From f99dcdf422310400fe9f20f61697328e87485a34 Mon Sep 17 00:00:00 2001
From: Joel Grunbaum <joelgrun@gmail.com>
Date: Wed, 19 Jan 2022 09:57:14 +0000
Subject: [PATCH] Insertion sort sides instead of hashmap

---
 protocol.cpp |  121 ++++++++++++++++++++++++++-------------
 1 files changed, 80 insertions(+), 41 deletions(-)

diff --git a/protocol.cpp b/protocol.cpp
index 0492374..f1083c0 100644
--- a/protocol.cpp
+++ b/protocol.cpp
@@ -22,6 +22,7 @@
 	mapAnnounce;
 std::string server = std::string(HOST) + ":" + std::string(PORT);
 httplib::Client cli("http://" + server);
+std::unique_ptr<easywsclient::WebSocket> ws;
 
 double lastime = 0;
 
@@ -57,32 +58,44 @@
 	return bs;
 }
 
-void catchUp(std::unordered_map<std::string, book::Book>& bs)
+void createWebSocket()
 {
-	static std::unique_ptr<easywsclient::WebSocket> ws(
-		easywsclient::WebSocket::from_url("ws://" + server + "/information"));
-	std::string feed;
-	bool gotMessage = false;
+	ws = std::unique_ptr<easywsclient::WebSocket>(
+		easywsclient::WebSocket::pointer(easywsclient::WebSocket::from_url(
+			"ws://" + server + "/information")));
 	ws->poll();
-	ws->dispatch([gotMessageOut = &gotMessage, messageOut = &feed,
-	              ws = ws.get()](const std::string& message) {
-		*gotMessageOut = true;
-		*messageOut = message;
-	});
-	if (gotMessage) {
-		std::queue<json::Message*> a(json::parse(feed));
-		while (!a.empty()) {
-			if (static_cast<json::FromExchange*>(a.front()) != nullptr ||
-			    static_cast<json::FromExchange*>(a.front())->timestamp >
-			        lastime) {
-				lastime =
-					static_cast<json::FromExchange*>(a.front())->timestamp;
+}
+
+std::deque<json::Message*>
+catchUp(std::unordered_map<std::string, book::Book>& bs)
+{
+	std::string feed;
+	bool gotMessage;
+	std::deque<json::Message*> out;
+	do {
+		gotMessage = false;
+		ws->poll();
+		ws->dispatch([gotMessageOut = &gotMessage, messageOut = &feed,
+		              ws = ws.get()](const std::string& message) {
+			*gotMessageOut = true;
+			*messageOut = message;
+		});
+		if (gotMessage) {
+			std::queue<json::Message*> a(json::parse(feed));
+			while (!a.empty()) {
+				if (static_cast<json::FromExchange*>(a.front()) != nullptr ||
+				    static_cast<json::FromExchange*>(a.front())->timestamp >
+				        lastime) {
+					lastime =
+						static_cast<json::FromExchange*>(a.front())->timestamp;
+				}
+				protocol::handleMessage(bs, a.front());
+				out.push_back(a.front());
+				a.pop();
 			}
-			protocol::handleMessage(bs, a.front());
-			delete a.front();
-			a.pop();
 		}
-	}
+	} while (gotMessage);
+	return out;
 }
 
 json::Message* addOrder(json::AddMessage& order)
@@ -162,31 +175,57 @@
                   json::DeletedMessage* message)
 {
 	if (message->side == book::Buy) {
-		bs[message->product].bidSide.erase(message->id);
+        for (auto i = bs[message->product].bidSide.begin(); i != bs[message->product].bidSide.end(); i++) {
+                    if (i->id == message->id) {
+                        bs[message->product].bidSide.erase(i);
+                        break;
+                    }
+                }
 	} else {
-		bs[message->product].askSide.erase(message->id);
+        for (auto i = bs[message->product].askSide.begin(); i != bs[message->product].askSide.end(); i++) {
+                    if (i->id == message->id) {
+                        bs[message->product].askSide.erase(i);
+                        break;
+                    }
+                }
 	}
 }
 void tradeOrder(std::unordered_map<std::string, book::Book>& bs,
                 json::TradeMessage* message)
 {
-	if (bs.find(message->passiveOrder) != bs.end()) {
-		if (message->tradeType == json::BUY_AGGRESSOR) {
-			if (message->passiveOrderRemaining > 0) {
-				bs[message->product].askSide.at(message->passiveOrder).volume =
-					message->passiveOrderRemaining;
-			} else {
-				bs[message->product].askSide.erase(message->passiveOrder);
-			}
-		} else if (message->tradeType == json::SELL_AGGRESSOR) {
-			if (message->passiveOrderRemaining > 0) {
-				bs[message->product].bidSide.at(message->passiveOrder).volume =
-					message->passiveOrderRemaining;
-			} else {
-				bs[message->product].bidSide.erase(message->passiveOrder);
-			}
-		}
-	}
+    if (message->tradeType == json::BUY_AGGRESSOR) {
+        if (message->passiveOrderRemaining > 0) {
+            for (auto& i : bs[message->product].askSide) {
+                if (i.id == message->passiveOrder) {
+                    i.volume = message->passiveOrderRemaining;
+                    break;
+                }
+            }
+        } else {
+            for (auto i = bs[message->product].askSide.begin(); i != bs[message->product].askSide.end(); i++) {
+                if (i->id == message->passiveOrder) {
+                    bs[message->product].askSide.erase(i);
+                    break;
+                }
+            }
+        }
+    } else if (message->tradeType == json::SELL_AGGRESSOR) {
+        if (message->passiveOrderRemaining > 0) {
+            for (auto& i : bs[message->product].bidSide) {
+                if (i.id == message->passiveOrder) {
+                    i.volume = message->passiveOrderRemaining;
+                    break;
+                }
+            }
+        } else {
+            for (auto i = bs[message->product].bidSide.begin(); i != bs[message->product].bidSide.end(); i++) {
+                if (i->id == message->passiveOrder) {
+                    bs[message->product].bidSide.erase(i);
+                    break;
+                }
+            }
+        }
+    }
 }
 
 void broker(std::unordered_map<std::string, book::Book>& bs,

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