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/* -*- C++ -*- */
/****************************************************************************
** Copyright (c) quickfixengine.org All rights reserved.
**
** This file is part of the QuickFIX FIX Engine
**
** This file may be distributed under the terms of the quickfixengine.org
** license as defined by quickfixengine.org and appearing in the file
** LICENSE included in the packaging of this file.
**
** This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
** WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
**
** See http://www.quickfixengine.org/LICENSE for licensing information.
**
** Contact ask@quickfixengine.org if any conditions of this licensing are
** not clear to you.
**
****************************************************************************/
#ifndef ORDERMATCH_ORDERMATCHER_H
#define ORDERMATCH_ORDERMATCHER_H
#include "Market.h"
#include <map>
#include <iostream>
class OrderMatcher
{
typedef std::map < std::string, Market > Markets;
public:
bool insert( const Order& order )
{
Markets::iterator i = m_markets.find( order.getSymbol() );
if ( i == m_markets.end() )
i = m_markets.insert( std::make_pair( order.getSymbol(), Market() ) ).first;
return i->second.insert( order );
}
void erase( const Order& order )
{
Markets::iterator i = m_markets.find( order.getSymbol() );
if ( i == m_markets.end() ) return ;
i->second.erase( order );
}
Order& find( std::string symbol, Order::Side side, std::string id )
{
Markets::iterator i = m_markets.find( symbol );
if ( i == m_markets.end() ) throw std::exception();
return i->second.find( side, id );
}
bool match( std::string symbol, std::queue < Order > & orders )
{
Markets::iterator i = m_markets.find( symbol );
if ( i == m_markets.end() ) return false;
return i->second.match( orders );
}
bool match( std::queue < Order > & orders )
{
Markets::iterator i;
for ( i = m_markets.begin(); i != m_markets.end(); ++i )
i->second.match( orders );
return orders.size() != 0;
}
void display( std::string symbol ) const
{
Markets::const_iterator i = m_markets.find( symbol );
if ( i == m_markets.end() ) return ;
i->second.display();
}
void display() const
{
std::cout << "SYMBOLS:" << std::endl;
std::cout << "--------" << std::endl;
Markets::const_iterator i;
for ( i = m_markets.begin(); i != m_markets.end(); ++i )
std::cout << i->first << std::endl;
}
private:
Markets m_markets;
};
#endif
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