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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Defines the OrderModify class, which encapsulates modifications to an order's details. More...
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Classes | |
class | OrderModify |
Represents a modification to an existing order. More... | |
Defines the OrderModify class, which encapsulates modifications to an order's details.
The OrderModify class stores updated information for an order, such as order ID, price, side, and quantity. It also includes a method to convert these modifications into a new order.