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
---
click.cpp | 190 ++++++++++++++++++++++++++++++++++------------
1 files changed, 139 insertions(+), 51 deletions(-)
diff --git a/click.cpp b/click.cpp
index 31529e9..0ee5fdc 100644
--- a/click.cpp
+++ b/click.cpp
@@ -2,75 +2,163 @@
#include "json.hpp"
#include "protocol.hpp"
+#include <cstdint>
#include <cstdlib>
#include <getopt.h>
#include <iostream>
+#include <string>
#include <unordered_map>
-enum clickType { Buy, Sell, Flash };
+enum clickType { Buy, Sell, Flash, Delete };
static std::unordered_map<std::string, clickType> mapClick;
void initialise()
{
- mapClick = {{"BUY", Buy}, {"SELL", Sell}, {"FLASH", Flash},
- {"b", Buy}, {"s", Sell}, {"f", Flash},
- {"B", Buy}, {"S", Sell}, {"F", Flash}};
+ mapClick = {{"BUY", Buy}, {"SELL", Sell}, {"FLASH", Flash},
+ {"b", Buy}, {"s", Sell}, {"f", Flash},
+ {"B", Buy}, {"S", Sell}, {"F", Flash},
+ {"DELETE", Delete}, {"D", Delete}, {"d", Delete}};
}
void usage()
{
- std::cout << "DESCRIPTION" << std::endl
- << "Click trader using same algs" << std::endl
- << std::endl
- << "USAGE" << std::endl
- << "\t-a product" << std::endl
- << "\t-t click type (buy, sell, flash)" << std::endl
- << "\t-p price" << std::endl
- << "\t-v volume" << std::endl
- << "\t-i id" << std::endl
- << "Always need product, need side, price and volume for "
- "adding/flash, need id for deleting"
- << std::endl;
+ std::cout << "DESCRIPTION" << std::endl
+ << "Click trader using same algs" << std::endl
+ << std::endl
+ << "USAGE" << std::endl
+ << "\t-a product" << std::endl
+ << "\t-t click type (buy, sell, flash, delete)" << std::endl
+ << "\t-p price" << std::endl
+ << "\t-v volume" << std::endl
+ << "\t-i id" << std::endl
+ << "\t-l loop count (default to 1)" << std::endl
+ << "Always need product, need side, price and volume for "
+ "adding/flash, need id for deleting"
+ << std::endl;
+}
+
+void buy(std::string& product, double price, uint64_t volume)
+{
+ json::AddMessage a(json::ADD, product, price, book::Buy, volume);
+ json::AddedMessage* b =
+ static_cast<json::AddedMessage*>(protocol::addOrder(a));
+ std::cout << b->as_string() << std::endl;
+}
+
+void sell(std::string& product, double price, uint64_t volume)
+{
+ json::AddMessage a(json::ADD, product, price, book::Sell, volume);
+ json::AddedMessage* b =
+ static_cast<json::AddedMessage*>(protocol::addOrder(a));
+ std::cout << b->as_string() << std::endl;
+ delete b;
+}
+
+void flash(std::string& product, double price, uint64_t volume,
+ book::OrderSideEnum side)
+{
+ json::AddMessage a(json::ADD, product, price, side, volume);
+ json::Message* b = static_cast<json::Message*>(protocol::addOrder(a));
+ if (b->type == json::ERROR) {
+ std::cout << static_cast<json::ErrorMessage*>(b)->as_string()
+ << std::endl;
+ return;
+ }
+ json::DeleteMessage c(json::DELETE, product,
+ static_cast<json::AddedMessage*>(b)->id);
+ json::Message* d = protocol::deleteOrder(c);
+ std::cout << static_cast<json::AddedMessage*>(b)->as_string() << std::endl;
+ if (d->type == json::DELETED) {
+ std::cout << static_cast<json::DeletedMessage*>(d)->as_string()
+ << std::endl;
+ } else if (d->type == json::REJECT) {
+ std::cout << static_cast<json::RejectMessage*>(d)->as_string()
+ << std::endl;
+ } else if (d->type == json::ERROR) {
+ std::cout << static_cast<json::ErrorMessage*>(d)->as_string() << std::endl;
+ }
+ delete b;
+ delete d;
+}
+
+void deleteOrder(std::string& product, std::string& id)
+{
+ json::DeleteMessage a(json::DELETE, product, id);
+ json::Message* b = protocol::deleteOrder(a);
+ if (b->type == json::DELETED) {
+ std::cout << static_cast<json::DeletedMessage*>(b)->as_string()
+ << std::endl;
+ } else if (b->type == json::REJECT) {
+ std::cout << static_cast<json::RejectMessage*>(b)->as_string()
+ << std::endl;
+ } else if (b->type == json::ERROR) {
+ std::cout << static_cast<json::ErrorMessage*>(b)->as_string()
+ << std::endl;
+ }
}
int main(int argc, char** argv)
{
- int c;
- std::string product, id;
- double price;
- clickType click;
- uint64_t volume;
- initialise();
- if (argc == 1) {
- usage(), exit(0);
- }
- while ((c = getopt(argc, argv, "a::t::p::v::i::")) != -1) {
- switch (c) {
- case 'a':
- product = std::string(optarg);
- break;
- case 's':
- click = mapClick[optarg];
- break;
- case 'p':
- price = std::stod(optarg);
- break;
- case 'v':
- volume = std::stoll(optarg);
- break;
- case 'i':
- id = std::string(optarg);
- break;
- case '?':
- default:
- usage();
- exit(0);
+ int c;
+ std::string product, id;
+ double price;
+ clickType click, side;
+ uint64_t volume;
+ uint64_t times = 1;
+ initialise();
+ if (argc == 1) {
+ usage(), exit(0);
}
- }
- switch (click) {
- case Buy:
- case Sell:
- case Flash:;
+ while ((c = getopt(argc, argv, "a::t::s::p::v::i::l::")) != -1) {
+ switch (c) {
+ case 'a':
+ product = std::string(optarg);
+ break;
+ case 't':
+ click = mapClick[optarg];
+ break;
+ case 's':
+ side = mapClick[optarg];
+ break;
+ case 'p':
+ price = std::stod(optarg);
+ break;
+ case 'v':
+ volume = std::stoll(optarg);
+ break;
+ case 'i':
+ id = std::string(optarg);
+ break;
+ case 'l':
+ times = std::stoll(optarg);
+ break;
+ case '?':
+ std::cout << "*1" << std::endl;
+ default:
+ std::cout << "*2 " << (char)c << std::endl;
+ usage();
+ exit(0);
+ }
+ }
+ for (std::uint64_t i = 0; i < times; i++)
+ {
+ switch (click) {
+ case Buy:
+ buy(product, price, volume);
+ break;
+ case Sell:
+ sell(product, price, volume);
+ break;
+ case Flash:
+ if (side == clickType::Buy)
+ flash(product, price, volume, book::Buy);
+ else
+ flash(product, price, volume, book::Sell);
+ break;
+ case Delete:
+ deleteOrder(product, id);
+ break;
+ }
}
}
--
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