From 271cac348b1bf44f1277e1f28a115c9e1c2fb105 Mon Sep 17 00:00:00 2001 From: Lev Date: Fri, 11 Jun 2021 14:12:57 -0500 Subject: [PATCH] Add Initial commit --- .../Topic 4/4.4.7/20200317.csv | 3544 +++++++++++++++++ .../Topic 4/4.4.7/CSVReader.cpp | 106 + .../Topic 4/4.4.7/CSVReader.h | 21 + .../Topic 4/4.4.7/MerkelMain.cpp | 148 + .../Topic 4/4.4.7/MerkelMain.h | 26 + .../Topic 4/4.4.7/OrderBook.cpp | 91 + .../Topic 4/4.4.7/OrderBook.h | 26 + .../Topic 4/4.4.7/OrderBookEntry.cpp | 29 + .../Topic 4/4.4.7/OrderBookEntry.h | 25 + .../Topic 4/4.4.7/a.exe | Bin 0 -> 257146 bytes .../Topic 4/4.4.7/main.cpp | 56 + 11 files changed, 4072 insertions(+) create mode 100644 CM2005 Object Oriented Programming/Topic 4/4.4.7/20200317.csv create mode 100644 CM2005 Object Oriented Programming/Topic 4/4.4.7/CSVReader.cpp create mode 100644 CM2005 Object Oriented Programming/Topic 4/4.4.7/CSVReader.h create mode 100644 CM2005 Object Oriented Programming/Topic 4/4.4.7/MerkelMain.cpp create mode 100644 CM2005 Object Oriented Programming/Topic 4/4.4.7/MerkelMain.h create mode 100644 CM2005 Object Oriented Programming/Topic 4/4.4.7/OrderBook.cpp create mode 100644 CM2005 Object Oriented Programming/Topic 4/4.4.7/OrderBook.h create mode 100644 CM2005 Object Oriented Programming/Topic 4/4.4.7/OrderBookEntry.cpp create mode 100644 CM2005 Object Oriented Programming/Topic 4/4.4.7/OrderBookEntry.h create mode 100644 CM2005 Object Oriented Programming/Topic 4/4.4.7/a.exe create mode 100644 CM2005 Object Oriented Programming/Topic 4/4.4.7/main.cpp diff --git a/CM2005 Object Oriented Programming/Topic 4/4.4.7/20200317.csv b/CM2005 Object Oriented Programming/Topic 4/4.4.7/20200317.csv new file mode 100644 index 0000000..d2b2bde --- /dev/null +++ b/CM2005 Object Oriented Programming/Topic 4/4.4.7/20200317.csv @@ -0,0 +1,3544 @@ +2020/03/17 17:01:24.884492,ETH/BTC,bid,0.02187308,7.44564869 +2020/03/17 17:01:24.884492,ETH/BTC,bid,0.02187307,3.467434 +2020/03/17 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17:02:00.124758,DOGE/BTC,ask,0.00000079,7917339.5022544 +2020/03/17 17:02:00.124758,DOGE/BTC,ask,0.0000008,49152265.030762 \ No newline at end of file diff --git a/CM2005 Object Oriented Programming/Topic 4/4.4.7/CSVReader.cpp b/CM2005 Object Oriented Programming/Topic 4/4.4.7/CSVReader.cpp new file mode 100644 index 0000000..b9f44db --- /dev/null +++ b/CM2005 Object Oriented Programming/Topic 4/4.4.7/CSVReader.cpp @@ -0,0 +1,106 @@ +#include "CSVReader.h" +#include +#include + +CSVReader::CSVReader() +{ + +} + +std::vector CSVReader::readCSV(std::string csvFilename) +{ + std::vector entries; + + std::ifstream csvFile{csvFilename}; + std::string line; + if (csvFile.is_open()) + { + while(std::getline(csvFile, line)) + { + try { + OrderBookEntry obe = stringsToOBE(tokenise(line, ',')); + entries.push_back(obe); + }catch(const std::exception& e) + { + //std::cout << "CSVReader::readCSV bad data" << std::endl; + } + }// end of while + } + + std::cout << "CSVReader::readCSV read " << entries.size() << " entries" << std::endl; + return entries; +} + +std::vector CSVReader::tokenise(std::string csvLine, char separator) +{ + std::vector tokens; + signed int start, end; + std::string token; + start = csvLine.find_first_not_of(separator, 0); + do{ + end = csvLine.find_first_of(separator, start); + if (start == csvLine.length() || start == end) break; + if (end >= 0) token = csvLine.substr(start, end - start); + else token = csvLine.substr(start, csvLine.length() - start); + tokens.push_back(token); + start = end + 1; + }while(end > 0); + + return tokens; +} + +OrderBookEntry CSVReader::stringsToOBE(std::vector tokens) +{ + double price, amount; + + if (tokens.size() != 5) // bad + { + //std::cout << "Bad line " << std::endl; + throw std::exception{}; + } + // we have 5 tokens + try { + price = std::stod(tokens[3]); + amount = std::stod(tokens[4]); + }catch(const std::exception& e){ + std::cout << "CSVReader::stringsToOBE Bad float! " << tokens[3]<< std::endl; + std::cout << "CSVReader::stringsToOBE Bad float! " << tokens[4]<< std::endl; + throw; + } + + OrderBookEntry obe{price, + amount, + tokens[0], + tokens[1], + OrderBookEntry::stringToOrderBookType(tokens[2])}; + + return obe; +} + +OrderBookEntry CSVReader::stringsToOBE(std::string priceString, + std::string amountString, + std::string timestamp, + std::string product, + OrderBookType orderType) +{ + double price, amount; + try + { + price = std::stod(priceString); + amount = std::stod(amountString); + } + catch(const std::exception& e) + { + std::cout << "CSVReader::stringsToOBE Bad float!" << priceString << std::endl; + std::cout << "CSVReader::stringsToOBE Bad float!" << amountString << std::endl; + throw; + } + + OrderBookEntry obe{price, + amount, + timestamp, + product, + orderType}; + + return obe; +} \ No newline at end of file diff --git a/CM2005 Object Oriented Programming/Topic 4/4.4.7/CSVReader.h b/CM2005 Object Oriented Programming/Topic 4/4.4.7/CSVReader.h new file mode 100644 index 0000000..12084ce --- /dev/null +++ b/CM2005 Object Oriented Programming/Topic 4/4.4.7/CSVReader.h @@ -0,0 +1,21 @@ +#pragma once + +#include "OrderBookEntry.h" +#include +#include + +class CSVReader +{ +public: + CSVReader(); + static std::vector readCSV(std::string csvFile); + static std::vector tokenise(std::string csvLine, char separator); + static OrderBookEntry stringsToOBE(std::string price, + std::string amount, + std::string timestamp, + std::string product, + OrderBookType orderType); + +private: + static OrderBookEntry stringsToOBE(std::vector strings); +}; diff --git a/CM2005 Object Oriented Programming/Topic 4/4.4.7/MerkelMain.cpp b/CM2005 Object Oriented Programming/Topic 4/4.4.7/MerkelMain.cpp new file mode 100644 index 0000000..9ecf306 --- /dev/null +++ b/CM2005 Object Oriented Programming/Topic 4/4.4.7/MerkelMain.cpp @@ -0,0 +1,148 @@ +#include "MerkelMain.h" +#include +#include +#include "OrderBookEntry.h" +#include "CSVReader.h" +#include + +MerkelMain::MerkelMain() +{ +} + +void MerkelMain::init() +{ + int input; + currentTime = orderBook.getEarliestTime(); + while (true) + { + printMenu(); + input = getUserOption(); + processUserOption(input); + } +} + +void MerkelMain::printMenu() +{ + // 1 print help + std::cout << "1: Print help " << std::endl; + // 