Add Bot.h and Bot.cpp
This commit is contained in:
@ -2,10 +2,8 @@
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#include <iostream>
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#include <fstream>
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CSVReader::CSVReader()
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{
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}
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std::vector<OrderBookEntry> CSVReader::readCSV(std::string csvFilename)
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@ -16,38 +14,44 @@ std::vector<OrderBookEntry> CSVReader::readCSV(std::string csvFilename)
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std::string line;
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if (csvFile.is_open())
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{
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while(std::getline(csvFile, line))
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while (std::getline(csvFile, line))
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{
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try {
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try
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{
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OrderBookEntry obe = stringsToOBE(tokenise(line, ','));
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entries.push_back(obe);
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}catch(const std::exception& e)
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{
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std::cout << "CSVReader::readCSV bad data" << std::endl;
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}
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}// end of while
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}
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catch (const std::exception &e)
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{
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std::cout << "CSVReader::readCSV bad data" << std::endl;
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}
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} // end of while
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}
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std::cout << "CSVReader::readCSV read " << entries.size() << " entries" << std::endl;
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return entries;
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std::cout << "CSVReader::readCSV read " << entries.size() << " entries" << std::endl;
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return entries;
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}
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std::vector<std::string> CSVReader::tokenise(std::string csvLine, char separator)
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{
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std::vector<std::string> tokens;
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signed int start, end;
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std::string token;
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std::vector<std::string> tokens;
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signed int start, end;
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std::string token;
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start = csvLine.find_first_not_of(separator, 0);
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do{
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do
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{
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end = csvLine.find_first_of(separator, start);
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if (start == csvLine.length() || start == end) break;
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if (end >= 0) token = csvLine.substr(start, end - start);
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else token = csvLine.substr(start, csvLine.length() - start);
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if (start == csvLine.length() || start == end)
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break;
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if (end >= 0)
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token = csvLine.substr(start, end - start);
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else
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token = csvLine.substr(start, csvLine.length() - start);
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tokens.push_back(token);
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start = end + 1;
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}while(end > 0);
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start = end + 1;
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} while (end > 0);
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return tokens;
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return tokens;
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}
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OrderBookEntry CSVReader::stringsToOBE(std::vector<std::string> tokens)
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@ -60,46 +64,50 @@ OrderBookEntry CSVReader::stringsToOBE(std::vector<std::string> tokens)
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throw std::exception{};
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}
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// we have 5 tokens
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try {
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price = std::stod(tokens[3]);
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amount = std::stod(tokens[4]);
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}catch(const std::exception& e){
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std::cout << "CSVReader::stringsToOBE Bad float! " << tokens[3]<< std::endl;
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std::cout << "CSVReader::stringsToOBE Bad float! " << tokens[4]<< std::endl;
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throw;
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try
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{
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price = std::stod(tokens[3]);
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amount = std::stod(tokens[4]);
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}
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catch (const std::exception &e)
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{
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std::cout << "CSVReader::stringsToOBE Bad float! " << tokens[3] << std::endl;
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std::cout << "CSVReader::stringsToOBE Bad float! " << tokens[4] << std::endl;
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throw;
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}
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OrderBookEntry obe{price,
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amount,
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tokens[0],
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tokens[1],
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OrderBookEntry::stringToOrderBookType(tokens[2])};
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OrderBookEntry obe{price,
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amount,
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tokens[0],
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tokens[1],
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OrderBookEntry::stringToOrderBookType(tokens[2])};
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return obe;
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}
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OrderBookEntry CSVReader::stringsToOBE(std::string priceString,
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std::string amountString,
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std::string timestamp,
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std::string product,
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OrderBookType orderType)
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{
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double price, amount;
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try
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{
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price = std::stod(priceString);
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amount = std::stod(amountString);
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}
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catch (const std::exception &e)
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{
