Update decimal (#11)

geseq · Dec 25, 2023 · 64b8029 · 64b8029
1 parent c4b1101
commit 64b8029
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Showing 5 changed files with 24 additions and 46 deletions.
diff --git a/CMakeLists.txt b/CMakeLists.txt
@@ -1,11 +1,12 @@
 cmake_minimum_required(VERSION 3.20 FATAL_ERROR)
 
-project("orderbook" LANGUAGES CXX)
+set(CPP_ORDERBOOK orderbook)
+project(${CPP_ORDERBOOK} LANGUAGES CXX)
 
-set(CMAKE_CXX_STANDARD 17)
+set(CMAKE_CXX_STANDARD 20)
 set(CMAKE_CXX_COMPILER "/usr/bin/clang++")
-set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -std=c++17 -stdlib=libc++ -lc++abi")
-set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -std=c++17 -stdlib=libc++")
+set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -std=c++20 -stdlib=libc++ -lc++abi")
+set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -std=c++20 -stdlib=libc++")
 
 
 set(CMAKE_THREAD_LIBS_INIT "-lpthread")
@@ -25,21 +26,21 @@ CPMUsePackageLock(package-lock.cmake)
 set(Boost_USE_STATIC_LIBS ON)
 set(Boost_USE_MULTITHREADED ON)
 set(Boost_USE_STATIC_RUNTIME OFF)
-CPMAddPackage( NAME Boost VERSION 1.80.0 GITHUB_REPOSITORY "boostorg/boost" GIT_TAG "boost-1.80.0")
 
-CPMAddPackage( NAME udecimal VERSION 0.6.1 GITHUB_REPOSITORY "geseq/cpp-udecimal" GIT_TAG "v0.7.0")
+CPMAddPackage( NAME Boost VERSION 1.80.0 GITHUB_REPOSITORY "boostorg/boost" GIT_TAG "boost-1.80.0")
+CPMAddPackage( NAME decimal VERSION 2.1.0 GITHUB_REPOSITORY "geseq/cpp-decimal" GIT_TAG "v2.1.0")
 CPMAddPackage( NAME pool VERSION 0.6.1 GITHUB_REPOSITORY "geseq/cpp-pool" GIT_TAG "v0.5.0")
 
-include_directories(udecimal_SOURCE_DIR)
+include_directories(decimal_SOURCE_DIR)
 include_directories(pool_SOURCE_DIR)
 
 file(GLOB SOURCES "src/*.cpp")
 
 include_directories(include)
-add_library(orderbook STATIC ${SOURCES})
-target_sources(orderbook INTERFACE include/orderbook.hpp)
-target_include_directories(orderbook INTERFACE include/)
-target_link_libraries(orderbook PRIVATE Boost::intrusive udecimal pool)
+add_library(${CPP_ORDERBOOK} STATIC ${SOURCES})
+target_sources(${CPP_ORDERBOOK} INTERFACE include/orderbook.hpp)
+target_include_directories(${CPP_ORDERBOOK} INTERFACE include/)
+target_link_libraries(${CPP_ORDERBOOK} PRIVATE Boost::intrusive decimal pool)
 
 if (ENABLE_TESTING)
     CPMAddPackage( NAME googletest GITHUB_REPOSITORY google/googletest VERSION 1.14.0 )
@@ -52,10 +53,10 @@ if (ENABLE_TESTING)
         get_filename_component(test_name ${test} NAME)
         message("Adding test: " ${test_name})
         add_executable(${test_name} ${SOURCES} ${PROJECT_SOURCE_DIR}/test/${test_name})
-        target_link_libraries(${test_name} PRIVATE ${CMAKE_THREAD_LIBS_INIT} orderbook gtest gtest_main Boost::algorithm Boost::intrusive udecimal pool)
+        target_link_libraries(${test_name} PRIVATE ${CMAKE_THREAD_LIBS_INIT} ${CPP_ORDERBOOK} gtest gtest_main Boost::algorithm Boost::intrusive decimal pool)
         add_test(${test_name} ${test_name})
         set_property(TEST ${test_name} PROPERTY LABELS "test")
     ENDFOREACH ()
 endif()
 
-target_link_libraries(main PRIVATE Boost::intrusive udecimal pool)
+target_link_libraries(main PRIVATE Boost::intrusive decimal pool)
diff --git a/include/orderbook.hpp b/include/orderbook.hpp
@@ -311,15 +311,15 @@ std::string OrderBook<Notification>::toString() {
     auto loop = (b != bids.end() || a != asks.end());
     while (loop) {
         if (b != bids.end()) {
-            ss << b->totalQty().to_string() << "\t" << b->price().to_string();
+            ss << b->totalQty() << "\t" << b->price();
             ++b;
         } else {
             ss << "\t\t\t";
         }
 
         ss << " | ";
         if (a != asks.end()) {
-            ss << a->price().to_string() << "\t" << a->totalQty().to_string();
+            ss << a->price() << "\t" << a->totalQty();
             ++a;
         }
 

diff --git a/include/types.hpp b/include/types.hpp
@@ -3,11 +3,11 @@
 #include <cstdint>
 #include <iostream>
 
-#include "udecimal.hpp"
+#include "decimal.hpp"
 
 namespace orderbook {
 
-using Decimal = udecimal::Decimal<8>;
+using Decimal = decimal::U8;
 using OrderID = uint64_t;
 
 enum class Type : uint8_t {

diff --git a/package-lock.cmake b/package-lock.cmake
diff --git a/test/util.cpp b/test/util.cpp
@@ -19,8 +19,8 @@ using orderbook::Type;
 
 class NotificationBase {
    public:
-    virtual ~NotificationBase() {}
-    virtual std::string to_string() const = 0;
+    virtual ~NotificationBase() = default;
+    [[nodiscard]] virtual std::string to_string() const = 0;
 };
 
 struct OrderNotification : public NotificationBase {
@@ -30,16 +30,16 @@ struct OrderNotification : public NotificationBase {
     orderbook::Decimal qty_;
     std::optional<orderbook::Error> error_;
 
-    OrderNotification(orderbook::MsgType msg_type, orderbook::OrderStatus status, orderbook::OrderID order_id, orderbook::Decimal qty,
+    OrderNotification(orderbook::MsgType msg_type, orderbook::OrderStatus status, orderbook::OrderID order_id, orderbook::Decimal& qty,
                       std::optional<orderbook::Error> error)
         : msg_type_(msg_type), status_(status), order_id_(order_id), qty_(qty), error_(error){};
 
-    std::string to_string() const override {
+    [[nodiscard]] std::string to_string() const override {
         std::ostringstream os;
         if (error_.has_value()) {
-            os << msg_type_ << " " << status_ << " " << order_id_ << " " << qty_.to_string() << " Err" << *error_;
+            os << msg_type_ << " " << status_ << " " << order_id_ << " " << qty_ << " Err" << *error_;
         } else {
-            os << msg_type_ << " " << status_ << " " << order_id_ << " " << qty_.to_string();
+            os << msg_type_ << " " << status_ << " " << order_id_ << " " << qty_;
         }
         return os.str();
     }