Add Initial commit to add enterBid

This commit is contained in:
Lev
2021-06-11 16:39:33 -05:00
parent 1f00eb0152
commit 700aaddd1d
11 changed files with 4103 additions and 0 deletions

View File

@ -0,0 +1,29 @@
#pragma once
#include <string>
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);
static bool compareByTimestamp(OrderBookEntry& entry1, OrderBookEntry& entry2)
{
return entry1.timestamp < entry2.timestamp;
}
double price;
double amount;
std::string timestamp;
std::string product;
OrderBookType orderType;
};