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).
Classes | Typedefs
OrderDetail.hpp File Reference

Defines the OrderDetail class for storing detailed information about individual orders. More...

#include <chrono>
#include "OrderType.hpp"
#include "Side.hpp"
#include "Usings.hpp"
#include "Constants.hpp"

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Classes

class  OrderDetail
 Stores details of an individual order in the orderbook. More...
 

Typedefs

using timeChrono = std::chrono::system_clock::time_point
 

Detailed Description

Defines the OrderDetail class for storing detailed information about individual orders.

This file contains the OrderDetail class, which provides attributes and methods for managing and accessing details of a single order. Each order includes information such as type, side, price, quantity, and a timestamp of creation.

Typedef Documentation

◆ timeChrono

using timeChrono = std::chrono::system_clock::time_point