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std::cout << "CSVReader::stringsToOBE Bad float! " << priceString << std::endl;
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std::cout << "CSVReader::stringsToOBE Bad float! " << amountString << std::endl;
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throw;
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}
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OrderBookEntry obe{price,
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amount,
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timestamp,
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product,
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orderType};
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return obe;
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}
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OrderBookEntry CSVReader::stringsToOBE(std::string priceString,
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std::string amountString,
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std::string timestamp,
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std::string product,
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OrderBookType orderType)
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{
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double price, amount;
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try {
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price = std::stod(priceString);
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amount = std::stod(amountString);
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}catch(const std::exception& e){
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std::cout << "CSVReader::stringsToOBE Bad float! " << priceString<< std::endl;
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std::cout << "CSVReader::stringsToOBE Bad float! " << amountString<< std::endl;
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throw;
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}
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OrderBookEntry obe{price,
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amount,
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timestamp,
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product,
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orderType};
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return obe;
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}
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@ -4,22 +4,20 @@
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#include <vector>
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#include <string>
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class CSVReader
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{
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public:
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CSVReader();
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public:
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CSVReader();
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static std::vector<OrderBookEntry> readCSV(std::string csvFile);
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static std::vector<std::string> tokenise(std::string csvLine, char separator);
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static OrderBookEntry stringsToOBE(std::string price,
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std::string amount,
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std::string timestamp,
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std::string product,
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OrderBookType OrderBookType);
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static std::vector<OrderBookEntry> readCSV(std::string csvFile);
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static std::vector<std::string> tokenise(std::string csvLine, char separator);
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private:
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static OrderBookEntry stringsToOBE(std::vector<std::string> strings);
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static OrderBookEntry stringsToOBE(std::string price,
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std::string amount,
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std::string timestamp,
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std::string product,
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OrderBookType OrderBookType);
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private:
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static OrderBookEntry stringsToOBE(std::vector<std::string> strings);
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};
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@ -6,7 +6,6 @@
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MerkelMain::MerkelMain()
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{
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}
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void MerkelMain::init()
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@ -16,7 +15,7 @@ void MerkelMain::init()
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wallet.insertCurrency("BTC", 10);
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while(true)
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while (true)
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{
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printMenu();
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input = getUserOption();
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@ -24,7 +23,6 @@ void MerkelMain::init()
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}
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}
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void MerkelMain::printMenu()
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{
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// 1 print help
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@ -33,11 +31,11 @@ void MerkelMain::printMenu()
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std::cout << "2: Print exchange stats" << std::endl;
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// 3 make an offer
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std::cout << "3: Make an offer " << std::endl;
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// 4 make a bid
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// 4 make a bid
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std::cout << "4: Make a bid " << std::endl;
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// 5 print wallet
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std::cout << "5: Print wallet " << std::endl;
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// 6 continue
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// 6 continue
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std::cout << "6: Continue " << std::endl;
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std::cout << "============== " << std::endl;
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@ -52,34 +50,15 @@ void MerkelMain::printHelp()
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void MerkelMain::printMarketStats()
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{
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for (std::string const& p : orderBook.getKnownProducts())
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for (std::string const &p : orderBook.getKnownProducts())
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{
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std::cout << "Product: " << p << std::endl;
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std::vector<OrderBookEntry> entries = orderBook.getOrders(OrderBookType::ask,
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p, currentTime);
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std::vector<OrderBookEntry> entries = orderBook.getOrders(OrderBookType::ask,
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p, currentTime);
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std::cout << "Asks seen: " << entries.size() << std::endl;
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std::cout << "Max ask: " << OrderBook::getHighPrice(entries) << std::endl;
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std::cout << "Min ask: " << OrderBook::getLowPrice(entries) << std::endl;
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}
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// std::cout << "OrderBook contains : " << orders.size() << " entries" << std::endl;
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// unsigned int bids = 0;
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// unsigned int asks = 0;
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// for (OrderBookEntry& e : orders)
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// {
