Code cleaning - rename LastTradesVectors into TradesVector

sjanel · Feb 19, 2024 · b350080 · b350080
1 parent 9052cf1
commit b350080
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Showing 36 changed files with 142 additions and 138 deletions.
diff --git a/CMakeLists.txt b/CMakeLists.txt
@@ -83,6 +83,7 @@ if(CCT_ENABLE_TESTS)
   enable_testing()
 endif()
 
+# nlohmann_json - coincenter json library
 find_package(nlohmann_json CONFIG)
 if(NOT nlohmann_json_FOUND)
   FetchContent_Declare(
@@ -94,6 +95,7 @@ if(NOT nlohmann_json_FOUND)
   FetchContent_MakeAvailable(nlohmann_json)
 endif()
 
+# spdlog - coincenter logging library
 find_package(spdlog CONFIG)
 if(NOT spdlog_FOUND)
   FetchContent_Declare(
@@ -115,7 +117,7 @@ if(CCT_BUILD_PROMETHEUS_FROM_SRC)
   FetchContent_Declare(
     prometheus-cpp
     GIT_REPOSITORY https://github.com/jupp0r/prometheus-cpp.git
-    GIT_TAG v1.2.0
+    GIT_TAG v1.2.3
   )
 
   FetchContent_MakeAvailable(prometheus-cpp)

diff --git a/alpine.Dockerfile b/alpine.Dockerfile
@@ -1,5 +1,5 @@
 # Multi stage build to separate docker build image from executable (to make the latter smaller)
-FROM alpine:3.19.0 AS build
+FROM alpine:3.19.1 AS build
 
 # Install base & build dependencies, needed certificates for curl to work with https
 RUN apk add --update --upgrade --no-cache g++ libc-dev curl-dev cmake ninja git ca-certificates

diff --git a/src/api-objects/include/exchangepublicapitypes.hpp b/src/api-objects/include/exchangepublicapitypes.hpp
@@ -16,5 +16,5 @@ using MarketSet = FlatSet<Market>;
 using MarketOrderBookMap = std::unordered_map<Market, MarketOrderBook>;
 using MarketPriceMap = std::unordered_map<Market, MonetaryAmount>;
 using MarketsPath = SmallVector<Market, 3>;
-using LastTradesVector = vector<PublicTrade>;
+using TradesVector = vector<PublicTrade>;
 }  // namespace cct
diff --git a/src/api-objects/include/order.hpp b/src/api-objects/include/order.hpp
@@ -43,7 +43,6 @@ class Order {
 
   Market market() const { return Market(_matchedVolume.currencyCode(), _price.currencyCode()); }
 
-  /// default ordering by place time first, then matched volume, etc
   std::strong_ordering operator<=>(const Order &) const noexcept = default;
 
   using trivially_relocatable = is_trivially_relocatable<OrderId>::type;

diff --git a/src/api/common/include/exchangepublicapi.hpp b/src/api/common/include/exchangepublicapi.hpp
@@ -96,7 +96,7 @@ class ExchangePublic : public ExchangeBase {
   virtual MonetaryAmount queryLast24hVolume(Market mk) = 0;
 
   /// Retrieve an ordered vector of recent last trades
-  virtual LastTradesVector queryLastTrades(Market mk, int nbTrades = kNbLastTradesDefault) = 0;
+  virtual TradesVector queryLastTrades(Market mk, int nbTrades = kNbLastTradesDefault) = 0;
 
   /// Retrieve the last price of given market.
   virtual MonetaryAmount queryLastPrice(Market mk) = 0;

diff --git a/src/api/common/include/exchangepublicapi_mock.hpp b/src/api/common/include/exchangepublicapi_mock.hpp
@@ -28,7 +28,7 @@ class MockExchangePublic : public ExchangePublic {
   MOCK_METHOD(MarketOrderBookMap, queryAllApproximatedOrderBooks, (int depth), (override));
   MOCK_METHOD(MarketOrderBook, queryOrderBook, (Market mk, int depth), (override));
   MOCK_METHOD(MonetaryAmount, queryLast24hVolume, (Market mk), (override));
-  MOCK_METHOD(LastTradesVector, queryLastTrades, (Market mk, int nbTrades), (override));
+  MOCK_METHOD(TradesVector, queryLastTrades, (Market mk, int nbTrades), (override));
   MOCK_METHOD(MonetaryAmount, queryLastPrice, (Market mk), (override));
 };
 }  // namespace cct::api
diff --git a/src/api/exchanges/include/binancepublicapi.hpp b/src/api/exchanges/include/binancepublicapi.hpp
@@ -63,7 +63,7 @@ class BinancePublic : public ExchangePublic {
 
