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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#include <json.hpp>
Public Attributes | |
std::uint64_t | f |
int | e |
int | k |
int detail::dtoa_impl::cached_power::e |
std::uint64_t detail::dtoa_impl::cached_power::f |
int detail::dtoa_impl::cached_power::k |