Update implemented predictRates for 1 time slot

CM2005 Object Oriented Programming/Midterm/Merkelrex-TradingBot/TradingBot.cpp

@@ -25,8 +25,10 @@ void TradingBot::printMenu()
   std::cout << spacer << std::endl;
   // 1 print help
   std::cout << "1: Retrieve current orders" << std::endl;
+  std::cout << "2: Predict ask and bid rates" << std::endl;
   std::cout << "8: Exit bot" << std::endl;
   std::cout << spacer << std::endl;
+  std::cout << "Enter an option: ";
   return;
   // 2 print exchange stats
   std::cout << "2: Print exchange stats" << std::endl;
@@ -63,6 +65,24 @@ void TradingBot::processUserOption(int userOption)
   if (userOption == 1)
   {
     retrieveOrders();
+    if (bookAsks.size() > 0 && bookBids.size() > 0)
+      std::cout << "Bids and Asks loaded successfully for the current time." << std::endl;
+  }
+  if (userOption == 2)
+  {
+    predictRates();
+    if (predictedAsks.size() > 0 && predictedBids.size() > 0)
+    {
+      std::cout << "New predicitons have been created" << std::endl;
+    }
+  }
+  if (userOption == 3)
+  {
+    printPredictions();
+  }
+  if (userOption == 7)
+  {
+    testFunc();
   }
 }
 
@@ -71,9 +91,152 @@ void TradingBot::retrieveOrders()
   bookAsks.clear();
   bookAsks = merkel->getCurrentAsks();
   bookBids.clear();
-  bookBids = merkel->getCurrentBids();std::cout << bookBids[0].product << std::endl;
+  bookBids = merkel->getCurrentBids();
+}
+
+// Predict the next rates for all products
+void TradingBot::predictRates()
+{
+  if (bookAsks.size() == 0 || bookBids.size() == 0)
+  {
+    std::cout << "No orders have been imported. Import orders and try again" << std::endl;
+    return;
+  }
+
+  // We'll go through all products and get the mean
+  std::vector<std::string> products = merkel->getKnownProducts();
+
+  // Get all asks and store the mean
+  std::map<std::string, double> askMap;
+  for (const std::string &product : products)
+  {
+    askMap[product] = getMean(bookAsks, product);
+  }
+  askHistory.push_back(askMap);
+
+  // Get all bids and store the mean
+  std::map<std::string, double> bidMap;
+  for (const std::string &product : products)
+  {
+    bidMap[product] = getMean(bookBids, product);
+  }
+  bidHistory.push_back(bidMap);
+
+  // If the history vectors only have 1 element, then we're at the first time slot
+  // Our prediction will be half way between the mean ask and bid
+  if (bidHistory.size() == 1)
+  {
+    for (std::string &product : products)
+    {
+      predictedAsks[product] = (bidHistory[0][product] + askHistory[0][product]) / 2;
+      predictedBids[product] = predictedAsks[product];
+    }
+  }
+
+  //std::map<std::string, std::vector<double>> provMap;
+
+  //askHistory.push_back(getMean(bookAsks));
+  //bidHistory.push_back(getMean(bookBids));
+}
+
+// return the mean price from the vector
+double TradingBot::getMean(std::vector<OrderBookEntry> orders, std::string product)
+{
+  double sum = 0;
+  for (const OrderBookEntry &order : orders)
+  {
+    if (order.product == product)
+      sum += order.price;
+  }
+  return sum / orders.size();
+}
+
+// Print predictions if they have been made
+void TradingBot::printPredictions()
+{
+  std::cout << "Asks" << std::endl;
+  if (predictedAsks.size() == 0)
+    std::cout << "No ask predictions have been made yet" << std::endl;
+  for (auto const &ask : predictedAsks)
+  {
+    std::cout << ask.first << " - " << ask.second << std::endl;
+  }
+
+  std::cout << "Bids" << std::endl;
+  if (predictedBids.size() == 0)
+    std::cout << "No bid predictions have been made yet" << std::endl;
+  for (auto const &bid : predictedBids)
+  {
+    std::cout << bid.first << " - " << bid.second << std::endl;
+  }
 }
 
 void TradingBot::testFunc()
 {
+  std::cout << "Asks" << std::endl;
+  for (auto const &ask : predictedAsks)
+  {
+    std::cout << ask.first << " - " << ask.second << std::endl;
+  }
+
+  std::cout << "Bids" << std::endl;
+  for (auto const &bid : predictedBids)
+  {
+    std::cout << bid.first << " - " << bid.second << std::endl;
+  }
+
+  //std::cout << "Ask: " << askHistory[0] << std::endl;
+  return;
+  std::cout << "Asks" << std::endl;
+  for (int i = 0; i < bookAsks.size(); ++i)
+  {
+    std::cout << "Entry: " << bookAsks[i].timestamp << " - "
+              << bookAsks[i].product << " - "
+              << OrderBookEntry::OrderBookTypeToString(bookAsks[i].orderType) << " - "
+              << std::fixed << bookAsks[i].price << " - "
+              << std::fixed << bookAsks[i].amount << " - "
+              << bookAsks[i].username << std::endl;
+  }
+
+  std::cout << "Bids" << std::endl;
+  for (int i = 0; i < bookBids.size(); ++i)
+  {
+    std::cout << "Entry: " << bookBids[i].timestamp << " - "
+              << bookBids[i].product << " - "
+              << OrderBookEntry::OrderBookTypeToString(bookBids[i].orderType) << " - "
+              << std::fixed << bookBids[i].price << " - "
+              << std::fixed << bookBids[i].amount << " - "
+              << bookBids[i].username << std::endl;
+  }
+
+  return;
+  std::vector<OrderBookEntry> currentAsks = merkel->getCurrentAsks();
+  std::cout.precision(8);
+  for (int i = 0; i < currentAsks.size(); ++i)
+  {
+    //std::cout << merkel->getCurrentTime() << std::endl;
+    if (currentAsks[i].product == "DOGE/BTC")
+    {
+      //std::cout.precision(14);
+      std::cout << "Entry: " << currentAsks[i].timestamp << " - "
+                << currentAsks[i].product << " - "
+                << OrderBookEntry::OrderBookTypeToString(currentAsks[i].orderType) << " - "
+                << std::fixed << currentAsks[i].price << " - "
+                << std::fixed << currentAsks[i].amount << " - "
+                << currentAsks[i].username << std::endl;
+    }
+  }
+
+  return;
+
+  std::vector<std::string> prods = merkel->getKnownProducts();
+  for (int i = 0; i < prods.size(); ++i)
+  {
+    std::cout << prods[i] << std::endl;
+  }
+  return;
+
+  std::string test1 = OrderBookEntry::OrderBookTypeToString(OrderBookType::bid);
+  std::cout << test1 << std::endl;
+  return;
 }