74 lines
1.5 KiB
C++
74 lines
1.5 KiB
C++
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#include <memory>
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#include <thread>
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#include <map>
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#include <tuple>
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#include <vector>
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#include <algorithm>
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namespace hft
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{
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class OrderBook
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{
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enum OrderType : uint8_t
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{
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BID = 0,
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ASK
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};
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private:
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using OrderID = uint32_t;
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using Price = uint32_t;
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using Quantity = uint32_t;
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/// Content: Ask/buy, price, quantity
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using Content = std::tuple<OrderType, Price, Quantity>;
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/// Order: Order ID, Content
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using Order = std::map<OrderID, Content>;
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static constexpr uint32_t ORDER_QUEUE_INIT_SIZE{1024};
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std::vector<Order> orders;
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bool running{false};
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public:
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/// Default ctor
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OrderBook() : orders{ORDER_QUEUE_INIT_SIZE}
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{}
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/// No copy ctor
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OrderBook(OrderBook&) = delete;
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/// No copy assignment
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OrderBook operator=(OrderBook&) = delete;
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/// Move ctor
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/// @todo Finish implementation, or perhaps it is smarter to use compiler default
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// OrderBook(OrderBook&& other)
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// {
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// std::copy(other.orders.begin(), other.orders.end(), orders.begin());
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// }
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/// Move assignment
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/// @todo Implement. Or maybe not
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// OrderBook operator=(OrderBook&& other)
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// {}
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/// @brief Adds an order to the order book queue.
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/// @param
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/// @param
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/// @param
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void intake_order(OrderID id);
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/// @brief
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/// @param
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void process_order(OrderID);
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/// @brief Looks for match until order is filled
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void process();
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};
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} // End hft namespace
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