84 lines
1.9 KiB
C++
84 lines
1.9 KiB
C++
#include "parse.hh"
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#include <string>
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#include <cassert>
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#include "csv/read-csv.hh"
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namespace kraken::parse {
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namespace {
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Side parse_side(std::string_view side) {
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if (side == "B") {
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return Side::BID;
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} else if (side == "S") {
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return Side::ASK;
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} else {
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throw ParseError("Not a valid side");
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}
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}
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TradeOrder trade_from_raw(csv::csv_line_type const& raw_order) {
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assert(raw_order[0] == "N");
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if (raw_order.size() != 7) {
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throw ParseError("Not a valid trade order");
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}
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auto const user = User{std::stoi(raw_order[1])};
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auto const symbol = Symbol{raw_order[2]};
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auto const price = Price{std::stoi(raw_order[3])};
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auto const quantity = Quantity{std::stoi(raw_order[4])};
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auto const side = Side{parse_side(raw_order[5])};
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auto const id = UserOrderId{std::stoi(raw_order[6])};
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return TradeOrder{
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user, symbol, price, quantity, side, id,
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};
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}
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CancelOrder cancel_from_raw(csv::csv_line_type const& raw_order) {
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assert(raw_order[0] == "C");
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if (raw_order.size() != 3) {
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throw ParseError("Not a valid cancel order");
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}
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auto const user = User{std::stoi(raw_order[1])};
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auto const id = UserOrderId{std::stoi(raw_order[2])};
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return CancelOrder{
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user,
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id,
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};
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}
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} // namespace
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Order parse_single_order(csv::csv_line_type const& order) {
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if (order[0] == "N") {
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return trade_from_raw(order);
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} else if (order[0] == "C") {
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return cancel_from_raw(order);
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} else if (order[0] == "F") {
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return FlushOrder{};
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} else {
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throw ParseError("Not a valid order");
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}
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}
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std::vector<Order> parse_orders(std::istream& input) {
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auto const raw_orders = read_csv(input, kraken::csv::CsvHeader::KEEP);
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auto orders = std::vector<Order>{};
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for (auto const& raw_order : raw_orders) {
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orders.emplace_back(parse_single_order(raw_order));
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}
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return orders;
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}
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} // namespace kraken::parse
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