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
---
strat.cpp | 42 +++++++++++++++++++++++++++---------------
1 files changed, 27 insertions(+), 15 deletions(-)
diff --git a/strat.cpp b/strat.cpp
index 2856c1a..a4b5e5f 100644
--- a/strat.cpp
+++ b/strat.cpp
@@ -43,10 +43,12 @@
void mainLoop()
{
auto bs = protocol::recoverBook();
+ std::cout << "ready" << std::endl;
while (true) {
auto messages = protocol::catchUp(bs);
// bom::updateBom(bs);
printFeed(messages);
+ // dumbHit(messages);
freeMessages(messages);
}
}
@@ -102,20 +104,30 @@
void dumbHit(std::deque<json::Message*>& m)
{
- for (auto& i : m) {
- if (i->type == json::ADDED) {
- json::AddedMessage* j = (json::AddedMessage*) i;
- if (j->owner == "nseow") {
- book::OrderSideEnum s = j->side == book::Buy ? book::Sell : book::Buy;
- json::AddMessage a(json::ADD, j->product, j->price, s, j->resting);
- auto b = protocol::addOrder(a);
- if (b->type == json::ADDED) {
- json::DeleteMessage d(json::DELETE, j->product, ((json::AddedMessage*) b)->id);
- delete protocol::deleteOrder(d);
- }
- delete b;
- }
- }
- }
+ for (auto& i : m) {
+ if (i->type == json::ADDED) {
+ json::AddedMessage* j = (json::AddedMessage*)i;
+ if (j->owner == "nseow") {
+ book::OrderSideEnum s =
+ j->side == book::Buy ? book::Sell : book::Buy;
+ json::AddMessage a(json::ADD, j->product, j->price, s,
+ j->resting);
+ auto b = protocol::addOrder(a);
+ if (b->type == json::ADDED &&
+ ((json::AddedMessage*)b)->resting > 0) {
+ json::DeleteMessage d(json::DELETE, j->product,
+ ((json::AddedMessage*)b)->id);
+ delete protocol::deleteOrder(d);
+ }
+ if (b->type == json::ADDED) {
+ std::cout << "Hit " << j->owner << " for "
+ << ((json::AddedMessage*)b)->filled
+ << ", resting "
+ << ((json::AddedMessage*)b)->resting << std::endl;
+ }
+ delete b;
+ }
+ }
+ }
}
} // namespace strat
--
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