Add created new OrderBook class and its functions

This commit is contained in:
Lev
2021-05-26 00:15:06 -05:00
parent 8eab127c8b
commit f5afe1866a
9 changed files with 3930 additions and 0 deletions

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#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);
};