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).
TradeInfo.hpp
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1 
9 #pragma once
10 #include "Usings.hpp"
11 
19 struct TradeInfo {
20  OrderId _orderId;
21  Price _price;
22  Quantity _quantity;
23 };
Usings.hpp
Defines type aliases commonly used in the trading system.
Price
std::int32_t Price
Represents the price of an order or trade.
Definition: Usings.hpp:21
Quantity
std::uint32_t Quantity
Represents the quantity or volume of assets in an order or trade.
Definition: Usings.hpp:29
OrderId
std::uint64_t OrderId
Represents a unique identifier for an order.
Definition: Usings.hpp:37
TradeInfo
Holds essential information about a trade, including order ID, price, and quantity.
Definition: TradeInfo.hpp:19
TradeInfo::_orderId
OrderId _orderId
Definition: TradeInfo.hpp:20
TradeInfo::_quantity
Quantity _quantity
Definition: TradeInfo.hpp:22
TradeInfo::_price
Price _price
Definition: TradeInfo.hpp:21
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