Add Initial commit for further testing

CM2005 Object Oriented Programming/Topic 4/4.5.8/OrderBook.cpp

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+#include "OrderBook.h"
+#include "CSVReader.h"
+#include <map>
+#include <algorithm>
+
+/* Construct, reading a csv data file */
+OrderBook::OrderBook(std::string filename)
+{
+  orders = CSVReader::readCSV(filename);
+}
+
+/* return vector of all known products in the dataset */
+std::vector<std::string> OrderBook::getKnownProducts()
+{
+  std::vector<std::string> products;
+
+  std::map<std::string, bool> productMap;
+
+  for(OrderBookEntry& entry : orders)
+  {
+    productMap[entry.product] = true;
+  }
+
+  for(auto const&entry : productMap)
+  {
+    products.push_back(entry.first);
+  }
+
+  return products;
+}
+
+/* return vector of Orders according to the sent filters */
+std::vector<OrderBookEntry> OrderBook::getOrders(OrderBookType type, std::string product, std::string timestamp)
+{
+  std::vector<OrderBookEntry> order_selection;
+
+  for(OrderBookEntry& entry : orders)
+  {
+    if(entry.orderType == type && entry.product == product && entry.timestamp == timestamp)
+    {
+      order_selection.push_back(entry);
+    }
+  }
+
+  return order_selection;
+}
+
+double OrderBook::getHighPrice(std::vector<OrderBookEntry>& orderList)
+{
+  double max = orderList[0].price;
+  for(OrderBookEntry& entry : orderList)
+  {
+    if(entry.price > max)
+      max = entry.price;
+  }
+  return max;
+}
+
+double OrderBook::getLowPrice(std::vector<OrderBookEntry>& orderList)
+{
+  double min = orderList[0].price;
+  for(OrderBookEntry& entry : orderList)
+  {
+    if(entry.price < min)
+      min = entry.price;
+  }
+  
+  return min;
+}
+
+std::string OrderBook::getEarliestTime()
+{
+  return orders[0].timestamp;
+}
+
+std::string OrderBook::getNextTime(std::string timestamp)
+{
+  std::string next_timestamp = "";
+  for(OrderBookEntry& entry : orders)
+  {
+    if(entry.timestamp > timestamp)
+    {
+      next_timestamp = entry.timestamp;
+      break;
+    }
+  }
+  if(next_timestamp == "")
+  {
+    next_timestamp = orders[0].timestamp;
+  }
+  return next_timestamp;
+}
+
+void OrderBook::insertOrder(OrderBookEntry& order)
+{
+  orders.push_back(order);
+  std::sort(orders.begin(), orders.end(), OrderBookEntry::compareByTimestamp);
+}
+
+std::vector<OrderBookEntry> OrderBook::matchAsksToBids(std::string product, std::string timestamp)
+{
+  std::vector<OrderBookEntry> asks = getOrders(OrderBookType::ask, product, timestamp);
+  std::vector<OrderBookEntry> bids = getOrders(OrderBookType::bid, product, timestamp);
+
+  std::vector<OrderBookEntry> sales;
+
+  std::sort(asks.begin(), asks.end(), OrderBookEntry::compareByPriceAsc);
+  std::sort(bids.begin(), bids.end(), OrderBookEntry::compareByPriceDesc);
+
+  for(OrderBookEntry& thisAsk : asks)
+  {
+    for(OrderBookEntry& thisBid : bids)
+    {
+      if(thisBid.price >= thisAsk.price)
+      {
+        OrderBookEntry sale{thisAsk.price, 0, timestamp, product, OrderBookType::sale};
+        if(thisBid.amount == thisAsk.amount)
+        {
+          sale.amount = thisAsk.amount;
+          sales.push_back(sale);
+          thisBid.amount = 0;
+          break;
+        }
+        else if(thisBid.amount > thisAsk.amount)
+        {
+          sale.amount = thisAsk.amount;
+          sales.push_back(sale);
+          thisBid.amount = thisBid.amount - thisAsk.amount;
+          break;
+        }
+        else if(thisBid.amount < thisAsk.amount)
+        {
+          sale.amount = thisBid.amount;
+          sales.push_back(sale);
+          thisAsk.amount = thisAsk.amount - thisBid.amount;
+          thisBid.amount = 0;
+          continue;
+        }
+      }
+    }
+  }
+  return sales;
+}