I am currently working on creating a simulated asset exchange platform using PHP. Let's consider the orderbook for a specific asset, XYZ:
| buy_price | amount | sell_price | amount |
|-----------|--------|------------|--------|
| 99.3 | 100 | 99.6 | 110 |
| 99.2 | 150 | 99.7 | 170 |
| 99.1 | 125 | 99.8 | 200 |
Now, if a user submits a buy order for 400 units at the market price, the orders will be filled accordingly:
110 units filled at 99.6
170 units filled at 99.7
120 units filled at 99.8
I need to create a conditional loop that iterates through open sell orders in order to fill the buy order of 400 units at various existing sell order prices listed in the orderbook. Additionally, I want to keep track of the executed trades and store them as arrays like:
$trade1 = ["amount" => 110, "price" => 99.6]
$trade2 = ["amount" => 170, "price" => 99.7]
$trade3 = ["amount" => 120, "price" => 99.8]