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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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Implements the OrderDetailHistory class, providing functionality to manage and track order history. More...
#include "OrderDetailHistory.hpp"Implements the OrderDetailHistory class, providing functionality to manage and track order history.
This file contains the implementation of the OrderDetailHistory class, which stores and manages historical and live orders, as well as offers methods to handle matched orders, save histories to JSON, and update predictions with a neural network.
1.9.1