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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
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:DateOpen High Low CloseNote 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 valuefor ETHUSDT asks from the list of items from the order book, which are all asks for ETHUSDT:AmountPriceValue price X amountTOTALMEAN 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 frameHigh: highest price seen this time frameLow: lowest price seen this time frameYou should implement the candlestick data computation using a function which returns the following datatype std::vecto
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