OrderBook.h

//
// Created by Hui Ying Ooi on 16/6/23.
//

#ifndef TRADING_ENGINE_ORDERBOOK_H
#define TRADING_ENGINE_ORDERBOOK_H
#include "OrderBookEntry.h"
#include "CSVReader.h"
#include <string>
#include <vector>

class OrderBook {
public:
    // construct, read a csv data file
    OrderBook(std::string filename);
    // return vector of all known products in the dataset
    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);
    // return 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);

    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;
};


#endif //TRADING_ENGINE_ORDERBOOK_H