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).
Public Attributes | List of all members
TradeInfo Struct Reference

Holds essential information about a trade, including order ID, price, and quantity. More...

#include <TradeInfo.hpp>

Public Attributes

OrderId _orderId
 
Price _price
 
Quantity _quantity
 

Detailed Description

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.

Member Data Documentation

◆ _orderId

OrderId TradeInfo::_orderId

The unique identifier of the order involved in the trade.

◆ _price

Price TradeInfo::_price

The price at which the trade was executed.

◆ _quantity

Quantity TradeInfo::_quantity

The quantity of assets involved in the trade.


The documentation for this struct was generated from the following file: