Removing SIM: from Deribit security desc

This commit is contained in:
Taha Afzal authored and John Colvin committed 2022-01-25 22:15:44 -05:00
1 parent fdc4e59d09
commit be3daae175
3 files changed
+12 -5

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+3 -2
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@@ -28,8 +28,9 @@ std::string descriptor(api::Security const &sec) {
return sec.glbx().security_desc();
else if (sec.has_ice())
return sec.ice().security_desc();
else
return "No descriptor for non glbx / ice exchange";
else if (sec.has_deribit())
return sec.deribit().security_desc();
return "No descriptor for non glbx / ice exchange";
}
api::SecurityType security_type(api::Security const &sec) {
+6 -1
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@@ -1,7 +1,8 @@
#include "lib/utils/bts_assert.h"
#ifndef NO_CPP0X
#include "FixedSecurity.h"
#include "../PriceSize.h"
#include "FixedSecurity.h"
#include <iomanip>
#ifdef _WIN32
@@ -185,6 +186,10 @@ void convert_security(const FixedSecurity &source, Security *presult) {
dest.mutable_ice()->set_mic_code(source.mic_code());
dest.mutable_ice()->set_is_strip(source.is_ice_strip);
break;
// TODO: Deribit
case Venue::VENUE_DERIBIT:
bts_assert(false);
break;
case Venue::VENUE_BTS:
break;
default:
@@ -16,6 +16,7 @@
#include "server/sparkd/md/platforms/emumba/EmumbaSecurityIndex.h"
#include <array>
#include <boost/date_time/posix_time/posix_time.hpp>
#include <cmath>
#include <cstdint>
#include <emumba-deribit-connector/deribit_exception.h>
#include <emumba-deribit-connector/deribit_utils.h>
@@ -52,7 +53,7 @@ IntPrice convert_price(const emumba::market_data::price &pr) {
return IntPrice_from_double<9>(pr.to_double());
}
md::Size convert_qty(double qty) { return static_cast<Size>(qty); }
md::Size convert_qty(double qty) { return static_cast<Size>(std::round(qty)); }
inline bts::utils::TimeStamp convert_timestamp(
emumba::market_data::exchange_timestamp ts) {
@@ -511,7 +512,7 @@ void EmMDListener::_copy_security_common(
// TODO
std::string symbol = "BTC";
to.symbol(symbol);
const auto desc = "SIM:" + extract_security_desc(from);
const auto desc = extract_security_desc(from);
to.security_desc(desc);
to.exchange = Venue::VENUE_SIM; // TODO: hc'ing to SIM
to.display_factor = 0.0;