Add method to retrieve a user's orders in a limit order book

lib/rex/book/limit_order_book.rb

@@ -8,6 +8,7 @@ module Rex
         @sell_side = RBTree.new
         @buy_side = RBTree.new
         @order_ids = {} # order_id => order
+        @user_order_ids = {} # user_id => Set<OrderId>
         @current_order_id = 0
       end
 
@@ -19,6 +20,8 @@ module Rex
         side[order.price].add_order(order)
 
         order_ids[order.id] = order
+        user_order_ids[order.user_id] ||= Set.new
+        user_order_ids[order.user_id].add(order.id)
       end
 
       def add_and_match_order(order)
@@ -43,6 +46,10 @@ module Rex
         end
 
         order_ids.delete(order.id)
+
+        user_order_ids[order.user_id].delete(order.id)
+        user_order_ids.delete(order.user_id) if user_order_ids[order.user_id].empty?
+
         order
       end
 
@@ -72,12 +79,19 @@ module Rex
         sell_side.first&.[](0)
       end
 
+      def orders_for_user(user_id)
+        (@user_order_ids[user_id] || []).map do |order_id|
+          order_ids[order_id]
+        end
+      end
+
       private
 
       attr_reader(
         :order_ids,
         :buy_side,
-        :sell_side
+        :sell_side,
+        :user_order_ids
       )
 
       def next_order_id

spec/book/limit_order_book_spec.rb

@@ -101,6 +101,39 @@ RSpec.describe Rex::Book::LimitOrderBook do
     end
   end
 
+  describe "#orders_for_user" do
+    context "when user does not have any orders" do
+      it "returns an empty list" do
+        expect(instance.orders_for_user("unknown_id")).to eq([])
+      end
+    end
+
+    context "when user has orders" do
+      let(:order) { build(:order, id: nil, is_buy: true, price: 100) }
+
+      before do
+        instance.add_order(order)
+      end
+
+      it "returns a list of the user's orders" do
+        expect(instance.orders_for_user(order.user_id)).to eq([order])
+      end
+    end
+
+    context "when the user had orders" do
+      let(:order) { build(:order, id: nil, is_buy: true, price: 100) }
+
+      before do
+        instance.add_order(order)
+        instance.cancel_order(order.id)
+      end
+
+      it "returns an empty list" do
+        expect(instance.orders_for_user(order.user_id)).to eq([])
+      end
+    end
+  end
+
   describe "#cancel_order" do
     let(:buy_order) { build(:order, is_buy: true, price: 100) }
     let(:sell_order) { build(:order, is_buy: false, price: 121) }