|
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).
|
This is the complete list of members for Trade, including all inherited members.
| getAskTrade() const | Trade | |
| getBidTrade() const | Trade | |
| Trade(const TradeInfo &bidTrade, const TradeInfo &askTrade) | Trade | inline |
1.9.1