175 lines
7.7 KiB
C++
175 lines
7.7 KiB
C++
#include "OrderService.h"
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#include "lib/api/services/OrderService.pb.h"
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namespace bts::api::orderman {
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#define PARSE_STRING(name, dest, it) \
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it = j.find(#name); \
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if (it != j.end()) { \
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dest.mutable_##name()->clear(); \
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it->get_to(*dest.mutable_##name()); \
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}
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#define PARSE_VALUE(name, dest, it) \
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it = j.find(#name); \
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if (it != j.end()) { \
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dest.set_##name(it->get<decltype(dest.name())>()); \
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}
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#define PARSE_STRUCT(name, dest, it) \
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it = j.find(#name); \
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if (it != j.end()) { \
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it->get_to(*dest.mutable_##name()); \
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}
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#define PARSE_ARRAY(name, dest, it) \
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it = j.find(#name); \
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if (it != j.end() && it->is_array()) { \
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c.mutable_##name()->Clear(); \
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it->get_to(*c.mutable_##name()); \
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}
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#define PARSE_ONEOF(name, dest, it) \
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if (!parsed_oneof) { \
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it = j.find(#name); \
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if (it != j.end()) { \
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it->get_to(*dest.mutable_##name()); \
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parsed_oneof = true; \
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} \
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}
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#define PARSE_ONEOFS(for_each) \
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{ \
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bool parsed_oneof = false; \
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for_each(PARSE_ONEOF) \
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}
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#define WRITE_VALUE(src, name) j[#name] = src.name()
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#define WRITE_STRUCT(src, name) \
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if (src.has_##name()) { \
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j[#name] = src.name(); \
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}
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#define WRITE_IF_NOT_ZERO(src, name) \
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if (src.name() != 0) { \
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j[#name] = src.name(); \
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}
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#define WRITE_IF_NOT_NAN(src, name) \
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if (!std::isnan(src.name())) { \
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j[#name] = src.name(); \
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}
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#define WRITE_IF_NOT_EMPTY(src, name) \
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if (!src.name().empty()) { \
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j[#name] = src.name(); \
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}
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#define WRITE_TIMESTAMP(src, name) \
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j[#name] = bts::core::TimeStamp::from_nanos( \
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src.name().seconds() * 1'000'000'000 + src.name().nanos()) \
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.to_iso_string()
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#define PARSE_TIMESTAMP(name, dest, it) \
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it = j.find(#name); \
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if (it != j.end()) { \
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bts::core::TimeStamp tmp_ts = \
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bts::core::TimeStamp::from_iso_string(it->get<std::string>()); \
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tmp_ts.to_protobuf(*dest.mutable_##name()); \
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}
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void to_json(nlohmann::json &j, const Fill &f) {
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WRITE_IF_NOT_ZERO(f, order_key);
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WRITE_IF_NOT_ZERO(f, security_key);
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WRITE_IF_NOT_EMPTY(f, account);
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WRITE_IF_NOT_NAN(f, last_price);
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WRITE_IF_NOT_NAN(f, avg_price);
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WRITE_VALUE(f, side);
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WRITE_IF_NOT_ZERO(f, last_shares);
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WRITE_IF_NOT_EMPTY(f, fill_key);
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WRITE_TIMESTAMP(f, timestamp);
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WRITE_IF_NOT_ZERO(f, internal_account_id);
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WRITE_VALUE(f, fill_kind);
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WRITE_VALUE(f, fill_status);
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}
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void from_json(const nlohmann::json &j, Fill &f) {
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nlohmann::json::const_iterator it;
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PARSE_VALUE(order_key, f, it);
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PARSE_VALUE(security_key, f, it);
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PARSE_STRING(account, f, it);