   MonetaryAmount queryLast24hVolume(Market mk) override { return _tradedVolumeCache.get(mk); }
 
-  LastTradesVector queryLastTrades(Market mk, int nbTrades = kNbLastTradesDefault) override;
+  TradesVector queryLastTrades(Market mk, int nbTrades = kNbLastTradesDefault) override;
 
   MonetaryAmount queryLastPrice(Market mk) override { return _tickerCache.get(mk); }
 

diff --git a/src/api/exchanges/include/bithumbpublicapi.hpp b/src/api/exchanges/include/bithumbpublicapi.hpp
@@ -59,7 +59,7 @@ class BithumbPublic : public ExchangePublic {
 
   MonetaryAmount queryLast24hVolume(Market mk) override { return _tradedVolumeCache.get(mk); }
 
-  LastTradesVector queryLastTrades(Market mk, int nbTrades = kNbLastTradesDefault) override;
+  TradesVector queryLastTrades(Market mk, int nbTrades = kNbLastTradesDefault) override;
 
   MonetaryAmount queryLastPrice(Market mk) override;
 

diff --git a/src/api/exchanges/include/huobipublicapi.hpp b/src/api/exchanges/include/huobipublicapi.hpp
@@ -58,7 +58,7 @@ class HuobiPublic : public ExchangePublic {
 
   MonetaryAmount queryLast24hVolume(Market mk) override { return _tradedVolumeCache.get(mk); }
 
-  LastTradesVector queryLastTrades(Market mk, int nbTrades = kNbLastTradesDefault) override;
+  TradesVector queryLastTrades(Market mk, int nbTrades = kNbLastTradesDefault) override;
 
   MonetaryAmount queryLastPrice(Market mk) override { return _tickerCache.get(mk); }
 

diff --git a/src/api/exchanges/include/krakenpublicapi.hpp b/src/api/exchanges/include/krakenpublicapi.hpp
@@ -56,7 +56,7 @@ class KrakenPublic : public ExchangePublic {
 
   MonetaryAmount queryLast24hVolume(Market mk) override { return _tickerCache.get(mk).first; }
 
-  LastTradesVector queryLastTrades(Market mk, int nbLastTrades = kNbLastTradesDefault) override;
+  TradesVector queryLastTrades(Market mk, int nbLastTrades = kNbLastTradesDefault) override;
 
   MonetaryAmount queryLastPrice(Market mk) override { return _tickerCache.get(mk).second; }
 

diff --git a/src/api/exchanges/include/kucoinpublicapi.hpp b/src/api/exchanges/include/kucoinpublicapi.hpp
@@ -56,7 +56,7 @@ class KucoinPublic : public ExchangePublic {
 
   MonetaryAmount queryLast24hVolume(Market mk) override { return _tradedVolumeCache.get(mk); }
 
-  LastTradesVector queryLastTrades(Market mk, int nbTrades = kNbLastTradesDefault) override;
+  TradesVector queryLastTrades(Market mk, int nbTrades = kNbLastTradesDefault) override;
 
   MonetaryAmount queryLastPrice(Market mk) override { return _tickerCache.get(mk); }
 

diff --git a/src/api/exchanges/include/upbitpublicapi.hpp b/src/api/exchanges/include/upbitpublicapi.hpp
@@ -50,7 +50,7 @@ class UpbitPublic : public ExchangePublic {
 
   MonetaryAmount queryLast24hVolume(Market mk) override { return _tradedVolumeCache.get(mk); }
 
-  LastTradesVector queryLastTrades(Market mk, int nbTrades = kNbLastTradesDefault) override;
+  TradesVector queryLastTrades(Market mk, int nbTrades = kNbLastTradesDefault) override;
 
