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 <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;
};