| | |
| | | #include "json.hpp" |
| | | #include "book.hpp" |
| | | #include "date/include/date/date.h" |
| | | #include "protocol.hpp" |
| | | #include "rapidjson/include/rapidjson/document.h" |
| | | #include "rapidjson/include/rapidjson/rapidjson.h" |
| | |
| | | BrokerConfirm* brokerCon(rapidjson::Value& d); |
| | | ErrorMessage* error(rapidjson::Value& d); |
| | | |
| | | std::chrono::seconds parseTime(std::string& s); |
| | | |
| | | std::queue<Message*> parse(std::string& str) |
| | | { |
| | | std::queue<Message*> out; |
| | |
| | | return out; |
| | | } |
| | | |
| | | std::chrono::seconds parseTime(std::string& s) |
| | | { |
| | | return std::chrono::hours{std::stoi(s.substr(0, 4)) * 24 * 30 * 12} + |
| | | std::chrono::hours{std::stoi(s.substr(5, 2)) * 24 * 30} + |
| | | std::chrono::hours{std::stoi(s.substr(8, 2)) * 24} + |
| | | std::chrono::hours{std::stoi(s.substr(11, 2))} + |
| | | std::chrono::minutes{std::stoi(s.substr(14, 2))} + |
| | | std::chrono::hours{std::stoi(s.substr(16, 5))}; |
| | | } |
| | | |
| | | AnnounceMessage* announce(rapidjson::Value& d) |
| | | { |
| | | // std::stringstream expiryStream(d["expiry"].GetString()); |
| | | std::string es = d["expiry"].GetString(); |
| | | std::chrono::nanoseconds exp_time(0); |
| | | // expiryStream >> |
| | | // date::parse("%Y-%m-%f %H:%M%z", exp_time); // Parsing is broken |
| | | exp_time = parseTime(es); |
| | | return new AnnounceMessage( |
| | | mapTypes[d["type"].GetString()], d["product"].GetString(), |
| | | d["stationId"].GetInt(), d["stationName"].GetString(), |
| | |
| | | |
| | | SettleMessage* settle(rapidjson::Value& d) |
| | | { |
| | | // std::stringstream expiryStream(d["expiry"].GetString()); |
| | | std::chrono::nanoseconds exp_time(0); |
| | | // expiryStream >> date::parse("%Y-%m-%d %H:%M%z", exp_time); |
| | | std::string es = d["expiry"].GetString(); |
| | | exp_time = parseTime(es); |
| | | return new SettleMessage( |
| | | mapTypes[d["type"].GetString()], d["product"].GetString(), |
| | | d["stationName"].GetString(), exp_time, d["price"].GetDouble(), |
| | |
| | | { |
| | | if (mapOrderSide.empty()) initialise(); |
| | | return "{\"type\": \"ADD\", \"product\": \"" + this->product + |
| | | "\", \"price\": " + std::to_string(this->price) + ", \"side\": \"" + |
| | | mapOrderSide[this->side] + |
| | | "\", \"volume\": " + std::to_string(this->volume) + "}"; |
| | | "\", \"price\": " + std::to_string(this->price) + ", \"side\": \"" + |
| | | mapOrderSide[this->side] + |
| | | "\", \"volume\": " + std::to_string(this->volume) + "}"; |
| | | } |
| | | |
| | | AddedMessage::AddedMessage(MessageTypes type, std::string product, |
| | |
| | | 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) + "}"; |
| | | "\", \"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, |
| | |
| | | { |
| | | if (mapOrderSide.empty()) initialise(); |
| | | return "{\"type\": \"DELETE\", \"product\": \"" + this->product + |
| | | "\", \"id\": \"" + this->id + "\"}"; |
| | | "\", \"id\": \"" + this->id + "\"}"; |
| | | } |
| | | |
| | | DeletedMessage::DeletedMessage(MessageTypes type, std::string product, |
| | |
| | | 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) + "}"; |
| | | "\", \"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 RejectMessage::as_string() |
| | | { |
| | | return "{\"type\": \"REJECT\", \"product\": \"" + this->product = |
| | | "\", \"error\": \"" + this->error + |
| | | "\", \"sequence\": " + std::to_string(this->sequence) + |
| | | ", \"timestamp\": " + std::to_string(this->timestamp) + "}"; |
| | | "\", \"error\": \"" + this->error + |
| | | "\", \"sequence\": " + std::to_string(this->sequence) + |
| | | ", \"timestamp\": " + std::to_string(this->timestamp) + "}"; |
| | | } |
| | | |
| | | TradeMessage::TradeMessage(MessageTypes type, std::string product, double price, |