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 MatchedOrderDetail, including all inherited members.
getPrice() const | MatchedOrderDetail | inline |
getQuantity() const | MatchedOrderDetail | inline |
getTime() const | MatchedOrderDetail | inline |
MatchedOrderDetail(Price price, Quantity qty) | MatchedOrderDetail | inline |