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PARSE_VALUE(last_price, f, it);
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PARSE_VALUE(avg_price, f, it);
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PARSE_VALUE(side, f, it);
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PARSE_VALUE(last_shares, f, it);
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PARSE_STRING(fill_key, f, it);
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PARSE_TIMESTAMP(timestamp, f, it);
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PARSE_VALUE(internal_account_id, f, it);
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PARSE_VALUE(fill_kind, f, it);
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PARSE_VALUE(fill_status, f, it);
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}
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void to_json(nlohmann::json &j, const NativeOrderState &n) {
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WRITE_VALUE(n, exchange_order_id);
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WRITE_VALUE(n, last_msg_seq_num);
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WRITE_VALUE(n, sub_error_code);
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WRITE_VALUE(n, native_status);
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WRITE_VALUE(n, routing_record);
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WRITE_VALUE(n, native_type);
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WRITE_VALUE(n, last_transact_time);
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WRITE_VALUE(n, last_transact_time_unix_ns);
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WRITE_VALUE(n, stop_px);
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WRITE_VALUE(n, exchange_order_id_u64);
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}
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void from_json(const nlohmann::json &j, NativeOrderState &n) {
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nlohmann::json::const_iterator it;
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PARSE_STRING(exchange_order_id, n, it);
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PARSE_VALUE(last_msg_seq_num, n, it);
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PARSE_VALUE(sub_error_code, n, it);
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PARSE_VALUE(native_status, n, it);
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PARSE_STRUCT(routing_record, n, it);
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PARSE_VALUE(native_type, n, it);
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PARSE_STRING(last_transact_time, n, it);
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PARSE_VALUE(last_transact_time_unix_ns, n, it);
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PARSE_VALUE(stop_px, n, it);
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PARSE_VALUE(exchange_order_id_u64, n, it);
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}
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void to_json(nlohmann::json &j, const RoutingRecord &r) {
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WRITE_IF_NOT_EMPTY(r, session);
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WRITE_IF_NOT_EMPTY(r, account);
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WRITE_IF_NOT_EMPTY(r, operator_id);
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WRITE_VALUE(r, cti_code);
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WRITE_VALUE(r, customer_or_firm);
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WRITE_IF_NOT_EMPTY(r, smp_id);
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WRITE_VALUE(r, smp_instruction);
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WRITE_IF_NOT_EMPTY(r, location);
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WRITE_IF_NOT_EMPTY(r, cust_order_handing_inst);
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WRITE_IF_NOT_EMPTY(r, sender_compid);
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WRITE_IF_NOT_EMPTY(r, clearing_firm);
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WRITE_IF_NOT_EMPTY(r, customer_account_ref_id);
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WRITE_IF_NOT_EMPTY(r, account_code);
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WRITE_IF_NOT_EMPTY(r, company_id);
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WRITE_IF_NOT_EMPTY(r, authorized_trader);
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WRITE_IF_NOT_EMPTY(r, authorized_group);
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WRITE_IF_NOT_EMPTY(r, cust_order_handing_inst);
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WRITE_IF_NOT_EMPTY(r, order_server_id);
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}
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void from_json(const nlohmann::json &j, RoutingRecord &r) {
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nlohmann::json::const_iterator it;
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PARSE_STRING(session, r, it);
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PARSE_STRING(account, r, it);
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PARSE_STRING(operator_id, r, it);
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PARSE_VALUE(cti_code, r, it);
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PARSE_VALUE(customer_or_firm, r, it);
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PARSE_STRING(smp_id, r, it);
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PARSE_VALUE(smp_instruction, r, it);
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PARSE_STRING(location, r, it);
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PARSE_STRING(cust_order_handling_inst, r, it);
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PARSE_STRING(sender_compid, r, it);
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PARSE_STRING(clearing_firm, r, it);
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PARSE_STRING(customer_account_ref_id, r, it);
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PARSE_STRING(account_code, r, it);
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PARSE_STRING(company_id, r, it);
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PARSE_STRING(authorized_trader, r, it);
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PARSE_STRING(authorized_group, r, it);
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PARSE_STRING(cust_order_handing_inst, r, it);
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PARSE_STRING(order_server_id, r, it);
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}
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} // namespace bts::api::orderman
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