feed.hpp

#pragma once
 
#include <cstdint>
#include <expected>
#include <string>
#include <string_view>
#include <variant>
 
namespace order_book {

using Price = std::uint32_t;
using Shares = std::uint32_t;
using Quantity = std::uint64_t;

enum class Side : std::uint8_t {
    Buy,  
    Sell, 
};

struct AddOrder {
    Side side;     
    Price price;   
    Shares shares; 
    friend bool operator==(const AddOrder&, const AddOrder&) = default;
};

struct DecreaseOrder {
    Shares shares; 
    friend bool operator==(const DecreaseOrder&, const DecreaseOrder&) = default;
};

struct DeleteOrder {
    friend bool operator==(const DeleteOrder&, const DeleteOrder&) = default;
};

struct ExecuteOrder {
    Shares shares; 
    friend bool operator==(const ExecuteOrder&, const ExecuteOrder&) = default;
};

struct FillOrder {
    friend bool operator==(const FillOrder&, const FillOrder&) = default;
};

struct NoOp {
    friend bool operator==(const NoOp&, const NoOp&) = default;
};

using Event = std::variant<AddOrder, DecreaseOrder, DeleteOrder, ExecuteOrder, FillOrder, NoOp>;

struct Message {
    std::uint64_t time;      
    std::string_view ticker; 
    std::string_view order;  
    Event event;             
};

[[nodiscard]] std::expected<Message, std::string> parse_line(std::string_view line);
 
} // namespace order_book