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).
Public Member Functions | List of all members
OrderbookLevelInfos Class Reference

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 LevelInfosgetBids () const
 Retrieves the bid levels in the orderbook. More...
 
const LevelInfosgetAsks () const
 Retrieves the ask levels in the orderbook. More...
 

Detailed Description

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.

Constructor & Destructor Documentation

◆ OrderbookLevelInfos()

OrderbookLevelInfos::OrderbookLevelInfos ( const LevelInfos bids,
const LevelInfos asks 
)
inline

Constructs an OrderbookLevelInfos object with specified bid and ask levels.

Parameters
bidsThe bid levels to initialize.
asksThe ask levels to initialize.

Member Function Documentation

◆ getAsks()

const LevelInfos & OrderbookLevelInfos::getAsks ( ) const

Retrieves the ask levels in the orderbook.

Returns
A constant reference to the ask LevelInfos.

◆ getBids()

const LevelInfos & OrderbookLevelInfos::getBids ( ) const

Retrieves the bid levels in the orderbook.

Returns
A constant reference to the bid LevelInfos.

The documentation for this class was generated from the following files: