From 2c515f0de70ad675b5f5d25b6a496d67d8dc0463 Mon Sep 17 00:00:00 2001
From: Joel Grunbaum <joelgrun@gmail.com>
Date: Mon, 10 Jan 2022 02:48:19 +0000
Subject: [PATCH] Fixed indentation
---
protocol.cpp | 205 ++++++++++++++++++++++++++-------------------------
1 files changed, 104 insertions(+), 101 deletions(-)
diff --git a/protocol.cpp b/protocol.cpp
index 604c725..c15fded 100644
--- a/protocol.cpp
+++ b/protocol.cpp
@@ -15,148 +15,151 @@
namespace protocol
{
static std::unordered_map<json::MessageTypes, book::ProductTypeEnum>
- mapAnnounce;
+ mapAnnounce;
std::string server = std::string(HOST) + ":" + std::string(PORT);
httplib::Client cli("http://" + server);
void initialise()
{
- mapAnnounce = {{json::FUTURE_TYPE, book::FUTURE},
- {json::SPREAD_TYPE, book::SPREAD},
- {json::CALL_TYPE, book::CALL},
- {json::PUT_TYPE, book::PUT}};
+ mapAnnounce = {{json::FUTURE_TYPE, book::FUTURE},
+ {json::SPREAD_TYPE, book::SPREAD},
+ {json::CALL_TYPE, book::CALL},
+ {json::PUT_TYPE, book::PUT}};
}
std::unordered_map<std::string, book::Book> recoverBook()
{
- std::unordered_map<std::string, book::Book> bs;
- std::ifstream sampleFile("../data.test");
- std::stringstream ss;
- ss << sampleFile.rdbuf();
- // httplib::Client cli("http://" + server);
- // auto res = cli.Get("/recover");
- std::string l;
- l = ss.str();
- std::queue<json::Message*> a(json::parse(l));
- while (!a.empty()) {
- protocol::handleMessage(bs, a.front());
- delete a.front();
- a.pop();
- }
- return bs;
+ std::unordered_map<std::string, book::Book> bs;
+ // std::ifstream sampleFile("../data.test");
+ // std::stringstream ss;
+ // ss << sampleFile.rdbuf();
+ httplib::Client cli("http://" + server);
+ auto res = cli.Get("/recover");
+ std::string l;
+ // l = ss.str();
+ l = res->body;
+ std::queue<json::Message*> a(json::parse(l));
+ while (!a.empty()) {
+ protocol::handleMessage(bs, a.front());
+ delete a.front();
+ a.pop();
+ }
+ return bs;
}
json::Message* addOrder(json::AddMessage& order)
{
- std::string message = "{\"message\": " + order.as_string() + ", " +
- "\"username\": \"" + std::string(USER) +
- "\", \"password\": \"" + std::string(PASS) + "\"}";
- return send(message);
+ std::string message = "{\"message\": " + order.as_string() + ", " +
+ "\"username\": \"" + std::string(USER) +
+ "\", \"password\": \"" + std::string(PASS) + "\"}";
+ return send(message);
}
json::Message* deleteOrder(json::DeleteMessage& order)
{
- std::string message = "{\"message\": " + order.as_string() +
- ", \"username\": \"" + std::string(USER) +
- "\", \"password\": \"" + std::string(PASS) + "\"}";
- return send(message);
+ std::string message = "{\"message\": " + order.as_string() +
+ ", \"username\": \"" + std::string(USER) +
+ "\", \"password\": \"" + std::string(PASS) + "\"}";
+ return send(message);
}
void handleMessage(std::unordered_map<std::string, book::Book>& bs,
json::Message* message)
{
- if (mapAnnounce.empty()) initialise();
- switch (message->type) {
- case json::FUTURE_TYPE:
- case json::SPREAD_TYPE:
- case json::CALL_TYPE:
- case json::PUT_TYPE:
- announce(bs, dynamic_cast<json::AnnounceMessage*>(message));
- break;
- case json::SETTLEMENT:
- settle(bs, dynamic_cast<json::SettleMessage*>(message));
- break;
- case json::ADDED:
- addedOrder(bs, dynamic_cast<json::AddedMessage*>(message));
- break;
- case json::DELETED:
- deletedOrder(bs, dynamic_cast<json::DeletedMessage*>(message));
- break;
- case json::TRADE:
- tradeOrder(bs, dynamic_cast<json::TradeMessage*>(message));
- break;
- case json::BROKER_REQUEST:
- case json::BROKER_ACK:
- case json::BROKER_CONFIRM:
- broker(bs, dynamic_cast<json::Broker*>(message));
- break;
- default:;
- }
+ if (mapAnnounce.empty()) initialise();
+ switch (message->type) {
+ case json::FUTURE_TYPE:
+ case json::SPREAD_TYPE:
+ case json::CALL_TYPE:
+ case json::PUT_TYPE:
+ announce(bs, dynamic_cast<json::AnnounceMessage*>(message));
+ break;
+ case json::SETTLEMENT:
+ settle(bs, dynamic_cast<json::SettleMessage*>(message));
+ break;
+ case json::ADDED:
+ addedOrder(bs, dynamic_cast<json::AddedMessage*>(message));
+ break;
+ case json::DELETED:
+ deletedOrder(bs, dynamic_cast<json::DeletedMessage*>(message));
+ break;
+ case json::TRADE:
+ tradeOrder(bs, dynamic_cast<json::TradeMessage*>(message));
+ break;
+ case json::BROKER_REQUEST:
+ case json::BROKER_ACK:
+ case json::BROKER_CONFIRM:
+ broker(bs, dynamic_cast<json::Broker*>(message));
+ break;
+ default:;
