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).
OrderModify Member List

This is the complete list of members for OrderModify, including all inherited members.

getOrderId() constOrderModifyinline
getPrice() constOrderModifyinline
getQuantity() constOrderModifyinline
getSide() constOrderModifyinline
OrderModify(OrderId orderId, Side side, Price price, Quantity quantity)OrderModifyinline
toOrderPtr(OrderType type) constOrderModifyinline