MarketData.h

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#ifndef ATS_MARKETDATA_H
#define ATS_MARKETDATA_H
#include <thread>
#include <mutex>
#include <unordered_map>
#include <unordered_set>
#include "ExchangeManager.h"
#include "OrderManager.h"
 
namespace ats {
    struct Klines {
         std::vector<time_t> times;
         std::vector<double> opens;
         std::vector<double> highs;
         std::vector<double> lows;
         std::vector<double> closes;
         std::vector<double> volumes;
 
         Klines() = default;
 
         void push_back(time_t time, double open, double high, double low, double close, double volume) {
             times.push_back(time);
             opens.push_back(open);
             highs.push_back(high);
             lows.push_back(low);
             closes.push_back(close);
             volumes.push_back(volume);
         }
 
         void pop_back() {
             if (times.empty()) return;
             times.pop_back();
             opens.pop_back();
             highs.pop_back();
             lows.pop_back();
             closes.pop_back();
             volumes.pop_back();
         }
     };
 
    class MarketData {
    private:
        std::thread mMarketDataThread; 
        std::mutex mDataMutex; 
        bool mRunning; 
        std::unordered_set<std::string> mSymbols; 
        std::unordered_map<std::string, std::vector<double>> mPrices; 
        ExchangeManager& mExchangeManager; 
        time_t mUpdateInterval; 
        std::unordered_map<std::string,OrderBook> mOrderBooks; 
        std::map<std::string,double> mBalances; 
        std::map<std::pair<std::string,std::string>,Klines> mKlines; 
    public:
        MarketData(ExchangeManager& ems, time_t updateInterval=1);
 
        ~MarketData();
 
        explicit MarketData(const std::vector<std::string>& symbols, ExchangeManager& ems, time_t updateInterval=1);
 
        void start();
 
        void run();
 
        void stop();
 
        bool isRunning();
 
        void subscribe(const std::string& symbol, std::string interval="3m");
 
        void unsubscribe(const std::string& symbol);
 
        double getPrice(const std::string& symbol);
 
         std::vector<double> getPrices(const std::string& symbol);
 
          std::vector<Trade> getTradeHistory(const std::string& symbol);
 
        double getQtyForPrice(const std::string& symbol, double price);
 
         std::map<std::string,double> getBalances();
 
          std::string getOrderStatus(long id, const std::string& symbol);
 
          OrderBook getOrderBook(const std::string &symbol);
 
           Klines getKlines(const std::string &symbol, const std::string& interval);
 
    private:
        void updatePrice(const std::string& symbol);
 
        void updatePrices();
 
         void updateKlines();
 
        void updateOrderBook(const std::string& symbol);
 
        void updateOrderBooks();
 
        void updateBalances();
 
         double jsonToDouble(Json::Value res);
    };
 
 
} // ats
 
#endif //ATS_MARKETDATA_H