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// if (e.orderType == OrderBookType::ask)
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// {
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// asks ++;
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// }
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// if (e.orderType == OrderBookType::bid)
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// {
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// bids ++;
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// }
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// }
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// std::cout << "OrderBook asks: " << asks << " bids:" << bids << std::endl;
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}
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void MerkelMain::enterAsk()
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@ -93,28 +72,31 @@ void MerkelMain::enterAsk()
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{
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std::cout << "MerkelMain::enterAsk Bad input! " << input << std::endl;
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}
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else {
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try {
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else
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{
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try
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{
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OrderBookEntry obe = CSVReader::stringsToOBE(
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tokens[1],
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tokens[2],
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currentTime,
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tokens[0],
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OrderBookType::ask
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);
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tokens[2],
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currentTime,
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tokens[0],
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OrderBookType::ask);
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obe.username = "simuser";
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if (wallet.canFulfillOrder(obe))
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{
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std::cout << "Wallet looks good. " << std::endl;
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orderBook.insertOrder(obe);
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}
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else {
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else
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{
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std::cout << "Wallet has insufficient funds . " << std::endl;
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}
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}catch (const std::exception& e)
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}
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catch (const std::exception &e)
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{
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std::cout << " MerkelMain::enterAsk Bad input " << std::endl;
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}
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}
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}
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}
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@ -129,15 +111,16 @@ void MerkelMain::enterBid()
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{
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std::cout << "MerkelMain::enterBid Bad input! " << input << std::endl;
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}
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else {
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try {
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else
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{
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try
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{
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OrderBookEntry obe = CSVReader::stringsToOBE(
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tokens[1],
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tokens[2],
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currentTime,
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tokens[0],
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OrderBookType::bid
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);
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tokens[2],
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currentTime,
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tokens[0],
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OrderBookType::bid);
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obe.username = "simuser";
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if (wallet.canFulfillOrder(obe))
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@ -145,13 +128,15 @@ void MerkelMain::enterBid()
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std::cout << "Wallet looks good. " << std::endl;
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orderBook.insertOrder(obe);
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}
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else {
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else
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{
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std::cout << "Wallet has insufficient funds . " << std::endl;
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}
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}catch (const std::exception& e)
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}
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catch (const std::exception &e)
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{
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std::cout << " MerkelMain::enterBid Bad input " << std::endl;
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}
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}
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}
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}
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@ -159,41 +144,42 @@ void MerkelMain::printWallet()
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{
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std::cout << wallet.toString() << std::endl;
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}
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void MerkelMain::gotoNextTimeframe()
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{
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std::cout << "Going to next time frame. " << std::endl;
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for (std::string p : orderBook.getKnownProducts())
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{
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std::cout << "matching " << p << std::endl;
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std::vector<OrderBookEntry> sales = orderBook.matchAsksToBids(p, currentTime);
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std::vector<OrderBookEntry> sales = orderBook.matchAsksToBids(p, currentTime);
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std::cout << "Sales: " << sales.size() << std::endl;
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for (OrderBookEntry& sale : sales)
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for (OrderBookEntry &sale : sales)
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{
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std::cout << "Sale price: " << sale.price << " amount " << sale.amount << std::endl;
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std::cout << "Sale price: " << sale.price << " amount " << sale.amount << std::endl;
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if (sale.username == "simuser")
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{
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// update the wallet
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wallet.processSale(sale);
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}
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}
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}
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currentTime = orderBook.getNextTime(currentTime);
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}
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int MerkelMain::getUserOption()
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{
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int userOption = 0;
