/*
Method : readOrderFill()
Description: Reads the message type Order Fill from the binary file and increments the total packet count
and also stores the Fill message count.
*/
void readBinaryData::readOrderFill()
{
total_packets++;
order_fill_msg_count++;
order_Fill of = {};
binfile.read((char*)&of, sizeof(of));
bool b = true;
do{
order_Fill_repeat_firm ofrf;
binfile.read(reinterpret_cast<char*>(&ofrf.firm_id), sizeof(ofrf.firm_id));
if (ofrf.firm_id == 'D')
{
b = false;
binfile.read(reinterpret_cast<char*>(&ofrf.terminationstr), sizeof(ofrf.terminationstr) - 1);
}
else
{
order_Fill_repeat ofr1;
binfile.read((char*)&ofr1, sizeof(ofr1));
// Keep track of the trader with the largest filled volume.
int count = 0;
std::string tTag(ofr1.trader_tag);
std::string tragerTag = tTag.substr(0, 3);
if (most_active_trader_tag.find(tragerTag) == most_active_trader_tag.end())
{
most_active_trader_tag[tragerTag] = ++count;
}
else
{
count = most_active_trader_tag[tragerTag];
most_active_trader_tag[tragerTag] = ++count;
}
}
} while (b);
}
/*
Method : readOrderEntry()
Description: Reads the message type Order Entry from the binary file and increments the total packet count
and also stores the Entry message count.
*/
void readBinaryData::readOrderEntry()
{
// Count the number of total packets and also Order Entry packets
total_packets++;
order_entry_msg_count++;
order_Entry orderEntry = {};
binfile.read((char*)&orderEntry, sizeof(orderEntry));
// Get the Instrument tag
std::string iTag(orderEntry.instrument);
// Discard any junk characters in the tag
std::string instrumentTag = iTag.substr(0, 10);
// Count the Instruments, store it in a map
int countIns = 0;
if (Instrument_count.find(instrumentTag) == Instrument_count.end())
{
Instrument_count[instrumentTag] = ++countIns;
}
else
{
countIns = Instrument_count[instrumentTag];
Instrument_count[instrumentTag] = ++countIns;
}
// Discard any junk characters in the tag.
std::string tTag(orderEntry.trader_tag);
std::string tragerTag = tTag.substr(0, 3);
if (orderEntry.time_in_force == '\x2')
{
// Keep track of the trader with the largest GFD volume entered into the market.
int countLiq = 0;
if (most_liquidity_trader_tag.find(tragerTag) == most_liquidity_trader_tag.end()) {
most_liquidity_trader_tag[tragerTag] = ++countLiq;
}
else{
countLiq = most_liquidity_trader_tag[tragerTag];
most_liquidity_trader_tag[tragerTag] = ++countLiq;
}
}
// Keep track of the trader with the largest filled volume.
int count = 0;
if (most_active_trader_tag.find(tragerTag) == most_active_trader_tag.end()) {
most_active_trader_tag[tragerTag] = ++count;
}
else{
count = most_active_trader_tag[tragerTag];
most_active_trader_tag[tragerTag] = ++count;
}
std::string tempStr = "";
char endByte;
bool b = true;
order_Entry_firm oef = {};
do{
binfile.read(reinterpret_cast<char*>(&endByte), 1);
// Check if we encounter the end of message
if (endByte != 'D'){
// If not then add the firm to temp string
tempStr = tempStr + endByte;
}
else{
// On encountering the end of message string DBDBDBDB add the temp string to firm.
strcpy_s(oef.firm, tempStr.c_str());
// read the remaining end of message string
binfile.read(reinterpret_cast<char*>(&oef.terminationstr), sizeof(oef.terminationstr) - 1);
b = false;
}
} while (b);
}
int main(int argc, char* argv[])
{
// Simple parsing of the parameters related to the image acquisition
int tXRes = 640;
int tYRes = 480;
int tCameraIndex = 0;
if (argc > 2) {
tXRes = std::atoi(argv[1]);
tYRes = std::atoi(argv[2]);
}
if (argc > 3) {
tCameraIndex = std::atoi(argv[3]);
}
// The source of input images
cv::VideoCapture tCapture(tCameraIndex);
if (!tCapture.isOpened())
{
std::cerr << "Unable to initialise video capture." << std::endl;
return 1;
}
#ifdef OPENCV3
tCapture.set(cv::CAP_PROP_FRAME_WIDTH, tXRes);
tCapture.set(cv::CAP_PROP_FRAME_HEIGHT, tYRes);
#else
tCapture.set(CV_CAP_PROP_FRAME_WIDTH, tXRes);
tCapture.set(CV_CAP_PROP_FRAME_HEIGHT, tYRes);
#endif
cv::namedWindow("DisplayChilitags");
// The time at which run was last called, to compute the fps.
int64 tTickCount = cv::getTickCount();
// The tag detection happens in the DetectChilitags class.
