From 128c6d51ec8c70e230dc86b100cb887ba3f0378d Mon Sep 17 00:00:00 2001
From: Joel Grunbaum <joelgrun@gmail.com>
Date: Thu, 20 Jan 2022 07:00:50 +0000
Subject: [PATCH] Secrets to macros and c string concat at compile time
---
protocol.cpp | 76 +++++++++++++++++++++++++++----------
1 files changed, 55 insertions(+), 21 deletions(-)
diff --git a/protocol.cpp b/protocol.cpp
index a4b8475..f3c637a 100644
--- a/protocol.cpp
+++ b/protocol.cpp
@@ -16,12 +16,14 @@
#include <string>
#include <unordered_map>
+using namespace std::literals;
+
namespace protocol
{
static std::unordered_map<json::MessageTypes, book::ProductTypeEnum>
mapAnnounce;
-std::string server = std::string(HOST) + ":" + std::string(PORT);
-httplib::Client cli("http://" + server);
+#define SERVER HOST ":" PORT
+httplib::Client cli("http://" SERVER);
std::unique_ptr<easywsclient::WebSocket> ws;
double lastime = 0;
@@ -40,7 +42,6 @@
// std::ifstream sampleFile("../data.test");
// std::stringstream ss;
// ss << sampleFile.rdbuf();
- httplib::Client cli("http://" + server);
auto res = cli.Get("/recover");
std::string l;
// l = ss.str();
@@ -61,8 +62,8 @@
void createWebSocket()
{
ws = std::unique_ptr<easywsclient::WebSocket>(
- easywsclient::WebSocket::pointer(easywsclient::WebSocket::from_url(
- "ws://" + server + "/information")));
+ easywsclient::WebSocket::pointer(
+ easywsclient::WebSocket::from_url("ws://" SERVER "/information")));
ws->poll();
}
@@ -175,28 +176,58 @@
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);
+ 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 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);
+ } 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;
+ }
}
}
}
@@ -212,7 +243,10 @@
httplib::MultipartFormDataItems a = {{"message", message, "", ""},
{"username", USER, "", ""},
{"password", PASS, "", ""}};
- auto res = cli.Post("/execution", a);
+ auto res =
+ cli.Post("/execution",
+ "message=" + message + "&username=" USER "&password=" PASS,
+ "application/x-www-form-urlencoded");
std::string b = res->body;
std::queue<json::Message*> c = json::parse(b);
return c.front();
--
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