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std::string line;
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std::cout << "Type in 1-6" << std::endl;
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std::getline(std::cin, line);
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try{
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userOption = std::stoi(line);
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}catch(const std::exception& e)
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try
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{
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//
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userOption = std::stoi(line);
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}
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catch (const std::exception &e)
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{
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//
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||||
}
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std::cout << "You chose: " << userOption << std::endl;
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return userOption;
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@ -205,28 +191,28 @@ void MerkelMain::processUserOption(int userOption)
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{
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std::cout << "Invalid choice. Choose 1-6" << std::endl;
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}
|
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if (userOption == 1)
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if (userOption == 1)
|
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{
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printHelp();
|
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}
|
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if (userOption == 2)
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if (userOption == 2)
|
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{
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printMarketStats();
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}
|
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if (userOption == 3)
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if (userOption == 3)
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{
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enterAsk();
|
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}
|
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if (userOption == 4)
|
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if (userOption == 4)
|
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{
|
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enterBid();
|
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}
|
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if (userOption == 5)
|
||||
if (userOption == 5)
|
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{
|
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printWallet();
|
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}
|
||||
if (userOption == 6)
|
||||
if (userOption == 6)
|
||||
{
|
||||
gotoNextTimeframe();
|
||||
}
|
||||
}
|
||||
}
|
||||
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||||
@ -5,28 +5,27 @@
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||||
#include "OrderBook.h"
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||||
#include "Wallet.h"
|
||||
|
||||
|
||||
class MerkelMain
|
||||
{
|
||||
public:
|
||||
MerkelMain();
|
||||
/** Call this to start the sim */
|
||||
void init();
|
||||
private:
|
||||
void printMenu();
|
||||
void printHelp();
|
||||
void printMarketStats();
|
||||
void enterAsk();
|
||||
void enterBid();
|
||||
void printWallet();
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||||
void gotoNextTimeframe();
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||||
int getUserOption();
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||||
void processUserOption(int userOption);
|
||||
public:
|
||||
MerkelMain();
|
||||
/** Call this to start the sim */
|
||||
void init();
|
||||
|
||||
std::string currentTime;
|
||||
private:
|
||||
void printMenu();
|
||||
void printHelp();
|
||||
void printMarketStats();
|
||||
void enterAsk();
|
||||
void enterBid();
|
||||
void printWallet();
|
||||
void gotoNextTimeframe();
|
||||
int getUserOption();
|
||||
void processUserOption(int userOption);
|
||||
|
||||
// OrderBook orderBook{"20200317.csv"};
|
||||
OrderBook orderBook{"20200601.csv"};
|
||||
Wallet wallet;
|
||||
std::string currentTime;
|
||||
|
||||
// OrderBook orderBook{"20200317.csv"};
|
||||
OrderBook orderBook{"20200601.csv"};
|
||||
Wallet wallet;
|
||||
};
|
||||
|
||||
@ -4,7 +4,6 @@
|
||||
#include <algorithm>
|
||||
#include <iostream>
|
||||
|
||||
|
||||
/** construct, reading a csv data file */
|
||||
OrderBook::OrderBook(std::string filename)
|
||||
{
|
||||
@ -16,15 +15,15 @@ std::vector<std::string> OrderBook::getKnownProducts()
|
||||
{
|
||||
std::vector<std::string> products;
|
||||
|
||||
std::map<std::string,bool> prodMap;
|
||||
std::map<std::string, bool> prodMap;
|
||||
|
||||
for (OrderBookEntry& e : orders)
|
||||
for (OrderBookEntry &e : orders)
|
||||
{
|
||||
prodMap[e.product] = true;
|
||||
}
|
||||
|
||||
|
||||
// now flatten the map to a vector of strings
|
||||
for (auto const& e : prodMap)
|
||||
for (auto const &e : prodMap)
|
||||
{
|
||||
products.push_back(e.first);
|
||||
}
|
||||
@ -32,41 +31,41 @@ std::vector<std::string> OrderBook::getKnownProducts()
|
||||
return products;
|
||||
}
|
||||
/** return vector of Orders according to the sent filters*/
|
||||
std::vector<OrderBookEntry> OrderBook::getOrders(OrderBookType type,
|
||||
std::string product,
|
||||
std::string timestamp)
|
||||
std::vector<OrderBookEntry> OrderBook::getOrders(OrderBookType type,
|
||||
std::string product,
|
||||
std::string timestamp)
|
||||
{
|
||||
std::vector<OrderBookEntry> orders_sub;
|
||||
for (OrderBookEntry& e : orders)
|
||||
for (OrderBookEntry &e : orders)
|
||||
{
|
||||
if (e.orderType == type &&
|
||||
e.product == product &&
|
||||
e.timestamp == timestamp )
|
||||
{
|
||||
orders_sub.push_back(e);
|
||||
}
|
||||
if (e.orderType == type &&
|
||||
e.product == product &&
|
||||
e.timestamp == timestamp)
|
||||
{
|
||||
orders_sub.push_back(e);
|
||||
}
|
||||
}
|
||||
return orders_sub;
|
||||
}
|
||||
|
||||
|
||||
double OrderBook::getHighPrice(std::vector<OrderBookEntry>& orders)
|
||||
double OrderBook::getHighPrice(std::vector<OrderBookEntry> &orders)
|
||||
{
|
||||
double max = orders[0].price;
|
||||
for (OrderBookEntry& e : orders)
|
||||
for (OrderBookEntry &e : orders)
|
||||
{
|
||||
if (e.price > max)max = e.price;
|
||||
if (e.price > max)
|
||||
max = e.price;
|
||||
}
|
||||
return max;
|
||||
}
|
||||
|
||||
|
||||
double OrderBook::getLowPrice(std::vector<OrderBookEntry>& orders)
|
||||
double OrderBook::getLowPrice(std::vector<OrderBookEntry> &orders)
|
||||
{
|
||||
double min = orders[0].price;
|
||||
for (OrderBookEntry& e : orders)
|
||||
for (OrderBookEntry &e : orders)
|
||||
{
|
||||
if (e.price < min)min = e.price;
|
||||
if (e.price < min)
|
||||
min = e.price;
|
||||
}
|
||||
return min;
|
||||
}
|
||||
@ -79,9 +78,9 @@ std::string OrderBook::getEarliestTime()
|
||||
std::string OrderBook::getNextTime(std::string timestamp)
|
||||
{
|
||||
std::string next_timestamp = "";
|
||||
for (OrderBookEntry& e : orders)
|
||||
for (OrderBookEntry &e : orders)
|
||||
{
|
||||
if (e.timestamp > timestamp)
|
||||
if (e.timestamp > timestamp)
|
||||
{
|
||||
next_timestamp = e.timestamp;
|
||||
break;
|
||||
@ -94,7 +93,7 @@ std::string OrderBook::getNextTime(std::string timestamp)
|
||||
return next_timestamp;
|
||||
}
|
||||
|
||||
void OrderBook::insertOrder(OrderBookEntry& order)
|
||||
void OrderBook::insertOrder(OrderBookEntry &order)
|
||||
{
|
||||
orders.push_back(order);
|
||||
std::sort(orders.begin(), orders.end(), OrderBookEntry::compareByTimestamp);
|
||||
@ -102,17 +101,17 @@ void OrderBook::insertOrder(OrderBookEntry& order)
|
||||
|
||||
std::vector<OrderBookEntry> OrderBook::matchAsksToBids(std::string product, std::string timestamp)
|
||||
{
|
||||
// asks = orderbook.asks
|
||||
std::vector<OrderBookEntry> asks = getOrders(OrderBookType::ask,
|
||||
product,
|
||||
// asks = orderbook.asks
|
||||
std::vector<OrderBookEntry> asks = getOrders(OrderBookType::ask,
|
||||
product,
|
||||
timestamp);
|
||||
// bids = orderbook.bids
|
||||
std::vector<OrderBookEntry> bids = getOrders(OrderBookType::bid,
|
||||
product,
|
||||
timestamp);
|
||||
// bids = orderbook.bids
|
||||
std::vector<OrderBookEntry> bids = getOrders(OrderBookType::bid,
|
||||
product,
|
||||
timestamp);
|
||||
|
||||
// sales = []
|
||||
std::vector<OrderBookEntry> sales;
|
||||
std::vector<OrderBookEntry> sales;
|
||||
|
||||
// I put in a little check to ensure we have bids and asks
|
||||
// to process.
