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
---
json.cpp | 39 ++++++++++++++++++++-------------------
1 files changed, 20 insertions(+), 19 deletions(-)
diff --git a/json.cpp b/json.cpp
index ea1016a..dfcbbf4 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"}};
}
@@ -278,9 +279,9 @@
{
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,
@@ -295,13 +296,13 @@
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,
@@ -314,7 +315,7 @@
{
if (mapOrderSide.empty()) initialise();
return "{\"type\": \"DELETE\", \"product\": \"" + this->product +
- "\", \"id\": \"" + this->id + "\"}";
+ "\", \"id\": \"" + this->id + "\"}";
}
DeletedMessage::DeletedMessage(MessageTypes type, std::string product,
@@ -327,10 +328,10 @@
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,
@@ -343,9 +344,9 @@
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,
--
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