{"id":10628,"date":"2026-01-22T16:37:40","date_gmt":"2026-01-22T08:37:40","guid":{"rendered":"https:\/\/blog.alltick.co\/zh-CN\/?p=10628"},"modified":"2026-01-22T16:44:42","modified_gmt":"2026-01-22T08:44:42","slug":"%e7%94%a8-java-%e6%90%ad%e5%bb%ba%e4%b8%80%e4%b8%aa%e6%9c%80%e7%ae%80%e5%8c%96%e7%9a%84%e6%92%ae%e5%90%88%e4%ba%a4%e6%98%93%e7%ae%97%e6%b3%95","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/zh-CN\/%e7%94%a8-java-%e6%90%ad%e5%bb%ba%e4%b8%80%e4%b8%aa%e6%9c%80%e7%ae%80%e5%8c%96%e7%9a%84%e6%92%ae%e5%90%88%e4%ba%a4%e6%98%93%e7%ae%97%e6%b3%95\/","title":{"rendered":"\u7528 Java \u642d\u5efa\u4e00\u4e2a\u6700\u7b80\u5316\u7684\u64ae\u5408\u4ea4\u6613\u7b97\u6cd5"},"content":{"rendered":"\n
\"\"<\/figure>\n\n\n\n

\u5728\u4ea4\u6613\u5e02\u573a\u4e2d\uff0c\u64ae\u5408\u4ea4\u6613\u7b97\u6cd5\u662f\u6bcf\u4e00\u7b14\u8ba2\u5355\u6210\u4ea4\u7684\u6838\u5fc3\u673a\u5236\u3002\u6bcf\u5f53\u4e70\u5356\u53cc\u65b9\u63d0\u4ea4\u8ba2\u5355\u65f6\uff0c\u7cfb\u7edf\u4f1a\u6839\u636e\u4ef7\u683c\u4f18\u5148\u3001\u65f6\u95f4\u4f18\u5148\u7684\u89c4\u5219\u81ea\u52a8\u5339\u914d\u6210\u4ea4\u3002\u5bf9\u4e8e\u8001\u80a1\u6c11\u6765\u8bf4\uff0c\u8fd9\u4e9b\u89c4\u5219\u5f88\u719f\u6089\uff0c\u4f46\u4ece\u5f00\u53d1\u8005\u89d2\u5ea6\u6765\u770b\uff0c\u8bbe\u8ba1\u4e00\u4e2a\u9ad8\u6548\u3001\u53ef\u590d\u7528\u7684\u64ae\u5408\u5f15\u64ce\u4ecd\u7136\u662f\u4e00\u9879\u6311\u6218\u3002\u672c\u6587\u4ece\u6280\u672f\u5b9e\u73b0\u7684\u89d2\u5ea6\u51fa\u53d1\uff0c\u8bb2\u89e3\u5982\u4f55\u7528 Java \u6784\u5efa\u4e00\u4e2a\u7b80\u5316\u7684\u64ae\u5408\u4ea4\u6613\u7b97\u6cd5\u3002<\/p>\n\n\n\n

\u4e70\u5356\u76d8\u7684\u8bbe\u8ba1\u601d\u8def<\/strong><\/h2>\n\n\n\n

\u64ae\u5408\u5f15\u64ce\u7684\u6838\u5fc3\u662f \u8ba2\u5355\u7c3f\uff08OrderBook\uff09<\/strong>\uff0c\u5b83\u7ef4\u62a4\u4e24\u6761\u961f\u5217\uff1a\u4e70\u76d8\u548c\u5356\u76d8\u3002\u4e70\u76d8\u6309\u4ef7\u683c\u4ece\u9ad8\u5230\u4f4e\u6392\u5e8f\uff0c\u786e\u4fdd\u62a5\u4ef7\u6700\u9ad8\u7684\u4e70\u5355\u4f18\u5148\u6210\u4ea4\uff1b\u5356\u76d8\u6309\u4ef7\u683c\u4ece\u4f4e\u5230\u9ad8\u6392\u5e8f\uff0c\u786e\u4fdd\u62a5\u4ef7\u6700\u4f4e\u7684\u5356\u5355\u4f18\u5148\u6210\u4ea4\u3002<\/p>\n\n\n\n

