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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Represents a completed trade, containing information about the bid and ask sides. More...
#include <Trade.hpp>
Public Member Functions | |
Trade (const TradeInfo &bidTrade, const TradeInfo &askTrade) | |
Constructs a Trade object with specified bid and ask trade details. More... | |
const TradeInfo & | getBidTrade () const |
Retrieves the bid-side trade information of this Trade. More... | |
const TradeInfo & | getAskTrade () const |
Retrieves the ask-side trade information of this Trade. More... | |
Represents a completed trade, containing information about the bid and ask sides.
A Trade object contains bid and ask details, encapsulated in TradeInfo objects. It provides methods to access these details, facilitating the retrieval of trade information in a trading system.
const TradeInfo & Trade::getAskTrade | ( | ) | const |
const TradeInfo & Trade::getBidTrade | ( | ) | const |