Added time parsing

Joel Grunbaum

2022-01-13 d2cfd3eeeb8b6af3b7ccda01e6c1ac581a2df398

Added time parsing

 json.cpp

@@ -66,6 +66,8 @@
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;
@@ -126,12 +128,21 @@
    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(),
@@ -142,9 +153,9 @@

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(),
@@ -279,9 +290,9 @@
{
    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,
@@ -296,13 +307,13 @@
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,
@@ -315,7 +326,7 @@
{
    if (mapOrderSide.empty()) initialise();
    return "{\"type\": \"DELETE\", \"product\": \"" + this->product +
           "\", \"id\": \"" + this->id + "\"}";
           "\", \"id\": \"" + this->id + "\"}";
}

DeletedMessage::DeletedMessage(MessageTypes type, std::string product,
@@ -328,10 +339,10 @@
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,
@@ -344,9 +355,9 @@
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,

 test.cpp

@@ -23,7 +23,7 @@
    protocol::catchUp(bs);
    std::cout << bs.size() << std::endl;
    for (auto& i : bs) {
        std::cout << i.first << ", " << i.second.bomPrice << std::endl;
        std::cout << i.first << ", " << i.second.expiry.count() << ", " << i.second.bomPrice << std::endl;
        i.second.printBook();
    }
}