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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This is the complete list of members for OrderDetail, including all inherited members.
getOrderId() const | OrderDetail | |
getOrderType() const | OrderDetail | |
getPrice() const | OrderDetail | |
getQuantity() const | OrderDetail | |
getSide() const | OrderDetail | |
getTime() const | OrderDetail | |
OrderDetail(OrderType type, OrderId id, Side side, Price price, Quantity qty) | OrderDetail | inline |
OrderDetail()=default | OrderDetail | |
OrderType() const | OrderDetail | |
setQuantity(Quantity newValue) | OrderDetail | |
Side() const | OrderDetail |