Windows Usage Guide - Order Book Processor

Complete Windows Usage Examples

Prerequisites

Built executables in build\ folder
Windows Command Prompt, PowerShell, or VSCode terminal

🚀 Quick Start (Windows Command Prompt)

1. Build the Project

cd C:\path\to\your\project
build_simple.bat

Expected output:

[1/2] Building processor...
[SUCCESS] orderbook_processor.exe built successfully
[2/2] Building generator...
[SUCCESS] stream_generator.exe built successfully
Build complete!

2. Generate Test File

build\stream_generator.exe build\input1.bin

3. Run the Processor

type build\input1.bin | build\orderbook_processor.exe 5

Expected output:

1, SB0, [(..., ...)], []
2, SB0, [(..., ...), (..., ...)], []
3, SB0, [(..., ...), (..., ...)], []
4, SB0, [(..., ...), (..., ...)], [(..., ...)]
5, SB0, [(..., ...), (..., ...)], [(..., ...)]
6, SB0, [(..., ...), (..., ...)], []
7, SB0, [(..., ...), (..., ...)], []
8, SB0, [(..., ...), (..., ...)], []
9, SB0, [(..., ...)], []

💻 Windows PowerShell Examples

PowerShell requires different syntax for piping binary data:

Basic Usage

# Navigate to project
cd C:\path\to\your\project

# Build
.\build_simple.bat

# Generate test file
.\build\stream_generator.exe build\input1.

# Run processor (PowerShell method)
Get-Content build\input1.bin -Raw -Encoding Byte | .\build\orderbook_processor.exe 5

# Or save output to file
Get-Content build\input1.bin -Raw -Encoding Byte | .\build\orderbook_processor.exe 5 > output.log

# Compare with expected
Compare-Object (Get-Content output1.log) (Get-Content output.log)

Testing Different Depth Levels

# Test depth = 3
Get-Content build\input1.bin -Raw -Encoding Byte | .\build\orderbook_processor.exe 3

# Test depth = 10
Get-Content build\input1.bin -Raw -Encoding Byte | .\build\orderbook_processor.exe 10

# Test depth = 20
Get-Content build\input1.bin -Raw -Encoding Byte | .\build\orderbook_processor.exe 20

📝 Complete Test Script (Windows Batch)

Create test.bat in your project folder:

@echo off
echo ============================================
echo Order Book Processor - Test Suite
echo ============================================

REM Check if build directory exists
if not exist build (
    echo ERROR: Build directory not found!
    echo Please run build_simple.bat first
    exit /b 1
)

REM Check if executables exist
if not exist build\orderbook_processor.exe (
    echo ERROR: orderbook_processor.exe not found!
    echo Please run build_simple.bat first
    exit /b 1
)

if not exist build\stream_generator.exe (
    echo ERROR: stream_generator.exe not found!
    echo Please run build_simple.bat first
    exit /b 1
)

echo.
echo [TEST 1] Generating small test file...
build\stream_generator.exe build\input1.bin
if %ERRORLEVEL% NEQ 0 (
    echo FAILED: Could not generate test file
    exit /b 1
)
echo SUCCESS: Test file generated

echo.
echo [TEST 2] Running processor with depth=5...
type build\input1.bin | build\orderbook_processor.exe 5 > build\actual_output.log
if %ERRORLEVEL% NEQ 0 (
    echo FAILED: Processor returned error
    exit /b 1
)
echo SUCCESS: Processor completed

echo.
echo [TEST 3] Validating output...
fc /b output1.log build\actual_output.log > nul
if %ERRORLEVEL% EQU 0 (
    echo SUCCESS: Output matches expected!
) else (
    echo WARNING: Output differs from expected
    echo Expected output:
    type output1.log
    echo.
    echo Actual output:
    type build\actual_output.log
)

echo.
echo [TEST 4] Generating 1MB test file...
build\stream_generator.exe build\large_1mb.bin 1
echo SUCCESS: 1MB file generated

