Merge pull request #448 from crypto-chassis/develop

Release
crypto-chassis · Oct 24, 2023 · 2ffb7d5 · 2ffb7d5
2 parents b0dc621 + 6d152be
commit 2ffb7d5
Show file tree

Hide file tree

Showing 15 changed files with 47 additions and 30 deletions.
diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_ascendex.h b/include/ccapi_cpp/service/ccapi_execution_management_service_ascendex.h
@@ -347,7 +347,8 @@ class ExecutionManagementServiceAscendex : public ExecutionManagementService {
         auto it1Str = std::string(it1->value.GetString());
         auto it2Str = std::string(it2->value.GetString());
         if (!it1Str.empty() && !it2Str.empty()) {
-          element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY, UtilString::printDoubleScientific(std::stod(it1Str) * std::stod(it2Str)));
+          element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
+                         Decimal(UtilString::printDoubleScientific(std::stod(it1Str) * std::stod(it2Str))).toString());
         }
       }
     }
@@ -491,7 +492,7 @@ class ExecutionManagementServiceAscendex : public ExecutionManagementService {
               auto it = data.FindMember("ap");
               if (it != data.MemberEnd() && !it->value.IsNull()) {
                 info.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
-                            UtilString::printDoubleScientific(std::stod(it->value.GetString()) * std::stod(data["cfq"].GetString())));
+                            Decimal(UtilString::printDoubleScientific(std::stod(it->value.GetString()) * std::stod(data["cfq"].GetString()))).toString());
               }
               info.insert(CCAPI_EM_BASE_ASSET_QUANTITY_AVAILABLE_FOR_TRADING, data["bab"].GetString());
               info.insert(CCAPI_EM_BASE_ASSET_QUANTITY_TOTAL, data["btb"].GetString());

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_binance_base.h b/include/ccapi_cpp/service/ccapi_execution_management_service_binance_base.h
@@ -642,7 +642,7 @@ class ExecutionManagementServiceBinanceBase : public ExecutionManagementService
             auto it = data.FindMember("ap");
             if (it != data.MemberEnd() && !it->value.IsNull()) {
               info.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
-                          UtilString::printDoubleScientific(std::stod(it->value.GetString()) * std::stod(data["z"].GetString())));
+                          Decimal(UtilString::printDoubleScientific(std::stod(it->value.GetString()) * std::stod(data["z"].GetString()))).toString());
             }
           }
           std::vector<Element> elementList;

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_bitget.h b/include/ccapi_cpp/service/ccapi_execution_management_service_bitget.h
@@ -221,7 +221,8 @@ class ExecutionManagementServiceBitget : public ExecutionManagementServiceBitget
         auto it1Str = std::string(it1->value.GetString());
         auto it2Str = std::string(it2->value.GetString());
         if (!it1Str.empty() && !it2Str.empty()) {
-          element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY, UtilString::printDoubleScientific(std::stod(it1Str) * std::stod(it2Str)));
+          element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
+                         Decimal(UtilString::printDoubleScientific(std::stod(it1Str) * std::stod(it2Str))).toString());
         }
       }
     }

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_bitget_futures.h b/include/ccapi_cpp/service/ccapi_execution_management_service_bitget_futures.h
@@ -276,7 +276,8 @@ class ExecutionManagementServiceBitgetFutures : public ExecutionManagementServic
         auto it1Str = std::string(it1->value.GetString());
         auto it2Str = std::string(it2->value.GetString());
         if (!it1Str.empty() && !it2Str.empty()) {
-          element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY, UtilString::printDoubleScientific(std::stod(it1Str) * std::stod(it2Str)));
+          element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
+                         Decimal(UtilString::printDoubleScientific(std::stod(it1Str) * std::stod(it2Str))).toString());
         }
       }
     }

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_bitmex.h b/include/ccapi_cpp/service/ccapi_execution_management_service_bitmex.h
@@ -279,8 +279,10 @@ class ExecutionManagementServiceBitmex : public ExecutionManagementService {
       auto it1 = x.FindMember("cumQty");
       auto it2 = x.FindMember("avgPx");
       if (it1 != x.MemberEnd() && it2 != x.MemberEnd()) {
-        element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
-                       std::to_string(std::stod(it1->value.GetString()) * (it2->value.IsNull() ? 0 : std::stod(it2->value.GetString()))));
+        element.insert(
+            CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
+            Decimal(UtilString::printDoubleScientific(std::stod(it1->value.GetString()) * (it2->value.IsNull() ? 0 : std::stod(it2->value.GetString()))))
+                .toString());
       }
     }
   }
@@ -464,7 +466,7 @@ class ExecutionManagementServiceBitmex : public ExecutionManagementService {
                   auto it = x.FindMember("avgPx");
                   if (it != x.MemberEnd() && !it->value.IsNull()) {
                     info.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
-                                std::to_string(std::stod(it->value.GetString()) * std::stod(x["cumQty"].GetString())));
+                                Decimal(UtilString::printDoubleScientific(std::stod(it->value.GetString()) * std::stod(x["cumQty"].GetString()))).toString());
                   }
                   std::vector<Element> elementList;
                   elementList.emplace_back(std::move(info));

