Order book example

This is a general trade and order book example to get current state of the order book.It provides a simple makefile to create executable.

How to compile

Go to src directory
$> cd src

Clean all .o and executable
$> make cleanall

Compile program and create executable
$> make

Usage

$> ./orderbook
Usage :
./orderbook message_file_name
message_file_name - file name containing sequence of messages. Each message should be on separate line

Input assumption

Order and trade sequence will be received from file.
Each message will be independent of other and parsed indivisually. Order book will be updated on every message.
System integrity and automicity will be maintain by messages. This program will manage order book based on messages.
Praogram will not modify ordr book on invalid entry. It will use stats to maintain invalid/corrupted messages.

Example

Input file

$> cat message.txt

A,100000,S,1,1075
A,100001,B,9,1000
A,100002,B,30,975
A,100003,S,10,1050
A,100004,B,10,950
A,100005,S,2,1025
A,100006,B,1,1000
X,100004,B,10,950
A,100007,S,5,1025
A,100008,B,3,1050
T,2,1025
T,1,1025
X,100008,B,3,1050
X,100005,S,2,1025
M,100007,S,4,1025
A,100007,S,3,1000 <<< Invalid Entry
A,100007,B,3,1000 <<< Invalid Entry

Output

$>./orderbook message.txt

============================
printing order book
============================
Generated Order ID 100008 to BUY 3 quantity at price 1050
Generated Order ID 100007 to SELL 5 quantity at price 1025
Generated Order ID 100006 to BUY 1 quantity at price 1000
Generated Order ID 100005 to SELL 2 quantity at price 1025
Generated Order ID 100003 to SELL 10 quantity at price 1050
Generated Order ID 100002 to BUY 30 quantity at price 975
Generated Order ID 100001 to BUY 9 quantity at price 1000
Generated Order ID 100000 to SELL 1 quantity at price 1075

Trade occured at price 1025 with total quantity 2

Trade occured at price 1025 with total quantity 3

============================
printing order book
============================
Generated Order ID 100007 to SELL 4 quantity at price 1025
Generated Order ID 100006 to BUY 1 quantity at price 1000
Generated Order ID 100003 to SELL 10 quantity at price 1050
Generated Order ID 100002 to BUY 30 quantity at price 975
Generated Order ID 100001 to BUY 9 quantity at price 1000
Generated Order ID 100000 to SELL 1 quantity at price 1075

Trade Stats : corrupted message count - 0 invalid message count - 0

Order Stats : corrupted message count - 0, Duplicate message count - 2, Invalid entry count - 0