Add incorporated OrderBook into MerkelMain

This commit is contained in:
Lev
2021-05-26 00:48:12 -05:00
parent 796ac93fa7
commit 25e93995b9
11 changed files with 3944 additions and 0 deletions

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@ -0,0 +1,19 @@
#pragma once
#include "OrderBookEntry.h"
#include "CSVReader.h"
#include <string>
#include <vector>
class OrderBook
{
public:
/* Construct, reading a csv data file */
OrderBook(std::string filename);
/* return vector of all known products in the dataset */
std::vector<std::string> getKnownProducts();
/* return vector of Orders according to the sent filters */
std::vector<OrderBookEntry> getOrders(OrderBookType type, std::string product, std::string timestamp);
private:
std::vector<OrderBookEntry> orders;
};