Add implemented new OrderBook statistical functions

CM2005 Object Oriented Programming/Topic 4/4.3.3/OrderBook.h

@@ -0,0 +1,43 @@
+#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);
+    /** 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);
+    std::string getPrevTime(std::string timestamp);
+    unsigned int getBookSize(); 
+    static double getHighPrice(std::vector<OrderBookEntry>& orderList);
+    static double getLowPrice(std::vector<OrderBookEntry>& orderList);
+
+    static double getLastPrice(std::vector<OrderBookEntry>& orderList);
+    static double getAverage(std::vector<OrderBookEntry>& orderList);
+    static double getSpread(std::vector<OrderBookEntry>& bids, std::vector<OrderBookEntry>& asks);
+    double getChangePercent(std::vector<OrderBookEntry>& orderList);
+    double getChangeNumber(std::vector<OrderBookEntry>& orderList);
+  private:
+    std::vector<OrderBookEntry> orders;
+};
+
+/*
+About the Spread
+https://www.forex.com/en/markets/forex/
+https://www.ig.com/en/trading-strategies/what-is-the-spread-in-forex-and-how-do-you-calculate-it-201126
+
+Percentage variance
+https://www.tradingview.com/markets/currencies/rates-major/
+*/