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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#include <json.hpp>
Public Attributes | |
diyfp | w |
diyfp | minus |
diyfp | plus |
diyfp detail::dtoa_impl::boundaries::minus |
diyfp detail::dtoa_impl::boundaries::plus |
diyfp detail::dtoa_impl::boundaries::w |