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 OrderDetail class for storing detailed information about individual orders. More...
#include <chrono>
#include "OrderType.hpp"
#include "Side.hpp"
#include "Usings.hpp"
#include "Constants.hpp"
Go to the source code of this file.
Classes | |
class | OrderDetail |
Stores details of an individual order in the orderbook. More... | |
Typedefs | |
using | timeChrono = std::chrono::system_clock::time_point |
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.
using timeChrono = std::chrono::system_clock::time_point |