2 print exchange stats + std::cout << "2: Print exchange stats" << std::endl; + // 3 make an offer + std::cout << "3: Make an ask " << std::endl; + // 4 make a bid + std::cout << "4: Make a bid " << std::endl; + // 5 print wallet + std::cout << "5: Print wallet " << std::endl; + // 6 continue + std::cout << "6: Continue " << std::endl; + std::cout << "============== " << std::endl; + std::cout << "Current time is " << currentTime << std::endl; +} + +void MerkelMain::printHelp() +{ + std::cout << "Help - your aim is to make money. Analyse the market and make bids and offers. " << std::endl; +} + +void MerkelMain::printMarketStats() +{ + for (std::string const p : orderBook.getKnownProducts()) + { + std::cout << "Product: " << p << std::endl; + std::vector entries = orderBook.getOrders(OrderBookType::ask, p, currentTime); + std::cout << "Asks for product " << p << " are " << entries.size() << std::endl; + std::cout << "Max ask for " << p << " is " << orderBook.getHighPrice(entries) << std::endl; + std::cout << "Min ask for " << p << " is " << orderBook.getLowPrice(entries) << std::endl; + } + // std::cout << "OrderBook contains : " << orders.size() << " entries" << std::endl; + // unsigned int bids = 0; + // unsigned int asks = 0; + // for (OrderBookEntry& e : orders) + // { + // if (e.orderType == OrderBookType::ask) + // { + // asks ++; + // } + // if (e.orderType == OrderBookType::bid) + // { + // bids ++; + // } + // } + // std::cout << "OrderBook asks: " << asks << " bids:" << bids << std::endl; +} + +void MerkelMain::enterAsk() +{ + std::cout << "Make an ask - enter the amount (product, price, amount. e.g. 'ETH/BTC, 200, 0.5)': " << std::endl; + std::string input; + std::cin.ignore(std::numeric_limits::max(), '\n'); + std::getline(std::cin, input); + std::vector tokens = CSVReader::tokenise(input, ','); + if(tokens.size() != 3) + { + std::cout << "Bad input!" << input << std::endl; + } + else + { + OrderBookEntry obe = CSVReader::stringsToOBE(tokens[1], tokens[2], currentTime, tokens[0], OrderBookType::ask); + } + std::cout << "You typed: " << input << std::endl; +} + +void MerkelMain::enterBid() +{ + std::cout << "Make a bid - enter the amount" << std::endl; +} + +void MerkelMain::printWallet() +{ + std::cout << "Your wallet is empty. " << std::endl; +} + +void MerkelMain::gotoNextTimeframe() +{ + std::cout << "Going to next time frame. " << std::endl; + currentTime = orderBook.getNextTime(currentTime); +} + +int MerkelMain::getUserOption() +{ + int userOption; + + std::cout << "Type in 1-6" << std::endl; + std::cin >> userOption; + std::cout << "You chose: " << userOption << std::endl; + return userOption; +} + +void MerkelMain::processUserOption(int userOption) +{ + if (userOption == 0) // bad input + { + std::cout << "Invalid choice. Choose 1-6" << std::endl; + } + if (userOption == 1) + { + printHelp(); + } + if (userOption == 2) + { + printMarketStats(); + } + if (userOption == 3) + { + enterAsk(); + } + if (userOption == 4) + { + enterBid(); + } + if (userOption == 5) + { + printWallet(); + } + if (userOption == 6) + { + gotoNextTimeframe(); + } +} diff --git a/CM2005 Object