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).
Constants.hpp
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1 
9 #pragma once
10 
11 #include <limits> // For std::numeric_limits
12 
21 struct Constants {
29  static const Price InvalidPrice = std::numeric_limits<Price>::quiet_NaN();
30 };
Price
std::int32_t Price
Represents the price of an order or trade.
Definition: Usings.hpp:21
Constants
Holds application-wide constants for common values.
Definition: Constants.hpp:21
Constants::InvalidPrice
static const Price InvalidPrice
Represents an invalid price.
Definition: Constants.hpp:29
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