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
Information Struct Reference

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...
 

Detailed Description

Holds information about an action to be performed on the order book.

Member Data Documentation

◆ _orderId

OrderId Information::_orderId

The unique ID of the order.

◆ _orderType

OrderType Information::_orderType

The type of order (e.g., GoodTillCancel, Market)

◆ _price

Price Information::_price

The price of the order.

◆ _quantity

Quantity Information::_quantity

The quantity of the order.

◆ _side

Side Information::_side

The side of the order (Buy or Sell)

◆ _type

ActionType Information::_type

The type of action (Add, Cancel, Modify)


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