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kraken: engine: expose 'process_single_order'

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This commit is contained in:
Bruno BELANYI 2022-03-24 17:19:02 +01:00
parent e601250e7b
commit 8bba52d3b9
2 changed files with 9 additions and 2 deletions
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8
src/engine/engine.cc
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@ -91,11 +91,15 @@ Engine::Engine(std::shared_ptr<EngineListener> listener,
CrossBehaviour cross_behaviour) CrossBehaviour cross_behaviour)
: listener_(listener), cross_behaviour_(cross_behaviour) {} : listener_(listener), cross_behaviour_(cross_behaviour) {}
void Engine::process_orders(std::vector<Order> const& orders) { void Engine::process_single_order(Order const& order) {
for (auto const& order : orders) {
std::visit([this](auto const& trade_order) { (*this)(trade_order); }, std::visit([this](auto const& trade_order) { (*this)(trade_order); },
order); order);
} }
void Engine::process_orders(std::vector<Order> const& orders) {
for (auto const& order : orders) {
process_single_order(order);
}
} }
void Engine::operator()(TradeOrder const& trade_order) { void Engine::operator()(TradeOrder const& trade_order) {

3
src/engine/engine.hh
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@ -25,6 +25,9 @@ struct Engine {
Engine(std::shared_ptr<EngineListener> listener, Engine(std::shared_ptr<EngineListener> listener,
CrossBehaviour cross_behaviour = CrossBehaviour::REJECT); CrossBehaviour cross_behaviour = CrossBehaviour::REJECT);
/// Process a single order, triggerring the listener appropriately.
void process_single_order(Order const& order);
/// Process orders, triggerring the listener on each event. /// Process orders, triggerring the listener on each event.
void process_orders(std::vector<Order> const& orders); void process_orders(std::vector<Order> const& orders);