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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 OrderModify class, which provides a way to modify orders and convert modifications into new orders. More...
Implements the OrderModify class, which provides a way to modify orders and convert modifications into new orders.
This file contains the implementation of the OrderModify class functions, including getters for order details and a method to create a new OrderPtr from the modification.
1.9.1