy
(
    id BIGINT PRIMARY KEY NOT NULL AUTO_INCREMENT,
    order_id  BIGINT NOT NULL,
    type INT DEFAULT '0' NOT NULL,
    market INT DEFAULT '0' NOT NULL,
    account INT NOT NULL,
    price BIGINT DEFAULT '0' NOT NULL,
    `limit` BIGINT DEFAULT '0' NOT NULL,
    taker INT,
    rev_price BIGINT NOT NULL,
    executed BIGINT
) ENGINE = MEMORY;

CREATE TABLE depth_sell
(
    id BIGINT PRIMARY KEY NOT NULL AUTO_INCREMENT,
    order_id  INT NOT NULL,
    type INT DEFAULT '0' NOT NULL,
    market INT DEFAULT '0' NOT NULL,
    account INT NOT NULL,
    price BIGINT DEFAULT '0' NOT NULL,
    `limit` BIGINT DEFAULT '0' NOT NULL,
    taker INT,
    rev_price BIGINT NOT NULL,
    executed  BIGINT
) ENGINE = MEMORY;

CREATE PROCEDURE `make_order_v2`(IN order_id INT,
                                 IN order_type INT,
                                 IN order_account INT,
                                 IN order_market INT,
                                 IN order_limit BIGINT,
                                 IN order_price BIGINT)
BEGIN
    START TRANSACTION;
    SET @limit := order_limit;
    IF order_type = 21 THEN
        UPDATE depth_sell
            INNER JOIN (
                SELECT id
                FROM depth_sell
                WHERE market = order_market
                  AND depth_sell.price <= order_price
                ORDER BY depth_sell.price + id ASC
            ) source ON depth_sell.id = source.id
        SET depth_sell.taker      = order_id,
            depth_sell.`limit`    = depth_sell.`limit` - IF(
                    ((@tofill := IF(
                            depth_sell.`limit` <= @limit,
                            depth_sell.`limit`,
                            @limit
                        ))
                        + (@limit := @limit - @tofill)),
                    @tofill,
                    @tofill
                ),
            depth_sell.`executed` = @tofill
        WHERE @limit > 0;

        INSERT INTO transactions (moment, side1, side2, price, volume)
        SELECT now(), depth_sell.id, order_id, depth_sell.price, depth_sell.executed
        FROM depth_sell
        WHERE depth_sell.`taker` = order_id;

        DELETE
        FROM depth_sell
        WHERE market = order_market
          AND depth_sell.`limit` = 0;

        IF @limit > 0 THEN
            INSERT INTO depth_buy (order_id, type, market, account, price, rev_price, `limit`)
            VALUES (order_id, order_type, order_market, order_account, order_price, -order_price, @limit);
        END IF;
    ELSE
        UPDATE depth_buy
            INNER JOIN (
                SELECT id
                FROM depth_buy
                WHERE market = order_market
                  AND depth_buy.price >= order_price
                ORDER BY depth_buy.rev_price - id ASC
            ) source ON depth_buy.id = source.id
        SET depth_buy.taker      = order_id,
            depth_buy.`limit`    = depth_buy.`limit` - IF(
                    ((@tofill := IF(
                            depth_buy.`limit` <= @limit,
                            depth_buy.`limit`,
                            @limit
                        ))
                        + (@limit := @limit - @tofill)),
                    @tofill,
                    @tofill
                ),
            depth_buy.`executed` = @tofill
        WHERE @limit > 0;

        INSERT INTO transactions (moment, side1, side2, price, volume)
        SELECT now(), depth_buy.id, order_id, depth_buy.price, depth_buy.executed
        FROM depth_buy
        WHERE depth_buy.`taker` = order_id;

        DELETE
        FROM depth_buy
        WHERE market = order_market
          AND depth_buy.`limit` = 0;
        IF @limit > 0 THEN
            INSERT INTO depth_sell (order_id, type, market, account, price, rev_price, `limit`)
            VALUES (order_id, order_type, order_market, order_account, order_price, -order_price, @limit);
        END IF;
    END IF;
    COMMIT;
END;

CREATE PROCEDURE do_load_matcher_v2(IN market INT)
BEGIN
    DECLARE count INT DEFAULT 100000;
    WHILE count > 0 DO
            call make_order_v2(
                    count,
                    IF(count % 2 = 0, 21, 22),
                    1,
                    market,
                    FLOOR(1 + (RAND() * 1000)),
                    FLOOR(1 + (RAND() * 1000))
                );
            SET count = count - 1;
        END WHILE;
END;