From 127d5af6f934b162c98a40ce414b98415d899cea Mon Sep 17 00:00:00 2001
From: Joel Grunbaum <joelgrun@gmail.com>
Date: Fri, 07 Jan 2022 10:43:34 +0000
Subject: [PATCH] finished book
---
book.hpp | 29 +++++++----------------------
1 files changed, 7 insertions(+), 22 deletions(-)
diff --git a/book.hpp b/book.hpp
index a167b32..9e3a89c 100644
--- a/book.hpp
+++ b/book.hpp
@@ -1,10 +1,12 @@
#pragma once
#include <chrono>
+#include <cstddef>
#include <iostream>
#include <queue>
#include <string>
#include <vector>
+#include <algorithm>
enum OrderSideEnum { Buy, Sell };
enum ProductTypeEnum { TEST, FUTURE, SPREAD, CALL, PUT };
@@ -35,31 +37,14 @@
bool operator>=(const Level &a, const Level &b);
bool operator<=(const Level &a, const Level &b);
bool operator==(const Level &a, const Level &b);
+std::ostream& operator<<(std::ostream& out, const Level& a);
template <class T>
struct Side : public std::priority_queue<Level, std::vector<Level>, T> {
public:
- void deleteLevel(std::string orderId) {
- for (auto i = this->c.begin(); i != this->c.end();) {
- if (*i.id == orderId) {
- this->c.erase(i);
- std::make_heap(this->c.begin(), this->c.end(), this->comp);
- }
- }
- }
-
- void topRemoveVolume(int volume) { this->c[0].volume -= volume; }
-
- void printTop(int num = 5) {
- std::sort(this->c.begin(), this->c.end(), this->comp);
- for (int i = 0; i < num && i < this->size(); i++) {
- std::cout << "Price: " << this->c[i].price
- << ", volume: " << this->c[i].volume
- << ", time: " << this->c[i].timestamp.count()
- << ", id: " << this->c[i].id << std::endl;
- }
- std::make_heap(this->c.begin(), this->c.end(), this->comp);
- }
+ void deleteLevel(std::string orderId);
+ void topRemoveVolume(int volume);
+ void printTop(std::size_t num = 5);
};
using AskSide = Side<std::greater<Level>>;
@@ -83,7 +68,7 @@
double pasFee, double broFee);
void ask(Order &order);
void bid(Order &order);
- void printBook();
+ void printBook(std::size_t numOrders = 10);
};
Book testBook(int orders = 10, bool printBook = true);
--
Gitblit v1.9.3