Beispiel #1
0
 /**
  * Handle an order replace.
  *
  * @param recvts the timestamp when the message was received
  * @param msgcnt the number of messages received before this message
  * @param msgoffset the number of bytes received before this message
  * @param msg the message describing the cancel/replace
  */
 void handle_message(
     time_point recvts, long msgcnt, std::size_t msgoffset,
     order_replace_message const& msg) {
   JB_LOG(trace) << " " << msgcnt << ":" << msgoffset << " " << msg;
   // First we need to find the original order ...
   auto position = orders_.find(msg.original_order_reference_number);
   if (position == orders_.end()) {
     // ... ooops, this should not happen, there is a problem with the
     // feed, log the problem and skip the message ...
     JB_LOG(warning)
         << "unknown order in handle_message(order_replace_message)"
         << ", id=" << msg.original_order_reference_number
         << ", location=" << msgcnt << ":" << msgoffset << ", msg=" << msg;
     return;
   }
   // ... then we need to make sure the new order is not a duplicate
   // ...
   auto newpos = orders_.find(msg.new_order_reference_number);
   if (newpos != orders_.end()) {
     JB_LOG(warning) << "duplicate order in "
                     << "handle_message(order_replace_message)"
                     << ", id=" << msg.new_order_reference_number
                     << ", location=" << msgcnt << ":" << msgoffset
                     << ", msg=" << msg;
     return;
   }
   auto& book = books_[position->second.stock];
   // ... update the order list and book, but do not make a callback ...
   auto update = do_reduce(
       position, book, recvts, msgcnt, msgoffset, msg.header,
       msg.original_order_reference_number, 0);
   // ... now we need to insert the new order ...
   orders_.emplace(
       msg.new_order_reference_number,
       order_data{update.stock, update.buy_sell_indicator, msg.price,
                  msg.shares});
   (void)book.handle_add_order(
       update.buy_sell_indicator, msg.price, msg.shares);
   // ... adjust the update data structure ...
   update.cxlreplx = true;
   update.oldpx = update.px;
   update.oldqty = -update.qty;
   update.px = msg.price;
   update.qty = msg.shares;
   // ... and invoke the callback ...
   callback_(msg.header, book, update);
 }
Beispiel #2
0
 /**
  * Refactor code to handle order reductions, i.e., cancels and
  * executions
  *
  * @param recvts the timestamp when the message was received
  * @param msgcnt the number of messages received before this message
  * @param msgoffset the number of bytes received before this message
  * @param header the header of the message that triggered this event
  * @param order_reference_number the id of the order being reduced
  * @param shares the number of shares to reduce, if 0 reduce all shares
  */
 void handle_order_reduction(
     time_point recvts, long msgcnt, std::size_t msgoffset,
     message_header const& header, std::uint64_t order_reference_number,
     std::uint32_t shares) {
   // First we need to find the order ...
   auto position = orders_.find(order_reference_number);
   if (position == orders_.end()) {
     // ... ooops, this should not happen, there is a problem with the
     // feed, log the problem and skip the message ...
     JB_LOG(warning) << "unknown order in handle_order_reduction"
                     << ", id=" << order_reference_number
                     << ", location=" << msgcnt << ":" << msgoffset
                     << ", header=" << header
                     << ", order_reference_number=" << order_reference_number
                     << ", shares=" << shares;
     return;
   }
   auto& book = books_[position->second.stock];
   auto u = do_reduce(
       position, book, recvts, msgcnt, msgoffset, header,
       order_reference_number, shares);
   callback_(header, book, u);
 }
Beispiel #3
0
bool Generator::reduce() {
    tmp_cnt = 0;
    label_cnt = 0;
    labels.clear();
    for_beg.clear();
    memset(is_busy, 0, sizeof (is_busy));
    top = -1;
    stat[++top] = 1;
    pair<string, int> nxt;
    int cur;
    string add;
    int id;
    string for_begin_label;
    pair<string, vector<string> > prod;
    vector<Word>::iterator it = src.begin();
    while (it != src.end()) {
        add = it->type;
        cur = stat[top];

        nxt = lr1.next_action(cur, add);
        if (nxt.second == -1) {
            cout << "Error in reduce" << endl;
            break;
        }
        // cout << add << " :  ";
        if (nxt.first == "r") {
            id = nxt.second;
            prod = lr1.get_p_by_id(id);
            stk[top] = do_reduce(prod, id + 1);
            cur = stat[top];
            stat[++top] = lr1.next_action(cur, prod.first).second;
        } else if (nxt.first == "AC") {
            cout << top << endl;
            section_text << "pushl\t$0\n";
            section_text << "call _exit\n";
            section_text.flush();
            return true;
        } else {
            stk[top] = *it;
            stat[++top] = nxt.second;
            ++it;
        }
        //        for (int i = 0; i < top; ++i) cout << " " <<stat[i] <<" " << stk[i].type << " ";
        //        cout << stat[top];
        //        cout << endl;

        if (top >= 4 && stk[top - 4].x == "for" && stk[top - 1].x == ";") {
            //cerr <<stk[top-4].x <<" "<<stk[top-3].x <<" "<<stk[top-2].x <<" "<<stk[top-1].x <<endl;
            cerr << "has for" << endl;
            for_begin_label = get_new_label();
            section_text << for_begin_label << ":\n";
            for_beg.push_back(for_begin_label);
            section_text.flush();
        }
        if (top >= 1 && stk[top - 1].x == "if") {
            end_flag = get_new_label();
        }
        if (top >= 1 && stk[top - 1].x == "else") {

            section_text << "jmp\t" << end_flag << "\n";
            else_flag = get_new_label();
            section_text << else_flag << ":\n";
        }
    }
    section_data.close();
    section_text.close();
    return false;
}