 Bruno BELANYI
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f8558238bf
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kraken: don't use a thread for reading input
continuous-integration/drone/push Build is passing
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2022-03-25 10:47:14 +01:00 |
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Bruno BELANYI
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7c2a25a6b0
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kraken: make multi-threaded
continuous-integration/drone/push Build was killed
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2022-03-24 17:54:37 +01:00 |
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Bruno BELANYI
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a95df7a00f
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kraken: book: make 'Order' default constructible
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2022-03-24 17:50:36 +01:00 |
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Bruno BELANYI
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654be9fc70
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kraken: link with 'boost::thread'
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2022-03-24 17:50:20 +01:00 |
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Bruno BELANYI
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3998b9839f
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kraken: refactor to interleave input and output
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2022-03-24 17:19:42 +01:00 |
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Bruno BELANYI
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8bba52d3b9
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kraken: engine: expose 'process_single_order'
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2022-03-24 17:19:02 +01:00 |
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Bruno BELANYI
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e601250e7b
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kraken: parse: expose 'parse_single_order'
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2022-03-24 17:18:23 +01:00 |
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Bruno BELANYI
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d159cfb877
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kraken: engine: non-const 'output' on listener
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2022-03-24 17:17:44 +01:00 |
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Bruno BELANYI
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8474ed0c69
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kraken: csv: expose 'read_csv_line'
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2022-03-24 17:17:09 +01:00 |
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Bruno BELANYI
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832abfb224
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kraken: add '--enable-trade'
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2022-03-12 13:59:44 +01:00 |
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Bruno BELANYI
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1cf45d9125
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kraken: engine: DRY in trade matching
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2022-03-12 13:56:08 +01:00 |
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Bruno BELANYI
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ce9457fabd
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kraken: engine: add trading on cross behaviour
It is limited, and mostly untested, I would need more explicit semantics
for the border cases to make it more robust.
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2022-03-12 13:48:57 +01:00 |
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Bruno BELANYI
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8534a74c87
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kraken: engine: DRY in top-of-book handling
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2022-03-12 12:40:23 +01:00 |
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Bruno BELANYI
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fae4a9d5c7
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kraken: engine: refactor 'cancel' ordering
Now that we have a way to reverse-lookup for cancel orders, we are not
linear in the number of active orders.
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2022-03-12 12:40:23 +01:00 |
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Bruno BELANYI
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acbae579b3
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kraken: utils: make 'StrongType' copyable
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2022-03-12 12:08:27 +01:00 |
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Bruno BELANYI
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fa563f2f59
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kraken: make functional binary
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2022-03-12 11:39:39 +01:00 |
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Bruno BELANYI
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37b04a678a
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kraken: engine: fix comparisons
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2022-03-12 11:39:39 +01:00 |
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Bruno BELANYI
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4515fc1c36
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kraken: engine: add 'CsvEngineListern.output'
Otherwise it would be difficult to actually get access to the output...
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2022-03-12 11:39:39 +01:00 |
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Bruno BELANYI
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0817e7ac7e
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kraken: engin: add 'Engine'
This is the brains of the operation, the matching engine.
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2022-03-12 11:39:39 +01:00 |
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Bruno BELANYI
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346dfc4e17
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kraken: engine: add 'CsvEngineListener'
This is the listener that implements the expected output.
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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e3b2d29463
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kraken: engine: add 'EngineListener'
The `Engine` will be in charge of updating the book, triggering the
listener on each event.
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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21ff896730
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kraken: move 'Order' definition to 'book'
I think it makes more sense to centralise these important types in the
`book` library.
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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0157c7b193
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kraken: parse: order: add ordering
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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f0ffc652d5
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kraken: utils: strong-type: derive order
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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7f5f1f9e04
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kraken: add 'config.h'
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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12f458cf94
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kraken: parse: add input file parser
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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9550598a87
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kraken: parse: define 'Order' type
Use strong typing for the various components of the order.
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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b7182826ab
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kraken: utils: add 'StrongType'
I foresee the need to disambiguate a lot of `int`s.
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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bd072e1025
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kraken: csv: fix comma separation logic
Unfortunately, `std::ostream_iterator` puts its separator *after* every
element, not *in-between* each element.
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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23b71018ac
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kraken: csv: add writing functionality
Once again, pretty naive, but it will do.
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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0dee0e12dc
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kraken: csv: move type aliases to 'csv.hh' header
As we need to share it with the CSV writing files.
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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9d862c6a62
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kraken: add 'csv' library
A very basic, naive CSV parser.
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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5cd9e11979
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kraken: bootstrap build system
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2022-03-12 11:07:20 +01:00 |
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