[Code cleaning] - Create PublicTradeVector and MarketOrderBookVector

sjanel · Mar 17, 2024 · abea1f9 · abea1f9
1 parent 33493ab
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diff --git a/CONFIG.md b/CONFIG.md
@@ -1,5 +1,4 @@
-Configuration
-=============
+# Configuration
 
 At this step, `coincenter` is built. To execute properly, it needs read/write access to a special directory `data` which contains a tree of files as follows:
 
@@ -14,9 +13,9 @@ This directory is set according to these rules, by decreasing priority:
 - or from `CCT_DATA_DIR` environment variable if it is set at runtime
 - or defaults to the default data directory chosen at build time from `CCT_DATA_DIR` environment variable
 
-# Important files
+## Important files
 
-## secret/secret.json
+### secret/secret.json
 
 Fill this file with your private keys for each of your account(s) in the exchanges. 
 Of course, no need to say that this file should be kept secret, and not transit in the internet, or any other *Docker* image/layer or *git* commit. 
@@ -26,13 +25,13 @@ For additional security, always bind your keys to your IP (some exchanges will f
 
 [data/secret/secret_test.json](data/secret/secret_test.json) shows the syntax.
 
-### Additional information
+#### Additional information
 
-#### Kucoin
+##### Kucoin
 
 In addition of the `key` and `private` values, you will need to provide your `passphrase` as well. It's provided as a string field along with your key in the `secret.json` file.
 
-#### Bithumb
+##### Bithumb
 
 Bithumb **withdrawals** have an extra personal information check: they need to know the **English** and **Korean** name of the owner of the destination account.
 Thus it's also an information that you need to provide in the keys of your targeted accounts for a Bithumb withdrawal.
@@ -41,13 +40,13 @@ Korean name should be provided with the `accountOwner.koName` field in the key o
 
 Refer to the [data/secret/secret_test.json](data/secret/secret_test.json) example file in case of doubt.
 
-## static/generalconfig.json
+### static/generalconfig.json
 
 Contains options that are not exchange specific.
 
 Configures the logging, tracking activity of relevant commands, and console output type.
 
-### Options description
+#### General options description
 
 | Name                                           | Value                                    | Description                                                                                                                                                                                                                                                                                                     |
 | ---------------------------------------------- | ---------------------------------------- | --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
@@ -61,10 +60,10 @@ Configures the logging, tracking activity of relevant commands, and console outp
 | **log.maxNbFiles**                             | Integer                                  | Number of maximum rotating files for log in files                                                                                                                                                                                                                                                               |
 | **requests.concurrency.nbMaxParallelRequests** | Integer                                  | Size of the thread pool that makes exchange requests.                                                                                                                                                                                                                                                           |
 
-
-## static/exchangeconfig.json
+### static/exchangeconfig.json
 
 This json file should follow this specific format:
+
 ```yaml
   - top_level_option:
     - default:
@@ -79,6 +78,7 @@ This json file should follow this specific format:
 ```
 
 Currently, options are set from two ways:
+
 - **Comma separated values** are aggregated for each exchange with the 'default' values (if present)
 - **Single values** are retrieved in a 'bottom first' priority model, meaning that if a value is specified for an exchange name, it is chosen. Otherwise, it checks at the default value for this option, and if again not present, uses a hardcoded default one (cf in the code).
 
@@ -122,7 +122,7 @@ The chosen values will be:
 
 Refer to the hardcoded default json example as a model in case of doubt.
 
-### Options description
+#### Exchanges options description
 
 | Module      | Name                               | Value                                                                            | Description                                                                                                                                                                                                                                                                                                                                                                                                              |
 | ----------- | ---------------------------------- | -------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ |
@@ -156,10 +156,8 @@ Refer to the hardcoded default json example as a model in case of doubt.
 | *tradefees* | **taker**                          | String as decimal number representing a percentage (for instance, "0.15")        | Trade fees occurring when a taker order is matched                                                                                                                                                                                                                                                                                                                                                                       |
 | *withdraw*  | **validateDepositAddressesInFile** | Boolean (`true` or `false`)                                                      | If `true`, each withdraw will perform an additional validation check from a trusted list of "whitelisted" addresses in `depositaddresses.json` file. Withdraw will not be processed if destination wallet is not present in the file.                                                                                                                                                                                    |
 