Oriented Programming/Topic 4/4.4.7/MerkelMain.h b/CM2005 Object Oriented Programming/Topic 4/4.4.7/MerkelMain.h new file mode 100644 index 0000000..3657160 --- /dev/null +++ b/CM2005 Object Oriented Programming/Topic 4/4.4.7/MerkelMain.h @@ -0,0 +1,26 @@ +#pragma once + +#include +#include "OrderBookEntry.h" +#include "OrderBook.h" + +class MerkelMain +{ + public: + MerkelMain(); + /** Call this to start the sim */ + void init(); + private: + void loadOrderBook(); + void printMenu(); + void printHelp(); + void printMarketStats(); + void enterAsk(); + void enterBid(); + void printWallet(); + void gotoNextTimeframe(); + int getUserOption(); + void processUserOption(int userOption); + std::string currentTime; + OrderBook orderBook{"20200317.csv"}; +}; \ No newline at end of file diff --git a/CM2005 Object Oriented Programming/Topic 4/4.4.7/OrderBook.cpp b/CM2005 Object Oriented Programming/Topic 4/4.4.7/OrderBook.cpp new file mode 100644 index 0000000..ce9d857 --- /dev/null +++ b/CM2005 Object Oriented Programming/Topic 4/4.4.7/OrderBook.cpp @@ -0,0 +1,91 @@ +#include "OrderBook.h" +#include "CSVReader.h" +#include + +/* 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 OrderBook::getKnownProducts() +{ + std::vector products; + + std::map 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 OrderBook::getOrders(OrderBookType type, std::string product, std::string timestamp) +{ + std::vector 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& orderList) +{ + double max = orderList[0].price; + for(OrderBookEntry& entry : orderList) + { + if(entry.price > max) + max = entry.price; + } + return max; +} + +double OrderBook::getLowPrice(std::vector& 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; +} \ No newline at end of file diff --git a/CM2005 Object Oriented Programming/Topic 4/4.4.7/OrderBook.h b/CM2005 Object Oriented Programming/Topic 4/4.4.7/OrderBook.h new file mode 100644 index 0000000..3b155bc --- /dev/null +++ b/CM2005 Object Oriented Programming/Topic 4/4.4.7/OrderBook.h @@ -0,0 +1,26 @@ +#pragma once + +#include "OrderBookEntry.h" +#include "CSVReader.h" +#include +#include + +class OrderBook +{ + public: + /* Construct, reading a csv data file */ + OrderBook(std::string filename); + /* return vector of all known products in the dataset */ + std::vector getKnownProducts(); + /* return vector of Orders according to the sent filters */ + std::vector getOrders(OrderBookType type, std::string product, std::string timestamp); + /** returns earliest time in the order book */ + std::string getEarliestTime(); + /** returns the next time after the sent time in the orderbook + * If no next timestamp is found, wraps to the start */ + std::string getNextTime(std::string timestamp); + static double getHighPrice(std::vector& orderList); + static double getLowPrice(std::vector& orderList); + private: + std::vector orders; +}; \ No newline at end of file diff --git a/CM2005 Object Oriented Programming/Topic 4/4.4.7/OrderBookEntry.cpp b/CM2005 Object Oriented Programming/Topic 4/4.4.7/OrderBookEntry.cpp new file mode 100644 index 0000000..80fd936 --- /dev/null +++ b/CM2005 Object Oriented