26 lines
955 B
C++
26 lines
955 B
C++
#pragma once
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#include "OrderBookEntry.h"
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#include "CSVReader.h"
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#include <string>
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#include <vector>
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class OrderBook
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{
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public:
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/* Construct, reading a csv data file */
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OrderBook(std::string filename);
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/* return vector of all known products in the dataset */
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std::vector<std::string> getKnownProducts();
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/* return vector of Orders according to the sent filters */
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std::vector<OrderBookEntry> getOrders(OrderBookType type, std::string product, std::string timestamp);
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/** returns earliest time in the order book */
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std::string getEarliestTime();
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/** returns the next time after the sent time in the orderbook
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* If no next timestamp is found, wraps to the start */
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std::string getNextTime(std::string timestamp);
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static double getHighPrice(std::vector<OrderBookEntry>& orderList);
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static double getLowPrice(std::vector<OrderBookEntry>& orderList);
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private:
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std::vector<OrderBookEntry> orders;
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}; |