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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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Classes | |
| struct | Extend |
| struct | Extend< integer_sequence< T, Ints... >, SeqSize, 0 > |
| struct | Extend< integer_sequence< T, Ints... >, SeqSize, 1 > |
| struct | Gen |
| struct | Gen< T, 0 > |
1.9.1