 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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c62f79cbb2
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tests: add integration tests
continuous-integration/drone/push Build is passing
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2022-03-12 11:39:39 +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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e5ddd16da2
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tests: unit: add 'engine' suite
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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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5f1fbac76c
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data: add additional test cases
I was too tired last night (this morning...) I inverted a couple comparisons.
Those simple tests helped isolate the issue.
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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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7c9b61b654
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test: unit: add tests for input parsing
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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d1f61e6e61
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kraken: include 'src' in build directory
Needed for the `config.h` file to be included correctly.
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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8c33e298da
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data: add example CSV files
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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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382f374031
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clang-format: break after template declarations
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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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6ee4e5b554
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tests: unit: csv: add 'write_csv' suite
The disabled tests are expected failures (which GTest does not support),
once fixed they will be enabled.
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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3539cd4a34
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tests: unit: csv: qualify 'read_csv' tests better
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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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697f941cb2
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tests: unit: add 'csv' tests
Simple tests for a simple library.
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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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94f1c8e731
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ci: add Drone CI
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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9d11428a11
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git: add ignore file
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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715fbd767c
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nix: add flake
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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d2794aef9d
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clang-format: init config
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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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