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For these 2 tasks: TASK 1 : Compute candlestick data Candlesticks are a common visualisation used to show the trends in a trading system. The
For these tasks:
TASK : Compute candlestick data
Candlesticks are a common visualisation used to show the trends in a trading system. The
candlesticks show what happens in a series of time windows, in terms of the starting price, the end
price and the highest and lowest prices seen. The following image shows a graphical plot of
candlestick data:
Figure : example of a graphical candlestick plot. Each box represents the trading activity in a time period. The top and
bottom of a box the candle represent the opening and closing value of a product. The top and bottom of the lines the
candlesticks represent the highest and lowest value seen in that time frame. The red box on May rd indicates the value
was lower at close than open, so value went down. You do not need to make a graphical plot you will be making a text
based plot.
In the first task, you need to compute candlestick data from the exchange data for a particular
product. Here is an example of the fields needed for candlestick data:
Date Open High Low Close
Note that you will need to do this separately for asks and bids, and separately for different products.
So the table above might be the candlestick data for asks on ETHUDST for example.
Here is how you can compute each field:
Open the average price per unit in the previous time frame. So say we want to compute the value
for ETHUSDT asks from the list of items from the order book, which are all asks for ETHUSDT:
Amount Price Value price X amount
TOTAL
MEAN price total value total
price:
You can see that the mean price is
Close: the average price per unit in this time frame same as Open, but for the current time frame
High: highest price seen this time frame
Low: lowest price seen this time frame
You should implement the candlestick data computation using a function which returns the
following data type:
std::vector
Note that it returns a vector of Candlestick objects. You will need to define your own Candlestick
class that is suitable for representing candlestick data. One Candlestick object represents one
candlestick.
TASK : Create a textbased plot of the candlestick data
The second task involves creating a textbased plot of the candlestick data. The figure above shows
an example of a graphical plot. You should try and create something like that using text output. We
recommend that you approach this by first manually typing out what kind of characters you might
use in your plot to represent different things. Use your text editor to do this. Eg you might use a
to represent the top of a box and a to represent the stalk. Once you know what you are aiming for,
you should write C function that takes a vector of Candlestick objects as its input and generates a
plot from that data. You will need to cope with quite a few problems here for example, how can
you round the data so it is an appropriate range for your textbased plotter? How can you deal with
horizontal and vertical positioning? You should attempt to use objectoriented techniques to make
your code as neat and well organised as possible.
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