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_coinbase.h b/include/ccapi_cpp/service/ccapi_execution_management_service_coinbase.h
@@ -358,14 +358,16 @@ class ExecutionManagementServiceCoinbase : public ExecutionManagementService {
               element.insert(CCAPI_EM_ORDER_SIDE, makerSide == "buy" ? CCAPI_EM_ORDER_SIDE_SELL : CCAPI_EM_ORDER_SIDE_BUY);
               element.insert(CCAPI_IS_MAKER, "0");
               element.insert(CCAPI_EM_ORDER_ID, document["taker_order_id"].GetString());
-              element.insert(CCAPI_EM_ORDER_FEE_QUANTITY,
-                             UtilString::printDoubleScientific(std::stod(priceStr) * std::stod(sizeStr) * std::stod(document["taker_fee_rate"].GetString())));
+              element.insert(CCAPI_EM_ORDER_FEE_QUANTITY, Decimal(UtilString::printDoubleScientific(std::stod(priceStr) * std::stod(sizeStr) *
+                                                                                                    std::stod(document["taker_fee_rate"].GetString())))
+                                                              .toString());
             } else if (document.FindMember("maker_user_id") != document.MemberEnd()) {
               element.insert(CCAPI_EM_ORDER_SIDE, makerSide == "buy" ? CCAPI_EM_ORDER_SIDE_BUY : CCAPI_EM_ORDER_SIDE_SELL);
               element.insert(CCAPI_IS_MAKER, "1");
               element.insert(CCAPI_EM_ORDER_ID, document["maker_order_id"].GetString());
-              element.insert(CCAPI_EM_ORDER_FEE_QUANTITY,
-                             UtilString::printDoubleScientific(std::stod(priceStr) * std::stod(sizeStr) * std::stod(document["maker_fee_rate"].GetString())));
+              element.insert(CCAPI_EM_ORDER_FEE_QUANTITY, Decimal(UtilString::printDoubleScientific(std::stod(priceStr) * std::stod(sizeStr) *
+                                                                                                    std::stod(document["maker_fee_rate"].GetString())))
+                                                              .toString());
             }
             element.insert(CCAPI_EM_ORDER_INSTRUMENT, instrument);
             elementList.emplace_back(std::move(element));

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_deribit.h b/include/ccapi_cpp/service/ccapi_execution_management_service_deribit.h
@@ -322,8 +322,10 @@ class ExecutionManagementServiceDeribit : public ExecutionManagementService {
       auto it1 = x.FindMember("filled_amount");
       auto it2 = x.FindMember("average_price");
       if (it1 != x.MemberEnd() && it2 != x.MemberEnd()) {
-        element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
-                       std::to_string(std::stod(it1->value.GetString()) * (it2->value.IsNull() ? 0 : std::stod(it2->value.GetString()))));
+        element.insert(
+            CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
+            Decimal(UtilString::printDoubleScientific(std::stod(it1->value.GetString()) * (it2->value.IsNull() ? 0 : std::stod(it2->value.GetString()))))
+                .toString());
       }
     }
   }
@@ -533,7 +535,9 @@ class ExecutionManagementServiceDeribit : public ExecutionManagementService {
               auto it2 = x.FindMember("average_price");
               if (it1 != x.MemberEnd() && it2 != x.MemberEnd()) {
                 info.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
-                            std::to_string(std::stod(it1->value.GetString()) * (it2->value.IsNull() ? 0 : std::stod(it2->value.GetString()))));
+                            Decimal(UtilString::printDoubleScientific(std::stod(it1->value.GetString()) *
+                                                                      (it2->value.IsNull() ? 0 : std::stod(it2->value.GetString()))))
+                                .toString());
               }
               std::vector<Element> elementList;
               elementList.emplace_back(std::move(info));

