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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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This is the complete list of members for Orderbook, including all inherited members.
| addOrder(OrderPtr order) | Orderbook | |
| addOrder(OrderType type, Side side, Price price, Quantity qty) | Orderbook | |
| addOrder(OrderType type, OrderId orderId, Side side, Price price, Quantity qty) | Orderbook | |
| addOrderViaPython(int type, int id, int side, int price, int qty) | Orderbook | |
| CancelOrder(OrderId orderId) | Orderbook | |
| changeExecutionType(int type) | Orderbook | |
| EndOfDay() | Orderbook | |
| getOrderInfos() const | Orderbook | |
| getPriceScale() | Orderbook | |
| ModifyOrder(OrderModify order) | Orderbook | |
| operator=(const Orderbook &)=delete | Orderbook | |
| operator=(Orderbook &&)=delete | Orderbook | |
| Orderbook() | Orderbook | inline |
| Orderbook(const Orderbook &)=delete | Orderbook | |
| Orderbook(Orderbook &&)=delete | Orderbook | |
| printAllOrders() | Orderbook | |
| saveToJson(const std::string &buyfilename="BuyHistory.json", const std::string &sellfilename="SellHistory.json", const std::string &purchasefilename="PurchaseHistory.json", const std::string &buyLivefilename="BuyLiveHistory.json", const std::string &sellLivefilename="SellLiveHistory.json") | Orderbook | |
| setPriceScale(Price _price) | Orderbook | |
| Size() const | Orderbook | |
| ~Orderbook() | Orderbook | inline |
1.9.1