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Refactor setProperties
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@mortensorensen
mortensorensen committed Dec 2, 2016
1 parent dd076b6 commit 792608f
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Showing 2 changed files with 94 additions and 94 deletions.
175 changes: 84 additions & 91 deletions src/qib.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -118,12 +118,9 @@ K reqMktData(K tickerId, K contract, K genericTicks, K snapsnot)
Q(tickerId->t != -KJ || contract->t != XD || genericTicks->t != KC || snapsnot->t != -KB, "type");
Q(!ib->isConnected(), "connection");

const char *error;
Q(!checkDictTypes(contract, contractPropTypes, error), error);

const char *errorMsg = nullptr;
auto c = createContract(contract, errorMsg);
Q(errorMsg, errorMsg);
std::string error;
auto c = createContract(contract, error);
Q(!error.empty(), error.c_str());

ib->reqMktData(tickerId->j, *c, "", snapsnot->i == 1);

Expand All @@ -143,16 +140,12 @@ K placeOrder(K id, K contract, K order)
Q(id->t != -KJ || contract->t != XD || order->t != XD, "type");
Q(!ib->isConnected(), "connection");

const char *error;
Q(!checkDictTypes(contract, contractPropTypes, error), error);
Q(!checkDictTypes(order, orderPropTypes, error), error);

const char *errorMsg = nullptr;
auto c = createContract(contract, errorMsg);
Q(errorMsg, errorMsg);
std::string error;
auto c = createContract(contract, error);
Q(!error.empty(), error.c_str());

auto o = createOrder(order, errorMsg);
Q(errorMsg, errorMsg);
auto o = createOrder(order, error);
Q(!error.empty(), error.c_str());

ib->placeOrder(id->j, *c, *o);
R NULL;
Expand Down Expand Up @@ -186,9 +179,9 @@ Z bool checkDictTypes(K dict, std::map<std::string, short> &propTypes, const cha
return false;
}

int type;
I type;

for (int i = 0; i < keys->n; i++) {
for (I i = 0; i < keys->n; i++) {
auto key = kS(keys)[i];
auto search = propTypes.find(key);
if (search != propTypes.end()) {
Expand Down Expand Up @@ -229,10 +222,6 @@ ZV setAtom(V *property, K x)
}
}

V setList(V *property, K x);
V setItem(V *property, K x, I index);
V setProperty(V *property, K x, I index);

V setItem(V *property, K x, I index)
{
switch (xt) {
Expand All @@ -259,96 +248,100 @@ V setProperty(V *property, K x, I index)
else return;
}

Z Contract *createContract(K dict, const char *&error)
V setProperties(K dict, std::map<std::string, void*> props, std::string &error)
{
if (dict->t != XD) {
error = "type";
return nullptr;
return;
}

auto c = new Contract();
K keys = kK(dict)[0];
K vals = kK(dict)[1];

const char *key;
if (keys->t != KS) {
error = "keys must be syms";
return;
}

for (int i = 0; i < keys->n; i++) {
std::map<std::string, void*>::const_iterator it;
std::string key;

for (I i = 0; i < keys->n; i++) {
key = kS(keys)[i];

if (streq(key, "conId")) setProperty(&c->conId, vals, i);
else if (streq(key, "currency")) setProperty(&c->currency, vals, i);
else if (streq(key, "exchange")) setProperty(&c->exchange, vals, i);
else if (streq(key, "expiry")) setProperty(&c->expiry, vals, i);
else if (streq(key, "includeExpired")) setProperty(&c->includeExpired, vals, i);
else if (streq(key, "localSymbol")) setProperty(&c->localSymbol, vals, i);
else if (streq(key, "multiplier")) setProperty(&c->multiplier, vals, i);
else if (streq(key, "primaryExchange")) setProperty(&c->primaryExchange, vals, i);
else if (streq(key, "right")) setProperty(&c->right, vals, i);
else if (streq(key, "secId")) setProperty(&c->secId, vals, i);
else if (streq(key, "secType")) setProperty(&c->secType, vals, i);
else if (streq(key, "strike")) setProperty(&c->strike, vals, i);
else if (streq(key, "symbol")) setProperty(&c->symbol, vals, i);
else if (streq(key, "tradingClass")) setProperty(&c->tradingClass, vals, i);
else {
std::stringstream ss;
I type = vals->t == 0 ? kK(vals)[i]->t : -abs(vals->t);
ss << "Value " << key << ": Type " << type << " not recognized\n";
error = ss.str().c_str();
return nullptr;
it = props.find(key);
if (it != props.end()) {
setProperty(it->second, vals, i);
} else {
error = "Property " + key + " not recognized\n";
}
}