|
||||
@ -127,24 +126,24 @@ std::vector<OrderBookEntry> OrderBook::matchAsksToBids(std::string product, std:
|
||||
// sort bids highest first
|
||||
std::sort(bids.begin(), bids.end(), OrderBookEntry::compareByPriceDesc);
|
||||
// for ask in asks:
|
||||
std::cout << "max ask " << asks[asks.size()-1].price << std::endl;
|
||||
std::cout << "max ask " << asks[asks.size() - 1].price << std::endl;
|
||||
std::cout << "min ask " << asks[0].price << std::endl;
|
||||
std::cout << "max bid " << bids[0].price << std::endl;
|
||||
std::cout << "min bid " << bids[bids.size()-1].price << std::endl;
|
||||
|
||||
for (OrderBookEntry& ask : asks)
|
||||
std::cout << "min bid " << bids[bids.size() - 1].price << std::endl;
|
||||
|
||||
for (OrderBookEntry &ask : asks)
|
||||
{
|
||||
// for bid in bids:
|
||||
for (OrderBookEntry& bid : bids)
|
||||
// for bid in bids:
|
||||
for (OrderBookEntry &bid : bids)
|
||||
{
|
||||
// if bid.price >= ask.price # we have a match
|
||||
// if bid.price >= ask.price # we have a match
|
||||
if (bid.price >= ask.price)
|
||||
{
|
||||
// sale = new order()
|
||||
// sale.price = ask.price
|
||||
OrderBookEntry sale{ask.price, 0, timestamp,
|
||||
product,
|
||||
OrderBookType::asksale};
|
||||
// sale = new order()
|
||||
// sale.price = ask.price
|
||||
OrderBookEntry sale{ask.price, 0, timestamp,
|
||||
product,
|
||||
OrderBookType::asksale};
|
||||
|
||||
if (bid.username == "simuser")
|
||||
{
|
||||
@ -154,63 +153,62 @@ std::vector<OrderBookEntry> OrderBook::matchAsksToBids(std::string product, std:
|
||||
if (ask.username == "simuser")
|
||||
{
|
||||
sale.username = "simuser";
|
||||
sale.orderType = OrderBookType::asksale;
|
||||
sale.orderType = OrderBookType::asksale;
|
||||
}
|
||||
|
||||
// # now work out how much was sold and
|
||||
// # create new bids and asks covering
|
||||
// # anything that was not sold
|
||||
// if bid.amount == ask.amount: # bid completely clears ask
|
||||
|
||||
// # now work out how much was sold and
|
||||
// # create new bids and asks covering
|
||||
// # anything that was not sold
|
||||
// if bid.amount == ask.amount: # bid completely clears ask
|
||||
if (bid.amount == ask.amount)
|
||||
{
|
||||
// sale.amount = ask.amount
|
||||
// sale.amount = ask.amount
|
||||
sale.amount = ask.amount;
|
||||
// sales.append(sale)
|
||||
// sales.append(sale)
|
||||
sales.push_back(sale);
|
||||
// bid.amount = 0 # make sure the bid is not processed again
|
||||
// bid.amount = 0 # make sure the bid is not processed again
|
||||
bid.amount = 0;
|
||||
// # can do no more with this ask
|
||||
// # go onto the next ask
|
||||
// break
|
||||
// # can do no more with this ask
|
||||
// # go onto the next ask
|
||||
// break
|
||||
break;
|
||||
}
|
||||
// if bid.amount > ask.amount: # ask is completely gone slice the bid
|
||||
// if bid.amount > ask.amount: # ask is completely gone slice the bid
|
||||
if (bid.amount > ask.amount)
|
||||
{
|
||||
// sale.amount = ask.amount
|
||||
// sale.amount = ask.amount
|
||||
sale.amount = ask.amount;
|
||||
// sales.append(sale)
|
||||
// sales.append(sale)
|
||||
sales.push_back(sale);
|
||||
// # we adjust the bid in place
|
||||
// # so it can be used to process the next ask
|
||||
// bid.amount = bid.amount - ask.amount
|
||||
bid.amount = bid.amount - ask.amount;
|
||||
// # ask is completely gone, so go to next ask
|
||||
// break
|
||||
// # we adjust the bid in place
|
||||
// # so it can be used to process the next ask
|
||||
// bid.amount = bid.amount - ask.amount
|
||||
bid.amount = bid.amount - ask.amount;
|
||||
// # ask is completely gone, so go to next ask
|
||||
// break
|
||||
break;
|
||||
}
|
||||
|
||||
|
||||
// if bid.amount < ask.amount # bid is completely gone, slice the ask
|
||||
if (bid.amount < ask.amount &&
|
||||
bid.amount > 0)
|
||||
// if bid.amount < ask.amount # bid is completely gone, slice the ask
|
