Click trader working, with exchange communication

Joel Grunbaum

2022-01-10 6bdd28a09c589cf631fce948476d48e9375f72a0

 json.cpp

@@ -58,10 +58,12 @@
SettleMessage* settle(rapidjson::Value& d);
AddedMessage* added(rapidjson::Value& d);
DeletedMessage* deleted(rapidjson::Value& d);
RejectMessage* reject(rapidjson::Value& d);
TradeMessage* trade(rapidjson::Value& d);
BrokerRequest* brokerReq(rapidjson::Value& d);
BrokerAck* brokerAck(rapidjson::Value& d);
BrokerConfirm* brokerCon(rapidjson::Value& d);
ErrorMessage* error(rapidjson::Value& d);

std::queue<Message*> parse(std::string& str)
{
@@ -83,6 +85,7 @@
   if (mapTypes.empty()) {
      initialise();
   }
   if (d.HasMember("error")) return error(d);
   Message* out;
   switch (mapTypes[d["type"].GetString()]) {
   case FUTURE_TYPE:
@@ -99,6 +102,9 @@
      break;
   case DELETED:
      out = deleted(d);
      break;
   case REJECT:
      out = reject(d);
      break;
   case TRADE:
      out = trade(d);
@@ -161,6 +167,12 @@
      d["sequence"].GetInt(), d["timestamp"].GetDouble());
}

RejectMessage* reject(rapidjson::Value& d)
{
   return new RejectMessage(mapTypes[d["type"].GetString()], "",
                            d["error"].GetString(), uint64_t(0), double(0));
}

TradeMessage* trade(rapidjson::Value& d)
{
   return new TradeMessage(
@@ -197,11 +209,25 @@
      d["id"].GetString());
}

ErrorMessage* error(rapidjson::Value& d)
{
   return new ErrorMessage(d["error"].GetString());
}

Message::Message() : type(NONE), product("error") {}

Message::Message(MessageTypes types, std::string product)
   : type(types), product(product)
{
}

ErrorMessage::ErrorMessage(std::string message)
   : Message(ERROR, ""), message(message)
{
}
std::string ErrorMessage::as_string()
{
   return "{\"error\": \"" + this->message + "\"}";
}

FromExchange::FromExchange(MessageTypes type, std::string product,
@@ -266,6 +292,18 @@
{
}

std::string AddedMessage::as_string()
{
   return "{\"type\": \"ADDED\", \"product\": \"" + this->product +
          "\", \"product\": \"" + this->id + "\" \"side\": \"" +
          mapOrderSide[this->side] +
          "\", \"price\": " + std::to_string(this->price) +
          "\"filled\": " + std::to_string(this->filled) +
          ", \"resting\": " + std::to_string(this->resting) +
          ", \"sequence\": " + std::to_string(this->sequence) +
          ", \"timestamp\":" + std::to_string(this->timestamp) + "}";
}

DeleteMessage::DeleteMessage(MessageTypes type, std::string product,
                             std::string id)
   : ToExchange(type, product), id(id)
@@ -286,6 +324,15 @@
{
}

std::string DeletedMessage::as_string()
{
   return "{\"type\": \"DELETED\", \"product\": \"" + this->product +
          "\", \"product\": \"" + this->id + "\" \"side\": \"" +
          mapOrderSide[this->side] +
          ", \"sequence\": " + std::to_string(this->sequence) +
          ", \"timestamp\":" + std::to_string(this->timestamp) + "}";
}

RejectMessage::RejectMessage(MessageTypes type, std::string product,
                             std::string error, uint64_t sequence,
                             double timestamp)
@@ -293,6 +340,14 @@
{
}

std::string RejectMessage::as_string()
{
   return "{\"type\": \"REJECT\", \"product\": \"" + this->product =
              "\", \"error\": \"" + this->error +
              "\", \"sequence\": " + std::to_string(this->sequence) +
              ", \"timestamp\": " + std::to_string(this->timestamp) + "}";
}

TradeMessage::TradeMessage(MessageTypes type, std::string product, double price,
                           uint64_t volume, std::string buyer,
                           std::string seller, TradeTypeEnum tradeType,