[MDAPI-82][C++] Implement MarketDepthModel

dxFeed · Dec 11, 2024 · 3a643cd · 3a643cd
1 parent a6f2515
commit 3a643cd
Show file tree

Hide file tree

Showing 2 changed files with 7 additions and 72 deletions.
diff --git a/include/dxfeed_graal_cpp_api/internal/Common.hpp b/include/dxfeed_graal_cpp_api/internal/Common.hpp
@@ -932,24 +932,16 @@ inline void checkChar(char c, std::uint32_t mask, const std::string &name) {
 
 namespace math {
 
-template <typename ComparatorResultType, typename ResultType = int>
-ResultType normalizeComparatorResult(ComparatorResultType r) {
-    if constexpr (std::is_signed_v<ComparatorResultType>) {
-        return r < 0 ? -1 : r > 0 ? 1 : 0;
-    } else {
-        auto result = static_cast<std::make_signed_t<ComparatorResultType>>(r);
-
-        return result < 0 ? -1 : result > 0 ? 1 : 0;
+template <Integral Type, typename ResultType = int> ResultType compare(Type v1, Type v2) {
+    if (v1 < v2) {
+        return -1;
     }
-}
 
-template <Integral Type, typename ResultType = int> ResultType compare(Type v1, Type v2) {
-    if constexpr (std::is_signed_v<Type>) {
-        return normalizeComparatorResult<ResultType>(v1 - v2);
-    } else {
-        return normalizeComparatorResult<ResultType>(static_cast<std::make_signed_t<Type>>(v1) -
-                                                     static_cast<std::make_signed_t<Type>>(v2));
+    if (v2 < v1) {
+        return 1;
     }
+
+    return 0;
 }
 
 inline int compare(double d1, double d2) {

diff --git a/samples/cpp/DxFeedConnect/src/main.cpp b/samples/cpp/DxFeedConnect/src/main.cpp
@@ -54,63 +54,6 @@ DxFeedConnect <address> <types> <symbols> [<time>]
 
 int main(int argc, char *argv[]) {
     try {
-        auto ep = DXEndpoint::getInstance();
-        auto feed = ep->getFeed();
-
-        // IndexedTxModel::newBuilder(Order::TYPE)->withFeed(feed)->withSources({OrderSource::NTV})->withSymbol("AAPL")->withListener<Order>([](const
-        // IndexedEventSource & IndexedEventSource, const std::vector<std::shared_ptr<Order>> & SharedPtrs, bool Cond) {
-        // })
-
-        auto model =
-            MarketDepthModel<Order>::newBuilder()
-                ->withFeed(feed)
-                ->withSources({OrderSource::NTV})
-                ->withSymbol("AAPL")
-                ->withDepthLimit(10)
-                ->withAggregationPeriod(5s)
-                ->withListener([](const std::vector<std::shared_ptr<Order>> &buy,
-                                  const std::vector<std::shared_ptr<Order>> &sell) {
-                    if (buy.empty() && sell.empty()) {
-                        return;
-                    }
-
-                    std::cout << std::format("{:=^66}\n", "");
-                    std::cout << std::format("{:^31} || {:^31}\n", "ASK", "BID");
-                    std::cout << std::format("{0:^15}|{1:^15} || {0:^15}|{1:^15}\n", "Price", "Size");
-                    std::cout << std::format("{:-^66}\n", "");
-
-                    for (auto buyIt = buy.begin(), sellIt = sell.begin(); buyIt != buy.end() && sellIt != sell.end();) {
-                        std::string row{};
-                        if (buyIt != buy.end()) {
-                            row += std::format("{:>14.4f} | {:<14.2f}", (*buyIt)->getPrice(), (*buyIt)->getSize());
-
-                            ++buyIt;
-                        } else {
-                            row += std::format("{:>14} | {:<14}", "", "");
-                        }
-
-                        row += " || ";
-
-                        if (sellIt != sell.end()) {
-                            row += std::format("{:>14.4f} | {:<14.2f}", (*sellIt)->getPrice(), (*sellIt)->getSize());
-
-                            ++sellIt;
-                        } else {
-                            row += std::format("{:>14} | {:<14}", "", "");
-                        }
-
-                        std::cout << row << std::endl;
-                    }
-
-                    std::cout << std::format("{:=^66}\n", "");
-                })
-                ->build();
-
-        ep->connect("demo.dxfeed.com:7300");
-
-        std::cin.get();
-
-        return 0;
         if (argc < 4) {
             printUsage();