39 lines
1.2 KiB
C++
39 lines
1.2 KiB
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 know 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,
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std::string product,
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std::string timestamp);
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/** returns the earliest time in the orderbook*/
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std::string getEarliestTime();
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/** returns the next time after the
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* sent time in the orderbook
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* If there is no next timestamp, wraps around to the start
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* */
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std::string getNextTime(std::string timestamp);
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void insertOrder(OrderBookEntry& order);
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std::vector<OrderBookEntry> matchAsksToBids(std::string product, std::string timestamp);
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static double getHighPrice(std::vector<OrderBookEntry>& orders);
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static double getLowPrice(std::vector<OrderBookEntry>& orders);
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private:
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std::vector<OrderBookEntry> orders;
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};
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