types: add order sorting by price

pkg/types/sort.go

@@ -20,6 +20,24 @@ func SortOrdersAscending(orders []Order) []Order {
 	return orders
 }
 
+// SortOrdersByPrice sorts by creation time ascending-ly
+func SortOrdersByPrice(orders []Order, descending bool) []Order {
+	var f func(i, j int) bool
+
+	if descending {
+		f = func(i, j int) bool {
+			return orders[i].Price.Compare(orders[j].Price) > 0
+		}
+	} else {
+		f = func(i, j int) bool {
+			return orders[i].Price.Compare(orders[j].Price) < 0
+		}
+	}
+
+	sort.Slice(orders, f)
+	return orders
+}
+
 // SortOrdersAscending sorts by update time ascending-ly
 func SortOrdersUpdateTimeAscending(orders []Order) []Order {
 	sort.Slice(orders, func(i, j int) bool {

pkg/types/sort_test.go

@@ -5,6 +5,8 @@ import (
 	"time"
 
 	"github.com/stretchr/testify/assert"
+
+	"github.com/c9s/bbgo/pkg/fixedpoint"
 )
 
 func TestSortTradesAscending(t *testing.T) {
@@ -29,3 +31,52 @@ func TestSortTradesAscending(t *testing.T) {
 	trades = SortTradesAscending(trades)
 	assert.True(t, trades[0].Time.Before(trades[1].Time.Time()))
 }
+
+func getOrderPrices(orders []Order) (prices fixedpoint.Slice) {
+	for _, o := range orders {
+		prices = append(prices, o.Price)
+	}
+
+	return prices
+}
+
+func TestSortOrdersByPrice(t *testing.T) {
+
+	t.Run("ascending", func(t *testing.T) {
+		orders := []Order{
+			{SubmitOrder: SubmitOrder{Price: number("10.0")}},
+			{SubmitOrder: SubmitOrder{Price: number("30.0")}},
+			{SubmitOrder: SubmitOrder{Price: number("20.0")}},
+			{SubmitOrder: SubmitOrder{Price: number("25.0")}},
+			{SubmitOrder: SubmitOrder{Price: number("15.0")}},
+		}
+		orders = SortOrdersByPrice(orders, false)
+		prices := getOrderPrices(orders)
+		assert.Equal(t, fixedpoint.Slice{
+			number(10.0),
+			number(15.0),
+			number(20.0),
+			number(25.0),
+			number(30.0),
+		}, prices)
+	})
+
+	t.Run("descending", func(t *testing.T) {
+		orders := []Order{
+			{SubmitOrder: SubmitOrder{Price: number("10.0")}},
+			{SubmitOrder: SubmitOrder{Price: number("30.0")}},
+			{SubmitOrder: SubmitOrder{Price: number("20.0")}},
+			{SubmitOrder: SubmitOrder{Price: number("25.0")}},
+			{SubmitOrder: SubmitOrder{Price: number("15.0")}},
+		}
+		orders = SortOrdersByPrice(orders, true)
+		prices := getOrderPrices(orders)
+		assert.Equal(t, fixedpoint.Slice{
+			number(30.0),
+			number(25.0),
+			number(20.0),
+			number(15.0),
+			number(10.0),
+		}, prices)
+	})
+}