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
---
strat.cpp | 7 +++++--
1 files changed, 5 insertions(+), 2 deletions(-)
diff --git a/strat.cpp b/strat.cpp
index 2856c1a..4655787 100644
--- a/strat.cpp
+++ b/strat.cpp
@@ -105,14 +105,17 @@
for (auto& i : m) {
if (i->type == json::ADDED) {
json::AddedMessage* j = (json::AddedMessage*) i;
- if (j->owner == "nseow") {
+ if (j->owner == "jgrunbau") {
book::OrderSideEnum s = j->side == book::Buy ? book::Sell : book::Buy;
json::AddMessage a(json::ADD, j->product, j->price, s, j->resting);
auto b = protocol::addOrder(a);
- if (b->type == json::ADDED) {
+ if (b->type == json::ADDED && ((json::AddedMessage*) b)->resting > 0) {
json::DeleteMessage d(json::DELETE, j->product, ((json::AddedMessage*) b)->id);
delete protocol::deleteOrder(d);
}
+ if (b->type == json::ADDED) {
+ std::cout << "Hit " << j->owner << " for " << ((json::AddedMessage*) b)->filled << ", resting " << ((json::AddedMessage*) b)->resting << std::endl;
+ }
delete b;
}
}
--
Gitblit v1.9.3