   MonetaryAmount queryLastPrice(Market mk) override { return _tickerCache.get(mk); }
 

diff --git a/src/api/exchanges/src/binancepublicapi.cpp b/src/api/exchanges/src/binancepublicapi.cpp
@@ -319,7 +319,7 @@ MonetaryAmount BinancePublic::sanitizePrice(Market mk, MonetaryAmount pri) {
 MonetaryAmount BinancePublic::computePriceForNotional(Market mk, int avgPriceMins) {
   if (avgPriceMins == 0) {
     // price should be the last matched price
-    LastTradesVector lastTrades = queryLastTrades(mk, 1);
+    TradesVector lastTrades = queryLastTrades(mk, 1);
     if (!lastTrades.empty()) {
       return lastTrades.front().price();
     }
@@ -517,16 +517,16 @@ MonetaryAmount BinancePublic::TradedVolumeFunc::operator()(Market mk) {
   return {last24hVol, mk.base()};
 }
 
-LastTradesVector BinancePublic::queryLastTrades(Market mk, int nbTrades) {
+TradesVector BinancePublic::queryLastTrades(Market mk, int nbTrades) {
   if (nbTrades > kMaxNbLastTrades) {
     log::warn("{} is larger than maximum number of last trades of {} on {}", nbTrades, kMaxNbLastTrades, _name);
     nbTrades = kMaxNbLastTrades;
   }
   json result = PublicQuery(_commonInfo._curlHandle, "/api/v3/trades",
                             {{"symbol", mk.assetsPairStrUpper()}, {"limit", nbTrades}});
 
-  LastTradesVector ret;
-  ret.reserve(static_cast<LastTradesVector::size_type>(result.size()));
+  TradesVector ret;
+  ret.reserve(static_cast<TradesVector::size_type>(result.size()));
   for (const json& detail : result) {
     MonetaryAmount amount(detail["qty"].get<std::string_view>(), mk.base());
     MonetaryAmount price(detail["price"].get<std::string_view>(), mk.quote());

diff --git a/src/api/exchanges/src/bithumbpublicapi.cpp b/src/api/exchanges/src/bithumbpublicapi.cpp
@@ -301,9 +301,9 @@ TimePoint EpochTime(std::string&& dateStr) {
 }
 }  // namespace
 
-LastTradesVector BithumbPublic::queryLastTrades(Market mk, [[maybe_unused]] int nbTrades) {
+TradesVector BithumbPublic::queryLastTrades(Market mk, [[maybe_unused]] int nbTrades) {
   json result = PublicQuery(_curlHandle, "/public/transaction_history/", mk.base(), mk.quote());
-  LastTradesVector ret;
+  TradesVector ret;
   ret.reserve(result.size());
   for (const json& detail : result) {
     MonetaryAmount amount(detail["units_traded"].get<std::string_view>(), mk.base());

diff --git a/src/api/exchanges/src/huobipublicapi.cpp b/src/api/exchanges/src/huobipublicapi.cpp
@@ -458,12 +458,12 @@ MonetaryAmount HuobiPublic::TradedVolumeFunc::operator()(Market mk) {
   return MonetaryAmount(last24hVol, mk.base());
 }
 
-LastTradesVector HuobiPublic::queryLastTrades(Market mk, int nbTrades) {
+TradesVector HuobiPublic::queryLastTrades(Market mk, int nbTrades) {
   nbTrades = std::min(nbTrades, 2000);  // max authorized
   nbTrades = std::max(nbTrades, 1);     // min authorized
   json result =
       PublicQuery(_curlHandle, "/market/history/trade", {{"symbol", mk.assetsPairStrLower()}, {"size", nbTrades}});
-  LastTradesVector ret;
+  TradesVector ret;
   for (const json& detail : result) {
     auto dataDetails = detail.find("data");
     if (dataDetails != detail.end()) {

diff --git a/src/api/exchanges/src/krakenpublicapi.cpp b/src/api/exchanges/src/krakenpublicapi.cpp
@@ -338,10 +338,10 @@ KrakenPublic::TickerFunc::Last24hTradedVolumeAndLatestPricePair KrakenPublic::Ti
   throw exception("Invalid data retrieved from ticker information");
 }
 
