Orderbook.hpp File Reference

Defines the Orderbook class for managing orders and trades in a trading system. More...

#include "Order.hpp"
#include "Trade.hpp"
#include "Usings.hpp"
#include "OrderModify.hpp"
#include "OrderbookLevelInfos.hpp"
#include "OrderDetailHistory.hpp"
#include <map>
#include <unordered_map>
#include <optional>
#include <mutex>
#include <condition_variable>
#include <cmath>

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Classes
class	Orderbook
	Manages and matches orders in a trading environment. More...

Detailed Description

Defines the Orderbook class for managing orders and trades in a trading system.

This file contains the Orderbook class, which handles the management, matching, and cancellation of orders. It includes private and public member functions for maintaining an orderbook, updating levels, handling Good For Day orders, and saving order data to JSON files.