echo.
echo [TEST 5] Processing 1MB file (first 10 lines)...
type build\large_1mb.bin | build\orderbook_processor.exe 5 | more +0 | findstr /n "^" | findstr "^[1-9]:" | findstr "^[1-9]:"
echo SUCCESS: 1MB file processed

echo.
echo [TEST 6] Testing different depth levels...
for %%d in (3 5 10 20) do (
    echo   Testing depth=%%d...
    type build\input1.bin | build\orderbook_processor.exe %%d > nul
    if !ERRORLEVEL! EQU 0 (
        echo   SUCCESS: depth=%%d
    ) else (
        echo   FAILED: depth=%%d
    )
)

echo.
echo ============================================
echo All tests completed!
echo ============================================
pause

Run it:

test.bat

📊 Performance Testing (Windows)

Batch Script for Benchmarking

Create benchmark.bat:

@echo off
echo ============================================
echo Performance Benchmark
echo ============================================

if not exist build\large_1mb.bin (
    echo Generating 1MB test file...
    build\stream_generator.exe build\large_1mb.bin 1
)

if not exist build\large_2mb.bin (
    echo Generating 2MB test file...
    build\stream_generator.exe build\large_2mb.bin 2
)

echo.
echo Benchmarking 1MB file...
echo Start time: %TIME%
type build\large_1mb.bin | build\orderbook_processor.exe 5 > nul
echo End time: %TIME%

echo.
echo Benchmarking 2MB file...
echo Start time: %TIME%
type build\large_2mb.bin | build\orderbook_processor.exe 10 > nul
echo End time: %TIME%

echo.
echo Done!
pause

PowerShell Performance Testing

# benchmark.ps1
Write-Host "============================================" -ForegroundColor Yellow
Write-Host "Performance Benchmark" -ForegroundColor Yellow
Write-Host "============================================" -ForegroundColor Yellow

# Generate test files if needed
if (-not (Test-Path "build\large_1mb.bin")) {
    Write-Host "Generating 1MB test file..." -ForegroundColor Cyan
    .\build\stream_generator.exe build\large_1mb.bin 1
}

if (-not (Test-Path "build\large_2mb.bin")) {
    Write-Host "Generating 2MB test file..." -ForegroundColor Cyan
    .\build\stream_generator.exe build\large_2mb.bin 2
}

# Benchmark 1MB file
Write-Host "`nBenchmarking 1MB file (depth=5)..." -ForegroundColor Cyan
$time1mb = Measure-Command {
    Get-Content build\large_1mb.bin -Raw -Encoding Byte | 
        .\build\orderbook_processor.exe 5 | Out-Null
}
Write-Host "Time: $($time1mb.TotalMilliseconds) ms" -ForegroundColor Green

# Benchmark 2MB file
Write-Host "`nBenchmarking 2MB file (depth=10)..." -ForegroundColor Cyan
$time2mb = Measure-Command {
    Get-Content build\large_2mb.bin -Raw -Encoding Byte | 
        .\build\orderbook_processor.exe 10 | Out-Null
}
Write-Host "Time: $($time2mb.TotalMilliseconds) ms" -ForegroundColor Green

# Calculate throughput
$size1mb = (Get-Item "build\large_1mb.bin").Length / 1MB
$size2mb = (Get-Item "build\large_2mb.bin").Length / 1MB

Write-Host "`n============================================" -ForegroundColor Yellow
Write-Host "Results:" -ForegroundColor Yellow
Write-Host "  1MB file: $($time1mb.TotalMilliseconds) ms" -ForegroundColor White
Write-Host "  2MB file: $($time2mb.TotalMilliseconds) ms" -ForegroundColor White
Write-Host "  Throughput: $([math]::Round($size2mb / $time2mb.TotalSeconds, 2)) MB/s" -ForegroundColor White
Write-Host "============================================" -ForegroundColor Yellow

Run it:

.\benchmark.ps1

🔍 Validation Examples

Compare Output with Expected (Command Prompt)

REM Generate and run
build\stream_generator.exe build\input1.bin
type build\input1.bin | build\orderbook_processor.exe 5 > build\actual.log