-LastTradesVector KrakenPublic::queryLastTrades(Market mk, int nbLastTrades) {
+TradesVector KrakenPublic::queryLastTrades(Market mk, int nbLastTrades) {
   Market krakenMarket(_tradableCurrenciesCache.get().getOrThrow(mk.base()).altCode(),
                       _tradableCurrenciesCache.get().getOrThrow(mk.quote()).altCode());
-  LastTradesVector ret;
+  TradesVector ret;
   json result = PublicQuery(_curlHandle, "/public/Trades",
                             {{"pair", krakenMarket.assetsPairStrUpper()}, {"count", nbLastTrades}});
   if (!result.empty()) {

diff --git a/src/api/exchanges/src/kucoinpublicapi.cpp b/src/api/exchanges/src/kucoinpublicapi.cpp
@@ -348,10 +348,10 @@ MonetaryAmount KucoinPublic::TradedVolumeFunc::operator()(Market mk) {
   return {amountStr, mk.base()};
 }
 
-LastTradesVector KucoinPublic::queryLastTrades(Market mk, [[maybe_unused]] int nbTrades) {
+TradesVector KucoinPublic::queryLastTrades(Market mk, [[maybe_unused]] int nbTrades) {
   json result = PublicQuery(_curlHandle, "/api/v1/market/histories", GetSymbolPostData(mk));
-  LastTradesVector ret;
-  ret.reserve(static_cast<LastTradesVector::size_type>(result.size()));
+  TradesVector ret;
+  ret.reserve(static_cast<TradesVector::size_type>(result.size()));
   for (const json& detail : result) {
     MonetaryAmount amount(detail["size"].get<std::string_view>(), mk.base());
     MonetaryAmount price(detail["price"].get<std::string_view>(), mk.quote());

diff --git a/src/api/exchanges/src/upbitpublicapi.cpp b/src/api/exchanges/src/upbitpublicapi.cpp
@@ -248,10 +248,10 @@ MonetaryAmount UpbitPublic::TradedVolumeFunc::operator()(Market mk) {
   return MonetaryAmount(last24hVol, mk.base());
 }
 
-LastTradesVector UpbitPublic::queryLastTrades(Market mk, int nbTrades) {
+TradesVector UpbitPublic::queryLastTrades(Market mk, int nbTrades) {
   json result = PublicQuery(_curlHandle, "/v1/trades/ticks", {{"count", nbTrades}, {"market", ReverseMarketStr(mk)}});
-  LastTradesVector ret;
-  ret.reserve(static_cast<LastTradesVector::size_type>(result.size()));
+  TradesVector ret;
+  ret.reserve(static_cast<TradesVector::size_type>(result.size()));
   for (const json& detail : result) {
     MonetaryAmount amount(detail["trade_volume"].get<double>(), mk.base());
     MonetaryAmount price(detail["trade_price"].get<double>(), mk.quote());

diff --git a/src/api/exchanges/test/exchangecommonapi_test.hpp b/src/api/exchanges/test/exchangecommonapi_test.hpp
@@ -270,7 +270,7 @@ class TestAPI {
     }
     if (!sampleMarkets.empty()) {
       Market mk = sampleMarkets.front();
-      LastTradesVector lastTrades = exchangePublic.queryLastTrades(mk);
+      TradesVector lastTrades = exchangePublic.queryLastTrades(mk);
       if (!lastTrades.empty() && exchangePrivateOpt) {
         auto compareTradedVolume = [](const PublicTrade &lhs, const PublicTrade &rhs) {
           return lhs.amount() < rhs.amount();

diff --git a/src/api/interface/include/exchange.hpp b/src/api/interface/include/exchange.hpp
@@ -93,7 +93,7 @@ class Exchange {
   MonetaryAmount queryLast24hVolume(Market mk) { return _exchangePublic.queryLast24hVolume(mk); }
 
