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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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Go to the source code of this file.
Classes | |
| struct | LevelInfo |
| Represents a price level in an order book, including its price and quantity. More... | |
Typedefs | |
| using | LevelInfos = std::vector< LevelInfo > |
| A vector of LevelInfo objects for managing multiple price levels. More... | |
A vector of LevelInfo objects for managing multiple price levels.
LevelInfos is used to store a collection of price levels, allowing easy access and manipulation of multiple levels within an order book.
1.9.1