-#### Notes
- - `updateFrequency` is itself a json document containing all duration values as query frequencies. 
-  See [ExchangeConfig default file](src/objects/src/exchangeconfigdefault.hpp) as an example for the syntax.
- - Unused and not explicitly set values (so, when loaded from default values) from your personal `exchangeconfig.json` file will be logged for information about what will actually be used by `coincenter`.
-
-
+##### Notes
 
+- `updateFrequency` is itself a json document containing all duration values as query frequencies. 
+  See [ExchangeConfig default file](src/objects/src/exchangeconfigdefault.hpp) as an example for the syntax.
+- Unused and not explicitly set values (so, when loaded from default values) from your personal `exchangeconfig.json` file will be logged for information about what will actually be used by `coincenter`.
diff --git a/README.md b/README.md
@@ -26,7 +26,7 @@ Main features:
 - Last trades
 - Withdraw fees
 
-## Private requests
+## Account requests
 
 - Balance
 - Trade (buy & sell in several flavors)
@@ -55,7 +55,7 @@ Main features:
 
 - [coincenter](#coincenter)
   - [Market Data](#market-data)
-  - [Private requests](#private-requests)
+  - [Account requests](#account-requests)
   - [Supported exchanges](#supported-exchanges)
   - [About](#about)
   - [Installation](#installation)
@@ -76,7 +76,7 @@ Main features:
       - [Currencies](#currencies)
         - [Examples](#examples)
       - [Markets](#markets)
-        - [Examples](#examples-1)
+        - [Examples of markets queries](#examples-of-markets-queries)
       - [Ticker information](#ticker-information)
       - [Order books](#order-books)
       - [Last 24h traded volume](#last-24h-traded-volume)
@@ -90,7 +90,7 @@ Main features:
       - [Withdraw fees](#withdraw-fees)
         - [Example 1: query all withdraw fees](#example-1-query-all-withdraw-fees)
         - [Example 2: query ETH withdraw fees on Kraken and Kucoin](#example-2-query-eth-withdraw-fees-on-kraken-and-kucoin)
-    - [Private requests](#private-requests-1)
+    - [Private requests](#private-requests)
       - [Selecting private keys on exchanges](#selecting-private-keys-on-exchanges)
       - [Balance](#balance)
       - [Trade](#trade)
@@ -114,9 +114,9 @@ Main features:
         - [Examples with explanation](#examples-with-explanation-1)
       - [Deposit information](#deposit-information)
       - [Recent deposits](#recent-deposits)
-        - [Examples](#examples-2)
+        - [Examples](#examples-1)
       - [Recent withdraws](#recent-withdraws)
-        - [Examples](#examples-3)
+        - [Examples](#examples-2)
       - [Closed orders](#closed-orders)
       - [Opened orders](#opened-orders)
       - [Cancel opened orders](#cancel-opened-orders)
@@ -251,7 +251,7 @@ This allows to flush correctly the latest data (caches, logs, etc) to files at t
 
 By default, it logs in the console with the 'info' level, and in 'debug' in rotating files.
 
-For this, you can configure statically the default level for each in the [config file](CONFIG.md#options-description).
+For this, you can configure statically the default level for each in the [config file](CONFIG.md#general-options-description).
 It can be overridden on the command line, with options `--log <log-level>` and `--log-file <log-level>`.
 
 ##### Activity history
@@ -268,7 +268,7 @@ By default, it stores all types of trades and withdraws results, but the list is
 ### Parallel requests
 
 You may want to query several exchanges for a command at the same time. In this case, it's possible to ask `coincenter` to launch requests in parallel when it's possible.
-By default, the number of requests in parallel is `1`. To increase it, change the value of the field `nbMaxParallelRequests` in `generalconfig.json` file (more information [here](CONFIG.md#options-description)).
+By default, the number of requests in parallel is `1`. To increase it, change the value of the field `nbMaxParallelRequests` in `generalconfig.json` file (more information [here](CONFIG.md#general-options-description)).
 
 You will have a nice boost of speed when you query the same thing from multiple exchanges / or accounts. However, the logs may not be ordered anymore.
 
