79 lines
2.0 KiB
Rust
79 lines
2.0 KiB
Rust
use std::fs::File;
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use std::io::Read;
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use std::path::Path;
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use std::time::SystemTime;
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use clap::{App, Arg};
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use crate::iex::{IexMessage, IexParser};
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// Cap'n'Proto and Flatbuffers typically ask that you generate code on the fly to match
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// the schemas. For purposes of auto-complete and easy browsing in the repository,
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// we generate the code and just copy it into the src/ tree.
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pub mod marketdata_capnp;
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#[allow(unused_imports)]
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pub mod marketdata_generated; // Flatbuffers
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mod capnp_runner;
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mod iex;
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mod parsers;
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fn main() {
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let matches = App::new("Marketdata Shootout")
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.arg(
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Arg::with_name("file")
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.short("f")
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.long("file")
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.value_name("FILE")
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.help("IEX DEEP file to process")
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.required(true)
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.takes_value(true),
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)
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.get_matches();
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let deep = matches.value_of("file").unwrap();
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let path = Path::new(deep);
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let mut file = File::open(path).expect(&format!("Unable to open file={}", path.display()));
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let mut buf = Vec::new();
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file.read_to_end(&mut buf)
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.expect(&format!("Unable to read file={}", path.display()));
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let start = SystemTime::now();
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// Try with Capnproto for now
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let parser = IexParser::new(&buf[..]);
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let capnp_buf = capnp_runner::serialize_capnp(parser, buf.len(), true);
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let stats = capnp_runner::read_capnp(&capnp_buf, true);
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dbg!(stats);
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println!(
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"Parse time seconds={}",
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SystemTime::now().duration_since(start).unwrap().as_secs()
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)
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}
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#[derive(Debug)]
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pub struct SummaryStats {
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symbol: String,
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trade_volume: u64,
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bid_high: u64,
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bid_low: u64,
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ask_high: u64,
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ask_low: u64,
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}
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impl SummaryStats {
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fn new(sym: &str) -> SummaryStats {
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SummaryStats {
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symbol: sym.to_string(),
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trade_volume: 0,
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bid_high: 0,
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bid_low: u64::max_value(),
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ask_high: 0,
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ask_low: u64::max_value(),
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}
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}
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}
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