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).
Static Public Attributes | List of all members
Constants Struct Reference

Holds application-wide constants for common values. More...

#include <Constants.hpp>

Static Public Attributes

static const Price InvalidPrice = std::numeric_limits<Price>::quiet_NaN()
 Represents an invalid price. More...
 

Detailed Description

Holds application-wide constants for common values.

The Constants struct provides a centralized location for defining important constant values, such as InvalidPrice, which can represent an undefined or invalid price in calculations.

Member Data Documentation

◆ InvalidPrice

const Price Constants::InvalidPrice = std::numeric_limits<Price>::quiet_NaN()
static

Represents an invalid price.

This constant is used to signify an undefined or invalid price in scenarios where a valid price cannot be provided. It utilizes quiet_NaN() to indicate a non-numeric value.


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