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Do not select Exchange without account with private requests on empty…
… list of exchanges
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,9 +1,169 @@ | ||
| #pragma once | ||
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| #include <algorithm> | ||
| #include <cstdint> | ||
| #include <iterator> | ||
| #include <memory> | ||
| #include <span> | ||
| #include <type_traits> | ||
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| #include "cct_const.hpp" | ||
| #include "cct_exception.hpp" | ||
| #include "cct_fixedcapacityvector.hpp" | ||
| #include "cct_smallvector.hpp" | ||
| #include "exchange.hpp" | ||
| #include "exchangeretrieverbase.hpp" | ||
| #include "exchangename.hpp" | ||
| #include "exchangepublicapi.hpp" | ||
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| namespace cct { | ||
| using ExchangeRetriever = ExchangeRetrieverBase<Exchange>; | ||
| using ConstExchangeRetriever = ExchangeRetrieverBase<const Exchange>; | ||
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| class ExchangeRetriever { | ||
| public: | ||
| using SelectedExchanges = SmallVector<Exchange *, kTypicalNbPrivateAccounts>; | ||
| using UniquePublicSelectedExchanges = FixedCapacityVector<Exchange *, kNbSupportedExchanges>; | ||
| using PublicExchangesVec = FixedCapacityVector<api::ExchangePublic *, kNbSupportedExchanges>; | ||
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| enum class Order : int8_t { kInitial, kSelection }; | ||
| enum class Filter : int8_t { kNone, kWithAccountWhenEmpty }; | ||
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| ExchangeRetriever() noexcept = default; | ||
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| explicit ExchangeRetriever(std::span<Exchange> exchanges) : _exchanges(exchanges) {} | ||
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| std::span<Exchange> exchanges() const { return _exchanges; } | ||
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| /// Retrieve the unique Exchange corresponding to given exchange name. | ||
| /// Raise exception in case of ambiguity | ||
| Exchange &retrieveUniqueCandidate(const ExchangeName &exchangeName) const { | ||
| Exchange *pExchange = nullptr; | ||
| for (Exchange &exchange : _exchanges) { | ||
| if (exchange.matches(exchangeName)) { | ||
| if (pExchange != nullptr) { | ||
| throw exception("Several private exchanges found for {} - remove ambiguity by specifying key name", | ||
| exchangeName.str()); | ||
| } | ||
| pExchange = std::addressof(exchange); | ||
| } | ||
| } | ||
| if (pExchange == nullptr) { | ||
| throw exception("Cannot find exchange {:ek}", exchangeName); | ||
| } | ||
| return *pExchange; | ||
| } | ||
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| private: | ||
| template <class Names, class Matcher> | ||
| SelectedExchanges select(Order order, const Names &names, Matcher matcher, Filter filter) const { | ||
| SelectedExchanges ret; | ||
| if (names.empty()) { | ||
| auto exchangeAddress = [](Exchange &exchange) { return std::addressof(exchange); }; | ||
| switch (filter) { | ||
| case Filter::kNone: | ||
| ret.resize(static_cast<SelectedExchanges::size_type>(_exchanges.size())); | ||
| std::ranges::transform(_exchanges, ret.begin(), exchangeAddress); | ||
| break; | ||
| case Filter::kWithAccountWhenEmpty: | ||
| std::ranges::transform( | ||
| _exchanges | std::views::filter([](Exchange &exchange) { return exchange.hasPrivateAPI(); }), | ||
| std::back_inserter(ret), exchangeAddress); | ||
| break; | ||
| default: | ||
| throw exception("Unknown filter"); | ||
| } | ||
| } else { | ||
| switch (order) { | ||
| case Order::kInitial: | ||
| for (Exchange &exchange : _exchanges) { | ||
| if (std::ranges::any_of(names, [&exchange, &matcher](const auto &n) { return matcher(exchange, n); })) { | ||
| ret.push_back(std::addressof(exchange)); | ||
| } | ||
| } | ||
| break; | ||
| case Order::kSelection: | ||
| for (const auto &name : names) { | ||
| auto nameMatch = [&name, &matcher](Exchange &exchange) { return matcher(exchange, name); }; | ||
| auto endIt = _exchanges.end(); | ||
| auto oldSize = ret.size(); | ||
| for (auto foundIt = std::ranges::find_if(_exchanges, nameMatch); foundIt != _exchanges.end(); | ||
