75 lines
1.9 KiB
C++
75 lines
1.9 KiB
C++
#include "csv-engine-listener.hh"
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namespace kraken::engine {
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CsvEngineListener::CsvEngineListener() = default;
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CsvEngineListener::~CsvEngineListener() = default;
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csv::csv_type const& CsvEngineListener::output() const {
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return output_;
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}
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csv::csv_type& CsvEngineListener::output() {
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return output_;
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}
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void CsvEngineListener::on_acknowledgement(User user, UserOrderId id) {
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output_.emplace_back(csv::csv_line_type{
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"A",
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std::to_string(int(user)),
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std::to_string(int(id)),
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});
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}
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void CsvEngineListener::on_bad_order(User, UserOrderId) {
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// Nothing to do
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}
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void CsvEngineListener::on_top_of_book_change(Side side, Price price,
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Quantity quantity) {
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output_.emplace_back(csv::csv_line_type{
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"B",
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side == Side::BID ? "B" : "S",
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std::to_string(int(price)),
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std::to_string(int(quantity)),
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});
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}
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void CsvEngineListener::on_top_of_book_change(Side side) {
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output_.emplace_back(csv::csv_line_type{
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"B",
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side == Side::BID ? "B" : "S",
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"-",
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"-",
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});
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}
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void CsvEngineListener::on_rejection(User user, UserOrderId id) {
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output_.emplace_back(csv::csv_line_type{
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"R",
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std::to_string(int(user)),
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std::to_string(int(id)),
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});
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}
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void CsvEngineListener::on_match(User user_buy, UserOrderId id_bid,
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User user_sell, UserOrderId id_ask,
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Price price, Quantity quantity) {
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output_.emplace_back(csv::csv_line_type{
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"T",
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std::to_string(int(user_buy)),
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std::to_string(int(id_bid)),
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std::to_string(int(user_sell)),
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std::to_string(int(id_ask)),
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std::to_string(int(price)),
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std::to_string(int(quantity)),
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});
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}
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void CsvEngineListener::on_flush() {
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// Nothing to do
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}
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} // namespace kraken::engine
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