RGM Advisors, Order Book Programming Problem, here. Nice focus.
Your task is to write a program, Pricer, that analyzes such a log file. Pricer takes one command-line argument: target-size. Pricer then reads a market data log on standard input. As the book is modified, Pricer prints (on standard output) the total expense you would incur if you bought target-size shares (by taking as many asks as necessary, lowest first), and the total income you would receive if you sold target-size shares (by hitting as many bids as necessary, highest first). Each time the income or expense changes, it prints the changed value.