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).
OrderbookLevelInfos Member List

This is the complete list of members for OrderbookLevelInfos, including all inherited members.

getAsks() constOrderbookLevelInfos
getBids() constOrderbookLevelInfos
OrderbookLevelInfos(const LevelInfos &bids, const LevelInfos &asks)OrderbookLevelInfosinline
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