From d2cfd3eeeb8b6af3b7ccda01e6c1ac581a2df398 Mon Sep 17 00:00:00 2001
From: Joel Grunbaum <joelgrun@gmail.com>
Date: Thu, 13 Jan 2022 06:54:09 +0000
Subject: [PATCH] Added time parsing
---
test.cpp | 2 +-
json.cpp | 57 ++++++++++++++++++++++++++++++++++-----------------------
2 files changed, 35 insertions(+), 24 deletions(-)
diff --git a/json.cpp b/json.cpp
index dfcbbf4..a1b0a7a 100644
--- a/json.cpp
+++ b/json.cpp
@@ -66,6 +66,8 @@
BrokerConfirm* brokerCon(rapidjson::Value& d);
ErrorMessage* error(rapidjson::Value& d);
+std::chrono::seconds parseTime(std::string& s);
+
std::queue<Message*> parse(std::string& str)
{
std::queue<Message*> out;
@@ -126,12 +128,21 @@
return out;
}
+std::chrono::seconds parseTime(std::string& s)
+{
+ return std::chrono::hours{std::stoi(s.substr(0, 4)) * 24 * 30 * 12} +
+ std::chrono::hours{std::stoi(s.substr(5, 2)) * 24 * 30} +
+ std::chrono::hours{std::stoi(s.substr(8, 2)) * 24} +
+ std::chrono::hours{std::stoi(s.substr(11, 2))} +
+ std::chrono::minutes{std::stoi(s.substr(14, 2))} +
+ std::chrono::hours{std::stoi(s.substr(16, 5))};
+}
+
AnnounceMessage* announce(rapidjson::Value& d)
{
- // std::stringstream expiryStream(d["expiry"].GetString());
+ std::string es = d["expiry"].GetString();
std::chrono::nanoseconds exp_time(0);
- // expiryStream >>
- // date::parse("%Y-%m-%f %H:%M%z", exp_time); // Parsing is broken
+ exp_time = parseTime(es);
return new AnnounceMessage(
mapTypes[d["type"].GetString()], d["product"].GetString(),
d["stationId"].GetInt(), d["stationName"].GetString(),
@@ -142,9 +153,9 @@
SettleMessage* settle(rapidjson::Value& d)
{
- // std::stringstream expiryStream(d["expiry"].GetString());
std::chrono::nanoseconds exp_time(0);
- // expiryStream >> date::parse("%Y-%m-%d %H:%M%z", exp_time);
+ 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(),
@@ -279,9 +290,9 @@
{
if (mapOrderSide.empty()) initialise();
return "{\"type\": \"ADD\", \"product\": \"" + this->product +
- "\", \"price\": " + std::to_string(this->price) + ", \"side\": \"" +
- mapOrderSide[this->side] +
- "\", \"volume\": " + std::to_string(this->volume) + "}";
+ "\", \"price\": " + std::to_string(this->price) + ", \"side\": \"" +
+ mapOrderSide[this->side] +
+ "\", \"volume\": " + std::to_string(this->volume) + "}";
}
AddedMessage::AddedMessage(MessageTypes type, std::string product,
@@ -296,13 +307,13 @@
std::string AddedMessage::as_string()
{
return "{\"type\": \"ADDED\", \"product\": \"" + this->product +
- "\", \"product\": \"" + this->id + "\" \"side\": \"" +
- mapOrderSide[this->side] +
- "\", \"price\": " + std::to_string(this->price) +
- "\"filled\": " + std::to_string(this->filled) +
- ", \"resting\": " + std::to_string(this->resting) +
- ", \"sequence\": " + std::to_string(this->sequence) +
- ", \"timestamp\":" + std::to_string(this->timestamp) + "}";
+ "\", \"product\": \"" + this->id + "\" \"side\": \"" +
+ mapOrderSide[this->side] +
+ "\", \"price\": " + std::to_string(this->price) +
+ "\"filled\": " + std::to_string(this->filled) +
+ ", \"resting\": " + std::to_string(this->resting) +
+ ", \"sequence\": " + std::to_string(this->sequence) +
+ ", \"timestamp\":" + std::to_string(this->timestamp) + "}";
}
DeleteMessage::DeleteMessage(MessageTypes type, std::string product,
@@ -315,7 +326,7 @@
{
if (mapOrderSide.empty()) initialise();
return "{\"type\": \"DELETE\", \"product\": \"" + this->product +
- "\", \"id\": \"" + this->id + "\"}";
+ "\", \"id\": \"" + this->id + "\"}";
}
DeletedMessage::DeletedMessage(MessageTypes type, std::string product,
@@ -328,10 +339,10 @@
std::string DeletedMessage::as_string()
{
return "{\"type\": \"DELETED\", \"product\": \"" + this->product +
- "\", \"product\": \"" + this->id + "\" \"side\": \"" +
- mapOrderSide[this->side] +
- ", \"sequence\": " + std::to_string(this->sequence) +
- ", \"timestamp\":" + std::to_string(this->timestamp) + "}";
+ "\", \"product\": \"" + this->id + "\" \"side\": \"" +
+ mapOrderSide[this->side] +
+ ", \"sequence\": " + std::to_string(this->sequence) +
+ ", \"timestamp\":" + std::to_string(this->timestamp) + "}";
}
RejectMessage::RejectMessage(MessageTypes type, std::string product,
@@ -344,9 +355,9 @@
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) + "}";
+ "\", \"error\": \"" + this->error +
+ "\", \"sequence\": " + std::to_string(this->sequence) +
+ ", \"timestamp\": " + std::to_string(this->timestamp) + "}";
}
TradeMessage::TradeMessage(MessageTypes type, std::string product, double price,
diff --git a/test.cpp b/test.cpp
index b8df66a..1617c70 100644
--- a/test.cpp
+++ b/test.cpp
@@ -23,7 +23,7 @@
protocol::catchUp(bs);
std::cout << bs.size() << std::endl;
for (auto& i : bs) {
- std::cout << i.first << ", " << i.second.bomPrice << std::endl;
+ std::cout << i.first << ", " << i.second.expiry.count() << ", " << i.second.bomPrice << std::endl;
i.second.printBook();
}
}
--
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