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
---
json.hpp | 21 +++++++++++++++++++--
1 files changed, 19 insertions(+), 2 deletions(-)
diff --git a/json.hpp b/json.hpp
index adcb147..bfe2c50 100644
--- a/json.hpp
+++ b/json.hpp
@@ -25,10 +25,11 @@
BROKER_REQUEST,
BROKER_ACK,
BROKER_CONFIRM,
+ ERROR,
NONE
};
-enum TradeTypeEnum { BUY_AGGRESSOR, SELL_AGGRESSOR };
+enum TradeTypeEnum { BUY_AGGRESSOR, SELL_AGGRESSOR, BROKER_TRADE };
struct Message {
MessageTypes type;
@@ -36,6 +37,12 @@
Message(MessageTypes type, std::string product);
Message();
virtual ~Message() = default;
+};
+
+struct ErrorMessage : public Message {
+ std::string message;
+ ErrorMessage(std::string message);
+ std::string as_string();
};
struct FromExchange : public Message {
@@ -75,6 +82,7 @@
std::chrono::nanoseconds expiry, double aggFee,
double pasFee, double broFee, uint64_t sequence,
double timestamp);
+ std::string as_string();
};
struct SettleMessage : public FromExchange {
@@ -84,6 +92,7 @@
SettleMessage(MessageTypes type, std::string product,
std::string stationName, std::chrono::nanoseconds expiry,
double price, uint64_t sequence, double timestamp);
+ std::string as_string();
};
struct AddMessage : public ToExchange {
@@ -101,9 +110,11 @@
double price;
uint64_t filled;
uint64_t resting;
+ std::string owner;
AddedMessage(MessageTypes type, std::string product, std::string id,
book::OrderSideEnum side, double price, uint64_t filled,
- uint64_t resting, uint64_t sequence, double timestamp);
+ uint64_t resting, std::string owner, uint64_t sequence, double timestamp);
+ std::string as_string();
};
struct DeleteMessage : public ToExchange {
@@ -118,12 +129,14 @@
DeletedMessage(MessageTypes type, std::string product, std::string id,
book::OrderSideEnum side, uint64_t sequence,
double timestamp);
+ std::string as_string();
};
struct RejectMessage : public FromExchange {
std::string error;
RejectMessage(MessageTypes type, std::string product, std::string error,
uint64_t sequence, double timestamp);
+ std::string as_string();
};
struct TradeMessage : public FromExchange {
@@ -139,12 +152,14 @@
TradeTypeEnum tradeType, std::string passiveOrder,
uint64_t passiveOrderRemaining, uint64_t sequence,
double timestamp);
+ std::string as_string();
};
struct BrokerRequest : public Broker {
BrokerRequest(MessageTypes type, std::string product, double price,
book::OrderSideEnum side, uint64_t volume,
std::string counterparty);
+ std::string as_string();
};
struct BrokerAck : public Broker {
@@ -155,6 +170,7 @@
book::OrderSideEnum side, uint64_t volume,
std::string counterparty, std::string id,
std::string brokerTradeStatus, std::string owner);
+ std::string as_string();
};
struct BrokerConfirm : public Broker {
@@ -162,6 +178,7 @@
BrokerConfirm(MessageTypes type, std::string product, double price,
book::OrderSideEnum side, uint64_t volume,
std::string counterparty, std::string id);
+ std::string as_string();
};
std::queue<Message*> parse(std::string& str);
--
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