string PgsqlDataProvider::prepareProcessTradesQuery(const TradeList& tradeList)
{
ostringstream query;
query << "SELECT process_trades((ARRAY[";
if (tradeList.size() != 0)
{
ConstTradeIterator iterator = tradeList.begin();
ConstTradeIterator endIterator = tradeList.end();
query << format(*iterator);
iterator++;
while (iterator != endIterator)
{
query << ", " << format(*iterator);
iterator++;
}
}
query << "])::t_trade[]);";
if (verbose)
cout << "Query: " << query.str() << endl;
return query.str();
}
void populateList (TradeList &BuyListAll, TradeList &SellListAll, string req){
vector<string> tokenized_string = tokenize (req,'@');
TradeList::iterator it;
Scrip s;
s.ID = tokenized_string[0];
s.type = tokenized_string[1];
s.name = tokenized_string[2];
s.rate = ConvertStringToNumber(tokenized_string[3]);
s.num = ConvertStringToNumber(tokenized_string[4]);
vector<string> expiryTime = tokenize(tokenized_string[5],'$');
s.expiry = expiryTime[1];
s.date = expiryTime[0];
if ( (s.type).compare("B") == 0 ){
cout << "entering this part B" <<endl;
//PrintScrip(s);
it = BuyListAll.find(s.name);
if ( it != BuyListAll.end() ) // key exists already and needs to be updated
(it -> second).push_back(s);
else{
ScripList SL;
SL.push_back(s);
BuyListAll[s.name] = SL;
}
//BuyListAll[s.name] = s;
}
else{
cout << "entering this part S" <<endl;
//PrintScrip(s);
it = SellListAll.find(s.name);
if ( it != SellListAll.end() ) // key exists already and needs to be updated
(it -> second).push_back(s);
else{
ScripList SL;
SL.push_back(s);
SellListAll[s.name] = SL;
}
//SellListAll[s.name] = s;
}
}
void doTransaction ( TradeList &BuyListAll, TradeList &SellListAll ){
TradeList::iterator buy,sell;
bool tradeflag = true;
for ( sell = SellListAll.begin() ; sell != SellListAll.end() ; sell++ ){
buy = BuyListAll.find(sell->first);
if ( buy != BuyListAll.end() ){ // there is a buyer
ScripList blist = buy->second;
ScripList slist = sell->second;
ScripList::iterator b1,s1;
s1 = slist.begin();//check the first sale item
for ( b1 = blist.begin(); b1 != blist.end() && tradeflag ; b1++ ){//check the buyer list entirely
if ( (*b1).rate > (*s1).rate ){
if ( (*b1).num >= (*s1).num ){//all sold
// *************print to file*************** //
PrintScrip(*s1);
PrintScrip(*b1);
(*b1).num -= (*s1).num;
(sell->second).erase(s1);
if ( (*b1).num == 0 )
(buy->second).erase(b1);
tradeflag = false;
}
if ( (*b1).num < (*s1).num ){//partially sold
// *************print to file*************** //
PrintScrip(*s1);
PrintScrip(*b1);
(*s1).num -= (*b1).num;
(buy->second).erase(b1);
}
}
}
}
}
}
void checkExpiry ( TradeList &BuyListAll, TradeList &SellListAll ){
cout << "Checking expiry once " << endl;
TradeList::iterator buy,sell;
ScripList::iterator b1,s1;
ScripList blist, slist;
time_t CT;
time(&CT);
string CurrentTime = Current_Time(&CT);
for ( sell = SellListAll.begin() ; sell != SellListAll.end() ; sell++ ){
slist = sell->second;
for ( s1 = slist.begin(); s1 != slist.end() ; s1++ ){
if ( !isAlive ( (*s1).expiry, CurrentTime ) ){
//print to file
PrintScrip(*s1);
(sell->second).erase(s1);
cout << "Erasing a record once since it is consumed" << endl;
}
}
}
for ( buy = BuyListAll.begin() ; buy != BuyListAll.end() ; buy++ ){
blist = buy->second;
for ( b1 = blist.begin(); b1 != blist.end() ; b1++ ){
if ( !isAlive ( (*b1).expiry, CurrentTime ) ){
//print to file
PrintScrip(*b1);
(buy->second).erase(b1);
cout << "Erasing a record once since it is consumed" << endl;
}
}
}
}
void OrderMatcher::matchOrders(TradeList& tradeList, OrderList& buyList, OrderList& sellList, Decimal price)
{
if (verbose)
cout << endl << "Matching orders..." << endl;
if (buyList.size() == 0 || sellList.size() == 0)
return;
Order buyOrder = buyList.front();
Order sellOrder = sellList.front();
bool finished = false;
while (!finished && buyOrder.getPrice() >= price && sellOrder.getPrice() <= price)
{
uint32_t amount = std::min(buyOrder.getAmount(), sellOrder.getAmount());
Trade trade(amount, price, buyOrder, sellOrder);
tradeList.push_back(trade);
buyOrder.decreaseAmount(amount);
sellOrder.decreaseAmount(amount);
if (buyOrder.getAmount() == 0)
{
buyList.pop_front();
if (buyList.size() > 0)
buyOrder = buyList.front();
else
finished = true;
}
if (sellOrder.getAmount() == 0)
{
sellList.pop_front();
if (sellList.size() > 0)
sellOrder = sellList.front();
else
finished = true;
}
}
}