||||
if (bid.amount < ask.amount &&
|
||||
bid.amount > 0)
|
||||
{
|
||||
// sale.amount = bid.amount
|
||||
// sale.amount = bid.amount
|
||||
sale.amount = bid.amount;
|
||||
// sales.append(sale)
|
||||
// sales.append(sale)
|
||||
sales.push_back(sale);
|
||||
// # update the ask
|
||||
// # and allow further bids to process the remaining amount
|
||||
// ask.amount = ask.amount - bid.amount
|
||||
// # update the ask
|
||||
// # and allow further bids to process the remaining amount
|
||||
// ask.amount = ask.amount - bid.amount
|
||||
ask.amount = ask.amount - bid.amount;
|
||||
// bid.amount = 0 # make sure the bid is not processed again
|
||||
// bid.amount = 0 # make sure the bid is not processed again
|
||||
bid.amount = 0;
|
||||
// # some ask remains so go to the next bid
|
||||
// continue
|
||||
// # some ask remains so go to the next bid
|
||||
// continue
|
||||
continue;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
return sales;
|
||||
return sales;
|
||||
}
|
||||
|
||||
@ -6,33 +6,31 @@
|
||||
|
||||
class OrderBook
|
||||
{
|
||||
public:
|
||||
public:
|
||||
/** construct, reading a csv data file */
|
||||
OrderBook(std::string filename);
|
||||
OrderBook(std::string filename);
|
||||
/** return vector of all know products in the dataset*/
|
||||
std::vector<std::string> getKnownProducts();
|
||||
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);
|
||||
std::vector<OrderBookEntry> getOrders(OrderBookType type,
|
||||
std::string product,
|
||||
std::string timestamp);
|
||||
|
||||
/** returns the earliest time in the orderbook*/
|
||||
std::string getEarliestTime();
|
||||
/** returns the next time after the
|
||||
/** returns the earliest time in the orderbook*/
|
||||
std::string getEarliestTime();
|
||||
/** returns the next time after the
|
||||
* sent time in the orderbook
|
||||
* If there is no next timestamp, wraps around to the start
|
||||
* */
|
||||
std::string getNextTime(std::string timestamp);
|
||||
std::string getNextTime(std::string timestamp);
|
||||
|
||||
void insertOrder(OrderBookEntry& order);
|
||||
void insertOrder(OrderBookEntry &order);
|
||||
|
||||
std::vector<OrderBookEntry> matchAsksToBids(std::string product, std::string timestamp);
|
||||
|
||||
static double getHighPrice(std::vector<OrderBookEntry>& orders);
|
||||
static double getLowPrice(std::vector<OrderBookEntry>& orders);
|
||||
|
||||
private:
|
||||
std::vector<OrderBookEntry> orders;
|
||||
std::vector<OrderBookEntry> matchAsksToBids(std::string product, std::string timestamp);
|
||||
|
||||
static double getHighPrice(std::vector<OrderBookEntry> &orders);
|
||||
static double getLowPrice(std::vector<OrderBookEntry> &orders);
|
||||
|
||||
private:
|
||||
std::vector<OrderBookEntry> orders;
|
||||
};
|
||||
|
||||
@ -1,20 +1,20 @@
|
||||
#include "OrderBookEntry.h"
|
||||
|
||||
OrderBookEntry::OrderBookEntry( double _price,
|
||||
double _amount,
|
||||
std::string _timestamp,
|
||||
std::string _product,
|
||||
OrderBookType _orderType,
|
||||
std::string _username)
|
||||
: price(_price),
|
||||
amount(_amount),
|
||||
timestamp(_timestamp),
|
||||
product(_product),
|
||||
orderType(_orderType),
|
||||
username(_username)
|
||||
OrderBookEntry::OrderBookEntry(
|
||||
double _price,
|
||||
double _amount,
|
||||
std::string _timestamp,
|
||||
std::string _product,
|
||||
OrderBookType _orderType,
|
||||
std::string _username)
|
||||
:
|
||||
price(_price),
|
||||
amount(_amount),
|
||||
timestamp(_timestamp),
|
||||
product(_product),
|
||||
orderType(_orderType),
|
||||
username(_username)
|
||||
{
|
||||
|
||||
|
||||
}
|
||||
|
||||
OrderBookType OrderBookEntry::stringToOrderBookType(std::string s)
|
||||
|
||||
@ -2,39 +2,44 @@
|
||||
|
||||
#include <string>
|
||||
|
||||
enum class OrderBookType{bid, ask, unknown, asksale, bidsale};
|
||||
enum class OrderBookType
|
||||
{
|
||||
bid,
|
||||
ask,
|
||||
