From be3daae1757fe9d08077ca94de1a6f4f8372ea40 Mon Sep 17 00:00:00 2001 From: Taha Afzal Date: Sun, 23 Jan 2022 11:07:07 -0500 Subject: [PATCH] Removing SIM: from Deribit security desc --- src/lib/domain_model/Security.cpp | 5 +++-- src/lib/md/Shm/FixedSecurity.cpp | 7 ++++++- src/server/sparkd/md/platforms/emumba/EmMDListener.cpp | 5 +++-- 3 files changed, 12 insertions(+), 5 deletions(-) diff --git a/src/lib/domain_model/Security.cpp b/src/lib/domain_model/Security.cpp index f56dde353..7229b199c 100644 --- a/src/lib/domain_model/Security.cpp +++ b/src/lib/domain_model/Security.cpp @@ -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) { diff --git a/src/lib/md/Shm/FixedSecurity.cpp b/src/lib/md/Shm/FixedSecurity.cpp index 48648ac9b..0b261161c 100644 --- a/src/lib/md/Shm/FixedSecurity.cpp +++ b/src/lib/md/Shm/FixedSecurity.cpp @@ -1,7 +1,8 @@ +#include "lib/utils/bts_assert.h" #ifndef NO_CPP0X -#include "FixedSecurity.h" #include "../PriceSize.h" +#include "FixedSecurity.h" #include #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: diff --git a/src/server/sparkd/md/platforms/emumba/EmMDListener.cpp b/src/server/sparkd/md/platforms/emumba/EmMDListener.cpp index bce7a9a40..3861875e9 100644 --- a/src/server/sparkd/md/platforms/emumba/EmMDListener.cpp +++ b/src/server/sparkd/md/platforms/emumba/EmMDListener.cpp @@ -16,6 +16,7 @@ #include "server/sparkd/md/platforms/emumba/EmumbaSecurityIndex.h" #include #include +#include #include #include #include @@ -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(qty); } +md::Size convert_qty(double qty) { return static_cast(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;