[RFC PATCH 5/9] gwarnt: Create function to find arbitrage opportunities

[Alviro Iskandar Setiawan <alviro.iskandar@gnuweeb.org>]

After collecting buy and sell ads from two different exchanges, find
the arbitrage opportunities.

Signed-off-by: Alviro Iskandar Setiawan <alviro.iskandar@gnuweeb.org>
---
 Makefile                 |  1 +
 src/gwarnt/arbitrage.cpp | 27 +++++++++++++++++++++++++++
 src/gwarnt/arbitrage.hpp | 21 +++++++++++++++++++++
 3 files changed, 49 insertions(+)
 create mode 100644 src/gwarnt/arbitrage.cpp
 create mode 100644 src/gwarnt/arbitrage.hpp

diff --git a/Makefile b/Makefile
index 6aa0b32..f775bfc 100644
--- a/Makefile
+++ b/Makefile
@@ -11,6 +11,7 @@ DEPFLAGS = -MT "$@" -MMD -MP -MF $(@:%.o=%.d)
 
 C_SOURCES	:=
 CXX_SOURCES	:= \
+	src/gwarnt/arbitrage.cpp \
 	src/gwarnt/entry.cpp \
 	src/gwarnt/helpers.cpp \
 	src/gwarnt/net.cpp \
diff --git a/src/gwarnt/arbitrage.cpp b/src/gwarnt/arbitrage.cpp
new file mode 100644
index 0000000..ec7c771
--- /dev/null
+++ b/src/gwarnt/arbitrage.cpp
@@ -0,0 +1,27 @@
+// SPDX-License-Identifier: GPL-2.0-only
+
+#include <gwarnt/arbitrage.hpp>
+
+namespace gwarnt {
+
+std::vector<struct arb_opp> find_arbitrage_opps(const std::vector<p2p_ad> &sell,
+						const std::vector<p2p_ad> &buy)
+{
+	std::vector<struct arb_opp> ret;
+
+	for (const auto &i : buy) {
+		for (const auto &j : sell) {
+			if (j.price_ < i.price_) {
+				struct arb_opp opp;
+
+				opp.buy = i;
+				opp.sell = j;
+				ret.push_back(opp);
+			}
+		}
+	}
+
+	return ret;
+}
+
+} /* namespace gwarnt */
diff --git a/src/gwarnt/arbitrage.hpp b/src/gwarnt/arbitrage.hpp
new file mode 100644
index 0000000..0b0338e
--- /dev/null
+++ b/src/gwarnt/arbitrage.hpp
@@ -0,0 +1,21 @@
+// SPDX-License-Identifier: GPL-2.0-only
+
+#ifndef GWARNT__ARBITRAGE_HPP
+#define GWARNT__ARBITRAGE_HPP
+
+#include <gwarnt/p2p_ad.hpp>
+
+namespace gwarnt {
+
+// Arbitrage opportunity
+struct arb_opp {
+	p2p_ad buy;
+	p2p_ad sell;
+};
+
+std::vector<struct arb_opp> find_arbitrage_opps(const std::vector<p2p_ad> &sell,
+						const std::vector<p2p_ad> &buy);
+
+} /* namespace gwarnt */
+
+#endif /* GWARNT__ARBITRAGE_HPP */
-- 
Alviro Iskandar Setiawan