From 9550598a8701dbd72ce5ec098b929191895dcbd4 Mon Sep 17 00:00:00 2001
From: Bruno BELANYI <bruno@belanyi.fr>
Date: Sat, 12 Mar 2022 01:54:16 +0100
Subject: [PATCH] kraken: parse: define 'Order' type

Use strong typing for the various components of the order.
---
 src/CMakeLists.txt       |  2 ++
 src/parse/CMakeLists.txt | 10 +++++++
 src/parse/order.cc       |  1 +
 src/parse/order.hh       | 65 ++++++++++++++++++++++++++++++++++++++++
 4 files changed, 78 insertions(+)
 create mode 100644 src/parse/CMakeLists.txt
 create mode 100644 src/parse/order.cc
 create mode 100644 src/parse/order.hh

diff --git a/src/CMakeLists.txt b/src/CMakeLists.txt
index 07ea1fa..e7ca454 100644
--- a/src/CMakeLists.txt
+++ b/src/CMakeLists.txt
@@ -2,10 +2,12 @@ add_executable(kraken kraken.cc)
 target_link_libraries(kraken PRIVATE common_options)
 
 add_subdirectory(csv)
+add_subdirectory(parse)
 add_subdirectory(utils)
 
 target_link_libraries(kraken PRIVATE
   csv
+  parse
 )
 
 install(TARGETS kraken)
diff --git a/src/parse/CMakeLists.txt b/src/parse/CMakeLists.txt
new file mode 100644
index 0000000..340b554
--- /dev/null
+++ b/src/parse/CMakeLists.txt
@@ -0,0 +1,10 @@
+add_library(parse STATIC
+  order.cc
+  order.hh
+)
+
+target_link_libraries(parse PRIVATE
+  utils
+)
+
+target_link_libraries(parse PRIVATE common_options)
diff --git a/src/parse/order.cc b/src/parse/order.cc
new file mode 100644
index 0000000..749b7e9
--- /dev/null
+++ b/src/parse/order.cc
@@ -0,0 +1 @@
+#include "order.hh"
diff --git a/src/parse/order.hh b/src/parse/order.hh
new file mode 100644
index 0000000..aec13d1
--- /dev/null
+++ b/src/parse/order.hh
@@ -0,0 +1,65 @@
+#pragma once
+
+#include <string>
+#include <variant>
+
+#include "utils/strong-type.hh"
+
+namespace kraken::parse {
+
+/// Which side the order is on.
+enum class Side {
+    /// An offer to sell.
+    BID,
+    /// An offer to buy.
+    ASK,
+};
+
+struct PriceTag;
+/// A strongly-typed price value.
+using Price = utils::StrongType<int, PriceTag>;
+
+struct QuantityTag;
+/// A strongly-typed quantity value.
+using Quantity = utils::StrongType<int, PriceTag>;
+
+struct SymbolTag;
+/// A strongly-typed symbol value.
+using Symbol = utils::StrongType<std::string, SymbolTag>;
+
+struct UserTag;
+/// A strongly-typed user id value.
+using User = utils::StrongType<int, UserTag>;
+
+struct UserOrderIdTag;
+/// A strongly-typed user/order id value.
+using UserOrderId = utils::StrongType<int, UserOrderIdTag>;
+
+/// DTO to represent an order
+struct TradeOrder {
+    /// User of the order.
+    User user;
+    /// Symbol of the order.
+    Symbol symbol;
+    /// Price of the order.
+    Price price;
+    /// Quantity of the order.
+    Quantity quantity;
+    /// Side of the order.
+    Side side;
+    /// User/order id.
+    UserOrderId id;
+};
+
+struct CancelOrder {
+    /// User of the order.
+    User user;
+    /// User/order id to cancel.
+    UserOrderId id;
+};
+
+struct FlushOrder {};
+
+using Order = std::variant<TradeOrder, CancelOrder, FlushOrder>;
+
+} // namespace kraken::parse