Orderbook Simulation
OrderbookSim is a C++ application simulating a financial market order book. It efficiently manages and matches buy and sell orders while calculating the Volume-Weighted Average Price (VWAP).
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Holds the bid and ask levels for an orderbook. More...
#include <OrderbookLevelInfos.hpp>
Public Member Functions | |
OrderbookLevelInfos (const LevelInfos &bids, const LevelInfos &asks) | |
Constructs an OrderbookLevelInfos object with specified bid and ask levels. More... | |
const LevelInfos & | getBids () const |
Retrieves the bid levels in the orderbook. More... | |
const LevelInfos & | getAsks () const |
Retrieves the ask levels in the orderbook. More... | |
Holds the bid and ask levels for an orderbook.
The OrderbookLevelInfos class stores bid and ask levels represented by LevelInfos objects. It provides methods to access these levels, which can be useful for orderbook analysis and data dissemination.
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inline |
Constructs an OrderbookLevelInfos object with specified bid and ask levels.
bids | The bid levels to initialize. |
asks | The ask levels to initialize. |
const LevelInfos & OrderbookLevelInfos::getAsks | ( | ) | const |
Retrieves the ask levels in the orderbook.
const LevelInfos & OrderbookLevelInfos::getBids | ( | ) | const |
Retrieves the bid levels in the orderbook.