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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 Order, including all inherited members.
| Fill(Quantity qty) | Order | |
| getFilledQty() const | Order | |
| getInitialQty() const | Order | |
| getOrderId() const | Order | |
| getOrderType() const | Order | |
| getPrice() const | Order | |
| getQty() const | Order | |
| getRemainingQty() const | Order | |
| getSide() const | Order | |
| isFilled() const | Order | |
| Order(OrderType type, OrderId id, Side side, Price price, Quantity qty) | Order | inline |
| Order(OrderId orderId, Side side, Quantity quantity) | Order | inline |
| toGoodTillCancel(Price price) | Order |
1.9.1