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).
|
Holds essential information about a trade, including order ID, price, and quantity. More...
#include <TradeInfo.hpp>
Public Attributes | |
OrderId | _orderId |
Price | _price |
Quantity | _quantity |
Holds essential information about a trade, including order ID, price, and quantity.
TradeInfo encapsulates the core details of a trade and is typically used within a Trade object to represent either the bid or ask side of a transaction.
OrderId TradeInfo::_orderId |
The unique identifier of the order involved in the trade.
Price TradeInfo::_price |
The price at which the trade was executed.
Quantity TradeInfo::_quantity |
The quantity of assets involved in the trade.