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).
Classes | Typedefs
MatchedOrderDetails.hpp File Reference
#include <chrono>
#include <sstream>
#include <iomanip>
#include "OrderType.hpp"
#include "Side.hpp"
#include "Usings.hpp"
#include "Constants.hpp"

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Classes

class  MatchedOrderDetail
 Stores details of a matched order, including price, quantity, and time. More...
 

Typedefs

using timeChrono = std::chrono::system_clock::time_point
 

Typedef Documentation

◆ timeChrono

using timeChrono = std::chrono::system_clock::time_point
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