   /// Retrieve an ordered vector of recent last trades
-  LastTradesVector queryLastTrades(Market mk, int nbTrades = ExchangePublic::kNbLastTradesDefault) {
+  TradesVector queryLastTrades(Market mk, int nbTrades = ExchangePublic::kNbLastTradesDefault) {
     return _exchangePublic.queryLastTrades(mk, nbTrades);
   }
 

diff --git a/src/engine/include/coincenter.hpp b/src/engine/include/coincenter.hpp
@@ -53,7 +53,7 @@ class Coincenter {
   MonetaryAmountPerExchange getLast24hTradedVolumePerExchange(Market mk, ExchangeNameSpan exchangeNames);
 
   /// Retrieve the last trades for each queried exchange
-  LastTradesPerExchange getLastTradesPerExchange(Market mk, ExchangeNameSpan exchangeNames, int nbLastTrades);
+  TradesPerExchange getLastTradesPerExchange(Market mk, ExchangeNameSpan exchangeNames, int nbLastTrades);
 
   /// Retrieve the last price for exchanges supporting given market.
   MonetaryAmountPerExchange getLastPricePerExchange(Market mk, ExchangeNameSpan exchangeNames);
@@ -69,6 +69,7 @@ class Coincenter {
   BalancePerExchange getBalance(std::span<const ExchangeName> privateExchangeNames,
                                 const BalanceOptions &balanceOptions);
 
+  /// Get deposit information for given accounts
   WalletPerExchange getDepositInfo(std::span<const ExchangeName> privateExchangeNames, CurrencyCode depositCurrency);
 
   /// Get opened orders on given list of exchanges following given order constraints

diff --git a/src/engine/include/exchangesorchestrator.hpp b/src/engine/include/exchangesorchestrator.hpp
@@ -75,7 +75,7 @@ class ExchangesOrchestrator {
 
   MonetaryAmountPerExchange getLast24hTradedVolumePerExchange(Market mk, ExchangeNameSpan exchangeNames);
 
-  LastTradesPerExchange getLastTradesPerExchange(Market mk, ExchangeNameSpan exchangeNames, int nbLastTrades);
+  TradesPerExchange getLastTradesPerExchange(Market mk, ExchangeNameSpan exchangeNames, int nbLastTrades);
 
   MonetaryAmountPerExchange getLastPricePerExchange(Market mk, ExchangeNameSpan exchangeNames);
 

diff --git a/src/engine/include/metricsexporter.hpp b/src/engine/include/metricsexporter.hpp
@@ -20,7 +20,7 @@ class MetricsExporter {
 
   void exportOrderbookMetrics(Market mk, const MarketOrderBookConversionRates &marketOrderBookConversionRates);
 
-  void exportLastTradesMetrics(Market mk, const LastTradesPerExchange &lastTradesPerExchange);
+  void exportLastTradesMetrics(Market mk, const TradesPerExchange &lastTradesPerExchange);
 
  private:
   void createSummariesAndHistograms();

diff --git a/src/engine/include/queryresultprinter.hpp b/src/engine/include/queryresultprinter.hpp
@@ -81,7 +81,7 @@ class QueryResultPrinter {
 
   void printLast24hTradedVolume(Market mk, const MonetaryAmountPerExchange &tradedVolumePerExchange) const;
 
-  void printLastTrades(Market mk, int nbLastTrades, const LastTradesPerExchange &lastTradesPerExchange) const;
+  void printLastTrades(Market mk, int nbLastTrades, const TradesPerExchange &lastTradesPerExchange) const;
 
   void printLastPrice(Market mk, const MonetaryAmountPerExchange &pricePerExchange) const;
 

diff --git a/src/engine/include/queryresulttypes.hpp b/src/engine/include/queryresulttypes.hpp
@@ -37,7 +37,7 @@ using MonetaryAmountPerExchange = FixedCapacityVector<ExchangeWith<MonetaryAmoun
 using MonetaryAmountByCurrencySetPerExchange =
     FixedCapacityVector<ExchangeWith<MonetaryAmountByCurrencySet>, kNbSupportedExchanges>;
 
-using LastTradesPerExchange = FixedCapacityVector<ExchangeWith<LastTradesVector>, kNbSupportedExchanges>;
+using TradesPerExchange = FixedCapacityVector<ExchangeWith<TradesVector>, kNbSupportedExchanges>;
 
 using TradeResultPerExchange = SmallVector<ExchangeWith<TradeResult>, kTypicalNbPrivateAccounts>;
 

diff --git a/src/engine/src/coincenter.cpp b/src/engine/src/coincenter.cpp
@@ -351,8 +351,7 @@ MonetaryAmountPerExchange Coincenter::getLast24hTradedVolumePerExchange(Market m
   return _exchangesOrchestrator.getLast24hTradedVolumePerExchange(mk, exchangeNames);
 }
 
