kraken: engine: add 'CsvEngineListener'

This is the listener that implements the expected output.

src/engine/CMakeLists.txt

@@ -1,4 +1,6 @@
 add_library(engine STATIC
+  csv-engine-listener.cc
+  csv-engine-listener.hh
   engine-listener.cc
   engine-listener.hh
 )

src/engine/csv-engine-listener.cc

@@ -0,0 +1,66 @@
+#include "csv-engine-listener.hh"
+
+namespace kraken::engine {
+
+CsvEngineListener::CsvEngineListener() = default;
+
+CsvEngineListener::~CsvEngineListener() = default;
+
+void CsvEngineListener::on_acknowledgement(User user, UserOrderId id) {
+    output_.emplace_back(csv::csv_line_type{
+        "A",
+        std::to_string(int(user)),
+        std::to_string(int(id)),
+    });
+}
+
+void CsvEngineListener::on_bad_order(User, UserOrderId) {
+    // Nothing to do
+}
+
+void CsvEngineListener::on_top_of_book_change(Side side, Price price,
+                                              Quantity quantity) {
+    output_.emplace_back(csv::csv_line_type{
+        "B",
+        side == Side::BID ? "B" : "S",
+        std::to_string(int(price)),
+        std::to_string(int(quantity)),
+    });
+}
+
+void CsvEngineListener::on_top_of_book_change(Side side) {
+    output_.emplace_back(csv::csv_line_type{
+        "B",
+        side == Side::BID ? "B" : "S",
+        "-",
+        "-",
+    });
+}
+
+void CsvEngineListener::on_rejection(User user, UserOrderId id) {
+    output_.emplace_back(csv::csv_line_type{
+        "R",
+        std::to_string(int(user)),
+        std::to_string(int(id)),
+    });
+}
+
+void CsvEngineListener::on_match(User user_buy, UserOrderId id_bid,
+                                 User user_sell, UserOrderId id_ask,
+                                 Price price, Quantity quantity) {
+    output_.emplace_back(csv::csv_line_type{
+        "T",
+        std::to_string(int(user_buy)),
+        std::to_string(int(id_bid)),
+        std::to_string(int(user_sell)),
+        std::to_string(int(id_ask)),
+        std::to_string(int(price)),
+        std::to_string(int(quantity)),
+    });
+}
+
+void CsvEngineListener::on_flush() {
+    // Nothing to do
+}
+
+} // namespace kraken::engine

src/engine/csv-engine-listener.hh

@@ -0,0 +1,42 @@
+#pragma once
+
+#include <iosfwd>
+
+#include "csv/csv.hh"
+
+#include "engine-listener.hh"
+
+namespace kraken::engine {
+
+struct CsvEngineListener : EngineListener {
+    CsvEngineListener();
+
+    virtual ~CsvEngineListener();
+
+    /// Called when a new trade or cancel order has been acknowledged.
+    void on_acknowledgement(User user, UserOrderId id) override;
+
+    /// Called when an order is invalid.
+    void on_bad_order(User user, UserOrderId id) override;
+
+    /// Called when the top of the book changes.
+    void on_top_of_book_change(Side side, Price price,
+                               Quantity total_quantity) override;
+    /// Called when the top of the book changes, no orders remaining on a side.
+    void on_top_of_book_change(Side side) override;
+
+    /// Called when an order is rejected by the engine for crossing the book.
+    void on_rejection(User user, UserOrderId id) override;
+
+    /// Called when an order is matched by the engine.
+    void on_match(User user_buy, UserOrderId id_bid, User user_sell,
+                  UserOrderId id_ask, Price price, Quantity quantity) override;
+
+    /// Called when a flush order is processed.
+    void on_flush() override;
+
+private:
+    csv::csv_type output_{};
+};
+
+}; // namespace kraken::engine