kraken: parse: add input file parser

src/parse/CMakeLists.txt

@@ -1,9 +1,12 @@
 add_library(parse STATIC
   order.cc
   order.hh
+  parse.cc
+  parse.hh
 )
 
 target_link_libraries(parse PRIVATE
+  csv
   utils
 )
 

src/parse/parse.cc

@@ -0,0 +1,79 @@
+#include "parse.hh"
+
+#include <string>
+
+#include <cassert>
+
+#include "csv/read-csv.hh"
+
+namespace kraken::parse {
+
+namespace {
+
+Side parse_side(std::string_view side) {
+    if (side == "B") {
+        return Side::BID;
+    } else if (side == "S") {
+        return Side::ASK;
+    } else {
+        throw ParseError("Not a valid side");
+    }
+}
+
+TradeOrder trade_from_raw(csv::csv_line_type const& raw_order) {
+    assert(raw_order[0] == "N");
+
+    if (raw_order.size() != 7) {
+        throw ParseError("Not a valid trade order");
+    }
+
+    auto const user = User{std::stoi(raw_order[1])};
+    auto const symbol = Symbol{raw_order[2]};
+    auto const price = Price{std::stoi(raw_order[3])};
+    auto const quantity = Quantity{std::stoi(raw_order[4])};
+    auto const side = Side{parse_side(raw_order[5])};
+    auto const id = UserOrderId{std::stoi(raw_order[6])};
+
+    return TradeOrder{
+        user, symbol, price, quantity, side, id,
+    };
+}
+
+CancelOrder cancel_from_raw(csv::csv_line_type const& raw_order) {
+    assert(raw_order[0] == "C");
+
+    if (raw_order.size() != 3) {
+        throw ParseError("Not a valid cancel order");
+    }
+
+    auto const user = User{std::stoi(raw_order[1])};
+    auto const id = UserOrderId{std::stoi(raw_order[2])};
+
+    return CancelOrder{
+        user,
+        id,
+    };
+}
+
+} // namespace
+
+std::vector<Order> parse_orders(std::istream& input) {
+    auto const raw_orders = read_csv(input, kraken::csv::CsvHeader::KEEP);
+    auto orders = std::vector<Order>{};
+
+    for (auto const& raw_order : raw_orders) {
+        if (raw_order[0] == "N") {
+            orders.emplace_back(trade_from_raw(raw_order));
+        } else if (raw_order[0] == "C") {
+            orders.emplace_back(cancel_from_raw(raw_order));
+        } else if (raw_order[0] == "F") {
+            orders.emplace_back(FlushOrder{});
+        } else {
+            throw ParseError("Not a valid order");
+        }
+    }
+
+    return orders;
+}
+
+} // namespace kraken::parse

src/parse/parse.hh

@@ -0,0 +1,17 @@
+#pragma once
+
+#include <iosfwd>
+#include <stdexcept>
+#include <vector>
+
+#include "order.hh"
+
+namespace kraken::parse {
+
+struct ParseError : public std::runtime_error {
+    using std::runtime_error::runtime_error;
+};
+
+std::vector<Order> parse_orders(std::istream& input);
+
+} // namespace kraken::parse