Added my own modification

CMakeLists.txt

@@ -7,7 +7,7 @@ set(CMAKE_CXX_STANDARD 14)
 
 add_subdirectory(external/curl)
 add_subdirectory(external/jsoncpp)
-add_executable(TradeSim main.cpp src/Market.cpp src/Market.h src/Exchange.cpp src/Exchange.h src/Trader.h src/TradeTracker.cpp src/TradeTracker.h src/Binance.cpp src/Binance.h src/Wallet.cpp src/Wallet.h src/Transaction.cpp src/Transaction.h src/WebAPI.cpp src/WebAPI.h)
+add_executable(TradeSim main.cpp src/Market.cpp src/Market.h src/Exchange.cpp src/Exchange.h src/Trader.h src/TradeTracker.cpp src/TradeTracker.h src/Binance.cpp src/Binance.h src/Wallet.cpp src/Wallet.h src/Transaction.cpp src/Transaction.h src/WebAPI.cpp src/WebAPI.h src/BasicTrader.cpp src/BasicTrader.h src/Trader.cpp)
 target_link_libraries(TradeSim libcurl)
 target_link_libraries(TradeSim jsoncpp_lib)
 include_directories(${CURL_INCLUDE_DIR})

main.cpp

@@ -1,10 +1,29 @@
 #include <iostream>
+#include <thread>
 #include "src/Binance.h"
+#include "src/TradeTracker.h"
+#include "src/BasicTrader.h"
 
 
 int main(void)
 {
+    using namespace std::chrono_literals;
+
     Binance b;
-    std::cout << b.getMarket("BTCBUSD")->getExchangeRate() << std::endl;
+    TradeTracker ttr;
+    ttr.addExchange(&b);
+
+    BasicTrader btr(&ttr);
+    ttr.addTrader(&btr);
+
+    bool running = true;
+    int roundsRemaining = 1000;
+
+    while (roundsRemaining != 0) {
+        ttr.round();
+        std::this_thread::sleep_for(10000ms);
+        --roundsRemaining;
+    }
+
     return 0;
 }

src/BasicTrader.cpp

@@ -0,0 +1,46 @@
+#include "BasicTrader.h"
+#include <iostream>
+
+BasicTrader::BasicTrader(TradeTracker *tradeTracker) : tradeTracker(tradeTracker) {}
+
+void BasicTrader::step() {
+    Market *market = tradeTracker->getExchange("Binance")->getMarket("ETHBUSD");
+    calcualteEMA();
+    double price = market->getExchangeRate();
+    if(ema > 0) {
+        if (!own && price * 1.001 <= ema) {
+            market->buy(&wallet, wallet.getBalance("BUSD") * 0.9 / market->getExchangeRate());
+            std::cout << "ETH bought @" << market->getExchangeRate() << " because EMA(" << queue_size << ") is down by "
+                      << (1 - (ema / prev_ema)) * 100 << "%" << std::endl;
+            own = true;
+            price_bougth = price;
+        }
+        if (own && price * 0.999 >= ema && price > price_bougth) {
+            market->sell(&wallet, wallet.getBalance("ETH"));
+            std::cout << "ETH sold @" << market->getExchangeRate() << " because EMA(" << queue_size << ") is up by "
+                      << (1 - (ema / prev_ema)) * 100 << "%" << std::endl;
+            own = false;
+        }
+        std::cout << "EMA(" <<queue_size << ")= " << ema << ", " << prev_ema << " " << (double) ema / prev_ema << std::endl;
+    }
+    prev_ema = ema;
+}
+
+void BasicTrader::calcualteEMA() {
+    Market *market = tradeTracker->getExchange("Binance")->getMarket("ETHBUSD");
+    double price = market->getExchangeRate();
+    prices.push_back(price);
+    if (prices.size() <= queue_size) {
+        std::cout << "Gathering Data " << (double) prices.size() / queue_size * 100 << "%" << std::endl;
+    } else {
+        double moving_avrage = 0;
+        prices.pop_front();
+        for (int i = 0; i < queue_size; ++i) {
+            moving_avrage += prices[i];
+        }
+        moving_avrage /= queue_size;
+        prev_ema = (prev_ema == 0) ? moving_avrage : prev_ema;
+        double k = 2 / ((double) queue_size + 1);
+        ema = (price - prev_ema) * k + prev_ema;
+    }
+}

src/BasicTrader.h

@@ -0,0 +1,22 @@
+#ifndef TRADESIM_BASICTRADER_H
+#define TRADESIM_BASICTRADER_H
+#include <deque>
+
+#include "TradeTracker.h"
+#include "Trader.h"
+
+class BasicTrader : public Trader{
+    TradeTracker* tradeTracker;
+    size_t queue_size = 54;
+    std::deque<double> prices;
+    double prev_ema = 0,ema = 0;
+    void calcualteEMA();
+    bool own = false;
+    double price_bougth = 0;
+public:
+    BasicTrader(TradeTracker *tradeTracker);
+    void step();
+};
+
+
+#endif //TRADESIM_BASICTRADER_H

src/Binance.cpp

@@ -4,8 +4,8 @@
 
 Binance::Binance() :Exchange("Binance",0.1){
 // TODO: Ezt lehetne configból is (pl. jsoncpp-vel)
-    markets["BTCBUSD"] = Market("BTC/BUSD");
-    markets["ETHBUSD"] = Market("ETH/BUSD");
+    markets["BTCBUSD"] = Market("BTC/BUSD", this);
+    markets["ETHBUSD"] = Market("ETH/BUSD", this);
 
     updateAllMarkets();
 }

src/Exchange.cpp

@@ -5,7 +5,7 @@ const std::string &Exchange::getName() const {
     return name;
 }
 
