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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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... | |
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.
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.