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Merge pull request #23 from crypto-chassis/cleanup
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Cleanup
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cryptochassis authored Nov 24, 2020
2 parents 5b245d7 + bd4621b commit c98a9ea
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Showing 15 changed files with 488 additions and 815 deletions.
100 changes: 50 additions & 50 deletions example/src/execution_management_simple/main.cpp
Original file line number Diff line number Diff line change
@@ -1,50 +1,50 @@
#include "ccapi_cpp/ccapi_session.h"
namespace ccapi {
class ExampleLogger final: public Logger {
public:
void logMessage(Logger::Severity severity, std::thread::id threadId,
std::chrono::system_clock::time_point time,
std::string fileName, int lineNumber,
std::string message) override {
lock.lock();
std::cout << threadId << ": [" << UtilTime::getISOTimestamp(time) << "] {"
<< fileName << ":" << lineNumber << "} "
<< Logger::severityToString(severity) << std::string(8, ' ') << message
<< std::endl;
lock.unlock();
}
private:
std::mutex lock;
};
Logger* Logger::logger = 0; // This line is needed.
class MyEventHandler : public EventHandler {
bool processEvent(const Event& event, Session *session) override {
CCAPI_LOGGER_TRACE(toString(event));
return true;
}
};
} /* namespace ccapi */
int main(int argc, char** argv) {
using namespace ccapi; // NOLINT(build/namespaces)
ExampleLogger exampleLogger;
Logger::logger = &exampleLogger;
SessionOptions sessionOptions;
SessionConfigs sessionConfigs;
MyEventHandler eventHandler;
Session session(sessionOptions, sessionConfigs, &eventHandler);
Request::Operation operation = Request::Operation::CREATE_ORDER;
std::map<std::string, std::string> credential = {
{BINANCE_US_API_KEY, UtilSystem::getEnvAsString(BINANCE_US_API_KEY)},
{BINANCE_US_API_SECRET, UtilSystem::getEnvAsString(BINANCE_US_API_SECRET)}
};
CorrelationId correlationId("this is my correlation id");
Request request(operation, credential, CCAPI_EXCHANGE_NAME_BINANCE_US, "ETHUSD", correlationId);
request.setParam(CCAPI_EM_SIDE, CCAPI_EM_SIDE_BUY);
request.setParam(CCAPI_EM_QUANTITY, "0.04");
request.setParam(CCAPI_EM_LIMIT_PRICE, "300");
Queue<Event> eventQueue;
session.sendRequest(request, &eventQueue);
std::vector<Event> eventList = eventQueue.purge();
CCAPI_LOGGER_TRACE("eventList = "+toString(eventList));
return EXIT_SUCCESS;
}
// #include "ccapi_cpp/ccapi_session.h"
// namespace ccapi {
// class ExampleLogger final: public Logger {
// public:
// void logMessage(Logger::Severity severity, std::thread::id threadId,
// std::chrono::system_clock::time_point time,
// std::string fileName, int lineNumber,
// std::string message) override {
// lock.lock();
// std::cout << threadId << ": [" << UtilTime::getISOTimestamp(time) << "] {"
// << fileName << ":" << lineNumber << "} "
// << Logger::severityToString(severity) << std::string(8, ' ') << message
// << std::endl;
// lock.unlock();
// }
// private:
// std::mutex lock;
// };
// Logger* Logger::logger = 0; // This line is needed.
// class MyEventHandler : public EventHandler {
// bool processEvent(const Event& event, Session *session) override {
// CCAPI_LOGGER_TRACE(toString(event));
// return true;
// }
// };
// } /* namespace ccapi */
// int main(int argc, char** argv) {
// using namespace ccapi; // NOLINT(build/namespaces)
// ExampleLogger exampleLogger;
// Logger::logger = &exampleLogger;
// SessionOptions sessionOptions;
// SessionConfigs sessionConfigs;
// MyEventHandler eventHandler;
// Session session(sessionOptions, sessionConfigs, &eventHandler);
// Request::Operation operation = Request::Operation::CREATE_ORDER;
// std::map<std::string, std::string> credential = {
// {BINANCE_US_API_KEY, UtilSystem::getEnvAsString(BINANCE_US_API_KEY)},
// {BINANCE_US_API_SECRET, UtilSystem::getEnvAsString(BINANCE_US_API_SECRET)}
// };
// CorrelationId correlationId("this is my correlation id");
// Request request(operation, credential, CCAPI_EXCHANGE_NAME_BINANCE_US, "ETHUSD", correlationId);
// request.setParam(CCAPI_EM_SIDE, CCAPI_EM_SIDE_BUY);
// request.setParam(CCAPI_EM_QUANTITY, "0.04");
// request.setParam(CCAPI_EM_LIMIT_PRICE, "300");
// Queue<Event> eventQueue;
// session.sendRequest(request, &eventQueue);
// std::vector<Event> eventList = eventQueue.purge();
// CCAPI_LOGGER_TRACE("eventList = "+toString(eventList));
// return EXIT_SUCCESS;
// }
82 changes: 0 additions & 82 deletions include/ccapi_cpp/ccapi_decimal.h
Original file line number Diff line number Diff line change
Expand Up @@ -6,9 +6,6 @@ namespace ccapi {
class Decimal final {
public:
explicit Decimal(std::string originalValue) {
// if (value.at(0) == '-') {
// throw std::runtime_error("Decimal could only be used to represent unsigned decimal.");
// }
std::string value = originalValue;
this->sign = true;
if (originalValue.at(0) == '-') {
Expand Down Expand Up @@ -52,16 +49,6 @@ class Decimal final {
this->frac = splitted.at(1);
UtilString::rtrim(this->frac, "0");
}