-const Market *Exchange::getMarket(std::string name) {
+Market *Exchange::getMarket(std::string name) {
     try {
         return &markets.at(name);
     }catch (std::out_of_range e) {

src/Exchange.h

@@ -13,11 +13,10 @@ protected:
     double fee;
 public:
     Exchange(const std::string &name, double fee);
-
     const std::string &getName() const;
     virtual void updateAllMarkets() = 0;
     virtual void updateMarket(std::string name) = 0;
-    const Market *getMarket(std::string name);
+    Market *getMarket(std::string name);
     void addMarket(Market m);
 
     double getFee() const;

src/Market.cpp

@@ -13,15 +13,15 @@ void Market::setExchangeRate(double exchangeRate) {
     exchange_rate = exchangeRate;
 }
 
-Market::Market(const std::string& name): name(name) {}
+Market::Market(const std::string &name, Exchange *ex) : name(name),exchange(ex) {}
 
 void Market::buy(Wallet* w, double amount) {
-    w->acceptTransaction(Transaction(getLHSCurrency(),getRHSCurrency(),amount-amount*(exchange->getFee()/100),exchange_rate*amount));
+    w->acceptTransaction(Transaction(getRHSCurrency(),getLHSCurrency(),amount-amount*(exchange->getFee()/100),exchange_rate*amount));
 }
 
 void Market::sell(Wallet* w, double amount) {
-    w->acceptTransaction(Transaction(getRHSCurrency(),getLHSCurrency(),
-                                     amount-amount*(exchange->getFee()/100),exchange_rate*amount));
+    w->acceptTransaction(Transaction(getLHSCurrency(),getRHSCurrency(),
+                                     exchange_rate*amount,amount-amount*(exchange->getFee()/100)));
 }
 
 std::string Market::getLHSCurrency() {

src/Market.h

@@ -13,7 +13,7 @@ class Market {
     Exchange* exchange;
 public:
     Market();
-    Market(const std::string& name);
+    Market(const std::string &name, Exchange *ex);
     const std::string &getName() const;
     double getExchangeRate() const;
     void setExchangeRate(double exchangeRate);

src/TradeTracker.cpp

@@ -16,3 +16,11 @@ Exchange *TradeTracker::getExchange(const std::string& name) {
     }
     return nullptr;
 }
+
+void TradeTracker::addExchange(Exchange* exchange) {
+    exchanges.push_back(exchange);
+}
+
+void TradeTracker::addTrader(Trader *t) {
+    traders.push_back(t);
+}

src/TradeTracker.h

@@ -9,9 +9,11 @@
 class TradeTracker {
     std::vector<Exchange*> exchanges;
     std::vector<Trader*> traders;
-    void round();
 public:
     Exchange* getExchange(const std::string& name);
+    void addTrader(Trader* t);
+    void addExchange(Exchange* exchange);
+    void round();
 };
 
 #endif //TRADESIM_TRADETRACKER_H

src/Trader.cpp

@@ -0,0 +1,5 @@
+#include "Trader.h"
+
+Trader::Trader(): wallet(std::initializer_list<std::string> {"BUSD","ETH","BTC"}) {
+    wallet.acceptTransaction(Transaction("BTC","BUSD",100,0));
+}

src/Trader.h

@@ -1,12 +1,16 @@
 #ifndef TRADESIM_TRADER_H
 #define TRADESIM_TRADER_H
+#include "Wallet.h"
+
 class TradeTracker;
 
 class Trader {
 public:
+    Trader();
     virtual void step() = 0;
 protected:
     TradeTracker* tracker;
+    Wallet wallet;
 };
 
 

src/Wallet.cpp

@@ -7,9 +7,26 @@ Wallet::Wallet(std::string* symbols, int size) {
     }
 }
 
+Wallet::Wallet(std::initializer_list<std::string> init_list) {
+    for (auto i = init_list.begin();i != init_list.end();++i) {
+        balances[i->c_str()] = 0.0;
+    }
+}
+
 void Wallet::acceptTransaction(Transaction transaction) {
     if(balances.at(transaction.getCurrencyLhs()) >= transaction.getPrice()){
         balances[transaction.getCurrencyLhs()] -= transaction.getPrice();
         balances[transaction.getCurrencyRhs()] += transaction.getAmount();
     }else throw "Invalid Transaction: too low balance";
 }
+
+double Wallet::getBalance(std::string currency) {
+    try{
+        double bal = balances.at(currency);
+        return bal;
+    }catch(std::out_of_range e) {
+        return 0;
+    }
+}
+
+

src/Wallet.h

@@ -9,7 +9,9 @@ class Wallet {
     std::map<std::string, double> balances;
 public:
     Wallet(std::string* symbols, int size);
+    Wallet(std::initializer_list<std::string> init_list);
     void acceptTransaction(Transaction transaction);
+    double getBalance(std::string);
 };