Walking Price Levels Without Exposing Order-Book Internals

#include <list>
#include <print>
#include <string>
#include <vector>

struct PriceLevel {
    double priceRupees;
    int quantity;
    int orderCount;
};

struct TradeFill {
    std::string tradeId;
    std::string symbol;
    double priceRupees;
    int quantity;
};

// Naive: OrderBook exposes its internal containers directly to external callers.
class NaiveOrderBook {
public:
    // Leaks internal container types and storage representation!
    std::vector<PriceLevel> bidsVector_;
    std::list<TradeFill> fillsList_;

    void addBid(double price, int qty, int count) {
        bidsVector_.push_back(PriceLevel{price, qty, count});
    }

    void addFill(std::string id, std::string symbol, double price, int qty) {
        fillsList_.push_back(TradeFill{std::move(id), std::move(symbol), price, qty});
    }
};

// Caller 1: Direct index traversal coupled to std::vector
void naivePrintTopLevels(const NaiveOrderBook& book, size_t n) {
    std::println("Walking top {} bid levels via direct vector indexing:", n);
    // If OrderBook switches from std::vector to a skiplist, map, or tree, this breaks!
    for (size_t i = 0; i < std::min(n, book.bidsVector_.size()); ++i) {
        const auto& level = book.bidsVector_[i]; // Direct container access
        std::println("  Level {}: Rs.{:.2f} (Qty: {}, Orders: {})",
                     i + 1, level.priceRupees, level.quantity, level.orderCount);
    }
}

// Caller 2: Coupled to std::list iterator
void naiveFilterBlockTrades(const NaiveOrderBook& book, int minBlockQty) {
    std::println("Filtering block trades (qty >= {}) via raw list iterator:", minBlockQty);
    for (auto it = book.fillsList_.begin(); it != book.fillsList_.end(); ++it) {
        if (it->quantity >= minBlockQty) {
            std::println("  Block trade: {} - {} shares @ Rs.{:.2f}",
                         it->tradeId, it->quantity, it->priceRupees);
        }
    }
}

int main() {
    NaiveOrderBook book;
    book.addBid(3500.0, 150, 3);
    book.addBid(3499.0, 300, 5);
    book.addBid(3498.0, 500, 8);

    book.addFill("TRD-1", "TCS", 3500.0, 50);
    book.addFill("TRD-2", "TCS", 3500.0, 1000); // Block trade

    naivePrintTopLevels(book, 2);
    naiveFilterBlockTrades(book, 500);

    return 0;
}