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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Declares the OrderDetailHistory class for managing order histories and live orders. More...
#include <vector>
#include <iostream>
#include <fstream>
#include <unordered_map>
#include "json.hpp"
#include "NeuralNetwork.hpp"
#include "OrderDetail.hpp"
#include "MatchedOrderDetails.hpp"
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Classes | |
class | OrderDetailHistory |
Manages the history of orders and tracks live orders in the orderbook. More... | |
Declares the OrderDetailHistory class for managing order histories and live orders.
The OrderDetailHistory class provides methods to track and manage historical buy, sell, and matched orders, save order data to JSON, and update order details using a neural network.