Merge pull request #321 from northwesternfintech/fmt

Fix formatting and format exchange repository

exchange/cmake/lint.cmake

@@ -37,7 +37,7 @@ foreach(file IN LISTS files)
   if(NOT result EQUAL "0")
     message(FATAL_ERROR "'${file}': formatter returned with ${result}")
   endif()
-  if(NOT FIX AND output MATCHES "incomplete_format='true'")
+  if(NOT FIX AND output MATCHES "\n<replacement offset")
     string(SUBSTRING "${file}" "${path_prefix_length}" -1 relative_file)
     list(APPEND badly_formatted "${relative_file}")
   endif()

exchange/src/exchange/algos/normal_mode/normal_mode.cpp

@@ -1,8 +1,8 @@
 #include "normal_mode.hpp"
 
+#include "common/logging/logging.hpp"
 #include "common/util.hpp"
 #include "exchange/curl/curl.hpp"
-#include "common/logging/logging.hpp"
 #include "exchange/traders/trader_types/algo_trader.hpp"
 #include "exchange/wrappers/creation/rmq_wrapper_init.hpp"
 
@@ -40,7 +40,7 @@ NormalModeAlgoInitializer::initialize_trader_container(
         std::string algo_id = user["latestAlgoId"].get<std::string>();
 
         try {
-			// TODO: add back
+            // TODO: add back
             // traders.add_trader<AlgoTrader>(common::RemoteAlgorithm{}, start_capital);
             log_i(main, "Created user");
         } catch (const std::runtime_error& err) {

exchange/src/exchange/bots/bot_container.cpp

@@ -23,7 +23,8 @@ BotContainer::generate_orders(
 
     for (const auto& bot : bots_) {
         cumulative_interest_limit += bot->get_portfolio().get_initial_capital();
-        cumulative_quantity_held += bot->get_portfolio().get_holdings(bot->get_ticker());
+        cumulative_quantity_held +=
+            bot->get_portfolio().get_holdings(bot->get_ticker());
     }
 
     return generate_orders(

exchange/src/exchange/matching/engine.cpp

@@ -92,10 +92,12 @@ attempt_match_(OrderPairT& orders, common::decimal_price order_fee)
     GenericTrader* buyer = buy_order.trader;
     GenericTrader* seller = sell_order.trader;
 
-    if (!buyer->can_leverage() && buyer->get_portfolio().get_capital() < total_price) [[unlikely]]
+    if (!buyer->can_leverage() && buyer->get_portfolio().get_capital() < total_price)
+        [[unlikely]]
         return glz::unexpected(MatchFailure::buyer_failure);
     if (!seller->can_leverage()
-        && seller->get_portfolio().get_holdings(buy_order.ticker) < match_quantity) [[unlikely]]
+        && seller->get_portfolio().get_holdings(buy_order.ticker) < match_quantity)
+        [[unlikely]]
         return glz::unexpected(MatchFailure::seller_failure);
     if (buyer == seller) [[unlikely]] {
         return glz::unexpected(MatchFailure::buyer_failure);

exchange/src/exchange/theo/brownian.hpp

@@ -62,7 +62,7 @@ class BrownianMotion {
     generate_norm_(double mean, double stdev, Signedness sign = Signedness::Either);
     double generate_uniform_(double low, double high);
     bool generate_bool_(double probability_of_true);
-	bool market_event_ongoing_() const;
+    bool market_event_ongoing_() const;
 
     double
     generate_brownian_motion_(double mean, Signedness direction = Signedness::Either);

exchange/src/exchange/wrappers/messaging/pipe_reader.cpp

@@ -1,8 +1,8 @@
 #include "pipe_reader.hpp"
 
 #include "async_pipe_runner.hpp"
-#include "common/messages_wrapper_to_exchange.hpp"
 #include "common/logging/logging.hpp"
+#include "common/messages_wrapper_to_exchange.hpp"
 
 #include <boost/asio.hpp>
 #include <glaze/glaze.hpp>

exchange/src/linter/common.hpp

@@ -2,8 +2,8 @@
 
 // Common headers
 
-#include "linter/config.h"
 #include "common/logging/logging.hpp"
+#include "linter/config.h"
 
 #include <cassert>
 #include <cinttypes>

exchange/src/linter/runtime/runtime.hpp

@@ -61,4 +61,4 @@ class Runtime {
     {}
 };
 
-} // namespace nutc::lint
+} // namespace nutc::linter

exchange/src/wrapper/messaging/exchange_communicator.hpp

@@ -32,7 +32,7 @@ class ExchangeCommunicator {
 
     algorithm_content consume_algorithm();
 
-	common::tick_update consume_tick_update();
+    common::tick_update consume_tick_update();
 
     static void publish_message(const std::string& message);
 

exchange/test/src/integration/test_algos/cpp/buy_eth.hpp

@@ -3,7 +3,7 @@
 #include <string>
 
 enum class Side { buy = 0, sell = 1 };
-enum class Ticker: std::uint8_t { ETH = 0, BTC = 1, LTC = 2 }; // NOLINT
+enum class Ticker : std::uint8_t { ETH = 0, BTC = 1, LTC = 2 }; // NOLINT
 
