EuNEx / src /iaca /IacaAggregator.cpp
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Initial commit: C++ actor-based matching engine (Optiq architecture)
8f4d2d0
#include "iaca/IacaAggregator.hpp"
#include <algorithm>
namespace eunex::iaca {
bool FragmentChain::checkComplete() const {
for (auto& frag : fragments) {
int childCount = 0;
for (auto& other : fragments) {
if (other.previousOrigin == frag.origin)
++childCount;
}
if (childCount != frag.nextCount)
return false;
}
return !fragments.empty();
}
void IacaAggregator::addFragment(const IacaFragment& fragment) {
auto& chain = chains_[fragment.chainId];
chain.chainId = fragment.chainId;
chain.fragments.push_back(fragment);
tryComplete(fragment.chainId);
}
void IacaAggregator::registerHandler(std::shared_ptr<FragmentHandler> handler) {
handlers_.push_back(std::move(handler));
}
void IacaAggregator::tryComplete(ChainId_t chainId) {
auto it = chains_.find(chainId);
if (it == chains_.end()) return;
auto& chain = it->second;
if (!chain.checkComplete()) return;
chain.complete = true;
++completedCount_;
for (auto& handler : handlers_) {
if (handler->canProcess(chain)) {
handler->process(chain);
}
}
chains_.erase(it);
}
bool NewOrderHandler::canProcess(const FragmentChain& chain) const {
return std::any_of(chain.fragments.begin(), chain.fragments.end(),
[](const IacaFragment& f) {
return f.causeId == CAUSE_NEW_ORDER_BUY || f.causeId == CAUSE_NEW_ORDER_SELL;
});
}
void NewOrderHandler::process(const FragmentChain& chain) {
if (callback_) callback_(chain);
}
} // namespace eunex::iaca