#include "strat.hpp"
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#include "bom.hpp"
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#include "book.hpp"
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#include "json.hpp"
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#include "secrets.hpp"
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#include "protocol.hpp"
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#include <deque>
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#include <unordered_map>
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namespace strat
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{
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std::unordered_map<std::string, json::Message*> orders;
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void deleteOrder(json::AddedMessage* m);
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void freeMessages(std::deque<json::Message*>& m);
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void printFeed(std::deque<json::Message*>& m);
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void dumbHit(std::deque<json::Message*>& m);
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void initialise()
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{
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bom::initialise();
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protocol::createWebSocket();
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}
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void destroy()
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{
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bom::destroy();
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for (auto& i : orders) {
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switch (i.second->type) {
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case json::FUTURE_TYPE:
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case json::SPREAD_TYPE:
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case json::CALL_TYPE:
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case json::PUT_TYPE:
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deleteOrder((json::AddedMessage*)i.second);
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default:;
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}
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delete i.second;
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}
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}
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void mainLoop()
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{
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auto bs = protocol::recoverBook();
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std::cout << "ready" << std::endl;
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while (true) {
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auto messages = protocol::catchUp(bs);
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// bom::updateBom(bs);
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// printFeed(messages);
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dumbHit(messages);
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freeMessages(messages);
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}
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}
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void deleteOrder(json::AddedMessage* m)
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{
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json::DeleteMessage a(json::DELETE, m->product, m->id);
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delete protocol::deleteOrder(a);
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}
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void printFeed(std::deque<json::Message*>& m)
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{
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for (auto& i : m) {
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switch (i->type) {
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case json::FUTURE_TYPE:
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case json::SPREAD_TYPE:
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case json::CALL_TYPE:
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case json::PUT_TYPE:
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std::cout << ((json::AnnounceMessage*)i)->as_string() << std::endl;
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break;
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case json::SETTLEMENT:
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std::cout << ((json::SettleMessage*)i)->as_string() << std::endl;
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break;
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case json::ADDED:
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std::cout << ((json::AddedMessage*)i)->as_string() << std::endl;
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break;
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case json::DELETED:
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std::cout << ((json::DeletedMessage*)i)->as_string() << std::endl;
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break;
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case json::TRADE:
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std::cout << ((json::TradeMessage*)i)->as_string() << std::endl;
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break;
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case json::BROKER_REQUEST:
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std::cout << ((json::BrokerRequest*)i)->as_string() << std::endl;
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break;
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case json::BROKER_ACK:
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std::cout << ((json::BrokerAck*)i)->as_string() << std::endl;
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break;
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case json::BROKER_CONFIRM:
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std::cout << ((json::BrokerConfirm*)i)->as_string() << std::endl;
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break;
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default:;
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}
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}
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}
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void freeMessages(std::deque<json::Message*>& m)
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{
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for (auto i : m) {
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delete i;
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}
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}
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void dumbHit(std::deque<json::Message*>& m)
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{
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for (auto& i : m) {
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if (i->type == json::ADDED) {
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json::AddedMessage* j = (json::AddedMessage*)i;
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if (j->owner == "nseow" || j->owner == "jgrunbau" || j->owner == "zoar" || j->owner == "aobrien") {
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book::OrderSideEnum s =
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j->side == book::Buy ? book::Sell : book::Buy;
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json::AddMessage a(json::ADD, j->product, j->price, s,
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j->resting);
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auto b = protocol::addOrder(a);
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if (b->type == json::ADDED &&
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((json::AddedMessage*)b)->resting > 0) {
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json::DeleteMessage d(json::DELETE, j->product,
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((json::AddedMessage*)b)->id);
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delete protocol::deleteOrder(d);
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}
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if (b->type == json::ADDED) {
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std::cout << "Hit " << j->owner << " for "
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<< ((json::AddedMessage*)b)->filled
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<< ", resting "
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<< ((json::AddedMessage*)b)->resting << std::endl;
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}
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delete b;
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}
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}
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}
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}
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} // namespace strat
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