 /**
  * Place a market order
@@ -18,8 +18,7 @@ enum class Ticker: std::uint8_t { ETH = 0, BTC = 1, LTC = 2 }; // NOLINT
  *
  * @return true if order succeeded, false if order failed due to rate limiting
  */
-bool
-place_market_order(Side side, Ticker ticker, float quantity);
+bool place_market_order(Side side, Ticker ticker, float quantity);
 
 /**
  * Place a limit order
@@ -37,8 +36,7 @@ place_market_order(Side side, Ticker ticker, float quantity);
  * @return true if order succeeded, false if order failed due to rate limiting
  */
 std::int64_t place_limit_order(
-    Side side, Ticker ticker, float quantity, float price,
-    bool ioc = false
+    Side side, Ticker ticker, float quantity, float price, bool ioc = false
 );
 
 bool cancel_order(Ticker ticker, std::int64_t order_id);
@@ -51,8 +49,8 @@ class Strategy {
      * Called whenever two orders match. Could be one of your orders, or two other
      * people's orders.
      *
-     * @param ticker Ticker of the orders that were matched (Ticker::ETH, Ticker::BTC, or
-     * "LTC)
+     * @param ticker Ticker of the orders that were matched (Ticker::ETH, Ticker::BTC,
+     * or "LTC)
      * @param side Side of the orders that were matched (Side::buy or Side::sell)
      * @param price Price that trade was executed at
      * @quantity quantity Volume traded
@@ -65,29 +63,28 @@ class Strategy {
      * Called whenever the orderbook changes. This could be because of a trade, or
      * because of a new order, or both.
      *
-     * @param ticker Ticker that has an orderbook update (Ticker::ETH, Ticker::BTC, or "LTC")
+     * @param ticker Ticker that has an orderbook update (Ticker::ETH, Ticker::BTC, or
+     * "LTC")
      * @param side Which orderbook as updated (Side::buy or Side::sell)
      * @param price Price of orderbook that has an update
      * @param quantity Volume placed into orderbook
      */
     void
-    on_orderbook_update(
-        Ticker ticker, Side side, float quantity, float price
-    )
+    on_orderbook_update(Ticker ticker, Side side, float quantity, float price)
     {}
 
     /**
      * Called whenever one of your orders is filled.
      *
-     * @param ticker Ticker of order that was fulfilled (Ticker::ETH, Ticker::BTC, or "LTC")
+     * @param ticker Ticker of order that was fulfilled (Ticker::ETH, Ticker::BTC, or
+     * "LTC")
      * @param side Side of order that was fulfilled (Side::buy or Side::sell)
      * @param price Price that order was fulfilled at
      * @param quantity Amount of capital after fulfilling order
      */
     void
     on_account_update(
-        Ticker ticker, Side side, float price, float quantity,
-        float capital_remaining
+        Ticker ticker, Side side, float price, float quantity, float capital_remaining
     )
     {}
 };

exchange/test/src/integration/test_algos/cpp/buy_market_order_1000.hpp

@@ -88,8 +88,7 @@ class Strategy {
      */
     void
     on_account_update(
-        Ticker ticker, Side side, float price, float quantity,
-        float capital_remaining
+        Ticker ticker, Side side, float price, float quantity, float capital_remaining
     )
     {}
 };

exchange/test/src/integration/test_algos/cpp/buy_tsla_at_100.hpp

@@ -3,7 +3,7 @@
 #include <string>
 
 enum class Side { buy = 0, sell = 1 };
-enum class Ticker: std::uint8_t { ETH = 0, BTC = 1, LTC = 2 }; // NOLINT
+enum class Ticker : std::uint8_t { ETH = 0, BTC = 1, LTC = 2 }; // NOLINT
 
 /**
  * Place a market order
@@ -18,8 +18,7 @@ enum class Ticker: std::uint8_t { ETH = 0, BTC = 1, LTC = 2 }; // NOLINT
  *
  * @return true if order succeeded, false if order failed due to rate limiting
  */
-bool
-place_market_order(Side side, Ticker ticker, float quantity);
+bool place_market_order(Side side, Ticker ticker, float quantity);
 
 /**
  * Place a limit order
@@ -37,8 +36,7 @@ place_market_order(Side side, Ticker ticker, float quantity);
  * @return true if order succeeded, false if order failed due to rate limiting
  */
 std::int64_t place_limit_order(
-    Side side, Ticker ticker, float quantity, float price,
-    bool ioc = false
+    Side side, Ticker ticker, float quantity, float price, bool ioc = false
 );
 
