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 OrderModify, including all inherited members.
getOrderId() const | OrderModify | inline |
getPrice() const | OrderModify | inline |
getQuantity() const | OrderModify | inline |
getSide() const | OrderModify | inline |
OrderModify(OrderId orderId, Side side, Price price, Quantity quantity) | OrderModify | inline |
toOrderPtr(OrderType type) const | OrderModify | inline |