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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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Defines the OrderbookLevelInfos class for managing bid and ask levels in an orderbook. More...
#include "LevelInfo.hpp"Go to the source code of this file.
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| class | OrderbookLevelInfos |
| Holds the bid and ask levels for an orderbook. More... | |
Defines the OrderbookLevelInfos class for managing bid and ask levels in an orderbook.
This file contains the OrderbookLevelInfos class, which provides a structure to store and retrieve the bid and ask levels within an orderbook.
1.9.1