 bool cancel_order(Ticker ticker, std::int64_t order_id);
@@ -51,8 +49,8 @@ class Strategy {
      * Called whenever two orders match. Could be one of your orders, or two other
      * people's orders.
      *
-     * @param ticker Ticker of the orders that were matched (Ticker::ETH, Ticker::BTC, or
-     * "LTC)
+     * @param ticker Ticker of the orders that were matched (Ticker::ETH, Ticker::BTC,
+     * or "LTC)
      * @param side Side of the orders that were matched (Side::buy or Side::sell)
      * @param price Price that trade was executed at
      * @quantity quantity Volume traded
@@ -65,15 +63,14 @@ class Strategy {
      * Called whenever the orderbook changes. This could be because of a trade, or
      * because of a new order, or both.
      *
-     * @param ticker Ticker that has an orderbook update (Ticker::ETH, Ticker::BTC, or "LTC")
+     * @param ticker Ticker that has an orderbook update (Ticker::ETH, Ticker::BTC, or
+     * "LTC")
      * @param side Which orderbook as updated (Side::buy or Side::sell)
      * @param price Price of orderbook that has an update
      * @param quantity Volume placed into orderbook
      */
     void
-    on_orderbook_update(
-        Ticker ticker, Side side, float quantity, float price
-    )
+    on_orderbook_update(Ticker ticker, Side side, float quantity, float price)
     {
         if (ticker == Ticker::ETH && quantity < 101 && quantity > 99) {
             place_limit_order(Side::buy, Ticker::ETH, 100, 10);
@@ -83,15 +80,15 @@ class Strategy {
     /**
      * Called whenever one of your orders is filled.
      *
-     * @param ticker Ticker of order that was fulfilled (Ticker::ETH, Ticker::BTC, or "LTC")
+     * @param ticker Ticker of order that was fulfilled (Ticker::ETH, Ticker::BTC, or
+     * "LTC")
      * @param side Side of order that was fulfilled (Side::buy or Side::sell)
      * @param price Price that order was fulfilled at
      * @param quantity Amount of capital after fulfilling order
      */
     void
     on_account_update(
-        Ticker ticker, Side side, float price, float quantity,
-        float capital_remaining
+        Ticker ticker, Side side, float price, float quantity, float capital_remaining
     )
     {}
 };

exchange/test/src/integration/test_algos/cpp/buy_tsla_on_account.hpp

@@ -3,7 +3,7 @@
 #include <string>
 
 enum class Side { buy = 0, sell = 1 };
-enum class Ticker: std::uint8_t { ETH = 0, BTC = 1, LTC = 2 }; // NOLINT
+enum class Ticker : std::uint8_t { ETH = 0, BTC = 1, LTC = 2 }; // NOLINT
 
 /**
  * Place a market order
@@ -18,8 +18,7 @@ enum class Ticker: std::uint8_t { ETH = 0, BTC = 1, LTC = 2 }; // NOLINT
  *
  * @return true if order succeeded, false if order failed due to rate limiting
  */
-bool
-place_market_order(Side side, Ticker ticker, float quantity);
+bool place_market_order(Side side, Ticker ticker, float quantity);
 
 /**
  * Place a limit order
@@ -37,8 +36,7 @@ place_market_order(Side side, Ticker ticker, float quantity);
  * @return true if order succeeded, false if order failed due to rate limiting
  */
 std::int64_t place_limit_order(
-    Side side, Ticker ticker, float quantity, float price,
-    bool ioc = false
+    Side side, Ticker ticker, float quantity, float price, bool ioc = false
 );
 
 bool cancel_order(Ticker ticker, std::int64_t order_id);
@@ -51,8 +49,8 @@ class Strategy {
      * Called whenever two orders match. Could be one of your orders, or two other
      * people's orders.
      *
-     * @param ticker Ticker of the orders that were matched (Ticker::ETH, Ticker::BTC, or
-     * "LTC)
+     * @param ticker Ticker of the orders that were matched (Ticker::ETH, Ticker::BTC,
+     * or "LTC)
      * @param side Side of the orders that were matched (Side::buy or Side::sell)
      * @param price Price that trade was executed at
      * @quantity quantity Volume traded
@@ -65,29 +63,28 @@ class Strategy {
      * Called whenever the orderbook changes. This could be because of a trade, or
      * because of a new order, or both.
      *
-     * @param ticker Ticker that has an orderbook update (Ticker::ETH, Ticker::BTC, or "LTC")
+     * @param ticker Ticker that has an orderbook update (Ticker::ETH, Ticker::BTC, or
+     * "LTC")
      * @param side Which orderbook as updated (Side::buy or Side::sell)
      * @param price Price of orderbook that has an update
      * @param quantity Volume placed into orderbook
      */
     void
-    on_orderbook_update(
-        Ticker ticker, Side side, float quantity, float price
-    )
+    on_orderbook_update(Ticker ticker, Side side, float quantity, float price)
     {}
 
     /**
      * Called whenever one of your orders is filled.
      *
-     * @param ticker Ticker of order that was fulfilled (Ticker::ETH, Ticker::BTC, or "LTC")
+     * @param ticker Ticker of order that was fulfilled (Ticker::ETH, Ticker::BTC, or
+     * "LTC")
      * @param side Side of order that was fulfilled (Side::buy or Side::sell)
      * @param price Price that order was fulfilled at
      * @param quantity Amount of capital after fulfilling order
      */
     void
     on_account_update(
-        Ticker ticker, Side side, float price, float quantity,
-        float capital_remaining
+        Ticker ticker, Side side, float price, float quantity, float capital_remaining
     )
     {
         if (ticker == Ticker::ETH && quantity >= 10)