From e8c910e52d1807e2fcca3b43d80a9df6acac5387 Mon Sep 17 00:00:00 2001
From: Joel Grunbaum <joelgrun@gmail.com>
Date: Wed, 12 Jan 2022 06:26:46 +0000
Subject: [PATCH] write price level to each book
---
click.cpp | 64 +++++++++++++++++--------------
1 files changed, 35 insertions(+), 29 deletions(-)
diff --git a/click.cpp b/click.cpp
index 749d649..932e618 100644
--- a/click.cpp
+++ b/click.cpp
@@ -13,10 +13,10 @@
void initialise()
{
- 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}};
+ 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()
@@ -38,27 +38,32 @@
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));
+ 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));
+ 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)
+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);
+ 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) {
@@ -74,17 +79,18 @@
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) {
+ 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 {
- std::cout << static_cast<json::ErrorMessage*>(b)->as_string() << std::endl;
- }
+ std::cout << static_cast<json::ErrorMessage*>(b)->as_string()
+ << std::endl;
+ }
}
int main(int argc, char** argv)
@@ -106,9 +112,9 @@
case 't':
click = mapClick[optarg];
break;
- case 's':
- side = mapClick[optarg];
- break;
+ case 's':
+ side = mapClick[optarg];
+ break;
case 'p':
price = std::stod(optarg);
break;
@@ -119,9 +125,9 @@
id = std::string(optarg);
break;
case '?':
- std::cout << "*1" << std::endl;
+ std::cout << "*1" << std::endl;
default:
- std::cout << "*2 " << (char) c << std::endl;
+ std::cout << "*2 " << (char)c << std::endl;
usage();
exit(0);
}
@@ -134,13 +140,13 @@
sell(product, price, volume);
break;
case Flash:
- if (side == clickType::Buy)
- flash(product, price, volume, book::Buy);
- else
- flash(product, price, volume, book::Sell);
+ if (side == clickType::Buy)
+ flash(product, price, volume, book::Buy);
+ else
+ flash(product, price, volume, book::Sell);
break;
- case Delete:
- deleteOrder(product, id);
- break;
+ case Delete:
+ deleteOrder(product, id);
+ break;
}
}
--
Gitblit v1.9.3