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_erisx.h b/include/ccapi_cpp/service/ccapi_execution_management_service_erisx.h
@@ -229,7 +229,7 @@ class ExecutionManagementServiceErisx : public ExecutionManagementService {
       auto it2 = x.FindMember("avgPrice");
       if (it1 != x.MemberEnd() && it2 != x.MemberEnd()) {
         element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
-                       std::to_string(std::stod(it1->value.GetString()) * std::stod(it2->value.GetString())));
+                       Decimal(UtilString::printDoubleScientific(std::stod(it1->value.GetString()) * std::stod(it2->value.GetString()))).toString());
       }
     }
   }

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_gateio_perpetual_futures.h b/include/ccapi_cpp/service/ccapi_execution_management_service_gateio_perpetual_futures.h
@@ -74,7 +74,8 @@ class ExecutionManagementServiceGateioPerpetualFutures : public ExecutionManagem
           Element element;
           element.insert(CCAPI_INSTRUMENT, x["contract"].GetString());
           element.insert(CCAPI_EM_POSITION_QUANTITY, x["size"].GetString());
-          element.insert(CCAPI_EM_POSITION_COST, std::to_string(std::stod(x["entry_price"].GetString()) * std::stod(x["size"].GetString())));
+          element.insert(CCAPI_EM_POSITION_COST,
+                         Decimal(UtilString::printDoubleScientific(std::stod(x["entry_price"].GetString()) * std::stod(x["size"].GetString()))).toString());
           elementList.emplace_back(std::move(element));
         }
       } break;

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_gemini.h b/include/ccapi_cpp/service/ccapi_execution_management_service_gemini.h
@@ -257,7 +257,7 @@ class ExecutionManagementServiceGemini : public ExecutionManagementService {
       auto it2 = x.FindMember("avg_execution_price");
       if (it1 != x.MemberEnd() && it2 != x.MemberEnd()) {
         element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
-                       std::to_string(std::stod(it1->value.GetString()) * std::stod(it2->value.GetString())));
+                       Decimal(UtilString::printDoubleScientific(std::stod(it1->value.GetString()) * std::stod(it2->value.GetString()))).toString());
       }
     }
     {
@@ -436,7 +436,7 @@ class ExecutionManagementServiceGemini : public ExecutionManagementService {
                 auto it2 = x.FindMember("avg_execution_price");
                 if (it1 != x.MemberEnd() && it2 != x.MemberEnd()) {
                   info.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
-                              std::to_string(std::stod(it1->value.GetString()) * std::stod(it2->value.GetString())));
+                              Decimal(UtilString::printDoubleScientific(std::stod(it1->value.GetString()) * std::stod(it2->value.GetString()))).toString());
                 }
               }
               {

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_derivatives_base.h b/include/ccapi_cpp/service/ccapi_execution_management_service_huobi_derivatives_base.h
@@ -209,8 +209,10 @@ class ExecutionManagementServiceHuobiDerivativesBase : public ExecutionManagemen
       auto it1 = x.FindMember("trade_volume");
       auto it2 = x.FindMember("trade_avg_price");
       if (it1 != x.MemberEnd() && it2 != x.MemberEnd()) {
-        element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
-                       std::to_string(std::stod(it1->value.GetString()) * (it2->value.IsNull() ? 0 : std::stod(it2->value.GetString()))));
+        element.insert(
+            CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
+            Decimal(UtilString::printDoubleScientific(std::stod(it1->value.GetString()) * (it2->value.IsNull() ? 0 : std::stod(it2->value.GetString()))))
+                .toString());
       }
     }
   }
@@ -353,7 +355,7 @@ class ExecutionManagementServiceHuobiDerivativesBase : public ExecutionManagemen
             auto it2 = document.FindMember("trade_avg_price");
             if (it1 != document.MemberEnd() && it2 != document.MemberEnd()) {
               info.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
-                          std::to_string(std::stod(it1->value.GetString()) * std::stod(it2->value.GetString())));
+                          Decimal(UtilString::printDoubleScientific(std::stod(it1->value.GetString()) * std::stod(it2->value.GetString()))).toString());
             }
           }
           for (const auto& x : document["trade"].GetArray()) {