@@ -310,7 +310,7 @@ Also, result can be narrowed to list of exchanges given after the optional curre
 
 **Note**: Markets are returned with the currency pair presented in original order from the exchange, as it could give additional information for services relying on this option (even though it's not needed for `trade` option of `coincenter`)
 
-##### Examples
+##### Examples of markets queries
 
 Lists all markets for all exchanges
 
@@ -793,7 +793,7 @@ If you want to trade coin *AAA* into *CCC* but exchange does not have a *AAA-CCC
 
 In order to activate multi trades, there are two ways:
 
-- Default behavior is controlled by [multiTradeAllowedByDefault option](CONFIG.md#options-description) in the `exchangeconfig.json` file. If `true`, multi trade is allowed for the given exchange (or all exchanges if under `default` level).
+- Default behavior is controlled by [multiTradeAllowedByDefault option](CONFIG.md#exchanges-options-description) in the `exchangeconfig.json` file. If `true`, multi trade is allowed for the given exchange (or all exchanges if under `default` level).
 - It can be forced by adding command line flag `--multi-trade`.
 
 In the case it's activated in the config file, `--no-multi-trade` can force deactivation of the multi trade.
@@ -804,13 +804,13 @@ Some exchanges (**Kraken** and **Binance** for instance) allow to actually query
 
 #### Buy / Sell
 
-Trade family of commands require that you specify the *start amount* (with the start currency) and the *target currency*. You can use `buy` and `sell` commands when you have a start amount (for *sell*) or a target amount (for *buy*) only. It's more easy to use, but `coincenter` needs to know which are the [preferred currencies](CONFIG.md#options-description) to which it can *sell* the start amount to, or use as start amount for a *buy*.
+Trade family of commands require that you specify the *start amount* (with the start currency) and the *target currency*. You can use `buy` and `sell` commands when you have a start amount (for *sell*) or a target amount (for *buy*) only. It's more easy to use, but `coincenter` needs to know which are the [preferred currencies](CONFIG.md#exchanges-options-description) to which it can *sell* the start amount to, or use as start amount for a *buy*.
 
 Sell option also supports percentage as start amount. In this case, the desired percentage of total available amount of given currency on matching exchanges (the ones specified after the `,` or all if none given as usual) will be sold. To complement this, `sell-all` option with a start currency instead of an amount is supported as well, which is syntactic sugar of a sell of `100%` of available amount.
 
 Buy a percentage is not available yet, simply because I am not sure about what should be the behavior of this option. If you have ideas about it, do not hesitate to propose them.
 
-The list of preferred currencies should be filled prior to **buy / sell** command and is statically loaded at start of coincenter. It is an array of currencies ordered by decreasing priority, and they represent the currencies that can be used as target currency for a *sell*, and base currency for a *buy*. See [config](CONFIG.md#options-description) file to see how to set the preferred currencies.
+The list of preferred currencies should be filled prior to **buy / sell** command and is statically loaded at start of coincenter. It is an array of currencies ordered by decreasing priority, and they represent the currencies that can be used as target currency for a *sell*, and base currency for a *buy*. See [config](CONFIG.md#exchanges-options-description) file to see how to set the preferred currencies.
 
 ##### Syntax
 

diff --git a/src/api-objects/include/apikey.hpp b/src/api-objects/include/apikey.hpp
@@ -1,6 +1,7 @@
 #pragma once
 
 #include <string_view>
+#include <type_traits>
 
 #include "accountowner.hpp"
 #include "cct_string.hpp"
@@ -57,8 +58,8 @@ class APIKey {
   std::string_view passphrase() const { return _passphrase; }
   const AccountOwner &accountOwner() const { return _accountOwner; }
 
-  using trivially_relocatable = std::integral_constant<bool, is_trivially_relocatable_v<string> &&
-                                                                 is_trivially_relocatable_v<AccountOwner>>::type;
+  using trivially_relocatable =
+      std::bool_constant<is_trivially_relocatable_v<string> && is_trivially_relocatable_v<AccountOwner>>::type;
 
  private:
   string _platform;

diff --git a/src/api-objects/include/exchangepublicapitypes.hpp b/src/api-objects/include/exchangepublicapitypes.hpp
@@ -1,20 +1,22 @@
 #pragma once
 
+#include <functional>
 #include <unordered_map>
 
+#include "cct_allocator.hpp"
 #include "cct_flatset.hpp"
 #include "cct_smallvector.hpp"
-#include "cct_vector.hpp"
 #include "currencycode.hpp"
+#include "market-vector.hpp"
 #include "market.hpp"
 #include "marketorderbook.hpp"
 #include "monetaryamount.hpp"
-#include "publictrade.hpp"
 
