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
---
json.cpp | 24 ++++++++++++++++++------
1 files changed, 18 insertions(+), 6 deletions(-)
diff --git a/json.cpp b/json.cpp
index ea1016a..a1b0a7a 100644
--- a/json.cpp
+++ b/json.cpp
@@ -48,7 +48,8 @@
mapOrder = {{"BUY", book::Buy}, {"SELL", book::Sell}};
mapTrade = {{"BUY_AGGRESSOR", BUY_AGGRESSOR},
- {"SELL_AGGRESSOR", SELL_AGGRESSOR}};
+ {"SELL_AGGRESSOR", SELL_AGGRESSOR},
+ {"BROKER_TRADE", BROKER_TRADE}};
mapOrderSide = {{book::Buy, "BUY"}, {book::Sell, "SELL"}};
}
@@ -64,6 +65,8 @@
BrokerAck* brokerAck(rapidjson::Value& d);
BrokerConfirm* brokerCon(rapidjson::Value& d);
ErrorMessage* error(rapidjson::Value& d);
+
+std::chrono::seconds parseTime(std::string& s);
std::queue<Message*> parse(std::string& str)
{
@@ -125,12 +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(),
@@ -141,9 +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(),
--
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