From 1bdb619f6c0f3bd52b5702790a275059ebe5d046 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Tim=20K=C3=A4chele?= <mail@timkaechele.me>
Date: Sat, 3 Feb 2024 21:04:09 +0100
Subject: [PATCH] Implement basic capped trade tracker

---
 lib/rex/book.rb                 |  1 +
 lib/rex/book/trade_tracker.rb   | 29 +++++++++++++++++++++++++++++
 spec/book/trade_tracker_spec.rb | 24 ++++++++++++++++++++++++
 3 files changed, 54 insertions(+)
 create mode 100644 lib/rex/book/trade_tracker.rb
 create mode 100644 spec/book/trade_tracker_spec.rb

diff --git a/lib/rex/book.rb b/lib/rex/book.rb
index 5e883d7..e4a033f 100644
--- a/lib/rex/book.rb
+++ b/lib/rex/book.rb
@@ -6,6 +6,7 @@ require_relative "book/order"
 require_relative "book/limit_order_book"
 require_relative "book/matcher"
 require_relative "book/limit_volume_tracker"
+require_relative "book/trade_tracker"
 
 module Rex
   module Book
diff --git a/lib/rex/book/trade_tracker.rb b/lib/rex/book/trade_tracker.rb
new file mode 100644
index 0000000..e86c3e4
--- /dev/null
+++ b/lib/rex/book/trade_tracker.rb
@@ -0,0 +1,29 @@
+module Rex
+  module Book
+    class TradeTracker
+      DEFAULT_TRADE_HISTORY_LIMIT = 200
+
+      attr_reader :trades
+
+      def initialize(limit: DEFAULT_TRADE_HISTORY_LIMIT)
+        @limit = limit
+        @trades = []
+      end
+
+      def add(trade)
+        @trades.push(trade)
+        cap
+      end
+
+      def fetch_trades(limit)
+        @trades.last(limit)
+      end
+
+      private
+
+      def cap
+        @trades = @trades.last(@limit)
+      end
+    end
+  end
+end
diff --git a/spec/book/trade_tracker_spec.rb b/spec/book/trade_tracker_spec.rb
new file mode 100644
index 0000000..6e4f89d
--- /dev/null
+++ b/spec/book/trade_tracker_spec.rb
@@ -0,0 +1,24 @@
+# frozen_string_literal: true
+
+RSpec.describe Rex::Book::TradeTracker do
+  let(:n) { 1 }
+  subject(:instance) { described_class.new(limit: n) }
+
+  before do
+    instance.add(10)
+    instance.add(11)
+  end
+
+  describe "#trades" do
+    it "returns only the last n trades" do
+      expect(instance.trades).to eq([11])
+    end
+  end
+
+  describe "#fetch_trades" do
+    let(:n) { 3 }
+    it "returns only the last n trades" do
+      expect(instance.fetch_trades(1)).to eq([11])
+    end
+  end
+end