unknown,
|
||||
asksale,
|
||||
bidsale
|
||||
};
|
||||
|
||||
class OrderBookEntry
|
||||
{
|
||||
public:
|
||||
|
||||
public:
|
||||
OrderBookEntry(double _price,
|
||||
double _amount,
|
||||
std::string _timestamp,
|
||||
std::string _product,
|
||||
OrderBookType _orderType,
|
||||
std::string username = "dataset");
|
||||
|
||||
OrderBookEntry( double _price,
|
||||
double _amount,
|
||||
std::string _timestamp,
|
||||
std::string _product,
|
||||
OrderBookType _orderType,
|
||||
std::string username = "dataset");
|
||||
static OrderBookType stringToOrderBookType(std::string s);
|
||||
|
||||
static OrderBookType stringToOrderBookType(std::string s);
|
||||
static bool compareByTimestamp(OrderBookEntry &e1, OrderBookEntry &e2)
|
||||
{
|
||||
return e1.timestamp < e2.timestamp;
|
||||
}
|
||||
static bool compareByPriceAsc(OrderBookEntry &e1, OrderBookEntry &e2)
|
||||
{
|
||||
return e1.price < e2.price;
|
||||
}
|
||||
static bool compareByPriceDesc(OrderBookEntry &e1, OrderBookEntry &e2)
|
||||
{
|
||||
return e1.price > e2.price;
|
||||
}
|
||||
|
||||
static bool compareByTimestamp(OrderBookEntry& e1, OrderBookEntry& e2)
|
||||
{
|
||||
return e1.timestamp < e2.timestamp;
|
||||
}
|
||||
static bool compareByPriceAsc(OrderBookEntry& e1, OrderBookEntry& e2)
|
||||
{
|
||||
return e1.price < e2.price;
|
||||
}
|
||||
static bool compareByPriceDesc(OrderBookEntry& e1, OrderBookEntry& e2)
|
||||
{
|
||||
return e1.price > e2.price;
|
||||
}
|
||||
|
||||
double price;
|
||||
double amount;
|
||||
std::string timestamp;
|
||||
std::string product;
|
||||
OrderBookType orderType;
|
||||
std::string username;
|
||||
double price;
|
||||
double amount;
|
||||
std::string timestamp;
|
||||
std::string product;
|
||||
OrderBookType orderType;
|
||||
std::string username;
|
||||
};
|
||||
|
||||
@ -0,0 +1,20 @@
|
||||
#include "TradingBot.h"
|
||||
#include <iostream>
|
||||
|
||||
Bot::Bot(std::string filename)
|
||||
{
|
||||
orders = CSVReader::readCSV(filename);
|
||||
Print(20);
|
||||
}
|
||||
|
||||
void Bot::Print(int intLimit)
|
||||
{
|
||||
int i = 0;
|
||||
for (OrderBookEntry &entry : orders)
|
||||
{
|
||||
std::cout << entry.product << " " << entry.price << " " << entry.amount << std::endl;
|
||||
i++;
|
||||
if (i == intLimit)
|
||||
break;
|
||||
}
|
||||
}
|
||||
@ -0,0 +1,15 @@
|
||||
#pragma once
|
||||
|
||||
#include "OrderBook.h"
|
||||
#include <vector>
|
||||
//#include "CSVReader.h"
|
||||
|
||||
class Bot
|
||||
{
|
||||
public:
|
||||
Bot(std::string filename);
|
||||
void Print(int intLimit);
|
||||
|
||||
private:
|
||||
std::vector<OrderBookEntry> orders;
|
||||
};
|
||||
@ -4,8 +4,6 @@
|
||||
|
||||
Wallet::Wallet()
|
||||
{
|
||||
|
||||
|
||||
}
|
||||
|
||||
void Wallet::insertCurrency(std::string type, double amount)
|
||||
@ -19,33 +17,35 @@ void Wallet::insertCurrency(std::string type, double amount)
|
||||
{
|
||||
balance = 0;
|
||||
}
|
||||
else { // is there
|
||||
else
|
||||
{ // is there
|
||||
balance = currencies[type];
|
||||
}
|
||||
balance += amount;
|
||||
currencies[type] = balance;
|
||||
balance += amount;
|
||||
currencies[type] = balance;
|
||||
}
|
||||
|
||||
bool Wallet::removeCurrency(std::string type, double amount)
|
||||
{
|
||||
if (amount < 0)
|
||||
{
|
||||
return false;
|
||||
return false;
|
||||
}
|
||||
if (currencies.count(type) == 0) // not there yet
|
||||
{
|
||||
//std::cout << "No currency for " << type << std::endl;
|
||||
return false;
|
||||
}
|
||||
else { // is there - do we have enough
|
||||
if (containsCurrency(type, amount))// we have enough
|
||||
else
|
||||
{ // is there - do we have enough
|
||||
if (containsCurrency(type, amount)) // we have enough
|
||||
{
|
||||
//std::cout << "Removing " << type << ": " << amount << std::endl;
|
||||
currencies[type] -= amount;
|
||||
return true;
|
||||
}
|
||||
}
|
||||
else // they have it but not enough.
