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
---
json.hpp | 11 +++++++++--
1 files changed, 9 insertions(+), 2 deletions(-)
diff --git a/json.hpp b/json.hpp
index 9da1381..bfe2c50 100644
--- a/json.hpp
+++ b/json.hpp
@@ -29,7 +29,7 @@
NONE
};
-enum TradeTypeEnum { BUY_AGGRESSOR, SELL_AGGRESSOR };
+enum TradeTypeEnum { BUY_AGGRESSOR, SELL_AGGRESSOR, BROKER_TRADE };
struct Message {
MessageTypes type;
@@ -82,6 +82,7 @@
std::chrono::nanoseconds expiry, double aggFee,
double pasFee, double broFee, uint64_t sequence,
double timestamp);
+ std::string as_string();
};
struct SettleMessage : public FromExchange {
@@ -91,6 +92,7 @@
SettleMessage(MessageTypes type, std::string product,
std::string stationName, std::chrono::nanoseconds expiry,
double price, uint64_t sequence, double timestamp);
+ std::string as_string();
};
struct AddMessage : public ToExchange {
@@ -108,9 +110,10 @@
double price;
uint64_t filled;
uint64_t resting;
+ std::string owner;
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);
+ uint64_t resting, std::string owner, uint64_t sequence, double timestamp);
std::string as_string();
};
@@ -149,12 +152,14 @@
TradeTypeEnum tradeType, std::string passiveOrder,
uint64_t passiveOrderRemaining, uint64_t sequence,
double timestamp);
+ std::string as_string();
};
struct BrokerRequest : public Broker {
BrokerRequest(MessageTypes type, std::string product, double price,
book::OrderSideEnum side, uint64_t volume,
std::string counterparty);
+ std::string as_string();
};
struct BrokerAck : public Broker {
@@ -165,6 +170,7 @@
book::OrderSideEnum side, uint64_t volume,
std::string counterparty, std::string id,
std::string brokerTradeStatus, std::string owner);
+ std::string as_string();
};
struct BrokerConfirm : public Broker {
@@ -172,6 +178,7 @@
BrokerConfirm(MessageTypes type, std::string product, double price,
book::OrderSideEnum side, uint64_t volume,
std::string counterparty, std::string id);
+ std::string as_string();
};
std::queue<Message*> parse(std::string& str);
--
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