Add implemented new OrderBook statistical functions

This commit is contained in:
Lev
2021-05-27 01:27:36 -05:00
parent 2aa60d7c4c
commit 8d8b9766e7
11 changed files with 4114 additions and 0 deletions

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#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);
double price;
double amount;
std::string timestamp;
std::string product;
OrderBookType orderType;
};