|
||||
return false;
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
@ -53,15 +53,14 @@ bool Wallet::containsCurrency(std::string type, double amount)
|
||||
{
|
||||
if (currencies.count(type) == 0) // not there yet
|
||||
return false;
|
||||
else
|
||||
else
|
||||
return currencies[type] >= amount;
|
||||
|
||||
}
|
||||
|
||||
std::string Wallet::toString()
|
||||
{
|
||||
std::string s;
|
||||
for (std::pair<std::string,double> pair : currencies)
|
||||
for (std::pair<std::string, double> pair : currencies)
|
||||
{
|
||||
std::string currency = pair.first;
|
||||
double amount = pair.second;
|
||||
@ -91,12 +90,10 @@ bool Wallet::canFulfillOrder(OrderBookEntry order)
|
||||
return containsCurrency(currency, amount);
|
||||
}
|
||||
|
||||
|
||||
return false;
|
||||
return false;
|
||||
}
|
||||
|
||||
|
||||
void Wallet::processSale(OrderBookEntry& sale)
|
||||
void Wallet::processSale(OrderBookEntry &sale)
|
||||
{
|
||||
std::vector<std::string> currs = CSVReader::tokenise(sale.product, '/');
|
||||
// ask
|
||||
@ -109,7 +106,6 @@ void Wallet::processSale(OrderBookEntry& sale)
|
||||
|
||||
currencies[incomingCurrency] += incomingAmount;
|
||||
currencies[outgoingCurrency] -= outgoingAmount;
|
||||
|
||||
}
|
||||
// bid
|
||||
if (sale.orderType == OrderBookType::bidsale)
|
||||
@ -123,9 +119,8 @@ void Wallet::processSale(OrderBookEntry& sale)
|
||||
currencies[outgoingCurrency] -= outgoingAmount;
|
||||
}
|
||||
}
|
||||
std::ostream& operator<<(std::ostream& os, Wallet& wallet)
|
||||
std::ostream &operator<<(std::ostream &os, Wallet &wallet)
|
||||
{
|
||||
os << wallet.toString();
|
||||
return os;
|
||||
}
|
||||
|
||||
|
||||
@ -5,36 +5,28 @@
|
||||
#include "OrderBookEntry.h"
|
||||
#include <iostream>
|
||||
|
||||
class Wallet
|
||||
class Wallet
|
||||
{
|
||||
public:
|
||||
Wallet();
|
||||
/** insert currency to the wallet */
|
||||
void insertCurrency(std::string type, double amount);
|
||||
/** remove currency from the wallet */
|
||||
bool removeCurrency(std::string type, double amount);
|
||||
|
||||
/** check if the wallet contains this much currency or more */
|
||||
bool containsCurrency(std::string type, double amount);
|
||||
/** checks if the wallet can cope with this ask or bid.*/
|
||||
bool canFulfillOrder(OrderBookEntry order);
|
||||
/** update the contents of the wallet
|
||||
public:
|
||||
Wallet();
|
||||
/** insert currency to the wallet */
|
||||
void insertCurrency(std::string type, double amount);
|
||||
/** remove currency from the wallet */
|
||||
bool removeCurrency(std::string type, double amount);
|
||||
|
||||
/** check if the wallet contains this much currency or more */
|
||||
bool containsCurrency(std::string type, double amount);
|
||||
/** checks if the wallet can cope with this ask or bid.*/
|
||||
bool canFulfillOrder(OrderBookEntry order);
|
||||
/** update the contents of the wallet
|
||||
* assumes the order was made by the owner of the wallet
|
||||
*/
|
||||
void processSale(OrderBookEntry& sale);
|
||||
void processSale(OrderBookEntry &sale);
|
||||
|
||||
/** generate a string representation of the wallet */
|
||||
std::string toString();
|
||||
friend std::ostream &operator<<(std::ostream &os, Wallet &wallet);
|
||||
|
||||
/** generate a string representation of the wallet */
|
||||
std::string toString();
|
||||
friend std::ostream& operator<<(std::ostream& os, Wallet& wallet);
|
||||
|
||||
|
||||
private:
|
||||
std::map<std::string,double> currencies;
|
||||
|
||||
private:
|
||||
std::map<std::string, double> currencies;
|
||||
};
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
BIN
CM2005 Object Oriented Programming/Midterm/Midterm Project/a.exe
Normal file
BIN
CM2005 Object Oriented Programming/Midterm/Midterm Project/a.exe
Normal file
Binary file not shown.
@ -1,10 +1,11 @@
|
||||
#include "Wallet.h"
|
||||
#include <iostream>
|
||||
#include "MerkelMain.h"
|
||||
#include "TradingBot.h"
|
||||
|
||||
int main()
|
||||
{
|
||||
{
|
||||
MerkelMain app{};
|
||||
app.init();
|
||||
|
||||
Bot myBot("20200317.csv");
|
||||
//app.init();
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user