-LastTradesPerExchange Coincenter::getLastTradesPerExchange(Market mk, ExchangeNameSpan exchangeNames,
-                                                           int nbLastTrades) {
+TradesPerExchange Coincenter::getLastTradesPerExchange(Market mk, ExchangeNameSpan exchangeNames, int nbLastTrades) {
   const auto ret = _exchangesOrchestrator.getLastTradesPerExchange(mk, exchangeNames, nbLastTrades);
 
   _metricsExporter.exportLastTradesMetrics(mk, ret);

diff --git a/src/engine/src/exchangesorchestrator.cpp b/src/engine/src/exchangesorchestrator.cpp
@@ -840,13 +840,13 @@ MonetaryAmountPerExchange ExchangesOrchestrator::getLast24hTradedVolumePerExchan
   return tradedVolumePerExchange;
 }
 
-LastTradesPerExchange ExchangesOrchestrator::getLastTradesPerExchange(Market mk, ExchangeNameSpan exchangeNames,
-                                                                      int nbLastTrades) {
+TradesPerExchange ExchangesOrchestrator::getLastTradesPerExchange(Market mk, ExchangeNameSpan exchangeNames,
+                                                                  int nbLastTrades) {
   log::info("Query {} last trades on {} volume from {}", nbLastTrades, mk,
             ConstructAccumulatedExchangeNames(exchangeNames));
   UniquePublicSelectedExchanges selectedExchanges = getExchangesTradingMarket(mk, exchangeNames);
 
-  LastTradesPerExchange ret(selectedExchanges.size());
+  TradesPerExchange ret(selectedExchanges.size());
   _threadPool.parallelTransform(
       selectedExchanges.begin(), selectedExchanges.end(), ret.begin(), [mk, nbLastTrades](Exchange *exchange) {
         return std::make_pair(static_cast<const Exchange *>(exchange), exchange->queryLastTrades(mk, nbLastTrades));

diff --git a/src/engine/src/metricsexporter.cpp b/src/engine/src/metricsexporter.cpp
@@ -116,7 +116,7 @@ void MetricsExporter::exportOrderbookMetrics(Market mk,
   }
 }
 
-void MetricsExporter::exportLastTradesMetrics(Market mk, const LastTradesPerExchange &lastTradesPerExchange) {
+void MetricsExporter::exportLastTradesMetrics(Market mk, const TradesPerExchange &lastTradesPerExchange) {
   RETURN_IF_NO_MONITORING;
   MetricKey key = CreateMetricKey("", "All public trades that occurred on the market");
   string marketLowerCase = mk.assetsPairStrLower('-');

diff --git a/src/engine/src/queryresultprinter.cpp b/src/engine/src/queryresultprinter.cpp
@@ -545,7 +545,7 @@ json Last24hTradedVolumeJson(Market mk, const MonetaryAmountPerExchange &tradedV
   return ToJson(CoincenterCommandType::kLast24hTradedVolume, std::move(in), std::move(out));
 }
 
-json LastTradesJson(Market mk, int nbLastTrades, const LastTradesPerExchange &lastTradesPerExchange) {
+json LastTradesJson(Market mk, int nbLastTrades, const TradesPerExchange &lastTradesPerExchange) {
   json in;
   json inOpt;
   inOpt.emplace("market", mk.str());
@@ -1115,7 +1115,7 @@ void QueryResultPrinter::printLast24hTradedVolume(Market mk,
 }
 
 void QueryResultPrinter::printLastTrades(Market mk, int nbLastTrades,
-                                         const LastTradesPerExchange &lastTradesPerExchange) const {
+                                         const TradesPerExchange &lastTradesPerExchange) const {
   json jsonData = LastTradesJson(mk, nbLastTrades, lastTradesPerExchange);
   switch (_apiOutputType) {
     case ApiOutputType::kFormattedTable: {