X-Git-Url: http://plrg.eecs.uci.edu/git/?p=c11concurrency-benchmarks.git;a=blobdiff_plain;f=gdax-orderbook-hpp%2Fgdax-orderbook.hpp;h=c3e59ebc5d9311fd067cb996cefd58978a7c207a;hp=5d8ab8e22370260c422942850d74a07f01bb1acc;hb=refs%2Fheads%2Fmaster;hpb=32d8f54aacadd68443a71559a4f01e4533d2213f

diff --git a/gdax-orderbook-hpp/gdax-orderbook.hpp b/gdax-orderbook-hpp/gdax-orderbook.hpp
index 5d8ab8e..c3e59eb 100644
--- 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 <fstream>
 
 #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>
+#define FILENAME "example90.txt"
 
 /**
  * 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();
     }
-
+	//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
@@ -67,6 +70,8 @@ public:
         ensureThreadAttached();
         m_bookInitialized.get_future().wait();
     }
+    
+   
 
     using Price = unsigned int; // cents
     using Size = double;
@@ -83,7 +88,7 @@ public:
     bids_map_t bids;
     offers_map_t offers;
 
-    ~GDAXOrderBook() { m_client.stop(); }
+    ~GDAXOrderBook() { m_client.stop(); myfile.close(); }
 
 private:
     struct websocketppConfig
@@ -125,6 +130,8 @@ private:
 
             m_client.init_asio();
 
+	    
+
             m_client.set_tls_init_handler(
                 [](websocketpp::connection_hdl)
                 {
@@ -167,7 +174,16 @@ private:
                 [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 )
                     {
@@ -180,18 +196,41 @@ private:
                 });
 
             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.connect(connection);
 
-            m_client.run();
+            m_client.run();*/
+	    
         } catch (websocketpp::exception const & e) {
             std::cerr << "handleUpdates() failed: " << e.what() << std::endl;
+	  
+		   
+		  
         }
     }