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 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 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);
}
}
}
}
}
}