文件列表:

AllUnitTests.cpp (2950, 2021-10-14)
ClientTradingAlgo.h (1039, 2021-10-14)
Common.h (1010, 2021-10-14)
DvfSimulator.h (7011, 2021-10-14)
MarketMakerBot.cpp (5795, 2021-10-14)
MarketMakerBot.h (1424, 2021-10-14)
main.cpp (525, 2021-10-14)
runBotSimulator.sh (92, 2021-10-14)
runUnitTests.sh (94, 2021-10-14)

# Deversifi C++ Coding challenge This repo contains the single header starting point for the C++ coding challenge. Rather than request participants to spend time setting up a project from scratch complete with libraries for performing REST requests and serialising JSON, the DvfSimulator class provides a simplified trading API with a radically simplified approximation of how an exchange might operate. ``` #include "DvfSimulator.h" int main() { auto* sim = DvfSimulator::Create(); auto ob = sim->GetOrderBook(); // ... decide price and amount sim->PlaceOrder(price, amount); sim->CancelOrder(oid); return true; } ``` # After completion of challenge: # How to Run: $ ./runBotSimulator.sh # Sample output snippet ``` ____________PORTFOLIO SNAPSHOT____________ ETH: 10.000000 USD: 2000.000000 ------------------------------------------ Placed order id 1629467539 @ 208.95 : 1 BID Placed order id 1629467540 @ 206.96 : 1 BID Placed order id 1629467541 @ 204.97 : 1 BID Placed order id 1629467542 @ 202.*** : 1 BID Placed order id 1629467543 @ 200.99 : 1 BID Placed order id 1629467544 @ 202.35 : -1 ASK Placed order id 1629467545 @ 204.48 : -1 ASK Placed order id 1629467546 @ 206.61 : -1 ASK Placed order id 1629467547 @ 208.74 : -1 ASK Placed order id 1629467548 @ 210.87 : -1 ASK BB 202 BA 212 Filled ASK order id 1629467544 @ 202.35 : -1 Filled ASK order id 1629467545 @ 204.48 : -1 Filled ASK order id 1629467546 @ 206.61 : -1 Filled ASK order id 1629467547 @ 208.74 : -1 Filled ASK order id 1629467548 @ 210.87 : -1 [DEBUG] received BestBid 200 BestAsk: 214 Placed order id 1629467549 @ 210 : 1 BID Placed order id 1629467550 @ 208 : 1 BID Placed order id 1629467551 @ 206 : 1 BID Placed order id 1629467552 @ 204 : 1 BID Placed order id 1629467553 @ 202 : 1 BID Placed order id 1629467554 @ 203.3 : -1 ASK Placed order id 1629467555 @ 205.44 : -1 ASK Placed order id 1629467556 @ 207.58 : -1 ASK Placed order id 1629467557 @ 209.72 : -1 ASK Placed order id 1629467558 @ 211.86 : -1 ASK ____________PORTFOLIO SNAPSHOT____________ ETH: 15.000000 USD: 975.150000 ------------------------------------------ BB 212 BA 222 Filled ASK order id 1629467554 @ 203.3 : -1 Filled ASK order id 1629467555 @ 205.44 : -1 Filled ASK order id 1629467556 @ 207.58 : -1 Filled ASK order id 1629467557 @ 209.72 : -1 Filled ASK order id 1629467558 @ 211.86 : -1 [DEBUG] received BestBid 209 BestAsk: 223 ```

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