\u5728\u4ea4\u6613\u5e02\u573a\u4e2d\uff0c\u4e701\u4ef7\u683c\u6c38\u8fdc\u4e0d\u4f1a\u9ad8\u4e8e\u7b49\u4e8e\u53561\u4ef7\u683c\uff0c\u5426\u5219\u8bf4\u660e\u7cfb\u7edf\u6f0f\u6389\u4e86\u5e94\u6210\u4ea4\u7684\u8ba2\u5355\u3002\u5bf9\u4e8e\u591a\u4e2a\u76f8\u540c\u4ef7\u683c\u7684\u8ba2\u5355\uff0c\u5219\u6309\u65f6\u95f4\u987a\u5e8f\u6210\u4ea4\u2014\u2014\u5728\u6211\u4eec\u7684\u5b9e\u73b0\u4e2d\uff0c\u7528\u5168\u5c40\u552f\u4e00\u7684 sequenceId \u6765\u4fdd\u8bc1\u6392\u5e8f\u548c\u5904\u7406\u987a\u5e8f\uff0c\u800c\u4e0d\u662f\u76f4\u63a5\u7528\u521b\u5efa\u65f6\u95f4\u3002<\/p>\n\n\n\n

\u5f88\u591a\u4eba\u4f1a\u60f3\u5230\u7528 List<Order> \u6765\u5b58\u50a8\u8ba2\u5355\uff0c\u4f46\u5728\u9ad8\u9891\u4ea4\u6613\u73af\u5883\u4e2d\uff0c\u63d2\u5165\u548c\u5220\u9664\u8ba2\u5355\u7684\u6210\u672c\u592a\u9ad8\uff08O(N)\uff09\uff0c\u6548\u7387\u96be\u4ee5\u4fdd\u8bc1\u3002\u66f4\u597d\u7684\u65b9\u6848\u662f\u7528\u5e73\u8861\u6811\u7ed3\u6784\uff0c\u6bd4\u5982 Java \u7684 TreeMap\uff0c\u53ef\u4ee5\u8ba9\u63d2\u5165\u3001\u5220\u9664\u548c\u67e5\u627e\u64cd\u4f5c\u7684\u65f6\u95f4\u590d\u6742\u5ea6\u4fdd\u6301\u5728 O(logN)\u3002<\/p>\n\n\n\n

public record OrderKey(long sequenceId, BigDecimal price) { }
<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

\u7531\u4e8e\u4e70\u76d8\u548c\u5356\u76d8\u7684\u6392\u5e8f\u89c4\u5219\u4e0d\u540c\uff0c\u9700\u8981\u4e3a TreeMap \u63d0\u4f9b\u4e24\u4e2a\u4e0d\u540c\u7684\u6bd4\u8f83\u5668\uff1a<\/p>\n\n\n\n

private static final Comparator<OrderKey> SORT_SELL = (o1, o2) -> {
    int cmp = o1.price().compareTo(o2.price()); \/\/ \u4ef7\u683c\u4f4e\u5728\u524d
    return cmp == 0 ? Long.compare(o1.sequenceId(), o2.sequenceId()) : cmp;
};

private static final Comparator<OrderKey> SORT_BUY = (o1, o2) -> {
    int cmp = o2.price().compareTo(o1.price()); \/\/ \u4ef7\u683c\u9ad8\u5728\u524d
    return cmp == 0 ? Long.compare(o1.sequenceId(), o2.sequenceId()) : cmp;
};
<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

\u6709\u4e86\u6bd4\u8f83\u5668\u540e\uff0cOrderBook \u7684\u5b9e\u73b0\u5c31\u975e\u5e38\u76f4\u63a5\uff1a<\/p>\n\n\n\n

public class OrderBook {
    public final Direction direction;
    public final TreeMap<OrderKey, OrderEntity> book;

    public OrderBook(Direction direction) {
        this.direction = direction;
        this.book = new TreeMap<>(direction == Direction.BUY ? SORT_BUY : SORT_SELL);
    }

    public OrderEntity getFirst() {
        return this.book.isEmpty() ? null : this.book.firstEntry().getValue();
    }

    public boolean remove(OrderEntity order) {
        return this.book.remove(new OrderKey(order.sequenceId, order.price)) != null;
    }

    public boolean add(OrderEntity order) {
        return this.book.put(new OrderKey(order.sequenceId, order.price), order) == null;
    }
}
<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

\u5c0f\u63d0\u793a\uff1aJava \u4e2d\u6bd4\u8f83 BigDecimal \u7684\u503c\u4e00\u5b9a\u8981\u7528 compareTo()\uff0c\u4e0d\u8981\u7528 equals()\uff0c\u5426\u5219 1.2 \u548c 1.20 \u4f1a\u88ab\u5224\u5b9a\u4e0d\u76f8\u7b49\u3002<\/p>\n\n\n\n

