From 128c6d51ec8c70e230dc86b100cb887ba3f0378d Mon Sep 17 00:00:00 2001
From: Joel Grunbaum <joelgrun@gmail.com>
Date: Thu, 20 Jan 2022 07:00:50 +0000
Subject: [PATCH] Secrets to macros and c string concat at compile time
---
strat.cpp | 130 +++++++++++++++++++++++++++++++++++++++++++
1 files changed, 129 insertions(+), 1 deletions(-)
diff --git a/strat.cpp b/strat.cpp
index ef8b0ba..a4b5e5f 100644
--- a/strat.cpp
+++ b/strat.cpp
@@ -1,5 +1,133 @@
#include "strat.hpp"
-namespace strat {
+#include "bom.hpp"
+#include "book.hpp"
+#include "json.hpp"
+#include "secrets.hpp"
+#include "protocol.hpp"
+#include <deque>
+#include <unordered_map>
+
+namespace strat
+{
+std::unordered_map<std::string, json::Message*> orders;
+
+void deleteOrder(json::AddedMessage* m);
+void freeMessages(std::deque<json::Message*>& m);
+void printFeed(std::deque<json::Message*>& m);
+void dumbHit(std::deque<json::Message*>& m);
+
+void initialise()
+{
+ bom::initialise();
+ protocol::createWebSocket();
}
+
+void destroy()
+{
+ bom::destroy();
+ for (auto& i : orders) {
+ switch (i.second->type) {
+ case json::FUTURE_TYPE:
+ case json::SPREAD_TYPE:
+ case json::CALL_TYPE:
+ case json::PUT_TYPE:
+ deleteOrder((json::AddedMessage*)i.second);
+ default:;
+ }
+ delete i.second;
+ }
+}
+
+void mainLoop()
+{
+ auto bs = protocol::recoverBook();
+ std::cout << "ready" << std::endl;
+ while (true) {
+ auto messages = protocol::catchUp(bs);
+ // bom::updateBom(bs);
+ printFeed(messages);
+ // dumbHit(messages);
+ freeMessages(messages);
+ }
+}
+
+void deleteOrder(json::AddedMessage* m)
+{
+ json::DeleteMessage a(json::DELETE, m->product, m->id);
+ delete protocol::deleteOrder(a);
+}
+
+void printFeed(std::deque<json::Message*>& m)
+{
+ for (auto& i : m) {
+ switch (i->type) {
+ case json::FUTURE_TYPE:
+ case json::SPREAD_TYPE:
+ case json::CALL_TYPE:
+ case json::PUT_TYPE:
+ std::cout << ((json::AnnounceMessage*)i)->as_string() << std::endl;
+ break;
+ case json::SETTLEMENT:
+ std::cout << ((json::SettleMessage*)i)->as_string() << std::endl;
+ break;
+ case json::ADDED:
+ std::cout << ((json::AddedMessage*)i)->as_string() << std::endl;
+ break;
+ case json::DELETED:
+ std::cout << ((json::DeletedMessage*)i)->as_string() << std::endl;
+ break;
+ case json::TRADE:
+ std::cout << ((json::TradeMessage*)i)->as_string() << std::endl;
+ break;
+ case json::BROKER_REQUEST:
+ std::cout << ((json::BrokerRequest*)i)->as_string() << std::endl;
+ break;
+ case json::BROKER_ACK:
+ std::cout << ((json::BrokerAck*)i)->as_string() << std::endl;
+ break;
+ case json::BROKER_CONFIRM:
+ std::cout << ((json::BrokerConfirm*)i)->as_string() << std::endl;
+ break;
+ default:;
+ }
+ }
+}
+
+void freeMessages(std::deque<json::Message*>& m)
+{
+ for (auto i : m) {
+ delete i;
+ }
+}
+
+void dumbHit(std::deque<json::Message*>& m)
+{
+ for (auto& i : m) {
+ if (i->type == json::ADDED) {
+ json::AddedMessage* j = (json::AddedMessage*)i;
+ if (j->owner == "nseow") {
+ book::OrderSideEnum s =
+ j->side == book::Buy ? book::Sell : book::Buy;
+ json::AddMessage a(json::ADD, j->product, j->price, s,
+ j->resting);
+ auto b = protocol::addOrder(a);
+ if (b->type == json::ADDED &&
+ ((json::AddedMessage*)b)->resting > 0) {
+ json::DeleteMessage d(json::DELETE, j->product,
+ ((json::AddedMessage*)b)->id);
+ delete protocol::deleteOrder(d);
+ }
+ if (b->type == json::ADDED) {
+ std::cout << "Hit " << j->owner << " for "
+ << ((json::AddedMessage*)b)->filled
+ << ", resting "
+ << ((json::AddedMessage*)b)->resting << std::endl;
+ }
+ delete b;
+ }
+ }
+ }
+}
+} // namespace strat
--
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