REM Compare files (shows differences)
fc output1.log build\actual.log

REM Or use findstr to check specific patterns
findstr "318800" build\actual.log

Compare Output (PowerShell)

# Generate test data
.\build\stream_generator.exe build\input1.bin

# Run processor
Get-Content build\input1.bin -Raw -Encoding Byte | 
    .\build\orderbook_processor.exe 5 | 
    Out-File -Encoding ASCII build\actual.log

# Compare
$expected = Get-Content output1.log
$actual = Get-Content build\actual.log

$diff = Compare-Object $expected $actual

if ($diff -eq $null) {
    Write-Host "✓ Output matches expected!" -ForegroundColor Green
} else {
    Write-Host "✗ Output differs:" -ForegroundColor Red
    $diff | Format-Table
}

🎯 Real-World Usage Examples

Example 1: Generate Custom Test Data

REM Generate custom size test file
build\stream_generator.exe build\custom_test.bin 5

REM Process it
type build\custom_test.bin | build\orderbook_processor.exe 10 > results.log

REM View results
type results.log | more

Example 2: Process Multiple Files

@echo off
for %%f in (build\*.bin) do (
    echo Processing %%f...
    type %%f | build\orderbook_processor.exe 5 > %%f.output
)
echo All files processed!

Example 3: Filter Specific Symbol

REM Process and filter for specific symbol
type build\input1.bin | build\orderbook_processor.exe 5 | findstr "SB0"

REM Count snapshots per symbol
type build\input1.bin | build\orderbook_processor.exe 5 | findstr /c:"SB0" | find /c ","

Example 4: Save and Analyze

REM Generate large test
build\stream_generator.exe build\test.bin 10

REM Process with different depths and save
type build\test.bin | build\orderbook_processor.exe 3 > depth3.log
type build\test.bin | build\orderbook_processor.exe 5 > depth5.log
type build\test.bin | build\orderbook_processor.exe 10 > depth10.log

REM Compare line counts
for %%f in (depth*.log) do (
    echo %%f:
    find /c "," %%f
)

🛠️ VSCode Integrated Terminal Examples

In VSCode, open terminal with Ctrl+` then:

Using Command Prompt

# Build
build_simple.bat

# Test
build\stream_generator.exe build\test.bin
type build\test.bin | build\orderbook_processor.exe 5

Using PowerShell

# Build
.\build_simple.bat

# Test
.\build\stream_generator.exe build\test.bin
Get-Content build\test.bin -Raw -Encoding Byte | .\build\orderbook_processor.exe 5

Using Git Bash (if installed)

# Build
./build_simple.bat

# Test
./build/stream_generator.exe build/test.bin
cat build/test.bin | ./build/orderbook_processor.exe 5

📁 Complete Workflow Example

Here's a complete workflow from start to finish:

REM 1. Navigate to project
cd C:\Users\YourName\Projects\OrderBookProcessor

REM 2. Build everything
build_simple.bat

REM 3. Create build directory (if needed)
if not exist build mkdir build

REM 4. Generate small test file
build\stream_generator.exe build\input1.bin

REM 5. Test with depth=5
type build\input1.bin | build\orderbook_processor.exe 5

REM 6. Save output
type build\input1.bin | build\orderbook_processor.exe 5 > build\output.log

REM 7. Validate
fc output1.log build\output.log

REM 8. Generate large file for performance testing
build\stream_generator.exe build\large.bin 2

REM 9. Process large file
type build\large.bin | build\orderbook_processor.exe 10 > build\large_output.log

REM 10. Check results
type build\large_output.log | more

🎓 Common Tasks Cheat Sheet

Task	Command Prompt	PowerShell
Build	`build_simple.bat`	`.\build_simple.bat`
Generate small test	`build\stream_generator.exe build\test.bin`	`.\build\stream_generator.exe build\test.bin`
Generate 1MB file	`build\stream_generator.exe build\large.bin 1`	`.\build\stream_generator.exe build\large.bin 1`
Run processor	`type build\test.bin \| build\orderbook_processor.exe 5`	`Get-Content build\test.bin -Raw -Encoding Byte \| .\build\orderbook_processor.exe 5`
Save output	`type ... \| ... > output.log`	`... \| Out-File output.log`
View output	`type output.log`	`Get-Content output.log`
Compare files	`fc file1.log file2.log`	`Compare-Object (Get-Content file1.log) (Get-Content file2.log)`
Count lines	`find /c "," file.log`	`(Get-Content file.log).Count`

