From 9ae8b92ba549ab916c88e9004a95c1ed0cd16059 Mon Sep 17 00:00:00 2001
From: Joel Grunbaum <joelgrun@gmail.com>
Date: Wed, 19 Jan 2022 10:48:57 +0000
Subject: [PATCH] Added loop to click trader and hit self for perf testing
---
book.cpp | 32 +++++++++++---------------------
1 files changed, 11 insertions(+), 21 deletions(-)
diff --git a/book.cpp b/book.cpp
index 7d74c6b..1ee1d06 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()
@@ -86,46 +86,36 @@
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;
- }
+ Level a(order);
+ auto b = std::lower_bound(this->askSide.begin(), this->askSide.end(), a);
+ this->askSide.insert(b, a);
}
void Book::bid(Order& order)
{
- auto a =
- this->bidSide.emplace(order.id, order);
- if (!a.second) {
- std::cout << order.id << "already exists" << std::endl;
- }
+ Level a(order);
+ auto b = std::upper_bound(this->bidSide.begin(), this->bidSide.end(), a);
+ this->bidSide.insert(b, a);
}
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);
- std::size_t count = 0;
- std::sort(askCopy.begin(), askCopy.end());
- for (auto i = askCopy.rbegin(); i != askCopy.rend(); i++) {
+ std::size_t count = 0;
+ for (auto i = this->askSide.rbegin(); i != this->askSide.rend(); i++) {
std::cout << *i << std::endl;
count++;
if (count > numOrders) break;
}
std::cout << "Buy side: " << this->bidSide.size() << std::endl;
- std::vector<Level> bidCopy;
- 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++) {
+ for (auto i = this->bidSide.rbegin(); i != bidSide.rend(); i++) {
std::cout << *i << std::endl;
count++;
if (count > numOrders) break;
--
Gitblit v1.9.3