\u64ae\u5408\u5f15\u64ce\u7684\u6838\u5fc3\u903b\u8f91<\/strong><\/h2>\n\n\n\n

\u6709\u4e86\u4e70\u5356\u76d8\uff0c\u5c31\u53ef\u4ee5\u5b9e\u73b0\u64ae\u5408\u5f15\u64ce\u3002\u6838\u5fc3\u6570\u636e\u7ed3\u6784\u5982\u4e0b\uff1a<\/p>\n\n\n\n

public class MatchEngine {
    public final OrderBook buyBook = new OrderBook(Direction.BUY);
    public final OrderBook sellBook = new OrderBook(Direction.SELL);
    public BigDecimal marketPrice = BigDecimal.ZERO;
    private long sequenceId;

    public MatchResult processOrder(long sequenceId, OrderEntity order) {
        switch (order.direction) {
            case BUY:
                return processOrder(order, this.sellBook, this.buyBook);
            case SELL:
                return processOrder(order, this.buyBook, this.sellBook);
            default:
                throw new IllegalArgumentException(“Invalid direction.”);
        }
    }
}
<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

\u5904\u7406\u8ba2\u5355\u65f6\uff0c\u5982\u679c\u662f\u4e70\u5355\uff0c\u5c31\u5c1d\u8bd5\u4e0e\u5356\u76d8\u5339\u914d\uff1b\u5982\u679c\u662f\u5356\u5355\uff0c\u5219\u5c1d\u8bd5\u4e0e\u4e70\u76d8\u5339\u914d\u3002\u65b0\u8ba2\u5355\u79f0\u4e3a Taker<\/strong>\uff0c\u5df2\u7ecf\u6302\u5728\u76d8\u4e0a\u7684\u8ba2\u5355\u79f0\u4e3a Maker<\/strong>\u3002Taker \u5982\u679c\u672a\u5b8c\u5168\u6210\u4ea4\uff0c\u5219\u8f6c\u4e3a Maker \u6302\u5728\u8ba2\u5355\u7c3f\u4e0a\u3002<\/p>\n\n\n\n

MatchResult processOrder(OrderEntity takerOrder, OrderBook makerBook, OrderBook anotherBook) {
    long ts = takerOrder.createdAt;
    MatchResult matchResult = new MatchResult(takerOrder);
    BigDecimal takerUnfilledQuantity = takerOrder.quantity;

    for (;;) {
        OrderEntity makerOrder = makerBook.getFirst();
        if (makerOrder == null) break;

        if ((takerOrder.direction == Direction.BUY && takerOrder.price.compareTo(makerOrder.price) < 0) ||
            (takerOrder.direction == Direction.SELL && takerOrder.price.compareTo(makerOrder.price) > 0)) {
            break;
        }

        this.marketPrice = makerOrder.price;
        BigDecimal matchedQuantity = takerUnfilledQuantity.min(makerOrder.unfilledQuantity);
        matchResult.add(makerOrder.price, matchedQuantity, makerOrder);

        takerUnfilledQuantity = takerUnfilledQuantity.subtract(matchedQuantity);
        BigDecimal makerUnfilledQuantity = makerOrder.unfilledQuantity.subtract(matchedQuantity);

        if (makerUnfilledQuantity.signum() == 0) {
            makerOrder.updateOrder(makerUnfilledQuantity, OrderStatus.FULLY_FILLED, ts);
            makerBook.remove(makerOrder);
        } else {
            makerOrder.updateOrder(makerUnfilledQuantity, OrderStatus.PARTIAL_FILLED, ts);
        }

        if (takerUnfilledQuantity.signum() == 0) {
            takerOrder.updateOrder(takerUnfilledQuantity, OrderStatus.FULLY_FILLED, ts);
            break;
        }
    }

    if (takerUnfilledQuantity.signum() > 0) {
        takerOrder.updateOrder(takerUnfilledQuantity,
            takerUnfilledQuantity.compareTo(takerOrder.quantity) == 0 ? OrderStatus.PENDING : OrderStatus.PARTIAL_FILLED,
            ts);
        anotherBook.add(takerOrder);
    }

    return matchResult;
}
<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

MatchResult \u4f1a\u8bb0\u5f55\u672c\u6b21 Taker \u8ba2\u5355\u53ca\u6240\u6709\u64ae\u5408\u8bb0\u5f55\uff0c\u65b9\u4fbf\u6e05\u7b97\u7cfb\u7edf\u8fdb\u884c\u7ed3\u7b97\u3002<\/p>\n\n\n\n

