edit

[c11concurrency-benchmarks.git] / gdax-orderbook-hpp / gdax-orderbook.hpp

diff --git a/gdax-orderbook-hpp/gdax-orderbook.hpp b/gdax-orderbook-hpp/gdax-orderbook.hpp
index 5d8ab8e22370260c422942850d74a07f01bb1acc..c3e59ebc5d9311fd067cb996cefd58978a7c207a 100644 (file)
--- a/gdax-orderbook-hpp/gdax-orderbook.hpp
+++ b/gdax-orderbook-hpp/gdax-orderbook.hpp
@@ -5,6 +5,7 @@
 #include <future>
 #include <iostream>
 #include <string>
 #include <future>
 #include <iostream>
 #include <string>

+#include <fstream>

 
 #include <cds/container/skip_list_map_hp.h>
 #include <cds/gc/hp.h>
 
 #include <cds/container/skip_list_map_hp.h>
 #include <cds/gc/hp.h>


@@ -15,6 +16,7 @@
 #include <websocketpp/client.hpp>
 #include <websocketpp/concurrency/none.hpp>
 #include <websocketpp/config/asio_client.hpp>
 #include <websocketpp/client.hpp>
 #include <websocketpp/concurrency/none.hpp>
 #include <websocketpp/config/asio_client.hpp>

+#define FILENAME "example90.txt"

 
 /**
  * A copy of the GDAX order book for the currency pair product given during
 
 /**
  * A copy of the GDAX order book for the currency pair product given during


@@ -53,7 +55,8 @@ public:
         if (cds::threading::Manager::isThreadAttached() == false)
             cds::threading::Manager::attachThread();
     }
         if (cds::threading::Manager::isThreadAttached() == false)
             cds::threading::Manager::attachThread();
     }

-
+       //std::ofstream myfile;
+       std::ifstream myfile;

     GDAXOrderBook(std::string const& product = "BTC-USD")
         : m_cdsGarbageCollector(67*2),
             // per SkipListMap doc, 67 hazard pointers per instance
     GDAXOrderBook(std::string const& product = "BTC-USD")
         : m_cdsGarbageCollector(67*2),
             // per SkipListMap doc, 67 hazard pointers per instance


@@ -67,6 +70,8 @@ public:
         ensureThreadAttached();
         m_bookInitialized.get_future().wait();
     }
         ensureThreadAttached();
         m_bookInitialized.get_future().wait();
     }

+    
+   

 
     using Price = unsigned int; // cents
     using Size = double;
 
     using Price = unsigned int; // cents
     using Size = double;


@@ -83,7 +88,7 @@ public:
     bids_map_t bids;
     offers_map_t offers;
 
     bids_map_t bids;
     offers_map_t offers;
 

-    ~GDAXOrderBook() { m_client.stop(); }
+    ~GDAXOrderBook() { m_client.stop(); myfile.close(); }

 
 private:
     struct websocketppConfig
 
 private:
     struct websocketppConfig


@@ -125,6 +130,8 @@ private:
 
             m_client.init_asio();
 
 
             m_client.init_asio();
 

+           
+

             m_client.set_tls_init_handler(
                 [](websocketpp::connection_hdl)
                 {
             m_client.set_tls_init_handler(
                 [](websocketpp::connection_hdl)
                 {


@@ -167,7 +174,16 @@ private:
                 [this, &json] (websocketpp::connection_hdl,
                                websocketppConfig::message_type::ptr msg)
                 {
                 [this, &json] (websocketpp::connection_hdl,
                                websocketppConfig::message_type::ptr msg)
                 {

-                    json.Parse(msg->get_payload().c_str());
+
+               /*if(!myfile.is_open())
+                       myfile.open(FILENAME);
+               if(myfile.is_open())
+                 {
+                   myfile <<msg->get_payload().c_str()<<std::endl;
+                 }
+                 else std::cout << "Unable to open file";*/
+
+                       json.Parse(msg->get_payload().c_str());

                     const char *const type = json["type"].GetString();
                     if ( strcmp(type, "l2update") == 0 )
                     {
                     const char *const type = json["type"].GetString();
                     if ( strcmp(type, "l2update") == 0 )
                     {


@@ -180,18 +196,41 @@ private:
                 });
 
             websocketpp::lib::error_code errorCode;
                 });
 
             websocketpp::lib::error_code errorCode;

-            auto connection =
+
+
+           if(!myfile.is_open())
+               myfile.open(FILENAME);
+           std::string line;
+           while ( std::getline(myfile,line) )
+           {
+                   json.Parse(line.c_str());
+                   const char *const type = json["type"].GetString();
+                   if ( strcmp(type, "l2update") == 0 )
+                   {
+                       processUpdates(json, bids, offers);
+                   }
+                   else if ( strcmp(type, "snapshot") == 0 )
+                   {
+                       processSnapshot(json, bids, offers, m_bookInitialized);
+                   }
+           }
+
+         /*   auto connection =

                 m_client.get_connection("wss://ws-feed.gdax.com", errorCode);
             if (errorCode) {
                 std::cerr << "failed websocketclient_t::get_connection(): " <<
                     errorCode.message() << std::endl;
             }
                 m_client.get_connection("wss://ws-feed.gdax.com", errorCode);
             if (errorCode) {
                 std::cerr << "failed websocketclient_t::get_connection(): " <<
                     errorCode.message() << std::endl;
             }

-
+       

             m_client.connect(connection);
 
             m_client.connect(connection);
 

-            m_client.run();
+            m_client.run();*/
+           

         } catch (websocketpp::exception const & e) {
             std::cerr << "handleUpdates() failed: " << e.what() << std::endl;
         } catch (websocketpp::exception const & e) {
             std::cerr << "handleUpdates() failed: " << e.what() << std::endl;

+         
+                  
+                 

         }
     }
 
         }
     }