+ }
}
void announce(std::unordered_map<std::string, book::Book>& bs,
json::AnnounceMessage* message)
{
- bs[message->product] =
- book::Book(mapAnnounce[message->type], message->product,
- message->stationId, message->unit, message->expiry,
- message->aggFee, message->pasFee, message->broFee);
+ bs[message->product] =
+ book::Book(mapAnnounce[message->type], message->product,
+ message->stationId, message->unit, message->expiry,
+ message->aggFee, message->pasFee, message->broFee);
}
void settle(std::unordered_map<std::string, book::Book>& bs,
json::SettleMessage* message)
{
- bs.erase(message->product);
+ bs.erase(message->product);
}
void addedOrder(std::unordered_map<std::string, book::Book>& bs,
json::AddedMessage* message)
{
- if (message->side == book::Buy) {
- book::Order t(message->price, book::Buy, message->resting,
- message->timestamp, message->id);
- bs[message->product].bid(t);
- } else {
- book::Order t(message->price, book::Sell, message->resting,
- message->timestamp, message->id);
- bs[message->product].ask(t);
- }
+ if (message->side == book::Buy) {
+ book::Order t(message->price, book::Buy, message->resting,
+ message->timestamp, message->id);
+ bs[message->product].bid(t);
+ } else {
+ book::Order t(message->price, book::Sell, message->resting,
+ message->timestamp, message->id);
+ bs[message->product].ask(t);
+ }
}
void deletedOrder(std::unordered_map<std::string, book::Book>& bs,
json::DeletedMessage* message)
{
- if (message->side == book::Buy) {
- for (std::size_t i = 0; i < bs[message->product].bidSide.size(); i++) {
- if (bs[message->product].bidSide[i].id == message->id) {
- bs[message->product].bidSide[i] = bs[message->product].bidSide.back();
- bs[message->product].bidSide.erase(bs[message->product].bidSide.end());
- std::make_heap(bs[message->product].bidSide.begin(),
- bs[message->product].bidSide.end(),
- std::less<book::Level>());
- }
+ if (message->side == book::Buy) {
+ for (std::size_t i = 0; i < bs[message->product].bidSide.size(); i++) {
+ if (bs[message->product].bidSide[i].id == message->id) {
+ bs[message->product].bidSide[i] =
+ bs[message->product].bidSide.back();
+ bs[message->product].bidSide.pop_back();
+ std::make_heap(bs[message->product].bidSide.begin(),
+ bs[message->product].bidSide.end(),
+ std::less<book::Level>());
+ }
+ }
+ } else {
+ for (std::size_t i = 0; i < bs[message->product].askSide.size(); i++) {
+ if (bs[message->product].askSide[i].id == message->id) {
+ bs[message->product].askSide[i] =
+ bs[message->product].askSide.back();
+ bs[message->product].askSide.pop_back();
+ std::make_heap(bs[message->product].askSide.begin(),
+ bs[message->product].askSide.end(),
+ std::greater<book::Level>());
+ }
+ }
}
- } else {
- for (std::size_t i = 0; i < bs[message->product].askSide.size(); i++) {
- if (bs[message->product].askSide[i].id == message->id) {
- bs[message->product].askSide[i] = bs[message->product].askSide.back();
- bs[message->product].askSide.erase(bs[message->product].askSide.end());
- std::make_heap(bs[message->product].askSide.begin(),
- bs[message->product].askSide.end(),
- std::greater<book::Level>());
- }
- }
- }
}
void tradeOrder(std::unordered_map<std::string, book::Book>& bs,
json::TradeMessage* message)
{
- if (message->tradeType == json::BUY_AGGRESSOR) {
- book::Order t(message->price, book::Buy, message->volume,
- message->timestamp, message->passiveOrder);
- bs[message->product].bid(t);
- } else {
- book::Order t(message->price, book::Sell, message->volume,
- message->timestamp, message->passiveOrder);
- bs[message->product].ask(t);
- }
+ if (message->tradeType == json::BUY_AGGRESSOR) {
+ book::Order t(message->price, book::Buy, message->volume,
+ message->timestamp, message->passiveOrder);
+ bs[message->product].bid(t);
+ } else {
+ book::Order t(message->price, book::Sell, message->volume,
+ message->timestamp, message->passiveOrder);
+ bs[message->product].ask(t);
+ }
}
void broker(std::unordered_map<std::string, book::Book>& bs,
json::Broker* message)
@@ -165,9 +168,9 @@
json::Message* send(std::string& message)
{
- auto res = cli.Post("/execution", message, "text/plain");
- std::queue<json::Message*> a = json::parse(res->body);
- return a.front();
+ auto res = cli.Post("/execution", message, "text/plain");
+ std::queue<json::Message*> a = json::parse(res->body);
+ return a.front();
}
} // namespace protocol
--
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