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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#include <json.hpp>
Public Types | |
using | iterator_type = IteratorType |
using | char_type = typename std::iterator_traits< iterator_type >::value_type |
using | adapter_type = iterator_input_adapter< iterator_type > |
Static Public Member Functions | |
static adapter_type | create (IteratorType first, IteratorType last) |
using detail::iterator_input_adapter_factory< IteratorType, Enable >::adapter_type = iterator_input_adapter<iterator_type> |
using detail::iterator_input_adapter_factory< IteratorType, Enable >::char_type = typename std::iterator_traits<iterator_type>::value_type |
using detail::iterator_input_adapter_factory< IteratorType, Enable >::iterator_type = IteratorType |
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inlinestatic |