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#include "sierrachart.h"
#include <iostream>
#include <fstream>
#include <string>
#include <vector>
#include <utility>

using std::ifstream;
using std::ofstream;
using std::ios_base;
using std::string;
using std::to_string;
using std::stoi;
using std::vector;
using std::pair;
using std::make_pair;

SCDLLName("Market_Depth_test_v1.cpp");
SCSFExport scsf_Market_Depth_test_v1(SCStudyGraphRef sc) {

  if(sc.SetDefaults){
     sc.GraphName = "Market_Depth_v1";
     sc.FreeDLL = 1;
     sc.AutoLoop = 0;
     sc.GraphRegion = 0;
     sc.UpdateAlways = 1;
     sc.UsesMarketDepthData = 1;

     return;

  }


const int MaximumMarketDepthLevels = sc.GetMaximumMarketDepthLevels();

int temp = 100;/*temporarily for ES*/
int LevelSize = 0;

if(sc.GetAskMarketDepthNumberOfLevels() > sc.GetBidMarketDepthNumberOfLevels()){
   int LevelSize = sc.GetAskMarketDepthNumberOfLevels();
}
else{
   int LevelSize = sc.GetBidMarketDepthNumberOfLevels();
}

if(sc.ArraySize - MaximumMarketDepthLevels < 0){
   return;
}

for(int Level = 0; Level < LevelSize; Level++){

   s_MarketDepthEntry DepthEntry;
  
   sc.GetBidMarketDepthEntryAtLevel(DepthEntry, Level);
int Bqt = (int)DepthEntry.Quantity;
int Bpr = (int)(DepthEntry.Price*temp);

   sc.GetAskMarketDepthEntryAtLevel(DepthEntry, Level);
int Aqt = (int)DepthEntry.Quantity;
int Apr = (int)(DepthEntry.Price*temp);

sc.AddMessageToLog((to_string(Bpr)+" : "+to_string(Bqt)+" <-> "+to_string(Aqt)+" : "+to_string(Apr)).c_str(),1);

}

}