Programming/Topic 4/4.4.7/OrderBookEntry.cpp @@ -0,0 +1,29 @@ +#include "OrderBookEntry.h" + +OrderBookEntry::OrderBookEntry( double _price, + double _amount, + std::string _timestamp, + std::string _product, + OrderBookType _orderType) +: price(_price), + amount(_amount), + timestamp(_timestamp), + product(_product), + orderType(_orderType) +{ + +} + +OrderBookType OrderBookEntry::stringToOrderBookType(std::string s) +{ + if (s == "ask") + { + return OrderBookType::ask; + } + if (s == "bid") + { + return OrderBookType::bid; + } + return OrderBookType::unknown; +} + diff --git a/CM2005 Object Oriented Programming/Topic 4/4.4.7/OrderBookEntry.h b/CM2005 Object Oriented Programming/Topic 4/4.4.7/OrderBookEntry.h new file mode 100644 index 0000000..55462c3 --- /dev/null +++ b/CM2005 Object Oriented Programming/Topic 4/4.4.7/OrderBookEntry.h @@ -0,0 +1,25 @@ +#pragma once + +#include + +enum class OrderBookType{bid, ask, unknown}; + +class OrderBookEntry +{ + public: + + OrderBookEntry( double _price, + double _amount, + std::string _timestamp, + std::string _product, + OrderBookType _orderType); + + static OrderBookType stringToOrderBookType(std::string s); + + double price; + double amount; + std::string timestamp; + std::string product; + OrderBookType orderType; +}; + diff --git a/CM2005 Object Oriented Programming/Topic 4/4.4.7/a.exe b/CM2005 Object Oriented Programming/Topic 4/4.4.7/a.exe new file mode 100644 index 0000000000000000000000000000000000000000..2bf5f1cdc47f5f9e8fd3d8c406ea81c934135891 GIT binary patch literal 257146 zcmd444R}<=^#{D0WFZm44VuNMAS(@;2x6k5S%tb6cJVH5XjD*C@GF#JwTiF{s2Bpf z3*25VMn!9@e~VT7r`5L9Rs=-ZO@IUtNWc$1S_t^jyDVrxh43N!{?5$Y{Rlz)_kG^y zd3_}J&dixJXU?2+=FFLyyOnp5|ct9-Qi!Jmt|}Ou7G8j_Ug#dE`;Qe8!tNv4xI9Inc0X|?lL_P5PqIgkdMR?_LK<1>q; zq?3}5ZnIh@6Qj@Y-yr|bXZTT8wG4l#JsJoal(hfuvsB$TXu|#e`;k`wwpg0+kGj1I z|I+?*S*jv~rf|RyyQ82L|G-zv2l$uvpUZNeYtUp4$NGrATF%A457U6~>avu%2F>7b z73U#?8mIBt-3iRkyVk$2qB2WLX)^cBD(1RQw<286rV{AE`35#|kgNENansO)6 zpUHru{*p|j{pYf{B7^)7vv%1~)e5+CPKUel8eXxA9(4k)dq=pcVON$r8DMT-JQkze zfoG47a0SDzyt-A|DS$AB}42r{5@VD%#KrR$20( z7vWW4;?ET=r#}t9qV@5CW#tDIZE~(p>;KX)t0mr3ajug>*8pyX0fQqaK2lVpO_Bb7 zwGxg5_9@!n5>`j+5^T3hAreTf3;G*+3~!CLcpobpbx~Y|%l4jJ=u)COf71X=Bld2f1H-$RfYmIc>2g-~%=d|eG1Cv`-vQf-9$B%wJECYakS^wx?+s|y^gqx$61%3gI-ACL-?!O;xMLK z9~-#f)~l_R)t`H#pJ)5jy+#)7OL!NCV{dO7*R?e_>%$Y}yL|e)s8J=@kZZg~`Obd_HjmWZ{o9pBpdfBt5d?PQ$i<97 zSAIed`y^y(`BSJ_uwE_jX|^#eVZWV#y^t6!{|3COHYff%%C_?}CR>iqi1G#x5iiQg{mhpkVW|V{7pSW>DwK{Cz(uZ(w2CK7d|SY$L@r`xmd zs0~Jdv9k~0!#@OX+<`VB;?kmsv@CLTJ40K?|AUO@0Z;5BW*S_U29a+*#@xmz)ZZ$u z1(>2%Mh;6oE1U3VOtVj|+^%RI

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"BTC/USDT", +// OrderBookType::bid} ); + + +// // std::cout << "The price is " << orders[1].price << std::endl; + +// for (OrderBookEntry& order : orders) +// { +// std::cout << "The price is " << order.price << std::endl; +// } + +// for (unsigned int i = 0; i < orders.size() ; ++i) +// { +// std::cout << "The price is " << orders[i].price << std::endl; +// } + +// for (unsigned int i = 0; i < orders.size() ; ++i) +// { +// std::cout << "The price is " << orders.at(i).price << std::endl; +// } + + + + +