From 441abf1e6a15a39f1ef7bf5e4ee2a4a43bff327b Mon Sep 17 00:00:00 2001 From: Joel Grunbaum <joelgrun@gmail.com> Date: Thu, 20 Jan 2022 05:18:00 +0000 Subject: [PATCH] Added names and ready notice --- json.cpp | 126 +++++++++++++++++++++++++++++++++++------ 1 files changed, 107 insertions(+), 19 deletions(-) diff --git a/json.cpp b/json.cpp index a8b2397..3e1ad07 100644 --- a/json.cpp +++ b/json.cpp @@ -24,6 +24,8 @@ static std::unordered_map<std::string, book::OrderSideEnum> mapOrder; static std::unordered_map<std::string, TradeTypeEnum> mapTrade; static std::unordered_map<book::OrderSideEnum, std::string> mapOrderSide; +static std::unordered_map<MessageTypes, std::string> mapAStr; +static std::unordered_map<TradeTypeEnum, std::string> mapTTStr; void initialise() { @@ -51,6 +53,15 @@ {"BROKER_TRADE", BROKER_TRADE}}; mapOrderSide = {{book::Buy, "BUY"}, {book::Sell, "SELL"}}; + + mapAStr = {{FUTURE_TYPE, "FUTURE"}, + {SPREAD_TYPE, "SPREAD"}, + {CALL_TYPE, "CALL"}, + {PUT_TYPE, "PUT"}}; + + mapTTStr = {{BUY_AGGRESSOR, "BUY_AGGRESSOR"}, + {SELL_AGGRESSOR, "SELL_AGGRESSOR"}, + {BROKER_TRADE, "BROKER_TRADE"}}; } Message* parseSingle(rapidjson::Value& d); @@ -153,8 +164,8 @@ SettleMessage* settle(rapidjson::Value& d) { std::chrono::nanoseconds exp_time(0); - std::string es = d["expiry"].GetString(); - exp_time = parseTime(es); + 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(), @@ -163,11 +174,12 @@ AddedMessage* added(rapidjson::Value& d) { - return new AddedMessage( - mapTypes[d["type"].GetString()], d["product"].GetString(), - d["id"].GetString(), mapOrder[d["side"].GetString()], - d["price"].GetDouble(), d["filled"].GetInt(), d["resting"].GetInt(), - d["sequence"].GetInt(), d["timestamp"].GetDouble()); + return new AddedMessage(mapTypes[d["type"].GetString()], + d["product"].GetString(), d["id"].GetString(), + mapOrder[d["side"].GetString()], + d["price"].GetDouble(), d["filled"].GetInt(), + d["resting"].GetInt(), d["owner"].GetString(), + d["sequence"].GetInt(), d["timestamp"].GetDouble()); } DeletedMessage* deleted(rapidjson::Value& d) @@ -270,6 +282,20 @@ { } +std::string AnnounceMessage::as_string() +{ + return "{\"type\": \"" + mapAStr[this->type] = + "\", \"product\": \"" + this->product + + "\", \"stationId\": " + std::to_string(this->stationId) + + "\", \"stationName\": \"" + this->stationName + + "\", \"unit\": \"" + this->unit + + "\", \"expiry\": " + std::to_string(this->expiry.count()) + + ", \"aggressiveFee\": " + std::to_string(this->aggFee) + + ", \"passiveFee\": " + std::to_string(this->pasFee) + + ", \"sequence\": " + std::to_string(this->sequence) + + ", \"timestamp\": " + std::to_string(this->timestamp) + "}"; +} + SettleMessage::SettleMessage(MessageTypes type, std::string product, std::string stationName, std::chrono::nanoseconds expiry, double price, @@ -277,6 +303,17 @@ : FromExchange(type, product, sequence, timestamp), stationName(stationName), expiry(expiry), price(price) { +} + +std::string SettleMessage::as_string() +{ + return "{\"type\": \"" + mapAStr[this->type] = + "\", \"product\": \"" + this->product + + "\", \"stationName\": \"" + this->stationName + + "\", \"expiry\": " + std::to_string(this->expiry.count()) + + ", \"price\": " + std::to_string(this->price) + + ", \"sequence\": " + std::to_string(this->sequence) + + ", \"timestamp\": " + std::to_string(this->timestamp) + "}"; } AddMessage::AddMessage(MessageTypes type, std::string product, double price, @@ -297,22 +334,24 @@ AddedMessage::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) + std::string owner, uint64_t sequence, + double timestamp) : FromExchange(type, product, sequence, timestamp), id(id), side(side), - price(price), filled(filled), resting(resting) + price(price), filled(filled), resting(resting), owner(owner) { } std::string AddedMessage::as_string() { return "{\"type\": \"ADDED\", \"product\": \"" + this->product + - "\", \"product\": \"" + this->id + "\" \"side\": \"" + + "\", \"product\": \"" + this->id + "\", \"side\": \"" + mapOrderSide[this->side] + "\", \"price\": " + std::to_string(this->price) + - "\"filled\": " + std::to_string(this->filled) + + ", \"filled\": " + std::to_string(this->filled) + ", \"resting\": " + std::to_string(this->resting) + - ", \"sequence\": " + std::to_string(this->sequence) + - ", \"timestamp\":" + std::to_string(this->timestamp) + "}"; + ", \"owner\": \"" + this->owner + + "\", \"sequence\": " + std::to_string(this->sequence) + + ", \"timestamp\": " + std::to_string(this->timestamp) + "}"; } DeleteMessage::DeleteMessage(MessageTypes type, std::string product, @@ -338,10 +377,10 @@ std::string DeletedMessage::as_string() { return "{\"type\": \"DELETED\", \"product\": \"" + this->product + - "\", \"product\": \"" + this->id + "\" \"side\": \"" + + "\", \"product\": \"" + this->id + "\", \"side\": \"" + mapOrderSide[this->side] + ", \"sequence\": " + std::to_string(this->sequence) + - ", \"timestamp\":" + std::to_string(this->timestamp) + "}"; + ", \"timestamp\": " + std::to_string(this->timestamp) + "}"; } RejectMessage::RejectMessage(MessageTypes type, std::string product, @@ -353,10 +392,10 @@ 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) + "}"; + return "{\"type\": \"REJECT\", \"product\": \"" + this->product + + "\", \"error\": \"" + this->error + + "\", \"sequence\": " + std::to_string(this->sequence) + + ", \"timestamp\": " + std::to_string(this->timestamp) + "}"; } TradeMessage::TradeMessage(MessageTypes type, std::string product, double price, @@ -371,11 +410,35 @@ { } +std::string TradeMessage::as_string() +{ + return "{\"type\": \"TRADE\", \"product\": \"" + this->product + + "\", \"price\": " + std::to_string(this->price) + + ", \"volume\": " + std::to_string(this->volume) + ", \"buyer\": \"" + + this->buyer + "\", \"seller\": \"" + this->seller + + "\", \"tradeType\": \"" + mapTTStr[this->tradeType] + + "\", \"passiveOrder\": \"" + this->passiveOrder + + "\", \"passoveOrderRemaining\": " + + std::to_string(this->passiveOrderRemaining) + + "\", \"sequence\": " + std::to_string(this->sequence) + + ", \"timestamp\": " + std::to_string(this->timestamp) + "}"; +} + BrokerRequest::BrokerRequest(MessageTypes type, std::string product, double price, book::OrderSideEnum side, uint64_t volume, std::string counterparty) : Broker(type, product, price, side, volume, counterparty) { +} + +std::string BrokerRequest::as_string() +{ + return "{\"type\": \"" + mapAStr[this->type] = + "\", \"product\": \"" + this->product + + "\", \"price\": " + std::to_string(this->price) + + ", \"side\": " + mapOrderSide[this->side] + + ", \"volume\": " + std::to_string(this->volume) + + ", \"counterparty\": \"" + this->counterparty + "\"}"; } BrokerAck::BrokerAck(MessageTypes type, std::string product, double price, @@ -387,6 +450,19 @@ { } +std::string BrokerAck::as_string() +{ + return "{\"type\": \"" + mapAStr[this->type] = + "\", \"product\": \"" + this->product + + "\", \"price\": " + std::to_string(this->price) + + ", \"side\": " + mapOrderSide[this->side] + + ", \"volume\": " + std::to_string(this->volume) + + ", \"counterparty\": \"" + this->counterparty + +"\", \"id\"" + + this->id + + "\", \"brokerTradeStatus\": " + this->brokerTradeStatus + + "\", \"owner\": \"" + this->owner + "\"}"; +} + BrokerConfirm::BrokerConfirm(MessageTypes type, std::string product, double price, book::OrderSideEnum side, uint64_t volume, std::string counterparty, @@ -394,4 +470,16 @@ : Broker(type, product, price, side, volume, counterparty), id(id) { } + +std::string BrokerConfirm::as_string() +{ + return "{\"type\": \"" + mapAStr[this->type] = + "\", \"product\": \"" + this->product + + "\", \"price\": " + std::to_string(this->price) + + ", \"side\": " + mapOrderSide[this->side] + + ", \"volume\": " + std::to_string(this->volume) + + ", \"counterparty\": \"" + this->counterparty + + "\", \"id\": " + this->id + "\"}"; +} + } // namespace json -- Gitblit v1.9.3