Only print replay results at the full end of the replay command

sjanel · Jul 24, 2024 · 3dc681e · 3dc681e
1 parent e863148
commit 3dc681e
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Showing 20 changed files with 1,021 additions and 557 deletions.
diff --git a/.github/workflows/ubuntu-clang-tidy.yml b/.github/workflows/ubuntu-clang-tidy.yml
@@ -12,7 +12,7 @@ jobs:
     runs-on: ubuntu-latest
     strategy:
       matrix:
-        clang-version: [19]
+        clang-version: [18]
         buildmode: [Debug]
 
     steps:

diff --git a/src/api/exchanges/src/bithumbpublicapi.cpp b/src/api/exchanges/src/bithumbpublicapi.cpp
@@ -15,7 +15,6 @@
 
 #include "apiquerytypeenum.hpp"
 #include "cachedresult.hpp"
-#include "cct_exception.hpp"
 #include "cct_json.hpp"
 #include "cct_log.hpp"
 #include "cct_string.hpp"

diff --git a/src/api/exchanges/src/kucoinprivateapi.cpp b/src/api/exchanges/src/kucoinprivateapi.cpp
@@ -2,7 +2,6 @@
 
 #include <algorithm>
 #include <chrono>
-#include <cstddef>
 #include <cstdint>
 #include <string_view>
 #include <type_traits>

diff --git a/src/api/exchanges/src/upbitpublicapi.cpp b/src/api/exchanges/src/upbitpublicapi.cpp
@@ -11,7 +11,6 @@
 
 #include "apiquerytypeenum.hpp"
 #include "cachedresult.hpp"
-#include "cct_exception.hpp"
 #include "cct_json.hpp"
 #include "cct_log.hpp"
 #include "cct_string.hpp"

diff --git a/src/engine/include/coincenter-commands-processor.hpp b/src/engine/include/coincenter-commands-processor.hpp
@@ -0,0 +1,30 @@
+#pragma once
+
+#include <span>
+
+#include "coincentercommand.hpp"
+#include "queryresultprinter.hpp"
+#include "transferablecommandresult.hpp"
+
+namespace cct {
+
+class Coincenter;
+class CoincenterInfo;
+class CoincenterCommands;
+
+class CoincenterCommandsProcessor {
+ public:
+  explicit CoincenterCommandsProcessor(Coincenter &coincenter);
+
+  /// Launch given commands and return the number of processed commands.
+  int process(const CoincenterCommands &coincenterCommands);
+
+ private:
+  TransferableCommandResultVector processGroupedCommands(
+      std::span<const CoincenterCommand> groupedCommands,
+      std::span<const TransferableCommandResult> previousTransferableResults);
+
+  Coincenter &_coincenter;
+  QueryResultPrinter _queryResultPrinter;
+};
+}  // namespace cct
diff --git a/src/engine/include/coincenter.hpp b/src/engine/include/coincenter.hpp
@@ -17,7 +17,6 @@
 #include "market.hpp"
 #include "metricsexporter.hpp"
 #include "ordersconstraints.hpp"
-#include "queryresultprinter.hpp"
 #include "queryresulttypes.hpp"
 #include "replay-options.hpp"
 #include "transferablecommandresult.hpp"
@@ -36,9 +35,6 @@ class Coincenter {
 
   Coincenter(const CoincenterInfo &coincenterInfo, const ExchangeSecretsInfo &exchangeSecretsInfo);
 
-  /// Launch given commands and return the number of processed commands.
-  int process(const CoincenterCommands &coincenterCommands);
-
   ExchangeHealthCheckStatus healthCheck(ExchangeNameSpan exchangeNames);
 
   /// Retrieve all tradable currencies for given selected public exchanges, or all if empty.
@@ -150,8 +146,8 @@ class Coincenter {
 
   /// Replay all markets for exchanges selection that has some data during the last
   /// 'replayDuration' time (so within the time frame [now - replayDuration, now])
-  void replay(const AbstractMarketTraderFactory &marketTraderFactory, const ReplayOptions &replayOptions, Market market,
-              ExchangeNameSpan exchangeNames);
+  ReplayResults replay(const AbstractMarketTraderFactory &marketTraderFactory, const ReplayOptions &replayOptions,
+                       Market market, ExchangeNameSpan exchangeNames);
 
   /// Dumps the content of all file caches in data directory to save cURL queries.
   void updateFileCaches() const;
@@ -168,15 +164,13 @@ class Coincenter {
   const FiatConverter &fiatConverter() const { return _fiatConverter; }
 
  private:
-  TransferableCommandResultVector processGroupedCommands(
-      std::span<const CoincenterCommand> groupedCommands,
-      std::span<const TransferableCommandResult> previousTransferableResults);
-
   using MarketTraderEngineVector = FixedCapacityVector<MarketTraderEngine, kNbSupportedExchanges>;
 
-  void replayAlgorithm(const AbstractMarketTraderFactory &marketTraderFactory, std::string_view algorithmName,
-                       const ReplayOptions &replayOptions, std::span<MarketTraderEngine> marketTraderEngines,
-                       const PublicExchangeNameVector &exchangesWithThisMarketData);
+  MarketTradingGlobalResultPerExchange replayAlgorithm(const AbstractMarketTraderFactory &marketTraderFactory,
+                                                       std::string_view algorithmName,
+                                                       const ReplayOptions &replayOptions,
+                                                       std::span<MarketTraderEngine> marketTraderEngines,
+                                                       const PublicExchangeNameVector &exchangesWithThisMarketData);
 
   // TODO: may be moved somewhere else?
   MarketTraderEngineVector createMarketTraderEngines(const ReplayOptions &replayOptions, Market market,
@@ -195,6 +189,5 @@ class Coincenter {
 
   ExchangePool _exchangePool;
   ExchangesOrchestrator _exchangesOrchestrator;
-  QueryResultPrinter _queryResultPrinter;
 };
 }  // namespace cct
diff --git a/src/engine/include/queryresultprinter.hpp b/src/engine/include/queryresultprinter.hpp
@@ -108,8 +108,7 @@ class QueryResultPrinter {
   void printMarketsForReplay(TimeWindow timeWindow,
                              const MarketTimestampSetsPerExchange &marketTimestampSetsPerExchange);
 
-  void printMarketTradingResults(TimeWindow timeWindow,
-                                 const MarketTradingGlobalResultPerExchange &marketTradingResultPerExchange,
+  void printMarketTradingResults(TimeWindow inputTimeWindow, const ReplayResults &replayResults,
                                  CoincenterCommandType commandType) const;
 
  private:

diff --git a/src/engine/include/queryresulttypes.hpp b/src/engine/include/queryresulttypes.hpp
@@ -1,6 +1,7 @@
 #pragma once
 
 #include <array>
+#include <map>
 #include <optional>
 #include <string_view>
 #include <tuple>
@@ -10,6 +11,7 @@
 #include "cct_const.hpp"
 #include "cct_fixedcapacityvector.hpp"
 #include "cct_smallvector.hpp"
+#include "cct_vector.hpp"
 #include "currencyexchangeflatset.hpp"
 #include "exchangeprivateapitypes.hpp"
 #include "exchangepublicapitypes.hpp"
@@ -87,4 +89,6 @@ using MarketTradingResultPerExchange = FixedCapacityVector<ExchangeWith<MarketTr
 using MarketTradingGlobalResultPerExchange =
     FixedCapacityVector<ExchangeWith<MarketTradingGlobalResult>, kNbSupportedExchanges>;
 
+using ReplayResults = std::map<std::string_view, vector<MarketTradingGlobalResultPerExchange>>;
+
 }  // namespace cct