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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Holds information about an action to be performed on the order book. More...
Public Attributes | |
ActionType | _type |
The type of action (Add, Cancel, Modify) More... | |
OrderType | _orderType |
The type of order (e.g., GoodTillCancel, Market) More... | |
Side | _side |
The side of the order (Buy or Sell) More... | |
Price | _price |
The price of the order. More... | |
Quantity | _quantity |
The quantity of the order. More... | |
OrderId | _orderId |
The unique ID of the order. More... | |
Holds information about an action to be performed on the order book.
OrderId Information::_orderId |
The unique ID of the order.
OrderType Information::_orderType |
The type of order (e.g., GoodTillCancel, Market)
Price Information::_price |
The price of the order.
Quantity Information::_quantity |
The quantity of the order.
Side Information::_side |
The side of the order (Buy or Sell)
ActionType Information::_type |
The type of action (Add, Cancel, Modify)