R c;
}

Z Order *createOrder(K dict, const char *&error)
Z Contract *createContract(K dict, std::string &error)
{
if (dict->t != XD) {
error = "type";
return nullptr;
}

auto order = new Order();
K keys = kK(dict)[0];
K vals = kK(dict)[1];
auto c = new Contract();
auto props = std::map<std::string, void*> {
{ "conId", &c->conId },
{ "currency", &c->currency },
{ "exchange", &c->exchange },
{ "expiry", &c->expiry },
{ "includeExpired", &c->includeExpired },
{ "localSymbol", &c->localSymbol },
{ "multiplier", &c->multiplier },
{ "primaryExchange",&c->primaryExchange },
{ "right", &c->right },
{ "secId", &c->secId },
{ "secType", &c->secType },
{ "strike", &c->strike },
{ "symbol", &c->symbol },
{ "tradingClass", &c->tradingClass }
};

const char *key;
setProperties(dict, props, error);

for (int i = 0; i < keys->n; i++) {
key = kS(keys)[i];
R c;
}

Z Order *createOrder(K dict, std::string &error)
{
auto o = new Order();
auto props = std::map<std::string, void*> {
// Order Identifiers
if (streq(key, "clienId")) setProperty(&order->clientId, vals, i);
else if (streq(key, "orderId")) setProperty(&order->orderId, vals, i);
else if (streq(key, "permId")) setProperty(&order->permId, vals, i);
{ "clienId", &o->clientId },
{ "orderId", &o->orderId },
{ "permId", &o->permId },
// Main Order Fields
else if (streq(key, "action")) setProperty(&order->action, vals, i);
else if (streq(key, "auxPrice")) setProperty(&order->auxPrice, vals, i);
else if (streq(key, "lmtPrice")) setProperty(&order->lmtPrice, vals, i);
else if (streq(key, "orderType")) setProperty(&order->orderType, vals, i);
else if (streq(key, "totalQuantity")) setProperty(&order->totalQuantity, vals, i);
{ "action", &o->action },
{ "auxPrice", &o->auxPrice },
{ "lmtPrice", &o->lmtPrice },
{ "orderType", &o->orderType },
{ "totalQuantity", &o->totalQuantity },
// Extended Order Fields
else if (streq(key, "allOrNone")) setProperty(&order->allOrNone, vals, i);
else if (streq(key, "blockOrder")) setProperty(&order->blockOrder, vals, i);
else if (streq(key, "displaySize")) setProperty(&order->displaySize, vals, i);
else if (streq(key, "goodAfterTime")) setProperty(&order->goodAfterTime, vals, i);
else if (streq(key, "goodTillDate")) setProperty(&order->goodTillDate, vals, i);
else if (streq(key, "hidden")) setProperty(&order->hidden, vals, i);
else if (streq(key, "minQty")) setProperty(&order->minQty, vals, i);
else if (streq(key, "ocaGroup")) setProperty(&order->ocaGroup, vals, i);
else if (streq(key, "ocaType")) setProperty(&order->ocaType, vals, i);
else if (streq(key, "orderRef")) setProperty(&order->orderRef, vals, i);
else if (streq(key, "outsideRth")) setProperty(&order->outsideRth, vals, i);
else if (streq(key, "overridePercentageConstraints")) setProperty(&order->overridePercentageConstraints, vals, i);
// TODO: Add remaining options
else {
std::stringstream ss;
int type = vals->t == 0 ? kK(vals)[i]->t : vals->t;
ss << "Value " << key << ": Type " << type << " not recognized\n";
error = ss.str().c_str();
return nullptr;
}
}
{ "allOrNone", &o->allOrNone },
{ "blockOrder", &o->blockOrder },
{ "displaySize", &o->displaySize },
{ "goodAfterTime", &o->goodAfterTime },
{ "goodTillDate", &o->goodTillDate },
{ "hidden", &o->hidden },
{ "minQty", &o->minQty },
{ "ocaGroup", &o->ocaGroup },
{ "orderRef", &o->orderRef },
{ "outsideRth", &o->outsideRth },
{ "overridePercentageConstraints", &o->overridePercentageConstraints },
{ "parentId", &o->parentId },
{ "percentOffset", &o->percentOffset },
{ "rule80A", &o->rule80A },
{ "tif", &o->tif },
{ "sweepToFill", &o->sweepToFill },
{ "trailingPercent",&o->trailingPercent },
{ "trailStopPrice", &o->trailStopPrice },
{ "transmit", &o->transmit },
{ "triggerMethod", &o->triggerMethod },
{ "activeStartTime",&o->activeStartTime },
{ "activeStopTime", &o->activeStopTime }
};

R order;
setProperties(dict, props, error);

R o;
}
13 changes: 10 additions & 3 deletions src/qib.h
View file
Original file line number Diff line number Diff line change
Expand Up @@ -20,9 +20,16 @@ extern "C"
K cancelOrder(K id);
}

static bool checkDictTypes(K dict, std::map<std::string, short> &propTypes, const char *&error);
static Contract *createContract(K dict, const char *&error);
static Order *createOrder(K dict, const char *&error);
Z bool checkDictTypes(K dict, std::map<std::string, short> &propTypes, const char *&error);

Z Contract *createContract(K dict, std::string &error);
Z Order *createOrder(K dict, std::string &error);

V setList(V *property, K x);
V setItem(V *property, K x, I index);
V setProperty(V *property, K x, I index);
V setProperties(K dict, std::map<std::string, void*> props, std::string &error);


auto contractPropTypes = std::map<std::string, short> {
{ "conId", -KJ },
Expand Down

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