static void print_top(helix_order_book_t ob)
{
uint64_t timestamp = helix_order_book_timestamp(ob);
uint64_t timestamp_in_sec = timestamp / 1000;
uint64_t hours = timestamp_in_sec / 60 / 60;
uint64_t minutes = (timestamp_in_sec - (hours * 60 * 60)) / 60;
uint64_t seconds = (timestamp_in_sec - (hours * 60 * 60) - (minutes * 60));
uint64_t msecs = timestamp - (timestamp_in_sec * 1000);
if (helix_order_book_state(ob) == HELIX_TRADING_STATE_TRADING) {
clear();
move(0, 0);
printw("%16s %02lu:%02lu:%02lu.%03lu\n",
helix_order_book_symbol(ob),
hours, minutes, seconds, msecs
);
for (unsigned i = 0; i < 5; i++) {
move(i+1, 0);
printw("| %6lu %.3f %.3f %-6lu |\n",
helix_order_book_bid_size(ob, i),
(double)helix_order_book_bid_price(ob, i)/10000.0,
(double)helix_order_book_ask_price(ob, i)/10000.0,
helix_order_book_ask_size(ob, i)
);
}
refresh();
}
}
static void fmt_csv_ob(helix_session_t session, helix_order_book_t ob)
{
if (helix_order_book_state(ob) == HELIX_TRADING_STATE_TRADING) {
fprintf(output, "%s,%lu,%f,%lu,%f,%lu,,\n",
helix_order_book_symbol(ob),
helix_order_book_timestamp(ob),
(double)helix_order_book_bid_price(ob, 0)/10000.0,
helix_order_book_bid_size(ob, 0),
(double)helix_order_book_ask_price(ob, 0)/10000.0,
helix_order_book_ask_size(ob, 0)
);
fflush(output);
}
}
static void fmt_pretty_ob(helix_session_t session, helix_order_book_t ob)
{
uint64_t timestamp = helix_order_book_timestamp(ob);
uint64_t timestamp_in_sec = timestamp / 1000;
uint64_t hours = timestamp_in_sec / 60 / 60;
uint64_t minutes = (timestamp_in_sec - (hours * 60 * 60)) / 60;
uint64_t seconds = (timestamp_in_sec - (hours * 60 * 60) - (minutes * 60));
if (helix_order_book_state(ob) == HELIX_TRADING_STATE_TRADING) {
fprintf(output, "%s | %02lu:%02lu:%02lu %lu | %6lu %.3f %.3f %-6lu |\n",
helix_order_book_symbol(ob),
hours, minutes, seconds, timestamp,
helix_order_book_bid_size(ob, 0),
(double)helix_order_book_bid_price(ob, 0)/10000.0,
(double)helix_order_book_ask_price(ob, 0)/10000.0,
helix_order_book_ask_size(ob, 0)
);
}
}
