Fix order of arguments in wrapper

northwesternfintech · Oct 13, 2024 · f5e7f7e · f5e7f7e
1 parent e2781c2
commit f5e7f7e
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Showing 6 changed files with 17 additions and 19 deletions.
diff --git a/exchange/src/wrapper/runtime/cpp/cpp_runtime.cpp b/exchange/src/wrapper/runtime/cpp/cpp_runtime.cpp
@@ -100,7 +100,7 @@ CppRuntime::~CppRuntime()
 
 void
 CppRuntime::fire_on_trade_update(
-    Ticker ticker, Side side, decimal_price price, decimal_quantity quantity
+    Ticker ticker, Side side, decimal_quantity quantity, decimal_price price
 ) const
 {
     on_trade_update_func_(
@@ -111,7 +111,7 @@ CppRuntime::fire_on_trade_update(
 
 void
 CppRuntime::fire_on_orderbook_update(
-    Ticker ticker, Side side, decimal_price price, decimal_quantity quantity
+    Ticker ticker, Side side, decimal_quantity quantity, decimal_price price
 ) const
 {
     on_orderbook_update_func_(
@@ -127,8 +127,8 @@ CppRuntime::fire_on_account_update(
 ) const
 {
     on_account_update_func_(
-        strategy_object_, ticker, side, static_cast<float>(quantity),
-        static_cast<float>(price), static_cast<float>(capital)
+        strategy_object_, ticker, side, static_cast<float>(price),
+        static_cast<float>(quantity), static_cast<float>(capital)
     );
 }
 

diff --git a/exchange/src/wrapper/runtime/cpp/cpp_runtime.hpp b/exchange/src/wrapper/runtime/cpp/cpp_runtime.hpp
@@ -15,11 +15,11 @@ class CppRuntime : public Runtime {
 
 private:
     void fire_on_trade_update(
-        Ticker ticker, Side side, decimal_price price, decimal_quantity quantity
+        Ticker ticker, Side side, decimal_quantity quantity, decimal_price price
     ) const override;
 
     void fire_on_orderbook_update(
-        Ticker ticker, Side side, decimal_price price, decimal_quantity quantity
+        Ticker ticker, Side side, decimal_quantity quantity, decimal_price price
     ) const override;
 
     void fire_on_account_update(

diff --git a/exchange/src/wrapper/runtime/python/python_runtime.cpp b/exchange/src/wrapper/runtime/python/python_runtime.cpp
@@ -5,15 +5,13 @@
 #include <pybind11/embed.h>
 #include <pybind11/pybind11.h>
 
-#include <iostream>
-
 namespace nutc::wrapper {
 
 namespace py = pybind11;
 
 void
 PyRuntime::fire_on_trade_update(
-    Ticker ticker, Side side, decimal_price price, decimal_quantity quantity
+    Ticker ticker, Side side, decimal_quantity quantity, decimal_price price
 ) const
 {
     try {
@@ -28,7 +26,7 @@ PyRuntime::fire_on_trade_update(
 
 void
 PyRuntime::fire_on_orderbook_update(
-    Ticker ticker, Side side, decimal_price price, decimal_quantity quantity
+    Ticker ticker, Side side, decimal_quantity quantity, decimal_price price
 ) const
 {
     try {
@@ -49,7 +47,7 @@ PyRuntime::fire_on_account_update(
 {
     try {
         py::globals()["strategy"].attr("on_account_update")(
-            ticker, side, static_cast<float>(quantity), static_cast<float>(price),
+            ticker, side, static_cast<float>(price), static_cast<float>(quantity),
             static_cast<float>(capital)
         );
     } catch (const py::error_already_set& err) {

diff --git a/exchange/src/wrapper/runtime/python/python_runtime.hpp b/exchange/src/wrapper/runtime/python/python_runtime.hpp
@@ -28,11 +28,11 @@ class PyRuntime : public Runtime {
     pybind11::scoped_interpreter guard_;
 
     void fire_on_trade_update(
-        Ticker ticker, Side side, decimal_price price, decimal_quantity quantity
+        Ticker ticker, Side side, decimal_quantity quantity, decimal_price price
     ) const override;
 
     void fire_on_orderbook_update(
-        Ticker ticker, Side side, decimal_price price, decimal_quantity quantity
+        Ticker ticker, Side side, decimal_quantity quantity, decimal_price price
     ) const override;
 
     void fire_on_account_update(

diff --git a/exchange/src/wrapper/runtime/runtime.cpp b/exchange/src/wrapper/runtime/runtime.cpp
@@ -14,18 +14,18 @@ void
 Runtime::process_message(tick_update&& tick_update)
 {
     std::ranges::for_each(tick_update.ob_updates, [&](const position& u) {
-        fire_on_orderbook_update(u.ticker, u.side, u.price, u.quantity);
+        fire_on_orderbook_update(u.ticker, u.side, u.quantity, u.price);
     });
     std::ranges::for_each(tick_update.matches, [&](const match& m) {
         const auto& p = m.position;
-        fire_on_trade_update(p.ticker, p.side, p.price, p.quantity);
+        fire_on_trade_update(p.ticker, p.side, p.quantity, p.price);
 
-        if (m.buyer_id == trader_id_) {
+        if (m.buyer_id == trader_id_) [[unlikely]] {
             fire_on_account_update(
                 p.ticker, p.side, p.price, p.quantity, m.buyer_capital
             );
         }
-        if (m.seller_id == trader_id_) {
+        if (m.seller_id == trader_id_) [[unlikely]] {
             fire_on_account_update(
                 p.ticker, p.side, p.price, p.quantity, m.seller_capital
             );

diff --git a/exchange/src/wrapper/runtime/runtime.hpp b/exchange/src/wrapper/runtime/runtime.hpp
@@ -28,10 +28,10 @@ class Runtime {
     {}
 
     virtual void fire_on_trade_update(
-        Ticker ticker, Side side, decimal_price price, decimal_quantity quantity
+        Ticker ticker, Side side, decimal_quantity quantity, decimal_price price
     ) const = 0;
     virtual void fire_on_orderbook_update(
-        Ticker ticker, Side side, decimal_price price, decimal_quantity quantity
+        Ticker ticker, Side side, decimal_quantity quantity, decimal_price price
     ) const = 0;
     virtual void fire_on_account_update(
         Ticker ticker, Side side, decimal_price price, decimal_quantity quantity,