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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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This is the complete list of members for OrderDetailHistory, including all inherited members.
| _printBuyHistory() | OrderDetailHistory | |
| _printLiveOrders() | OrderDetailHistory | |
| _printPurchaseHistory() | OrderDetailHistory | |
| _printSellHistory() | OrderDetailHistory | |
| addOrderToHistory(const OrderType type, const OrderId id, const Side side, const Price price, const Quantity qty) | OrderDetailHistory | |
| addOrderToPurchaseHistory(const Price price, const Quantity qty) | OrderDetailHistory | |
| buyHistorySize() const | OrderDetailHistory | |
| deleteALiveOrder(OrderId id) | OrderDetailHistory | |
| getLiveOrders() | OrderDetailHistory | |
| getPrediction() | OrderDetailHistory | |
| getVWAP() | OrderDetailHistory | |
| getVWAP(int n) | OrderDetailHistory | |
| OrderDetailHistory() | OrderDetailHistory | inline |
| purchaseHistorySize() const | OrderDetailHistory | |
| removeMatchedOrder(const OrderId bidId, const OrderId askID) | OrderDetailHistory | |
| saveHistoryToJson(const std::string &buyfilename, const std::string &sellfilename, const std::string &purchasefilename) | OrderDetailHistory | |
| saveHistoryToJson(const std::string &buyfilename="BuyHistory.json", const std::string &sellfilename="SellHistory.json", const std::string &purchasefilename="PurchaseHistory.json", const std::string &liveSellOrdersFilename="LiveSellHistory.json", const std::string &buySellOrdersFilename="LiveBuyHistory.json") | OrderDetailHistory | |
| sellHistorySize() const | OrderDetailHistory | |
| updateNeutralNetwork(Price price, Quantity quantity) | OrderDetailHistory |
1.9.1