dauction facilitates the calculation of double auction clearing prices.
$ go get github.com/kchristidis/dauction// group buyer bids into a bid collection object
bb1 := dauction.Bid{PricePerUnit: 6.5, Units: 2}
bb2 := dauction.Bid{PricePerUnit: 10, Units: 2}
buyerBids := dauction.BidCollection{bb1, bb2}
// same for seller bids
sb1 := dauction.Bid{PricePerUnit: 6.5, Units: 2}
sb2 := dauction.Bid{PricePerUnit: 11, Units: 2}
sellerBids := dauction.BidCollection{sb1, sb2}
// settle the market
res, err := dauction.Settle(buyerBids, sellerBids)
if err != nil { // When no clearing price can be found
fmt.Println(err)
}
// - res.PricePerUnit = 8.25 (clearing price)
// - res.Units = 2 (number of units that can be cleared)
fmt.Println(res)You may also wish to consult the package documentation in GoDoc.
Contributions are welcome. Fork this library and submit a pull request.