 namespace cct {
-using MarketSet = FlatSet<Market>;
+
+using MarketSet = FlatSet<Market, std::less<Market>, allocator<Market>, MarketVector>;
 using MarketOrderBookMap = std::unordered_map<Market, MarketOrderBook>;
 using MarketPriceMap = std::unordered_map<Market, MonetaryAmount>;
 using MarketsPath = SmallVector<Market, 3>;
-using TradesVector = vector<PublicTrade>;
-}  // namespace cct
+
+}  // namespace cct
diff --git a/src/api-objects/include/recentdeposit.hpp b/src/api-objects/include/recentdeposit.hpp
@@ -18,7 +18,7 @@ class RecentDeposit {
 
  private:
   MonetaryAmount _amount;
-  TimePoint _timePoint{};
+  TimePoint _timePoint;
 };
 
 class ClosestRecentDepositPicker {

diff --git a/src/api-objects/include/withdrawinfo.hpp b/src/api-objects/include/withdrawinfo.hpp
@@ -31,13 +31,13 @@ class InitiatedWithdrawInfo {
   MonetaryAmount grossEmittedAmount() const { return _grossEmittedAmount; }
 
   using trivially_relocatable =
-      std::integral_constant<bool, is_trivially_relocatable_v<Wallet> && is_trivially_relocatable_v<string>>::type;
+      std::bool_constant<is_trivially_relocatable_v<Wallet> && is_trivially_relocatable_v<string>>::type;
 
  private:
   Wallet _receivingWallet;
   string _withdrawIdOrMsgIfNotInitiated;
   MonetaryAmount _grossEmittedAmount;
-  TimePoint _initiatedTime{};  // The time at which withdraw has been ordered from the source exchange
+  TimePoint _initiatedTime;  // The time at which withdraw has been ordered from the source exchange
 };
 
 class SentWithdrawInfo {
@@ -84,12 +84,11 @@ class DeliveredWithdrawInfo {
 
   std::string_view withdrawId() const;
 
-  using trivially_relocatable =
-      std::integral_constant<bool, is_trivially_relocatable_v<Wallet> && is_trivially_relocatable_v<string>>::type;
+  using trivially_relocatable = is_trivially_relocatable<api::InitiatedWithdrawInfo>::type;
 
  private:
   api::InitiatedWithdrawInfo _initiatedWithdrawInfo;
-  TimePoint _receivedTime{};       // time at which destination provides received funds as available for trade
+  TimePoint _receivedTime;         // time at which destination provides received funds as available for trade
   MonetaryAmount _receivedAmount;  // fee deduced amount that destination will receive
 };
 

diff --git a/src/api/common/include/exchangepublicapi.hpp b/src/api/common/include/exchangepublicapi.hpp
@@ -15,6 +15,7 @@
 #include "monetaryamount.hpp"
 #include "monetaryamountbycurrencyset.hpp"
 #include "priceoptions.hpp"
+#include "public-trade-vector.hpp"
 
 namespace cct {
 
@@ -104,7 +105,7 @@ class ExchangePublic : public ExchangeBase {
   virtual MonetaryAmount queryLast24hVolume(Market mk) = 0;
 
   /// Retrieve an ordered vector of recent last trades
-  virtual TradesVector queryLastTrades(Market mk, int nbTrades = kNbLastTradesDefault) = 0;
+  virtual PublicTradeVector queryLastTrades(Market mk, int nbTrades = kNbLastTradesDefault) = 0;
 
   /// Retrieve the last price of given market.
   virtual MonetaryAmount queryLastPrice(Market mk) = 0;

diff --git a/src/api/common/include/exchangepublicapi_mock.hpp b/src/api/common/include/exchangepublicapi_mock.hpp
@@ -9,6 +9,7 @@
 #include "exchangepublicapitypes.hpp"
 #include "fiatconverter.hpp"
 #include "monetaryamount.hpp"
+#include "public-trade-vector.hpp"
 
 namespace cct::api {
 class MockExchangePublic : public ExchangePublic {
@@ -28,7 +29,7 @@ class MockExchangePublic : public ExchangePublic {
   MOCK_METHOD(MarketOrderBookMap, queryAllApproximatedOrderBooks, (int depth), (override));
   MOCK_METHOD(MarketOrderBook, queryOrderBook, (Market mk, int depth), (override));
   MOCK_METHOD(MonetaryAmount, queryLast24hVolume, (Market mk), (override));
-  MOCK_METHOD(TradesVector, queryLastTrades, (Market mk, int nbTrades), (override));
+  MOCK_METHOD(PublicTradeVector, queryLastTrades, (Market mk, int nbTrades), (override));
   MOCK_METHOD(MonetaryAmount, queryLastPrice, (Market mk), (override));
 };
 }  // namespace cct::api