From 0b7aa02704f6ece97d17fbb118519c5cc62caaba Mon Sep 17 00:00:00 2001
From: Joel Grunbaum <joelgrun@gmail.com>
Date: Wed, 19 Jan 2022 07:45:21 +0000
Subject: [PATCH] Bot prints exchange feed
---
book.hpp | 6 ++++--
1 files changed, 4 insertions(+), 2 deletions(-)
diff --git a/book.hpp b/book.hpp
index ae89819..5d952a3 100644
--- a/book.hpp
+++ b/book.hpp
@@ -6,6 +6,7 @@
#include <iostream>
#include <queue>
#include <string>
+#include <unordered_map>
#include <vector>
namespace book
@@ -42,8 +43,8 @@
std::ostream& operator<<(std::ostream& out, const Level& a);
struct Book {
- std::vector<Level> bidSide;
- std::vector<Level> askSide;
+ std::unordered_map<std::string, Level> bidSide;
+ std::unordered_map<std::string, Level> askSide;
ProductTypeEnum productType;
std::string product;
int stationId;
@@ -52,6 +53,7 @@
double aggFee;
double pasFee;
double broFee;
+ double bomPrice;
Book();
Book(ProductTypeEnum productType, std::string product, int stationId,
--
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