binary_generator.py

#!/usr/bin/env python3
"""
Generate binary test input for the order book processor.
Outputs to stdout, redirect to a file: python3 generator.py > test_input.bin
"""

import struct
import sys

def write_message(seq_no, msg_data):
    """Write a message with header (seqNo, msgSize) followed by message data."""
    msg_size = len(msg_data)
    # Header: uint32 seqNo, uint32 msgSize
    header = struct.pack('<II', seq_no, msg_size)
    sys.stdout.buffer.write(header)
    sys.stdout.buffer.write(msg_data)

def create_add_message(symbol, order_id, side, volume, price):
    """
    Create ADD message (32 bytes):
    - byte 0: 'A'
    - bytes 1-3: symbol (3 chars, space-padded)
    - bytes 4-11: order_id (uint64)
    - byte 12: side ('B' or 'S')
    - bytes 13-15: padding
    - bytes 16-23: volume (uint64)
    - bytes 24-27: price (int32)
    - bytes 28-31: padding
    """
    msg = bytearray(32)
    msg[0] = ord('A')
    
    # Symbol: 3 bytes, space-padded
    symbol_bytes = symbol.ljust(3, ' ')[:3].encode('ascii')
    msg[1:4] = symbol_bytes
    
    # Order ID: uint64 at offset 4
    struct.pack_into('<Q', msg, 4, order_id)
    
    # Side: char at offset 12
    msg[12] = ord(side)
    
    # Volume: uint64 at offset 16
    struct.pack_into('<Q', msg, 16, volume)
    
    # Price: int32 at offset 24
    struct.pack_into('<i', msg, 24, price)
    
    return bytes(msg)

def create_update_message(symbol, order_id, side, volume, price):
    """
    Create UPDATE message (32 bytes) - same format as ADD but with 'U'
    """
    msg = bytearray(32)
    msg[0] = ord('U')
    
    symbol_bytes = symbol.ljust(3, ' ')[:3].encode('ascii')
    msg[1:4] = symbol_bytes
    
    struct.pack_into('<Q', msg, 4, order_id)
    msg[12] = ord(side)
    struct.pack_into('<Q', msg, 16, volume)
    struct.pack_into('<i', msg, 24, price)
    
    return bytes(msg)

def create_delete_message(symbol, order_id, side):
    """
    Create DELETE message (16 bytes):
    - byte 0: 'D'
    - bytes 1-3: symbol
    - bytes 4-11: order_id (uint64)
    - byte 12: side
    - bytes 13-15: padding
    """
    msg = bytearray(16)
    msg[0] = ord('D')
    
    symbol_bytes = symbol.ljust(3, ' ')[:3].encode('ascii')
    msg[1:4] = symbol_bytes
    
    struct.pack_into('<Q', msg, 4, order_id)
    msg[12] = ord(side)
    
    return bytes(msg)

def create_execute_message(symbol, order_id, side, traded_qty):
    """
    Create EXECUTE message (24 bytes):
    - byte 0: 'E'
    - bytes 1-3: symbol
    - bytes 4-11: order_id (uint64)
    - byte 12: side
    - bytes 13-15: padding
    - bytes 16-23: traded_qty (uint64)
    """
    msg = bytearray(24)
    msg[0] = ord('E')
    
    symbol_bytes = symbol.ljust(3, ' ')[:3].encode('ascii')
    msg[1:4] = symbol_bytes
    
    struct.pack_into('<Q', msg, 4, order_id)
    msg[12] = ord(side)
    struct.pack_into('<Q', msg, 16, traded_qty)
    
    return bytes(msg)

def main():
    """Generate the multi-symbol test case."""
    
    # Message 1: Add AAPL BID
    write_message(1, create_add_message('AAPL', 1001, 'B', 100, 1500000))
    
    # Message 2: Add AAPL ASK
    write_message(2, create_add_message('AAPL', 1002, 'S', 50, 1505000))
    
    # Message 3: Add MSFT BID
    write_message(3, create_add_message('MSFT', 2001, 'B', 200, 3000000))
    
    # Message 4: Add MSFT ASK
    write_message(4, create_add_message('MSFT', 2002, 'S', 150, 3010000))
    
    # Message 5: Add GOOGL BID
    write_message(5, create_add_message('GOOGL', 3001, 'B', 75, 2800000))
    
    # Message 6: Add AAPL BID (lower price, so second level)
    write_message(6, create_add_message('AAPL', 1003, 'B', 120, 1499000))
    
    # Message 7: Execute AAPL BID partially
    write_message(7, create_execute_message('AAPL', 1001, 'B', 30))
    
    # Message 8: Add GOOGL ASK
    write_message(8, create_add_message('GOOGL', 3002, 'S', 60, 2805000))
    
    # Message 9: Update MSFT BID (increase volume)
    write_message(9, create_update_message('MSFT', 2001, 'B', 250, 3000000))
    
    # Message 10: Delete AAPL ASK
    write_message(10, create_delete_message('AAPL', 1002, 'S'))
    
    sys.stderr.write("Binary test input generated successfully!\n")
    sys.stderr.write("Usage: python3 generator.py > test_input.bin\n")
    sys.stderr.write("Then:  ./orderbook_processor 2 < test_input.bin\n")

if __name__ == '__main__':
    main()