Introduction

The goal for this assignment is to develop a command$-$line technical analysis toolkit for the

exchange platform.

TASK $1$: 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 $1$: 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 $3^{rd}$ 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

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 ETH$/$UDST$\text{'},$ 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 ETH$/$USDT asks from the list of items from the order book, which are all asks for ETH$/$USDT:

Value $($price $x$ amount$)$

$5$

$1$

$10$

$10$

TOTAL

$15$

MEAN price $($total value $/$ total

price$)$:

$6\mathrm{.}67$

You can see that the mean price is $6\mathrm{.}67.$

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: :vectorC$++$