// this->whole = splitted.at(0);
// if (splitted.size() > 1) {
// this->frac = splitted.at(1);
// UtilString::rtrim(this->frac, "0");
// } else {
// this->frac = "";
// }
// this->value = this->frac.empty() ? this->whole : this->whole + "." + this->frac;
}
std::string toString() const {
std::string stringValue;
Expand All @@ -75,38 +62,6 @@ class Decimal final {
}
return stringValue;
}
// Decimal static mid(const Decimal& a, const Decimal& b) {
// auto aScale = a.frac.length();
// auto bScale = b.frac.length();
// unsigned long long ua;
// unsigned long long ub;
// size_t scale;
// if (aScale < bScale) {
// ua = std::stoull(a.whole + a.frac + std::string(bScale - aScale, '0'));
// ub = std::stoull(b.whole + b.frac);
// scale = bScale;
// } else {
// ua = std::stoull(a.whole + a.frac);
// ub = std::stoull(b.whole + b.frac + std::string(aScale - bScale, '0'));
// scale = aScale;
// }
// unsigned long long umid;
// div_t divResult;
// if (ua < ub) {
// divResult = std::div(ub - ua, 2);
// umid = ua + divResult.quot;
// } else {
// divResult = std::div(ua - ub, 2);
// umid = ub + divResult.quot;
// }
// std::string umidString = std::to_string(umid);
// std::string midString = umidString.substr(0, umidString.length() - scale) + "."
// + umidString.substr(umidString.length() - scale);
// if (divResult.rem > 0) {
// midString += "5";
// }
// return Decimal(midString);
// }
friend bool operator<(const Decimal& l, const Decimal& r) {
if (l.sign && r.sign) {
if (l.before < r.before) {
Expand All @@ -127,39 +82,7 @@ class Decimal final {
nr.sign = true;
return nl > nr;
}




// if (l.whole.length() < r.whole.length()) {
// return true;
// } else if (l.whole.length() == r.whole.length()) {
// if (l.whole < r.whole) {
// return true;
// } else if (l.whole == r.whole) {
// return l.frac < r.frac;
// } else {
// return false;
// }
// } else {
// return false;
// }
}
// friend bool operator<(const Decimal& l, const Decimal& r) {
// if (l.whole.length() < r.whole.length()) {
// return true;
// } else if (l.whole.length() == r.whole.length()) {
// if (l.whole < r.whole) {
// return true;
// } else if (l.whole == r.whole) {
// return l.frac < r.frac;
// } else {
// return false;
// }
// } else {
// return false;
// }
// }
friend bool operator>(const Decimal& l, const Decimal& r) {
return r < l;
}
Expand All @@ -177,11 +100,6 @@ class Decimal final {
}

private:
// std::string stringValue;

// std::string whole;
// std::string frac;

// {-}bbbb.aaaa
unsigned long before{};
std::string frac;
Expand Down
6 changes: 0 additions & 6 deletions include/ccapi_cpp/ccapi_session_configs.h
Original file line number Diff line number Diff line change
Expand Up @@ -48,9 +48,6 @@ class SessionConfigs final {
const std::map<std::string, std::vector<int> >& getWebsocketAvailableMarketDepth() const {
return websocketAvailableMarketDepth;
}
// const std::map<std::string, int>& getWebsocketMaxAvailableMarketDepth() const {
// return websocketMaxAvailableMarketDepth;
// }
const std::map<std::string, std::string>& getUrlWebsocketBase() const {
return urlWebsocketBase;
}
Expand Down Expand Up @@ -187,9 +184,6 @@ class SessionConfigs final {
{ CCAPI_EXCHANGE_NAME_HUOBI, std::vector<int>({150})},
{ CCAPI_EXCHANGE_NAME_OKEX, std::vector<int>({400})}
};
// this->websocketMaxAvailableMarketDepth = {
// { CCAPI_EXCHANGE_NAME_BITSTAMP, 100}
// };
this->urlWebsocketBase = {
{ CCAPI_EXCHANGE_NAME_COINBASE, "wss://ws-feed.pro.coinbase.com"},
{ CCAPI_EXCHANGE_NAME_GEMINI, "wss://api.gemini.com/v1/marketdata"},
Expand Down
1 change: 0 additions & 1 deletion include/ccapi_cpp/ccapi_session_options.h
Original file line number Diff line number Diff line change
Expand Up @@ -16,7 +16,6 @@ class SessionOptions final {
+ ccapi::toString(pongTimeoutMilliSeconds) + "]";
return output;
}
// std::string defaultSubscriptionService{"// cc/mktdata"};
long warnLateEventMaxMilliSeconds{};
bool enableCheckSequence{};
bool enableCheckOrderBookChecksum{};
Expand Down
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