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_kraken.h b/include/ccapi_cpp/service/ccapi_execution_management_service_kraken.h
@@ -231,7 +231,7 @@ class ExecutionManagementServiceKraken : public ExecutionManagementService {
         auto it2 = itr->value.FindMember("price");
         if (it1 != itr->value.MemberEnd() && it2 != itr->value.MemberEnd()) {
           element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
-                         std::to_string(std::stod(it1->value.GetString()) * std::stod(it2->value.GetString())));
+                         Decimal(UtilString::printDoubleScientific(std::stod(it1->value.GetString()) * std::stod(it2->value.GetString()))).toString());
         }
         element.insert(CCAPI_EM_ORDER_ID, itr->name.GetString());
         elementList.emplace_back(std::move(element));
@@ -500,8 +500,9 @@ class ExecutionManagementServiceKraken : public ExecutionManagementService {
                   auto it1 = itr->value.FindMember("vol_exec");
                   auto it2 = itr->value.FindMember("avg_price");
                   if (it1 != itr->value.MemberEnd() && it2 != itr->value.MemberEnd()) {
-                    element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
-                                   std::to_string(std::stod(it1->value.GetString()) * std::stod(it2->value.GetString())));
+                    element.insert(
+                        CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
+                        Decimal(UtilString::printDoubleScientific(std::stod(it1->value.GetString()) * std::stod(it2->value.GetString()))).toString());
                   }
                   element.insert(CCAPI_EM_ORDER_ID, itr->name.GetString());
                   elementList.emplace_back(std::move(element));
@@ -513,7 +514,7 @@ class ExecutionManagementServiceKraken : public ExecutionManagementService {
                 auto it2 = itr->value.FindMember("avg_price");
                 if (it1 != itr->value.MemberEnd() && it2 != itr->value.MemberEnd()) {
                   element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
-                                 std::to_string(std::stod(it1->value.GetString()) * std::stod(it2->value.GetString())));
+                                 Decimal(UtilString::printDoubleScientific(std::stod(it1->value.GetString()) * std::stod(it2->value.GetString()))).toString());
                 }
                 element.insert(CCAPI_EM_ORDER_ID, itr->name.GetString());
                 elementList.emplace_back(std::move(element));

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_mexc_futures.h b/include/ccapi_cpp/service/ccapi_execution_management_service_mexc_futures.h
@@ -329,7 +329,8 @@ class ExecutionManagementServiceMexcFutures : public ExecutionManagementService
     //     auto it1Str = std::string(it1->value.GetString());
     //     auto it2Str = std::string(it2->value.GetString());
     //     if (!it1Str.empty() && !it2Str.empty()) {
-    //       element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY, UtilString::printDoubleScientific(std::stod(it1Str) * std::stod(it2Str)));
+    //       element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY, Decimal(UtilString::printDoubleScientific(std::stod(it1Str) *
+    //       std::stod(it2Str))).toString());
     //     }
     //   }
     // }

diff --git a/include/ccapi_cpp/service/ccapi_execution_management_service_okx.h b/include/ccapi_cpp/service/ccapi_execution_management_service_okx.h
@@ -336,7 +336,8 @@ class ExecutionManagementServiceOkx : public ExecutionManagementService {
         auto it1Str = std::string(it1->value.GetString());
         auto it2Str = std::string(it2->value.GetString());
         if (!it1Str.empty() && !it2Str.empty()) {
-          element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY, UtilString::printDoubleScientific(std::stod(it1Str) * std::stod(it2Str)));
+          element.insert(CCAPI_EM_ORDER_CUMULATIVE_FILLED_PRICE_TIMES_QUANTITY,
+                         Decimal(UtilString::printDoubleScientific(std::stod(it1Str) * std::stod(it2Str))).toString());
         }
       }
     }

diff --git a/include/ccapi_cpp/service/ccapi_market_data_service_kraken.h b/include/ccapi_cpp/service/ccapi_market_data_service_kraken.h
@@ -281,8 +281,8 @@ class MarketDataServiceKraken : public MarketDataService {
         dataPoint.insert({MarketDataMessage::DataFieldType::LOW_PRICE, x[4].GetString()});
         dataPoint.insert({MarketDataMessage::DataFieldType::CLOSE_PRICE, x[5].GetString()});
         dataPoint.insert({MarketDataMessage::DataFieldType::VOLUME, x[7].GetString()});
-        dataPoint.insert(
-            {MarketDataMessage::DataFieldType::QUOTE_VOLUME, UtilString::printDoubleScientific(std::stod(x[6].GetString()) * std::stod(x[7].GetString()))});
+        dataPoint.insert({MarketDataMessage::DataFieldType::QUOTE_VOLUME,
+                          Decimal(UtilString::printDoubleScientific(std::stod(x[6].GetString()) * std::stod(x[7].GetString()))).toString()});
         marketDataMessage.data[MarketDataMessage::DataType::CANDLESTICK].emplace_back(std::move(dataPoint));
         marketDataMessageList.emplace_back(std::move(marketDataMessage));
       }