// All it needs is a pointer to a OpenCv Image, i.e. a cv::Mat *
// and a call to its update() method every time the image is updated.
cv::Mat tInputImage;
chilitags::DetectChilitags tDetectChilitags(&tInputImage);
// Main loop, exiting when 'q is pressed'
for (; 'q' != (char) cv::waitKey(1); ) {
// Capture a new image.
tCapture.read(tInputImage);
// Detect tags on the current image.
int64 tStartCount = cv::getTickCount();
tDetectChilitags.update();
std::cout << "Time to update markers: " << ((double)cv::getTickCount() - tStartCount)/cv::getTickFrequency() << "ms" << std::endl;
// The color (magenta) that will be used for all information
// overlaid on the captured image
const static cv::Scalar scColor(255, 0, 255);
// These constants will be given to OpenCv for drawing with
// sub-pixel accuracy with fixed point precision coordinates
static const int scShift = 16;
static const float scPrecision = 1<<scShift;
// We dont want to draw directly on the input image, so we clone it
cv::Mat tOutputImage = tInputImage.clone();
// We iterate over the 1024 possible tags (from #0 to #1023)
for (int tTagId = 0; tTagId < 1024; ++tTagId) {
// The Chilitag class is a convenience handle to acces information
// related to a given tag.
// The object itself is lightweight, so we can create and delete it
// frequently (we don't need to store it as member for example)
chilitags::Chilitag tTag(tTagId);
// Chilitag allows us to easily access the two main pieces of data
// First, the isPresent() method tells us whether the related tag
// has been detected in the last frame.
// This is a first and necessary step to access further information
// about the tag, as a "absent" tag will have obsolete information.
if (tTag.isPresent()) {
// Second, now that we know that the tag has been updated, the
// getCorners() method returns the coordinates of the
// quadrilateral containing the tag on the input picture.
chilitags::Quad tCorners = tTag.getCorners();
// We start by drawing this quadrilateral
for (size_t i = 0; i < chilitags::Quad::scNPoints; ++i) {
cv::line(
tOutputImage,
scPrecision*tCorners[i],
scPrecision*tCorners[(i+1)%4],
scColor, 1, CV_AA, scShift);
}
// The quadrilateral is given under the form of a Quad class,
// which provide a minimal set of geometrical functionalities,
// such as getCenter()
cv::Point2f tCenter = tCorners.getCenter();
// We will print the identifier of the tag at its center
cv::putText(tOutputImage, cv::format("%d", tTagId), tCenter,
cv::FONT_HERSHEY_SIMPLEX, 0.5, scColor);
// Other points an be computed from the four corners of the Quad.
// Chilitags are oriented. It means that the points 0,1,2,3 of
// the Quad coordinates are consistently the top-left, top-right,
// bottom-right and bottom-left
// (i.e. clockwise, starting from top-left)
// Using this, we can compute (an approximation of) the middle of
// the top side of the tag...
cv::Point2f tTop = 0.5f*(tCorners[0]+tCorners[1]);
// and of its right side
cv::Point2f tRight = 0.5f*(tCorners[1]+tCorners[2]);
// We display the length in pixel of these sides
cv::putText(tOutputImage,
cv::format("The top border is %.2fpx long.",
cv::norm(tCorners[0] - tCorners[1])), tTop,
cv::FONT_HERSHEY_SIMPLEX, 0.5, scColor);
cv::putText(tOutputImage,
cv::format("The right border is %.2fpx long.",
cv::norm(tCorners[1] - tCorners[2])), tRight,
cv::FONT_HERSHEY_SIMPLEX, 0.5, scColor);
// And we draw a line from the center to the midlle of these sides,
// to show the orientation of the tag.
cv::line(tOutputImage,
scPrecision*tCenter,
scPrecision*tTop,
scColor, 1, CV_AA, scShift);
cv::line(tOutputImage,
scPrecision*tCenter,
scPrecision*tRight,
scColor, 1, CV_AA, scShift);
}
}
// Some stats on the current frame (resolution and framerate)
int64 tNewTickCount = cv::getTickCount();
cv::putText(tOutputImage,
cv::format("%dx%d@%.0f fps (press q to quit)",
tOutputImage.cols, tOutputImage.rows,
cv::getTickFrequency() / ((double) (tNewTickCount-tTickCount))),
cv::Point(32,32),
cv::FONT_HERSHEY_SIMPLEX, 0.5, scColor);
tTickCount = tNewTickCount;
// Finally...
cv::imshow("DisplayChilitags", tOutputImage);
}
cv::destroyWindow("DisplayChilitags");
tCapture.release();
return 0;
}