| foundIt = std::find_if(std::next(foundIt), endIt, nameMatch)) { | ||
| ret.push_back(std::addressof(*foundIt)); | ||
| } | ||
| if (ret.size() == oldSize) { | ||
| throw exception("Unable to find {} in the exchange list", name); | ||
| } | ||
| } | ||
| break; | ||
| default: | ||
| throw exception("Unknown Order"); | ||
| } | ||
| } | ||
|
|
||
| return ret; | ||
| } | ||
|
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| template <class NameType> | ||
| struct Matcher { | ||
| static_assert(std::is_same_v<NameType, ExchangeName> || std::is_same_v<NameType, std::string_view>); | ||
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| bool operator()(const Exchange &e, const NameType &n) const { | ||
| if constexpr (std::is_same_v<NameType, std::string_view>) { | ||
| return e.name() == n; | ||
| } else { | ||
| return e.matches(n); | ||
| } | ||
| } | ||
| }; | ||
|
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| template <class NamesContainerType> | ||
| using NameType = std::remove_cvref_t<decltype(*std::declval<NamesContainerType>().begin())>; | ||
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| public: | ||
| /// Retrieve all selected exchange addresses matching given public names, or all if empty span is given. | ||
| /// Returned exchanges order can be controlled thanks to 'order' parameter: | ||
| /// - 'kInitial' : matching 'Exchanges' are returned according to their initial order (at creation of | ||
| /// 'this' object) | ||
| /// - 'kSelection' : matching 'Exchanges' are returned according to given 'exchangeNames' order, | ||
| /// or initial order if empty | ||
| /// filter can be set to kWithAccountWhenEmpty so that when exchange names is empty, only Exchange with accounts are | ||
| /// returned | ||
| template <class Names> | ||
| SelectedExchanges select(Order order, const Names &exchangeNames, Filter filter = Filter::kNone) const { | ||
| return select(order, exchangeNames, Matcher<NameType<Names>>(), filter); | ||
| } | ||
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| /// Among all 'Exchange's, retrieve at most one 'Exchange' per public exchange matching public exchange names. | ||
| /// Order of 'Exchange's will respect the same order as the 'exchangeNames' given in input. | ||
| /// Examples | ||
| /// {"kraken_user1", "kucoin_user1"} -> {"kraken_user1", "kucoin_user1"} | ||
| /// {"kraken_user1", "kraken_user2", "kucoin_user1"} -> {"kraken_user1", "kucoin_user1"} | ||
| /// {"huobi", "kucoin_user1"} -> {"huobi_user1", "kucoin_user1"} | ||
| template <class Names> | ||
| UniquePublicSelectedExchanges selectOneAccount(const Names &exchangeNames, Filter filter = Filter::kNone) const { | ||
| SelectedExchanges selectedExchanges = select(Order::kSelection, exchangeNames, Matcher<NameType<Names>>(), filter); | ||
| UniquePublicSelectedExchanges ret; | ||
| std::ranges::copy_if(selectedExchanges, std::back_inserter(ret), [&ret](Exchange *lhs) { | ||
| return std::ranges::none_of(ret, [lhs](Exchange *rhs) { return lhs->name() == rhs->name(); }); | ||
| }); | ||
| return ret; | ||
| } | ||
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| /// Extract the 'ExchangePublic' from the 'Exchange' corresponding to given 'ExchangeNames'. | ||
| /// Order of public exchanges will respect the same order as the 'exchangeNames' given in input. | ||
| /// Examples | ||
| /// {"kraken_user1", "kucoin_user1"} -> {"kraken", "kucoin"} | ||
| /// {"kraken_user1", "kraken_user2", "kucoin_user1"} -> {"kraken", "kucoin"} | ||
| /// {"huobi", "kucoin_user1"} -> {"huobi", "kucoin"} | ||
| template <class Names> | ||
| PublicExchangesVec selectPublicExchanges(const Names &exchangeNames) const { | ||
| auto selectedExchanges = selectOneAccount(exchangeNames); | ||
| PublicExchangesVec selectedPublicExchanges(selectedExchanges.size()); | ||
| std::ranges::transform(selectedExchanges, selectedPublicExchanges.begin(), | ||
| [](Exchange *exchange) { return std::addressof(exchange->apiPublic()); }); | ||
| return selectedPublicExchanges; | ||
| } | ||
|
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| private: | ||
| std::span<Exchange> _exchanges; | ||
| }; | ||
|
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| } // namespace cct |
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