initial server setup
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18
OrderBook.cc
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18
OrderBook.cc
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#include <OrderBook.hh>
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#include <iostream>
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namespace hft
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{
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void OrderBook::intake_order(OrderID id)
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{
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// consume from an input gRPC queue
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// OR from a simple socket connection
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}
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int main ()
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{
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return 0;
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}
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} // End hft namespace
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74
OrderBook.hh
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74
OrderBook.hh
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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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@ -1,3 +1,5 @@
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# HFT
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Order Book and HFT simulator [WIP]
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[WIP]
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Order Book and HFT simulator
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49
server.cc
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49
server.cc
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#include <cstring>
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#include <sys/types.h>
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#include <sys/socket.h>
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#include <netdb.h>
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namespace net
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{
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class TCPServer
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{
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private:
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int status;
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struct addrinfo hints;
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struct addrinfo *servinfo; // Points to results
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public:
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TCPServer(TCPServer&) = delete;
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~TCPServer()
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{
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this->stop();
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}
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void init()
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{
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memset(&hints, 0, sizeof hints);
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hints.ai_family = AF_INET;
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hints.ai_socktype = SOCK_STREAM;
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hints.ai_flags = AI_PASSIVE;
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if(!is_valid_struct(&hints, &servinfo))
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{
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}
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}
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bool is_valid_struct(addrinfo hints, addrinfo servinfo)
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{
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uint8_t result = getaddrinfo(NULL, "1337", &hints, &servinfo);
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return
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}
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void stop()
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{
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// Maybe more. Threading stuff?
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freeaddrinfo(servinfo);
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}
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};
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} // End net namespace
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