Merge pull request #4 from olned/v-0-1-0

v0.1.0

README.md

@@ -1,8 +1,4 @@
 # ssc2ce-cpp
-A set of C++ parsers for ssc2ce
-
-# Acknowledgements
-The project uses:
-- [pibind11](https://github.com/pybind/pybind11)
-- [Catch2](), Boost Software License 1.0
+A set of C++ parsers for [ssc2ce](https://github.com/olned/ssc2ce-python)
 
+This is more of a pilot project, if you have any wishes for adding exchanges or expanding functionality, please register issues.

python-bindings/py_book.hpp

@@ -1,3 +1,8 @@
+// Copyright Oleg Nedbaylo 2020.
+// Distributed under the Boost Software License, Version 1.0.
+// See accompanying file LICENSE
+// or copy at http://www.boost.org/LICENSE_1_0.txt
+
 #pragma once
 #include <common/book_l2.hpp>
 #include <pybind11/pybind11.h>

python-bindings/ssc2ce_cpp.cpp

@@ -1,3 +1,8 @@
+// Copyright Oleg Nedbaylo 2020.
+// Distributed under the Boost Software License, Version 1.0.
+// See accompanying file LICENSE
+// or copy at http://www.boost.org/LICENSE_1_0.txt
+
 #include "py_book.hpp"
 #include <deribit/parser.hpp>
 #include <pybind11/functional.h>

setup.py

@@ -80,10 +80,10 @@ def finalize_options(self):
 
 setup(
     name='ssc2ce_cpp',
-    version='0.0.2',
+    version='0.1.0',
     author='Oleg Nedbaylo',
     author_email='olned64@gmail.com',
-    description='A test project using pybind11 and CMake',
+    description='A set of C++ parsers for ssc2ce',
     long_description=long_description,
     ext_modules=[CMakeExtension('ssc2ce_cpp')],
     cmdclass=dict(build_ext=CMakeBuild, bdist_wheel=bdist_wheel),

src/deribit/parser.cpp

@@ -21,6 +21,8 @@ bool DeribitParser::parse(const char *message)
     return false;
   }
 
+  last_error_msg_.clear();
+
   using namespace rapidjson;
   rapidjson::Document doc;
   doc.Parse(message);
@@ -186,16 +188,15 @@ bool DeribitParser::parse_book(const char *channel, const rapidjson::Value &data
   return result;
 }
 
-  DeribitBookL2 &DeribitParser::find_or_create_book(const std::string_view &instrumnet)
-   {
-    if (auto p = books_.find(instrumnet); p != books_.end()) {
-      return p->second;
-    } else {
-      auto [x, ok] = books_.emplace(instrumnet, DeribitBookL2(std::string(instrumnet)));
-      return x->second;
-    }
-  };
-
+DeribitBookL2 &DeribitParser::find_or_create_book(const std::string_view &instrumnet)
+{
+  if (auto p = books_.find(instrumnet); p != books_.end()) {
+    return p->second;
+  } else {
+    auto [x, ok] = books_.emplace(instrumnet, DeribitBookL2(std::string(instrumnet)));
+    return x->second;
+  }
+};
 
 BookL2 const *DeribitParser::get_book(const std::string_view &instrument)
 {

tests/deribit_parser_test.cpp

@@ -1,3 +1,8 @@
+// Copyright Oleg Nedbaylo 2020.
+// Distributed under the Boost Software License, Version 1.0.
+// See accompanying file LICENSE
+// or copy at http://www.boost.org/LICENSE_1_0.txt
+
 #include <catch.hpp>
 #include <deribit/parser.hpp>
 

tests/test.py

@@ -1,3 +1,8 @@
+# Copyright Oleg Nedbaylo 2020.
+# Distributed under the Boost Software License, Version 1.0.
+# See accompanying file LICENSE
+# or copy at http://www.boost.org/LICENSE_1_0.txt
+
 from unittest import TestCase, main
 import ssc2ce_cpp as m