Orderbook Simulation: OrderbookSim/Orderbook.cpp File Reference

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).

OrderbookSim

Implements the Orderbook class for managing orders in a trading system. More...

#include "Orderbook.hpp"
#include <mutex>

Detailed Description

Implements the Orderbook class for managing orders in a trading system.

This file contains the implementation of the Orderbook class, including methods for adding, matching, canceling, and modifying orders, as well as handling orderbook events and maintaining orderbook state.