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.hpp | 12 +++++++++++-
1 files changed, 11 insertions(+), 1 deletions(-)
diff --git a/json.hpp b/json.hpp
index adcb147..45bf855 100644
--- a/json.hpp
+++ b/json.hpp
@@ -25,10 +25,11 @@
BROKER_REQUEST,
BROKER_ACK,
BROKER_CONFIRM,
+ ERROR,
NONE
};
-enum TradeTypeEnum { BUY_AGGRESSOR, SELL_AGGRESSOR };
+enum TradeTypeEnum { BUY_AGGRESSOR, SELL_AGGRESSOR, BROKER_TRADE };
struct Message {
MessageTypes type;
@@ -36,6 +37,12 @@
Message(MessageTypes type, std::string product);
Message();
virtual ~Message() = default;
+};
+
+struct ErrorMessage : public Message {
+ std::string message;
+ ErrorMessage(std::string message);
+ std::string as_string();
};
struct FromExchange : public Message {
@@ -104,6 +111,7 @@
AddedMessage(MessageTypes type, std::string product, std::string id,
book::OrderSideEnum side, double price, uint64_t filled,
uint64_t resting, uint64_t sequence, double timestamp);
+ std::string as_string();
};
struct DeleteMessage : public ToExchange {
@@ -118,12 +126,14 @@
DeletedMessage(MessageTypes type, std::string product, std::string id,
book::OrderSideEnum side, uint64_t sequence,
double timestamp);
+ std::string as_string();
};
struct RejectMessage : public FromExchange {
std::string error;
RejectMessage(MessageTypes type, std::string product, std::string error,
uint64_t sequence, double timestamp);
+ std::string as_string();
};
struct TradeMessage : public FromExchange {
--
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