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kraken: parse: expose 'parse_single_order'

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This commit is contained in:
Bruno BELANYI 2022-03-24 17:18:23 +01:00
parent d159cfb877
commit e601250e7b
2 changed files with 18 additions and 9 deletions
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22
src/parse/parse.cc
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@ -57,20 +57,24 @@ CancelOrder cancel_from_raw(csv::csv_line_type const& raw_order) {
} // namespace
Order parse_single_order(csv::csv_line_type const& order) {
if (order[0] == "N") {
return trade_from_raw(order);
} else if (order[0] == "C") {
return cancel_from_raw(order);
} else if (order[0] == "F") {
return FlushOrder{};
} else {
throw ParseError("Not a valid order");
}
}
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");
}
orders.emplace_back(parse_single_order(raw_order));
}
return orders;

5
src/parse/parse.hh
View file

@ -5,6 +5,7 @@
#include <vector>
#include "book/order.hh"
#include "csv/csv.hh"
namespace kraken::parse {
@ -12,6 +13,10 @@ struct ParseError : public std::runtime_error {
using std::runtime_error::runtime_error;
};
/// Convert a single CSV input line to an `Order`.
Order parse_single_order(csv::csv_line_type const& order);
/// Parse orders from an input stream as CSV.
std::vector<Order> parse_orders(std::istream& input);
} // namespace kraken::parse