⚠️ Important Notes for Windows

Binary Data Piping:
- Command Prompt: Use type (works for binary)
- PowerShell: Use Get-Content -Raw -Encoding Byte
Path Separators:
- Use backslash \ for Windows paths
- In VSCode terminal, forward slash / also works
File Extensions:
- Always use .exe extension on Windows
- .bat for batch files
- .ps1 for PowerShell scripts

Execution Policy (PowerShell):

# If scripts won't run:
Set-ExecutionPolicy -ExecutionPolicy RemoteSigned -Scope CurrentUser

🐛 Troubleshooting

"Access is denied"

REM Make sure files aren't read-only
attrib -r build\*.exe

"The system cannot find the path specified"

REM Check current directory
cd

REM List files
dir build\*.exe

REM Create build directory if needed
if not exist build mkdir build

Output looks corrupted

REM Make sure using 'type' not 'more' or 'cat'
type build\test.bin | build\orderbook_processor.exe 5

PowerShell piping not working

# Use -Raw and -Encoding Byte for binary data
Get-Content file.bin -Raw -Encoding Byte | .\program.exe

📚 Additional Resources

All the batch scripts and examples are available in the artifacts:

build_simple.bat - Simple build script
test.bat - Complete test suite
benchmark.bat - Performance testing

Just copy them to your project directory and run!

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Windows Usage Guide - Order Book Processor

Complete Windows Usage Examples

Prerequisites

🚀 Quick Start (Windows Command Prompt)

1. Build the Project

2. Generate Test File

3. Run the Processor

💻 Windows PowerShell Examples

Basic Usage

Testing Different Depth Levels

📝 Complete Test Script (Windows Batch)

📊 Performance Testing (Windows)

Batch Script for Benchmarking

PowerShell Performance Testing

🔍 Validation Examples

Compare Output with Expected (Command Prompt)

Compare Output (PowerShell)

🎯 Real-World Usage Examples

Example 1: Generate Custom Test Data

Example 2: Process Multiple Files

Example 3: Filter Specific Symbol

Example 4: Save and Analyze

🛠️ VSCode Integrated Terminal Examples

Using Command Prompt

Using PowerShell

Using Git Bash (if installed)

📁 Complete Workflow Example

🎓 Common Tasks Cheat Sheet

⚠️ Important Notes for Windows

🐛 Troubleshooting

"Access is denied"

"The system cannot find the path specified"

Output looks corrupted

PowerShell piping not working

📚 Additional Resources

FilesExpand file tree

windows_usage_guide.md

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Windows Usage Guide - Order Book Processor

Complete Windows Usage Examples

Prerequisites

🚀 Quick Start (Windows Command Prompt)

1. Build the Project

2. Generate Test File

3. Run the Processor

💻 Windows PowerShell Examples

Basic Usage

Testing Different Depth Levels

📝 Complete Test Script (Windows Batch)

📊 Performance Testing (Windows)

Batch Script for Benchmarking

PowerShell Performance Testing

🔍 Validation Examples

Compare Output with Expected (Command Prompt)

Compare Output (PowerShell)

🎯 Real-World Usage Examples

Example 1: Generate Custom Test Data

Example 2: Process Multiple Files

Example 3: Filter Specific Symbol

Example 4: Save and Analyze

🛠️ VSCode Integrated Terminal Examples

Using Command Prompt

Using PowerShell

Using Git Bash (if installed)

📁 Complete Workflow Example

🎓 Common Tasks Cheat Sheet

⚠️ Important Notes for Windows

🐛 Troubleshooting

"Access is denied"

"The system cannot find the path specified"

Output looks corrupted

PowerShell piping not working

📚 Additional Resources