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MerkelMain Trading Simulator

Overview

MerkelMain is a comprehensive trading simulator designed to analyze market trends, place bids and asks, and manage a virtual wallet. It uses a CSV-based order book to simulate market data and provides an interactive menu for user inputs. The simulator includes features for order matching and wallet management.

Features

  1. Interactive Menu:

    • Print help information.
    • Display exchange statistics.
    • Place asks and bids.
    • View wallet contents.
    • Move to the next timeframe.

  2. CSV-Based Order Book:

    • Reads market data from a CSV file.
    • Extracts order information (bids/asks) for analysis.
    • Automatically matches asks and bids based on price and amount.

  3. Data Processing:

    • Calculate statistics like max/min prices and order counts.
    • Navigate through market data timeframes.
    • Maintain and update a virtual wallet based on successful trades.

Project Structure

Header Files

  • MerkelMain.h: Declares the main trading simulation logic.
  • OrderBook.h: Manages the order book and market data, handles order matching.
  • OrderBookEntry.h: Represents individual entries in the order book.
  • CSVReader.h: Parses market data from a CSV file.
  • Wallet.h: Manages virtual wallet operations like adding, removing, and verifying funds.

Source Files

  • main.cpp: Entry point for the program.
  • MerkelMain.cpp: Implements the main menu and user interaction logic.
  • OrderBook.cpp: Processes market data, calculates statistics, and handles order matching.
  • CSVReader.cpp: Handles file reading, tokenization, and parsing.
  • OrderBookEntry.cpp: Provides structure and utility methods for order entries.
  • Wallet.cpp: Manages the virtual wallet's operations and updates based on transactions.

Key Classes and Functions

MerkelMain

  • init(): Starts the trading simulation and initializes the wallet.
  • printMenu(): Displays the interactive menu.
  • processUserOption(int userOption): Maps user input to the appropriate action (e.g., placing asks/bids, printing stats).
  • enterAsk() & enterBid(): Allow users to place asks and bids, validating input against wallet funds.

OrderBook

  • getKnownProducts(): Lists all products in the market data.
  • getOrders(): Filters orders based on type, product, and timestamp.
  • matchAsksToBids(): Matches asks and bids for a specific product and timestamp.
  • insertOrder(): Inserts a new order into the order book while maintaining order.
  • getHighPrice() & getLowPrice(): Retrieve price statistics for orders.

Wallet

  • insertCurrency(): Adds currency to the wallet.
  • removeCurrency(): Removes currency from the wallet.
  • canFulfillOrder(): Checks if the wallet can fulfill an ask or bid.
  • processSale(): Updates the wallet based on successful transactions.
  • toString(): Returns a string representation of the wallet contents.

CSVReader

  • readCSV(): Reads and parses a CSV file into OrderBookEntry objects.
  • tokenise(): Splits a CSV line into tokens for processing.
  • stringsToOBE(): Converts strings into an OrderBookEntry object.

Build and Run

Compile the code:

g++ -std=c++17 -o MerkelMain main.cpp MerkelMain.cpp OrderBook.cpp CSVReader.cpp OrderBookEntry.cpp Wallet.cpp

Run the app

./MerkelMain

Sample Menu Interaction

1: Print help
2: Print exchange stats
3: Place an ask
4: Place a bid
5: Print wallet
6: Continue
Type in 1-6: 2
You chose: 2
Product: BTC/USDT
Asks seen: 10
Max ask: 50000
Min ask: 45000

CSV File Format

The simulator uses a CSV file (20200317.csv) as input data. Each row contains the following fields:

2020/03/17 17:01:24.884492,BTC/USDT,bid,10000,1.5
2020/03/17 17:01:24.884492,BTC/USDT,ask,11000,0.5

Troubleshooting

  1. File Not Found:
  • Ensure the CSV file (20200317.csv) exists in the project directory.
  • Verify that the filename and path are correct.
  1. Invalid Input:
  • The menu only accepts numbers 1-6. Inputs outside this range are ignored.
  • Ensure the format for bids/asks follows: product,price,amount.
  1. Parsing Errors:
  • Ensure the CSV file uses the expected format: timestamp,product,type,price,amount.
  • Check for missing or malformed lines in the CSV file.
  1. Insufficient Wallet Funds:
  • Ensure your wallet has enough funds for the transaction. Use Print wallet to check available currencies.

Future Improvements

Advanced Features:

  • Support for multiple users with individual wallets.
  • Integration with real-time market data.

Performance Enhancements:

  • Optimize order matching for large datasets.
  • Use a database or in-memory data structure for faster order lookups.

UI Enhancements:

  • Add a graphical user interface (GUI) for better usability.