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improvements to bid/ask processing (#14)
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,10 +1,60 @@ | ||
| #include <algorithm> | ||
| #include <chrono> | ||
| #include <iostream> | ||
| #include <random> | ||
| #include <sstream> | ||
| #include <string> | ||
| #include <thread> | ||
| #include <vector> | ||
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| #include "include/orderbook.hpp" | ||
| #include "include/types.hpp" | ||
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| int main() { | ||
| auto n = orderbook::EmptyNotification(); | ||
| auto ob = orderbook::OrderBook<orderbook::EmptyNotification>(n); | ||
| std::cout << "test"; | ||
| // Helper function to parse command-line arguments and provide default values. | ||
| std::string getCmdOption(char **begin, char **end, const std::string &option, const std::string &default_value = "") { | ||
| char **itr = std::find(begin, end, option); | ||
| if (itr != end && ++itr != end) { | ||
| return *itr; | ||
| } | ||
| return default_value; | ||
| } | ||
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| bool cmdOptionExists(char **begin, char **end, const std::string &option) { return std::find(begin, end, option) != end; } | ||
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| void latency(int64_t seed, int duration, int pd, orderbook::Decimal lowerBound, orderbook::Decimal upperBound, orderbook::Decimal minSpread, bool sched) { | ||
| std::cout << "Latency function running...\n"; | ||
| // Implement the latency benchmark logic. | ||
| } | ||
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| void throughput(int64_t seed, int duration, orderbook::Decimal lowerBound, orderbook::Decimal upperBound, orderbook::Decimal minSpread) { | ||
| std::cout << "Throughput function running...\n"; | ||
| // Implement the throughput benchmark logic. | ||
| } | ||
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| void run(int64_t seed, int duration, int pd, const std::string &lb, const std::string &ub, const std::string &ms, const std::string &n, bool sched) { | ||
| orderbook::Decimal lowerBound(lb); | ||
| orderbook::Decimal upperBound(ub); | ||
| orderbook::Decimal minSpread(ms); | ||
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| if (n == "latency") { | ||
| latency(seed, duration, pd, lowerBound, upperBound, minSpread, sched); | ||
| } else if (n == "throughput") { | ||
| throughput(seed, duration, lowerBound, upperBound, minSpread); | ||
| } | ||
| } | ||
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| int main(int argc, char *argv[]) { | ||
| int64_t seed = std::stoll(getCmdOption(argv, argv + argc, "-seed", std::to_string(std::chrono::system_clock::now().time_since_epoch().count()))); | ||
| int duration = std::stoi(getCmdOption(argv, argv + argc, "-duration", "0")); | ||
| std::string lb = getCmdOption(argv, argv + argc, "-l", "50.0"); | ||
| std::string ub = getCmdOption(argv, argv + argc, "-u", "100.0"); | ||
| std::string ms = getCmdOption(argv, argv + argc, "-m", "0.25"); | ||
| int pd = std::stoi(getCmdOption(argv, argv + argc, "-p", "10")); | ||
| bool sched = cmdOptionExists(argv, argv + argc, "-sched"); | ||
| std::string n = getCmdOption(argv, argv + argc, "-n", "latency"); | ||
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| std::cout << "PID: " << getpid() << std::endl; | ||
| run(seed, duration, pd, lb, ub, ms, n, sched); | ||
| return 0; | ||
| } | ||
|
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