From 0b7aa02704f6ece97d17fbb118519c5cc62caaba Mon Sep 17 00:00:00 2001
From: Joel Grunbaum <joelgrun@gmail.com>
Date: Wed, 19 Jan 2022 07:45:21 +0000
Subject: [PATCH] Bot prints exchange feed
---
book.cpp | 28 ++++++++++++++--------------
1 files changed, 14 insertions(+), 14 deletions(-)
diff --git a/book.cpp b/book.cpp
index 7d74c6b..573fa75 100644
--- a/book.cpp
+++ b/book.cpp
@@ -71,7 +71,7 @@
std::ostream& operator<<(std::ostream& out, const Level& a)
{
return out << "Price: " << a.price << ", volume: " << a.volume
- << ", time: " << a.timestamp << ", id: " << a.id;
+ << ", time: " << a.timestamp << ", id: " << a.id;
}
Book::Book()
@@ -86,33 +86,32 @@
double pasFee, double broFee)
: bidSide{}, askSide{}, productType{productType}, product(product),
stationId(stationId), unit(unit), expiry(expiry), aggFee(aggFee),
- pasFee(pasFee), broFee(broFee)
+ pasFee(pasFee), broFee(broFee), bomPrice(0)
{
}
void Book::ask(Order& order)
{
- auto a =
- this->askSide.emplace(order.id, order);
- if (!a.second) {
- std::cout << order.id << "already exists" << std::endl;
- }
+ auto a = this->askSide.emplace(order.id, order);
+ if (!a.second) {
+ std::cout << order.id << "already exists" << std::endl;
+ }
}
void Book::bid(Order& order)
{
- auto a =
- this->bidSide.emplace(order.id, order);
- if (!a.second) {
- std::cout << order.id << "already exists" << std::endl;
- }
+ auto a = this->bidSide.emplace(order.id, order);
+ if (!a.second) {
+ std::cout << order.id << "already exists" << std::endl;
+ }
}
void Book::printBook(std::size_t numOrders)
{
std::cout << "Sell side: " << this->askSide.size() << std::endl;
std::vector<Level> askCopy;
- for (auto i : this->askSide) askCopy.push_back(i.second);
+ for (auto i : this->askSide)
+ askCopy.push_back(i.second);
std::size_t count = 0;
std::sort(askCopy.begin(), askCopy.end());
for (auto i = askCopy.rbegin(); i != askCopy.rend(); i++) {
@@ -122,7 +121,8 @@
}
std::cout << "Buy side: " << this->bidSide.size() << std::endl;
std::vector<Level> bidCopy;
- for (auto i : this->bidSide) bidCopy.push_back(i.second);
+ for (auto i : this->bidSide)
+ bidCopy.push_back(i.second);
count = 0;
std::sort(bidCopy.begin(), bidCopy.end());
for (auto i = bidCopy.rbegin(); i != bidCopy.rend(); i++) {
--
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