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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Defines the TradeInfo struct, which holds essential information for a trade. More...
#include "Usings.hpp"
Go to the source code of this file.
Classes | |
struct | TradeInfo |
Holds essential information about a trade, including order ID, price, and quantity. More... | |