| | |
| | | } |
| | | |
| | | Book::Book() |
| | | : bidSide(), askSide(), productType(TEST), product("a"), stationId("b"), |
| | | : bidSide(), askSide(), productType(TEST), product("a"), stationId(7), |
| | | unit("c"), expiry(std::chrono::nanoseconds(0)), aggFee(1), pasFee(-1), |
| | | broFee(2) |
| | | { |
| | | } |
| | | |
| | | Book::Book(ProductTypeEnum productType, std::string product, |
| | | std::string stationId, std::string unit, |
| | | int stationId, std::string unit, |
| | | std::chrono::nanoseconds expiry, double aggFee, double pasFee, |
| | | double broFee) |
| | | : bidSide{}, askSide{}, productType{productType}, product(product), |
| | |
| | | { |
| | | std::cout << "Sell side: " << this->askSide.size() << std::endl; |
| | | std::vector<Level> askCopy(this->askSide); |
| | | int count = 0; |
| | | std::size_t count = 0; |
| | | std::sort(askCopy.begin(), askCopy.end()); |
| | | for (auto i = askCopy.rbegin(); i != askCopy.rend() && count < numOrders; i++, count++) { |
| | | std::cout << *i << std::endl; |