\u652f\u6301\u591a\u4ea4\u6613\u5bf9<\/strong><\/h2>\n\n\n\n

\u4e00\u4e2a\u5f15\u64ce\u5b9e\u4f8b\u53ea\u80fd\u5904\u7406\u4e00\u4e2a\u4ea4\u6613\u5bf9\u3002\u5982\u679c\u60f3\u5728\u540c\u4e00\u4e2a\u7cfb\u7edf\u4e2d\u652f\u6301\u591a\u4e2a\u4ea4\u6613\u5bf9\uff0c\u53ef\u4ee5\u7528\u4e00\u4e2a\u5f15\u64ce\u7ec4\u6765\u7ba1\u7406\uff1a<\/p>\n\n\n\n

class MatchEngineGroup {
    Map<Long, MatchEngine> engines = new HashMap<>();

    public MatchResult processOrder(long sequenceId, OrderEntity order) {
        Long symbolId = order.symbolId;
        MatchEngine engine = engines.get(symbolId);
        if (engine == null) {
            engine = new MatchEngine();
            engines.put(symbolId, engine);
        }
        return engine.processOrder(sequenceId, order);
    }
}
<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

\u6bcf\u4e2a\u8ba2\u5355\u52a0\u4e0a symbolId \u5c5e\u6027\uff0c\u5c31\u80fd\u88ab\u8def\u7531\u5230\u5bf9\u5e94\u7684\u4ea4\u6613\u5bf9\u5f15\u64ce\u5b9e\u4f8b\uff0c\u7cfb\u7edf\u5185\u90e8\u4fdd\u6301\u9694\u79bb\u3002<\/p>\n\n\n\n

\u5b9e\u4f8b\u6f14\u793a<\/strong><\/h2>\n\n\n\n

\u5047\u8bbe\u6709\u5982\u4e0b\u8ba2\u5355\u8f93\u5165\u64ae\u5408\u5f15\u64ce\uff1a<\/p>\n\n\n\n

\u65b9\u5411<\/strong><\/td>\u4ef7\u683c<\/strong><\/td>\u6570\u91cf<\/strong><\/td><\/tr>
buy<\/td>2082.34<\/td>1<\/td><\/tr>
sell<\/td>2087.6<\/td>2<\/td><\/tr>
buy<\/td>2087.8<\/td>1<\/td><\/tr>
buy<\/td>2085.01<\/td>5<\/td><\/tr>
sell<\/td>2088.02<\/td>3<\/td><\/tr>
sell<\/td>2087.60<\/td>6<\/td><\/tr>
buy<\/td>2081.11<\/td>7<\/td><\/tr>
buy<\/td>2086.0<\/td>3<\/td><\/tr>
buy<\/td>2088.33<\/td>1<\/td><\/tr>
sell<\/td>2086.54<\/td>2<\/td><\/tr>
sell<\/td>2086.55<\/td>5<\/td><\/tr>
buy<\/td>2086.55<\/td>3<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

\u64ae\u5408\u5b8c\u6210\u540e\uff0c\u4e70\u5356\u76d8\u4f1a\u81ea\u52a8\u66f4\u65b0\uff0c\u5e02\u573a\u6700\u65b0\u6210\u4ea4\u4ef7\u4e5f\u4f1a\u968f\u4e4b\u6539\u53d8\uff0c\u7cfb\u7edf\u7684\u5185\u90e8\u72b6\u6001\u5b8c\u5168\u53ef\u590d\u73b0\u3002\u6bcf\u4e00\u7b14\u6210\u4ea4\u90fd\u4e25\u683c\u9075\u5faa\u4ef7\u683c\u4f18\u5148\u3001\u65f6\u95f4\u4f18\u5148\u539f\u5219\uff0c\u6574\u4e2a\u64ae\u5408\u6d41\u7a0b\u6e05\u6670\u9ad8\u6548\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"

\u5728\u4ea4\u6613\u5e02\u573a\u4e2d\uff0c\u64ae\u5408\u4ea4\u6613\u7b97\u6cd5\u662f\u6bcf\u4e00\u7b14\u8ba2\u5355\u6210\u4ea4\u7684\u6838\u5fc3\u673a\u5236\u3002\u6bcf\u5f53\u4e70\u5356\u53cc\u65b9\u63d0\u4ea4\u8ba2\u5355\u65f6\uff0c\u7cfb\u7edf\u4f1a\u6839\u636e\u4ef7\u683c\u4f18\u5148\u3001\u65f6\u95f4\u4f18\u5148\u7684\u89c4…<\/p>\n","protected":false},"author":5,"featured_media":10630,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[8],"tags":[],"class_list":["post-10628","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-tick-data-wiki"],"acf":[],"_links":{"self":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10628","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/users\/5"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/comments?post=10628"}],"version-history":[{"count":4,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10628\/revisions"}],"predecessor-version":[{"id":10635,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10628\/revisions\/10635"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media\/10630"}],"wp:attachment":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media?parent=10628"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/categories?post=10628"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/tags?post=10628"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}